9.2.

One-Way ANOVA 521

9.2.4. Using the notation of this section, assume that the means satisfy the con-
dition that μ = μ1 + (b − 1)d = μ2 − d = μ3 − d = · · · = μb − d. That is, the
last b −1 means are equal but differ from the first mean μ1, provided that d = 0.
Let independent random samples of size a be taken from the b normal
distributions with common unknown variance σ2.

(a) Show that the maximum likelihood estimators of μ and d are μˆ = X .. and
b
Σ
X .j /(b − 1) − X .1
j=2
dˆ = b .

(b) Using Exercise 9.2.4, find Q6 and Q7 = cdˆ2 so that, when d = 0, Q7 /σ2 is
χ2(1) and
a b
Σ
Σ (Xij − X..) = Q3 + Q6 + Q7.
2

i=1 j=1

(c) Argue that the three terms in the right-hand member of part (b), once di-
vided by σ2 , are independent random variables with chi-square distributions,
provided that d = 0.

(d) The ratio Q7 /(Q3 + Q6 ) times what constant has an F -distribution, provided
that d = 0? Note that this F is really the square of the two-sample T used
to test the equality of the mean of the first distribution and the common
mean
of the other distributions, in which the last b − 1 samples are combined into
one.

9.2.5. On page 123 of their text, Kloke and McKean (2014) present the results of
an experiment investigating 4 drugs (treatments) for their effect on lowering LDL
(low density lipids) cholesterol. For the experimental design, 39 quail were
randomly assigned to one of the 4 drugs. The drug was mixed in their food, but,
other than this, the quail were all treated in the same way. After a specified period
of time, the LDL level of each quail was determined. The first drug was a
placebo, so the interest is to see if any other of the drugs resulted in lower LDL
than the placebo. The data are in the file quailldl.rda. The first column of this
matrix contains the
drug indicator (1 through 4) for the quail while the second column contains the ldl
level of that quail.

(a) Obtain comparison boxplots of LDL levels. Which drugs seem to result in
lower LDL levels? Identify, by observation number, the outliers in the data.

(b) Compute the F -test that all mean levels of LDL are the same for all 4 drugs.
Report the F -test statistic and p-value. Conclude in terms of the problem
using the nominal significance level of 0.05. Use the R code in Example 9.2.1.

(c) Does your conclusion in Part (b) agree with the boxplots of Part (a)?