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1 Overview

An introduction of a procedure for


testing the hypothesis that three or
more population means are equal.

For example:
H0: µ1 = µ2 = µ3 = . . . µk
H1: At least one mean is different

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1 Overview
Definition
Analysis of Variance (ANOVA)
a method of testing the equality
of three or more population
means by analyzing sample
variations

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ANOVA methods require the
F-distribution
1. The F-distribution is not symmetric; it is
skewed to the right.
2. The values of F can be 0 or positive,
they cannot be negative.
3. There is a different F-distribution for
each pair of degrees of freedom for the
numerator and denominator.
Critical values of F are given in Table D

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F - distribution
Not symmetric (skewed to the right)

α
nonnegative values only

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2 One-Way ANOVA
Assumptions
1. The populations have normal distributions.
2. The populations have the same variance
σ 2 (or standard deviation σ ).
3. The samples are simple random samples.
4. The samples are independent of each other.
5. The different samples are from populations
that are categorized in only one way.
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Definition
Treatment (or factor)
a property or characteristic that
allows us to distinguish the different
populations from another

Use computer software for ANOVA


calculations if possible

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Procedure for testing:
H0: µ1 = µ2 = µ3 = . . .

1. Calulator to obtain results.


2. Identify the P-value from the display.
3. Form a conclusion based on these criteria:
 If P-value ≤ α, reject the null hypothesis of
equal means.
 If P-value > α , fail to reject the null hypothesis
of equal means.

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Relationships Among Components of ANOVA

Figure 11-2

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ANOVA Fundamental Concept
Estimate the common value of σ 2 using
1. The variance between samples (also
called variation due to treatment) is an
estimate of the common population variance
σ 2 that is based on the variability among the
sample means.

2. The variance within samples (also called


variation due to error) is an estimate of the
common population variance σ 2 based on the
sample variances.
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ANOVA Fundamental Concept
Test Statistic for One-Way ANOVA

variance between samples


F= variance within samples

A excessively large F test statistic is


evidence against equal population means.

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Critical Value of F

Right-tailed test

Degree of freedom with k samples of the


same size n

numerator df = k -1

denominator df = k(n -1)

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Key Components of ANOVA Method

SS(total), or total sum of squares, is a


measure of the total variation (around x) in
all the sample data combined.

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Key Components of ANOVA Method

SS(total), or total sum of squares, is a


measure of the total variation (around x) in
all the sample data combined.

SS(total) = Σ(x - x)
2

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Key Components of ANOVA Method

SS(treatment or between) is a measure of the


variation between the samples. In one-way ANOVA,
SS(treatment) is sometimes referred to as SS(factor).
Because it is a measure of variability between the sample
means, it is also referred to as SS (between groups) or SS
(between samples).

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Key Components of ANOVA Method

SS(treatment or between) is a measure of the


variation between the samples. In one-way ANOVA,
SS(treatment) is sometimes referred to as SS(factor).
Because it is a measure of variability between the sample
means, it is also referred to as SS (between groups) or SS
(between samples).

SS(treatment) = n1(x1 - x)2 + n2(x2 - x)2 + . . . nk(xk - x)2

= Σni(xi - x)2
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Key Components of ANOVA Method

SS(error or within) is a sum of squares representing


the variability that is assumed to be common to all the
populations being considered.

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Key Components of ANOVA Method

SS(error or within) is a sum of squares representing


the variability that is assumed to be common to all the
populations being considered.

2 2 2 2
SS(error) = (n1 -1)s1 + (n2 -1)s2 + (n3 -1)s3 . . . nk(xk -1)si
2
= Σ(ni - 1)si

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Key Components of ANOVA Method

SS(total) = SS(treatment or between) +


SS(error or within)

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Mean Squares (MS)
Sum of Squares SS(treatment) and SS(error)
divided by corresponding number of degrees
of freedom.
MS (treatment or between) is mean square
for treatment, obtained as follows:

SS (treatment)
MS (treatment) =
k-1

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Mean Squares (MS)
MS (error or within) is mean square for error,
obtained as follows:

SS (error)
MS (error) =
N-k

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Mean Squares (MS)
MS (error or within) is mean square for error,
obtained as follows:

SS (error)
MS (error) =
N-k

SS (total)
MS (total) =
N-1

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