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We define the following sums of squares:
Within-groups:
Between groups:
Total:
We define the mean squares as follows:
Within-groups:
Between groups:
The null hypothesis is
The decision rule is
Reject if
where is the number for which and follows an F distribution with numerator degrees of freedom (K -1) and denominator degrees of freedom . (Table 6 of Appendix).
For convenience, these calculations are often recorded in a table called a one-way analysis of variance table or ANOVA table, shown below (Table5.1):
Table 5.1
Source of Sum of Degrees of Mean variation squares freedom squares | F ratio |
Between groups SSG MSG Within groups SSW MSW Total SST |
Example:
A company buys thousands of light bulbs every year. The company is considering three brands of light bulbs to choose from. Before the company decides which light bulbs to buy, it wants to investigate if the mean life of the three types of light bulbs is the same. The research department selects randomly a few bulbs of each type and tested them. Table lists number of hours (in thousands) that each of the bulbs in each brand survived before being burned out.
Brand I | Brand II | Brand III |
At the 5% significance level, test the null hypothesis that the mean life of bulbs for each of these three brands is the same.
Solution:
There are 3 groups: Brand I, Brand II, and Brand III:
; ; ;
1) Let us calculate mean of each group
2) Overall mean is
3) In the first group, sum of squared deviations is
Similarly,
and
4)
5) Now, let us calculate between group variability
.
6)
Within-groups mean square is obtained as
Between-groups mean square is obtained as
The null hypothesis is
The decision rule is reject if
The value of test statistic is
.
Since 1.70 is not greater than 3.98 we fail to reject . We accept hypothesis that mean of all three populations are equal, in other words, there is no difference for company which brand to choose.
In the end, substituting the values of various quantities in Table 5.1, we write an ANOVA table for our example as
Source of Sum of Degrees of Mean variation squares freedom squares | F ratio |
Between groups 20.36 2 10.18 Within groups 6611 6 Total 86.36 13 |
Remark1: An alternative formula for SSB and SSW are
where
the sum of the values in sample i
the sum of the values in all samples
the sum of the squares of the values in all samples.
Example:
Consider the following data obtained for two samples selected from two populations
Sample I | Sample II |
Set out the analysis of variance table for these data.
Solution:
; ;
Substituting all the values in the formula for SSG and SSW, we obtain
Hence, the variance between samples MSG and the variance within samples MSW are
We write an ANOVA table for our example as
Source of Sum of Degrees of Mean variation squares freedom squares | F ratio |
Between groups 16.81 1 16.81 Within groups 58.757 8.39 Total 75.56 8 | 2.00 |
Remark2:
To use MINITAB menu follow the following instructions:
1. Select Stat>ANOVA>One-way (Unstacked)
2. Select data columns
3. Click OK
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One-way analysis of variance | | | Exercises |