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Chapter

Twelve

12-2

Chapter Twelve

Analysis of Variance

GOALS

When you have completed this chapter, you will be able to:

ONE

List the characteristics of the F distribution.

TWO

Conduct a test of hypothesis to determine whether the variances of two

populations are equal.

THREE

Discuss the general idea of analysis of variance.

FOUR

Organize data into a one-way and a two-way ANOVA table.

Goals

12-3

Chapter Twelve continued

Analysis of Variance

GOALS

When you have completed this chapter, you will be able to:

FIVE

Define and understand the terms treatments and blocks.

SIX

Conduct a test of hypothesis among three or more treatment means.

SEVEN

Develop confidence intervals for the difference between treatment means.

EIGHT

Conduct a test of hypothesis to determine if there is a difference among

block means.

Goals

12-4

Each member of the family is

determined by two parameters: the

numerator degrees of freedom and

the denominator degrees of

4.5

1

freedom. Its values range from 0

to ∞ . As F → ∞ the

F cannot be

The F curve approaches the X-

negative, and

distribution is axis but never touches it.

it is a

continuous positively

distribution. skewed. Characteristics of F-

Distribution

12-5

Test for Equal Variances of Two Populations

2

For the two tail test, the

s1

F = 2

test statistic is given by s2

The degrees of freedom are

n1-1 for the numerator and

n2-1 for the denominator.

s12 and s 22 are the The null hypothesis is rejected

sample variances for if the computed value of the

the two samples. The test statistic is greater than the

larger s is placed in critical value.

the denominator.

Test for Equal Variances of Two Populations

12-6

Securities, reported that the mean

rate of return on a sample of 10

internet stocks was 12.6 percent

with a standard deviation of 3.9

percent.

The mean rate of return on a sample

of 8 utility stocks was 10.9 percent

with a standard deviation of 3.5

percent. At the .05 significance level,

can Colin conclude that there is more

variation in the internet stocks?

Example 1

12-7

2 2

H0 :σ I ≤σ U

Step 1: The hypotheses are 2 2

H1 : σ I >σ U

Example 1 continued

12-8

if F>3.68 or if p < .05. computed as follows.

The degrees of 2

freedom are n1-1 or 9 (3.9)

F= 2

= 1.2416

in the numerator and (3.5)

n1-1 or 7 in the

The p(F>1.2416) is .3965.

denominator.

insufficient evidence to show more

variation in the internet stocks.

Example 1 continued

12-9

used for testing whether two analysis of variance or

or more sample means came ANOVA

from the same or equal

populations.

means is given as:

Ho: µ1 = µ2 = µ3 = µ4

H1: µ1 = µ2 = µ3 = µ4

The ANOVA Test of Means

12-10

The sampled

populations follow the

normal distribution.

standard deviations.

Underlying assumptions for

ANOVA

Estimate of the population variance 12-11

F=

Estimate of the population variance

based on the variation within the samples

being sampled, the numerator

Degrees of freedom degrees of freedom is k – 1

for the F statistic in

ANOVA If there are a total of n

observations the denominator

degrees of freedom is n – k.

12-12

variation due to the treatment, Treatment Variation,

and to the error component, Random Variation.

i stands for the ith observation

xG is the overall or grand mean

k is the number of treatment groups

12-13

ANOVA Table

Source of Sum of Degrees Mean F

Variatio Squares of Square

n Freed

om

Treatments SST k-1 SST/(k-1)

(k) k =MST MST

Σnk(Xk-XG)2 MSE

Error SSE n-k SSE/(n-k)

i k =MSE

Treatment variation

ΣΣ(Xi.k-Xk) 2

Random variation

Total TSS n-1

Total variation

i

Anova Table

Σ(Xi-XG) 2

12-14

Σij(Xij-

XG)2

12-15

families. Katy Polsby, President, recently

developed a new meat loaf dinner. Before

making it a part of the regular menu she decides

to test it in several of her restaurants.

She would like to know if

there is a difference in the

mean number of dinners sold

per day at the Anyor, Loris,

and Lander restaurants. Use

the .05 significance level.

Example 2

12-16

Restaurant Aynor Loris Lander

Day

Day 1 13 10 18

Day 2 12 12 16

Day 3 14 13 17

Day 4 12 11 17

Day 5 17

Example 2 continued

12-17

hypothesis.

Ho: µAynor = µLoris = µLandis

H1: µAynor = µLoris = µLandis

given in the problem statement as .05.

statistic follows the F distribution.

Example 2 continued

12-18

The numerator degrees of freedom, k-1, equal 3-1 or 2.

The denominator degrees of freedom, n-k, equal 13-3 or

10. The value of F at 2 and 10 degrees of freedom is

4.10. Thus, H0 is rejected if F>4.10 or p< α of .05.

and make a decision.

