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ONE WAY ANOVA - Stat&proba Report Mam Che
ONE WAY ANOVA - Stat&proba Report Mam Che
WAY
ANOVA
(ANALYSIS OF VARIANCE)
Another way to find the grand mean is to find the weighted average of the
sample means. The weight applied is the sample size.
Total Variation
The total variation (not variance) is comprised the sum of the squares of
the differences of each mean with the grand mean.
There is the between group variation and the within group variation. The
whole idea behind the analysis of variance is to compare the ratio of
between group variance to within group variance. If the variance caused
by the interaction between the samples is much larger when compared
to the variance that appears within each group, then it is because the
means aren't the same.
Between Group Variation
The variation due to the interaction between the samples is denoted
SS(B) for Sum of Squares Between groups. If the sample means are close
to each other (and therefore the Grand Mean) this will be small. There
are k samples involved with one data value for each sample (the sample
mean), so there are k-1 degrees of freedom.
The variance due to the differences within individual samples is denoted MS(W)
for Mean Square Within groups. This is the within group variation divided by its
degrees of freedom. It is also denoted by
Sw2
It is the weighted average of the variances (weighted with the degrees of
freedom).
F test statistic
The F test statistic is found by dividing the between group variance by
the within group variance. The degrees of freedom for the numerator
are the degrees of freedom for the between group (k-1) and the
degrees of freedom for the denominator are the degrees of freedom
for the within group (N-k).
Example
A photocopy machine shop has 3 photocopy machines of different models: Model A,
Model B and Model C. During the past 3 months, the owner made some tabulations of
the average number of minutes per week each photocopy machine is out of service
because of repairs. The tabulated results are given below.
At the .05 significance level, decide whether differences among the three samples can
be attributed to chance.
Solutions:
Step 1. State the null and alternate hypothesis.
Ho: The average number of minutes the photocopy machines are out of service is equal.
Ha: The average number of minutes is not equal.
Step 2. Select the level of significance.
Dfn = k-1, where k is the number of samples
Dfd = N-k, where n is the total number of observations of all samples
1 2 3 4
12 4.7472 3.8853 3.4903 3.2592
13 4.6672 3.8056 3.4105 3.1791
14 4.6001 3.7389 3.3439 3.1122
15 4.5431 3.6823 3.2874 3.0556
The critical value at the .05 significance level with the degrees of freedom in the numerator equal to 2
and the degrees of freedom in the denominator equal to 15 is 3.68.
Step 3. Select the appropriate test statistic.
We use here the F-test.
F= MSSb
MSSw
Step 4. Compute test statistic
a) Sum of Squares (SS)
SSb = σ 𝑛 ( 𝑥𝑖 - 𝑥ҧ t )2 where:
n1 = number of observations in each sample
𝑥𝑖 = mean of each sample
𝑥ҧ t = mean of all the total number of observations
SSw = σ ( 𝑛1 -1)S12 where:
n1 = number of observations in each sample
S1 = standard deviation of each sample
b) Degrees of Freedom
𝑫𝒇𝒃 = k-1 where: k - is the number of samples
𝑫𝒇𝒃 - is degree of freedom between
𝑫𝒇𝒘 = N-k where: N- is the total number of observations of all the samples
𝑫𝒇𝒘 - is degree of freedom within
c) Mean Sum of Squares (MSS)
𝑺𝑺𝒃
MS𝑺𝒃 =
𝑫𝒇𝒃
𝑺𝑺𝒘
MS𝑺𝒘 =
𝑫𝒇𝒘
Summary Table
MS𝑺𝒃
Between
SSb 𝑫𝒇𝒃 MS𝑺𝒃 MS𝑺𝒘