Professional Documents
Culture Documents
(8th Edition)
Chapter 11
Analysis of Variance
Chap 11-1
Dependent
Variable
(Response)
21 hrs
27 hrs
29 hrs
17 hrs
25 hrs
20 hrs
31 hrs
28 hrs
22 hrs
Chap 11-2
Assumptions
Chap 11-3
H 0 : 1 2 L c
Chap 11-4
H 0 : 1 2 L c
H1 : Not all i are the same
The Null
Hypothesis is
True
1 2 3
2002 Prentice-Hall, Inc.
Chap 11-5
One-Factor ANOVA
(Treatment Effect Present)
H 0 : 1 2 L c
1 2 3
2002 Prentice-Hall, Inc.
The Null
Hypothesis is
NOT True
1 2 3
Chap 11-6
Total Variation
nj
SST ( X ij X ) 2
j 1 i 1
X
2002 Prentice-Hall, Inc.
nj
X
j 1 i 1
ij
Total Variation
(continued)
SST X 11 X
X
2
21
L X nc c X
Response, X
X
Group 1
2002 Prentice-Hall, Inc.
Group 2
Group 3
Chap 11-8
Among-Group Variation
SSA n j ( X j X )
j 1
SSA
MSA
c 1
Among-Group Variation
(continued)
SSA n1 X 1 X
n2 X 2 X
L nc X c X
Response, X
X3
X1
Group 1
2002 Prentice-Hall, Inc.
Group 2
X2
Group 3
Chap 11-10
nj
SSW ( X ij X j )
j 1 i 1
SSW
MSW
nc
Chap 11-11
Within-Group Variation(continued)
SSW X 11 X 1 X 21 X 1 L X nc c X c
2
Response, X
X3
X1
Group 1
2002 Prentice-Hall, Inc.
Group 2
X2
Group 3
Chap 11-12
Within-Group Variation
(continued)
j
2002 Prentice-Hall, Inc.
Chap 11-13
One-Factor ANOVA
F Test Statistic
Test statistic:
MSA
F
MSW
df
1
1
Degrees of freedom
df 2 n 1
Chap 11-14
Among
(Factor)
Within
(Error)
Total
2002 Prentice-Hall, Inc.
Degrees
of
Freedom
Sum of
Squares
Mean Squares
(Variance)
F
Statistic
SSA
MSA =
SSA/(c 1 )
MSA/MS
W
nc
SSW
MSW =
SSW/(n
c)
n1
SST =
SSA +
SSW
c1
Chap 11-15
Chap 11-16
Features of One-Factor
ANOVA F Statistic
(continued)
Chap 11-17
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
Chap 11-18
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
27
26
25
24
23
22
X 1 24.93
X 2 22.61
X 3 20.59
X 22.71
21
20
Time in Seconds
X1
X2
X
X3
19
Chap 11-19
One-Factor ANOVA
Example Computations
Machine1 Machine2 Machine3
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
X 1 24.93
nj 5
X 2 22.61
c3
X 3 20.59
n 15
X 22.71
2
2
2
47.164
Chap 11-20
Summary Table
Source of
Variation
Degrees
of
Freedom
Sum of
Squares
Mean Squares
(Variance)
F
Statistic
MSA/MS
W
=25.60
Among
(Factor)
3-1=2
47.1640
23.5820
Within
(Error)
153=12
11.0532
.9211
Total
151=14
58.2172
Chap 11-21
One-Factor ANOVA
Example Solution
Test Statistic:
H0: 1 = 2 = 3
H1: Not All Equal
= .05
df1= 2
MSA
23.5820
25.6
F
MSW
.9211
df2 = 12
Decision:
Reject at = 0.05
Critical Value(s):
= 0.05
0
2002 Prentice-Hall, Inc.
3.89
Conclusion:
There is evidence that at least
one i differs from the rest.
Chap 11-22
Solution in EXCEL
Chap 11-23
1= 2
e.g.: 1 = 2 3
Chap 11-24
Critical Range QU ( c ,n c )
MSW
2
1
1
1.618
n
n
j '
j
Chap 11-25
Chap 11-26
21 hrs
27 hrs
29 hrs
17 hrs
25 hrs
20 hrs
31 hrs
28 hrs
22 hrs
Chap 11-27
Variation
among all
Observations
SST
Variation
among
Blocks
SSBL
Variation Due
to Random
Sampling
SSW
Commonly referred to
as:
Sum of Squares
Among
Among Groups
Variation referred to
Commonly
as:
Sum of Squares
among Block
Commonly referred to as:
Sum of squares error
Sum of squares
unexplained
Chap 11-28
Total Variation
c
SST X ij X
j 1 i
Chap 11-29
Among-Group Variation
c
SSA r X j X
j 1
X j
X
i 1
ij
r
df c 1
SSA
MSA
c 1
2002 Prentice-Hall, Inc.
Chap 11-30
Among-Block Variation
r
SSBL c X i X
i 1
X i
X
j 1
ij
(block means)