ANOVA calculations follow.

Example 2 continued

Computation of SSE 12-19

ΣΣ(Xi.k-Xk)2

#sold #so #sold

ld

13 (13-12.75)2 10 (10-11.5)2 18 (18-17)2

12 (12-12.75)2 12 (12-11.5)2 16 (16-17)2

14 (14-12.75)2 13 (13-11.5)2 17 (17-17)2

12 (12-12.75)2 11 (11-11.5)2 17 (17-17)2

17 (17-17)2

2.75 5 2

Xk 12.75 11.5 17

SSE: 2.75 + 5 + 2 = 9.75

XG: 14.00

Computation of TSS i

12-20

Σ(Xi-XG)2

#sold #s #sold

old

13 (13-14)2 10 (10-14)2 18 (18-14)2

12 (12-14)2 12 (12-14)2 16 (16-14)2

14 (14-14)2 13 (13-14)2 17 (17-14)2

12 (12-14)2 11 (11-14)2 17 (17-14)2

17 (17-14)2

9.00 30 47

TSS: 9.00 + 30 + 47 = 86.00

SSE: 9.75

XG: 14.00

Example 2 continued

Computation of TSS

Computation of SST k 12-21

Σnk(Xk-XG)2

Restaurant XT SST

Anyor 12.75 4(12.75-14)2

Loris 11.50 4(11.50-14)2

Lander 17.00 5(17.00-14)2

76.25

= 86 – 9.75

= 76.25 Example 2 continued

Computation of SST

12-22

ANOVA Table

Source of Sum of Degrees Mean F

Variatio Squares of Square

n Freed

om

Treatments 76.25 3-1 76.25/2

=2 =38.125 38.125

Error 9.75 13-3 9.75/10 .975

=10 =.975 = 39.103

Total 86.00 13-1

=12

Example 2 continued

12-23

Since an F of 39.103 > the treatment means are

critical F of 4.10, the p not the same.

of .000018 < a of .05, the

decision is to reject the The mean number of

null hypothesis and meals sold at the three

conclude that locations is not the

same.

The ANOVA tables on the next two slides are from the

Minitab and EXCEL systems. Example 2continued

12-24

Analysis of Variance

Source DF SS MS F P

Factor 2 76.250 38.125 39.10 0.000

Error 10 9.750 0.975

Total 12 86.000

Individual 95% CIs For Mean

Based on Pooled StDev

Level N Mean StDev ---------+---------+---------

+-------

Aynor 4 12.750 0.957 (---*---)

Loris 4 11.500 1.291 (---*---)

Lander 5 17.000 0.707 (---*---)

---------+---------+---------

+-------

Pooled StDev = 0.987 12.5 15.0 17.5

Example 2 continued

12-25

Anova: Single Factor

SUMMARY

Groups Count Sum Average Variance

Aynor 4 51 12.75 0.92

Loris 4 46 11.50 1.67

Lander 5 85 17.00 0.50

ANOVA

Source of Variation SS df MS F P-value F crit

Between Groups 76.25 2 38.13 39.10 2E-05 4.10

Within Groups 9.75 10 0.98

Total 86.00 12

Example 2 continued

12-26

hypothesis that the

means are equal, I want

to know which

treatment means differ.

is through the use of confidence

intervals around the difference

in treatment means.

Inferences About

Treatment Means

12-27

1 1

( X 1 − X 2 ) ± t MSE n + n

1 2

t is obtained from

the t table with MSE = [SSE/(n - k)]

degrees of freedom

(n - k).

in treatment means includes zero, there is not a

difference between the treatment means.

Confidence Interval for the

Difference Between Two Means

12-28

95% confidence interval for the difference

in the mean number of meat loaf dinners

sold in Lander and Aynor

there is a difference

between the two

restaurants?

1 1

(17 − 12.75) ± 2.228 .975 +

4 5

4.25 ± 1.48 ⇒ (2.77,5.73)

EXAMPLE 3

12-29

in the interval, we

conclude that this

pair of means

differs.

meals sold in Aynor

is different from

Lander.

Example 3continued

12-30

factor ANOVA we test whether there is a significant difference

between the treatment effect and whether there is a difference

in the blocking effect (a second treatment variable).

where r is the number of blocks

Xb is the sample mean of block b

XG is the overall or grand mean

computed as before, with the addition of the SSB.

