520 Inferences About Normal Linear Models

oneway.test(elasticmod~ind,var.equal=T)
F = 12.565, num df = 2, denom df = 19, p-value = 0.0003336
With such a low p-value, the null hypothesis would be rejected and we would con-
clude that the casting method does have an effect on the elastic modulus.

In this example, the experimenter would also be interested in the pairwise

com- parisons of the casting methods. We consider this in Section 9.4.

EXERCISES

9.2.1. Consider the T -statistic that was derived through a likelihood ratio for
test- ing the equality of the means of two normal distributions having common
variance in Example 8.3.1. Show that T 2 is exactly the F -statistic of expression
(9.2.11).

9.2.2. Under Model (9.2.1), show that the linear functions X −ijX.j and X.j X..
are uncorrelated.
Hint: Recall the definition of X.j and X.. and, without loss of generality, we can
let E(Xij) = 0 for all i, j.

9.2.3. The following are observations associated with independent random sam-
ples from three normal distributions having equal variances and respective means μ1, μ2, μ3.

I II III
0.5 2.1 3.0
1.3 3.3 5.1
1.8
−1.0 2.3
0.0 2.4
1.9
2.5 4.2
4.1

Using R or another statistical package, compute the F -statistic that is used to test
H0 : μ1 = μ2 = μ3.

9.2.4. Let X1, X 2 , . .. , Xn be a random sample from a normal distribution N (μ,

σ2). Show that
Σn
Σn J n− 1 J
(Xi − X ) + (X1
2
(Xi − X)2 = − X )2 ,
i=2
n
Σn i=1 J Σn
where X = Xi /n and X = J Xi /(n −J 1). Σn J
i=1 i=2
Hint: Replace Xi − X by (Xi − X ) − (X1 − X )/n. Show that (Xi − X )2 /σ2
i=2
has a chi-square distribution with n − 2 degrees of freedom. Prove that the two
terms in the right-hand member are independent. What then is the distribution of
J
[(n − 1)/n](X1 − X )2
σ 2?