c
df r 1
SSBL
MSBL
r 1
2002 Prentice-Hall, Inc.
Chap 11-31
Random Error
c
SSE X ij X i X j X
j 1 i 1
df r 1 c 1
SSE
MSE
r 1 c 1
Chap 11-32
H 0 : 1 2 c
Test Statistic
No treatment effect
Reject
MSA
F
MSE
Degrees of Freedom
df1 c 1
df 2 r 1 c 1
FU
F
Chap 11-33
Summary Table
Source of
Variation
Degrees of
Freedom
Sum of
Squares
Mean
Squares
F
Statistic
Among
Treatmen
t
c1
SSA
MSA =
SSA/(c 1)
MSA/
MSE
SSBL
MSBL =
SSBL/(r 1)
MSBL/
MSE
Error
(r 1) c
1)
SSE
MSE =
SSE/[(r 1)(c
1)]
Total
rc 1
SST
Among
Block
r1
Chap 11-34
Chap 11-35
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
X 1 24.93
r 5
X 2 22.61
c3
n 15
X 3 20.59
X 22.71
2
2
2
47.164
SSE 8.4025
MSA SSA /(c -1) 47.16 / 2 23.5820
MSE SSE / (r -1) c 1
8.4025 / 8 1.0503
Chap 11-36
Degrees of
Freedom
Sum of
Squares
Mean
Squares
F
Statistic
Among
Treatment
SSA=
47.164
MSA =
23.582
23.582/1.050
3=22.452
Among
Block
SSBL=
2.6507
MSBL = .6627/1.0503
.6627
=.6039
Error
SSE=
8.4025
MSE =
1.0503
Total
14
SST=
58.2172
Chap 11-37
H0: 1 = 2 = 3
H1: Not All Equal
= .05
df1= 2
MSA
23.582
22.45
F
MSE 1.0503
df2 = 8
Decision:
Reject at = 0.05
Critical Value(s):
= 0.05
0
2002 Prentice-Hall, Inc.
4.46
Conclusion:
There is evidence that at least
one i differs from the rest.
Chap 11-38
Critical
Criticalrange
Range Q
U ( c , r 1 c 1 )
MSE
r
Chap 11-39
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
Critical Range QU ( c , r 1 c 1 )
MSE
1.0503
4.04
1.8516
r
5
Chap 11-40
Two-Way ANOVA
Chap 11-41
Two-Way ANOVA
(continued)
Assumptions
Normality
Homogeneity of variance
Independence of errors
Total Variation
Partitioning
Variation Due to
Treatment A
Total Variation
SST
d.f.= n-1
Variation Due to
Treatment B
Variation Due to
Interaction
Variation Due to
Random Sampling
SSA
d.f.= r-1
SSB
d.f.= c-1
+
+
SSAB +
d.f.= (r-1)(c-1)
SSE
d.f.= rc(n-1)
Chap 11-43
Two-Way ANOVA
Total Variation Partitioning
r the number of levels of factor A
c the number of levels of factor B
n the number of values (replications) for each cell
n the total number of observations in the experiment
X ijk the value of the k -th observation for level i of
'
Chap 11-44
Total Variation
r
n'
SST X ijk X
i 1 j 1 k 1
n'
X
i 1 j 1 k 1
'
ijk
n'
X
i 1 j 1 k 1
rcn
n
the overall or grand mean
ijk
Chap 11-45
Factor A Variation
r
SSA cn X i X
'
i 1
Chap 11-46
Factor B Variation
c
SSB rn X j X
'
j 1
Chap 11-47
Interaction Variation
r
SSAB n X ij X i X j X
'
i 1 j 1
Chap 11-48
Random Error
r
n'
SSE X ijk X ij
i 1 j 1 k 1
Chap 11-49
SSA
MSA
r 1
Reject if
F > FU
SSB
MSB
c 1
Reject if
F > FU
MSB
F
MSE
MSAB
F
MSE
Reject if
F > FU
Chap 11-50
Two-Way ANOVA
Summary Table
Degrees of
Freedom
Sum of
Square
s
Mean
Squares
F
Statisti
c
r1
SSA
MSA =
SSA/(r 1)
MSA/
MSE
c1
SSB
MSB =
SSB/(c 1)
MSB/
MSE
AB
(Interaction
)
(r 1)(c 1)
SSAB
MSAB =
SSAB/ [(r 1)(c 1)]
MSAB/
MSE
Error
rc n 1)
SSE
MSE =
SSE/[rc n 1)]
Total
rc n 1
SST
Source of
Variation
Factor A
(Row)
Factor B
(Column)
Chap 11-51
rcn-1=rc(n-1)+(c-1)+(r-1)+(c-1)(r-1)
Total=error+column+row+interaction
Total=error+column+row+interaction
Chap 11-52
df = c 1
Chap 11-53
Assumptions
Chap 11-54
Obtain ranks
T
12
j
H
3(n 1)
groups
n(n 1) j 1 n j 2
Square to obtain tj
n n1 n2 L nc
Chap 11-55
T
12
j
H
3(n 1)
n(n 1) j 1 n j
n n1 n2 L nc
c
n j # Of observation in j th sample
H may be approximated by chi-square
distribution with df = c 1 when each nj >5
Chap 11-56
2
U
Decision rule
H>
Otherwise do not reject H0
Chap 11-57
Machine1 Machine2
Machine3
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
Chap 11-58
Raw Data
25.40
26.31
24.10
23.74
25.10
23.40
21.80
23.50
22.75
21.60
20.00
22.20
19.75
20.60
20.40
14
15
12
11
13
65
9
6
10
8
5
38
2
7
1
4
3
17
Chap 11-59
T
c
12
j
3(n 1)
n(n 1) j 1 n
j
2
2
2
12
65
38
17
3(15 1)
5
5
15(15 1) 5
11.58
2002 Prentice-Hall, Inc.
Chap 11-60
= .05
0
2002 Prentice-Hall, Inc.
5.991
Test Statistic:
H = 11.58
Decision:
Reject at = .05
Conclusion:
There is evidence that
population medians are
not all equal.
Chap 11-61