Two-Factor ANOVA

12-31

ANOVA Table

Source of Sum of Squares Degrees Mean F

Variatio of Square

n Freedo

m

Treatments SST k-1 SST/(k-1)

(k) =MST MST

Blocks SSB b-1 SSB/(b-1) MSE

(b) =MSB

MSB

Error SSE (k-1)(b-1) SSE/

MSE

(TSS – SST –SSB) (k-1)(b-1)

=MSE

Total TSS n-1

Two factor ANOVA table

12-32

Xi1 Xi2 (Xi1- XG)2 (Xi2-

XG)2

X1j ΣjX1j X1j = b1(X1j -

ΣjX1j/b1 XG)2

X2j ΣjX2j X2j = b2(X2j -

ΣjX2j/b2 XG)2

ΣiXi1 ΣiXi2 ΣijXij SSB =

Σibi(

Xi -

XG)2

Xi1 = Xi2 = XG = Σi(Xi1- XG)2 Σi(Xi2-

ΣiX ΣiX ΣijXij/nij XG)2

i1

/n i2

/n

1 2

XG) XG) Σjnj( Σij(Xij-

2 2 Xj - XG)2

XG)2

12-33

The Bieber Manufacturing

Co. operates 24 hours a

day, five days a week. The

workers rotate shifts each

week. Todd Bieber, the

owner, is interested in

whether there is a

difference in the number

of units produced when the At the .05 significance level,

employees work on can we conclude there is a

various shifts. A sample difference in the mean

of five workers is selected production by shift and in

and their output recorded the mean production by

on each shift. employee?

Example 4

12-34

Output Output Output

McCartney 31 25 35

Neary 33 26 33

Schoen 28 24 30

Thompson 30 29 28

Wagner 28 26 27

Example 4 continued

Treatment Effect

12-35

the alternate hypothesis.

Step 2: Select the level of

H0 : µ 1 = µ 2 = µ 3 significance. Given as .05.

H1: Not all means are equal.

Step 3: Determine the Step 4: Formulate the

test statistic. The test decision rule.

statistic follows the F Ho is rejected if F > 4.46,

distribution. the degrees of freedom are

2 and 8, or if p < .05.

Step 5: Perform the calculations

Example 4 continued

and make a decision.

12-36

Block Effect

Step 1: State the null hypothesis and

the alternate hypothesis. Step 2: Select the

H0 : µ 1 = µ 2 = µ 3 = µ 4 = µ 5

level of significance.

Given as α = .05.

Step 4: Formulate the

Step 3: Determine the

test statistic. The test decision rule.

statistic follows the F H0 is rejected if F>3.84, df

distribution. =(4,8) or if p < .05.

Step 5: Perform the calculations and Example 4 continued

make a decision.

Note: xG = 28.87 Block Sums of Squares 12-37

Day Evening Night Employee x SSB

McCartney 31 25 35 30.33 3(30.33-28.87)2

=

6.42

Neary 33 26 33 30.67 3(30.67-28.87)2

= 9.68

Schoen 28 24 30 27.33 3(27.33-28.87)2

7.08

Thompson 30 29 28 29.00 3(29.00-28.87)2

.09

Wagner 28 26 27 27.00 3(27.00-28.87)2

10.49

SSB = 6.42 + 9.68 + 7.08 + .05 + 10.49= 33.73

12-38

TSS = 139.73

SST = 62.53

SSE = 43.47 (139.73-62.53-33.73)

df(block) = 4 (b-1)

df(treatment) = 2 (k-1)

df(error)=8 (k-1)(b-1)

Example 4 continued

12-39

ANOVA Table

Source of Sum of Degrees of Mean F

Variatio Squares Freedo Square

n m

Treatments 62.53 2 62.53/2 31.27/5.43

(k) =31.275 = 5.75

(b) =8.43 =1.55

Error 43.47 8 43.47/8

=5.43

Total 139.73 14

Example 4 continued

12-40

Treatment Effect

Since the computed Block Effect

F of 5.75 > the Since the computed F of 1.55

critical F of 4.10, the < the critical F of 3.84, the p

p of .03 < α of .05, of .28> α of .05, H0 is not

H0 is rejected. There rejected since there is no

is a difference in the significant difference in the

mean number of average number of units

units produced for produced for the different

the different time employees.

periods.

Example 4 continued

12-41

Minitab output

Source DF SS MS F P

Worker 4 33.73 8.43 1.55 0.276

Shift 2 62.53 31.27 5.75 0.028

Error 8 43.47 5.43

Total 14 139.73

Example 4 continued

12-42

Day 5 150 30.0 4.5

Evening 5 130 26.0 3.5

Night 5 153 30.6 11.3

Neary 3 92 30.67 16.33

Schoen 3 82 27.33 9.33

Thompson 3 87 29.00 1

Wagner 3 81 27.00 1

ANOVA

Source of

Variation SS df MS F P-value F crit

Rows 62.53 2 31.27 5.75 0.03 4.46

Columns 33.73 4 8.43 1.55 0.28 3.84

Error 43.47 8 5.43

Using

EXCEL Example 4 continued

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