Single Factor Analysis of Variance (ANOVA) - Discussion Notes, Study notes of Statistics

An explanation of the single factor analysis of variance (anova) method, focusing on its use in comparing more than two population or treatment means. The null and alternative hypotheses, assumptions, calculations, and examples. It includes a discussion on the anova table, test statistic f-value, and p-value.

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STAT 224-3 Discussion # 04/30/07 TA: Quoc Tran
Single Factor ANOVA
One Way ANOVA focuses on a comparison of more than two population
or treatment means.
Null and alternative hypothesis
H0:µ1=µ2=··· =µI
Ha: At least two of the µi’s are different
where Iis the number of populations or treatments being compared, J
number of observations in each population or treatment, ntotal observa-
tions , n=IJ.
Basic Assumptions : The Ipopulation or treatment distributions are all
normal with the same σ2.
Goal : To separate signal from noise
Total sum of square: S ST o =PI
i=1 PJ
j=1(yij ¯y..)2
Sum of square due to treatments (signal) (between) SST =PI
i=1 J
yi. ¯y..)2
Sum square of errors (noise) (within) SSE =PI
i=1 PJ
j=1(yij ¯yi.)2
SS T o =SST +SSE
ANOVA table ( Jobs. in each sample)
Source df Sum of squares Mean square F
Treatments I1S ST MST =S ST /(I1) MS T
MS E
Error I(J1) SS E MSE =S SE /I (J1)
Total n1SST o
where
Test statistic Fvalue =MS T
MS E has an Fdistribution with ν1=I1
and ν2=I(J1) when H0is true and the basic assumptions are
satisfied.
P-value : P(Fν12> F value). Reject H0when P-value αor
F-value >critical value.
EXAMPLES
Example 1
In an experiment to investigate the performance of four different brands
of spark plugs intended for use on a 125-cc two-stroke motorcycle, five
plugs of each brand were tested and the number of miles (at a constant
Email: tran@stat.wisc.edu 1 RM B248D, MSC
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STAT 224-3 Discussion # 04/30/07 TA: Quoc Tran

Single Factor ANOVA

  • One Way ANOVA focuses on a comparison of more than two population or treatment means.
  • Null and alternative hypothesis
    • H 0 : μ 1 = μ 2 = · · · = μI
    • Ha : At least two of the μi’s are different

where I is the number of populations or treatments being compared, J number of observations in each population or treatment, n total observa- tions , n = I ∗ J.

  • Basic Assumptions : The I population or treatment distributions are all normal with the same σ^2.
  • Goal : To separate signal from noise
    • Total sum of square: SST o =

∑I

i=

∑J

j=1(yij^ −^ ¯y..)

2

  • Sum of square due to treatments (signal) (between) SST =

∑I

i=1 J^ ∗ (¯yi. − y¯..)^2

  • Sum square of errors (noise) (within) SSE =

∑I

i=

∑J

j=1(yij^ −^ ¯yi.) 2

  • SST o = SST + SSE
  • ANOVA table ( J obs. in each sample)

Source df Sum of squares Mean square F Treatments I − 1 SST M ST = SST /(I − 1) MST MSE Error I(J − 1) SSE M SE = SSE/I(J − 1) Total n − 1 SST o

where

  • Test statistic F −value = MST MSE has an F distribution with ν 1 = I − 1 and ν 2 = I(J − 1) when H 0 is true and the basic assumptions are satisfied.
  • P-value : P (Fν 1 ,ν 2 > F − value). Reject H 0 when P-value ≤ α or F-value > critical value.

EXAMPLES

  • Example 1 In an experiment to investigate the performance of four different brands of spark plugs intended for use on a 125-cc two-stroke motorcycle, five plugs of each brand were tested and the number of miles (at a constant

Email: [email protected] 1 RM B248D, MSC

STAT 224-3 Discussion # 04/30/07 TA: Quoc Tran

speed) until failure was observed. The partial ANOVA table for the data appears below. Fill in the missing entries, state the relevent hypotheses, and carry out a test.

Source df Sum of Squares Mean Square F Brand Error 14,713. Total 310,500.

  • Example 2: Using Descriptive Statistics Table ( Problem 19, chapter 9).

Treatment 1 2 3 Mean 3.43 3.18 3. Standard Deviation .22 .13. Sample Size 6 6 6

Meaning:

  • J = 6, I = 3, n = 18
  • Treatment mean: ¯y 1. = 3.43 , ¯y 2. = 3. ...
  • Treatment standard deviation: s^21 =

∑J

j=1 (y^1 j^ −y¯^1 .)

2 J− 1 =^.^22

(^2) ,s 2 ∑^2 = J j=1(y^2 j^ −y¯^2 .) 2 J− 1 =^.^13

Calculating:

  • Grand mean: ¯y.. = J∗¯y^1 .+J∗ ny¯ 2 .+J∗¯y^3 .= 6 ∗^3 .43+6∗ 183 .18+6 ∗^3.^22 = 3. 28
  • Sum square of treatments: SST =

∑I

i=1 J^ ∗^ (¯yi.^ −^ ¯y..)

3 .28)^2 + 6 ∗ (3. 18 − 3 .28)^2 + 6 ∗ (3. 22 − 3 .28)^2

  • Sum square of errors: SSE = (J − 1)s^21 + (J − 1)s^22 + (J − 1)s^23 = 5 ∗ (.22)^2 + 5 ∗ (.13)^2 + 5 ∗ (.11)^2

Email: [email protected] 2 RM B248D, MSC