Elementary Statistics

ELEMENTARY
STATISTICS
Chapter 11
Analysis of Variance
MARIO F. TRIOLA
EIGHTH
Chapter 11. Section 11-1 and 11-2. Triola, Elementary Statistics, Eighth Edition. Copyright 2001. Addison Wesley Longman
EDITION1
Chapter 11
Analysis of Variance
11-1 Overview
11-2 One-way ANOVA
11-3 Two-way ANOVA
11-1
Overview
An introduction of a procedure for

testing the hypothesis that three or
more population means are equal.
For example:
H0: 1 = 2 = 3 = . . . k
H1: At least one mean is different
11-1
Overview
Definition
Analysis of Variance (ANOVA)
a method of testing the equality
of three or more population
means by analyzing sample
variations
ANOVA methods require the

F-distribution
1. The F-distribution is not symmetric; it
skewed to the right.
is
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 A-5
F - distribution
Not symmetric (skewed to the right)
nonnegative values only
Figure 11-1
11-2 One-Way ANOVA

Assumptions
1. The populations have normal distributions.
2. The populations have the same variance
standard deviation ).
2 (or
3. The samples are simple random samples.

4. The samples are independent of each other.
5. The different samples are from populations
categorized in only one way.
that are
Definition
Treatment (or factor)
a property or characteristic that
allows us to distinguish the different
populations from another
Use computer software or TI-83 Plus for
ANOVA calculations if possible
Procedure for testing:

H0: 1 = 2 = 3 = . . .
1. Use STATDISK, Minitab, Excel, or a TI-83
Calulator to obtain results.
2. Identify the P-value from the display.
3. Form a conclusion based on these criteria:
If P-value , reject the null hypothesis of equal
means.
If P-value > , fail to reject the null hypothesis
equal means.
of
Relationships Among Components of ANOVA

Figure 11-2
10
ANOVA Fundamental Concept

Estimate the common value of 2 using
1. The variance between samples (also
called
variation due to treatment) is an
estimate of the
common population variance
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 2 based on the
sample variances.
11

Test Statistic for One-Way ANOVA
12

F=
variance between samples

variance within samples
13

F=

A excessively large F test statistic is

evidence against equal population means.
14
Calculations with Equal Sample Sizes

Variance between samples = nsx2
15

where sx = variance of samples means
2
16

2
Variance within samples = sp
17

2
Variance within samples = sp
where sp = pooled variance (or the mean

of the sample variances)
2
18
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)
19
Calculations with Unequal Sample Sizes

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)
20

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)
where x = mean of all sample scores combined
21

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)
k = number of population means being compared
22

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)

ni = number of values in the ith sample
23

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)

xi = mean values in the ith sample
24

ni(xi - x)2
F=

=
k -1
(ni - 1)si2
(ni - 1)

xi = mean values in the ith sample
2
si = variance of values in the ith sample

25
Key Components of ANOVA Method
26

SS(total), or total sum of squares, is a
measure of the total variation (around x) in
all the sample data combined.
27

SS(total), or total sum of squares, is a
measure of the total variation (around x) in
all the sample data combined.
SS(total) = (x - x)
Formula 11-1
28

SS(treatment) 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).
29

SS(treatment) 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

Formula 11-2
= ni(xi - x)2
30

SS(error) is a sum of squares representing the
variability that is assumed to be common to all the
populations being considered.
31

SS(error) is a sum of squares representing the
variability that is assumed to be common to all the
populations being considered.
2
SS(error) = (n1 -1)s1 + (n2 -1)s2 + (n3 -1)s3 . . . nk(xk -1)si
= (ni - 1)si
Formula 11-3
32
SS(total) = SS(treatment) + SS(error)

Formula 11-4
33
Mean Squares (MS)

Sum of Squares SS(treatment) and SS(error)
divided by corresponding number of degrees
of freedom.
MS (treatment) is mean square for treatment,

obtained as follows:
34
Mean Squares (MS)

Sum of Squares SS(treatment) and SS(error)
divided by corresponding number of degrees
of freedom.
MS (treatment) is mean square for treatment,

obtained as follows:
MS (treatment) =
SS (treatment)
k-1
Formula 11-5
35
Mean Squares (MS)

MS (error) is mean square for error, obtained
as follows:
36
Mean Squares (MS)

as follows:
MS (error) =
SS (error)
N-k
Formula 11-6
37
Mean Squares (MS)

as follows:
MS (error) =
SS (error)
N-k
Formula 11-6
MS (total) =
SS (total)
N-1
Formula 11-7
38
Test Statistic for ANOVA with

Unequal Sample Sizes
39

F=
MS (treatment)
MS (error)
40

F=
MS (treatment)
MS (error)
Formula 11-8
df = k -1
Denominator df = N - k
Numerator
41

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ELEMENTARY

An introduction of a procedure for

ANOVA methods require the

2. The values of F can be 0 or positive, they

nonnegative values only

11-2 One-Way ANOVA

3. The samples are simple random samples.

Procedure for testing:

Relationships Among Components of ANOVA

ANOVA Fundamental Concept

ANOVA Fundamental Concept

ANOVA Fundamental Concept

variance between samples

ANOVA Fundamental Concept

variance between samples

A excessively large F test statistic is

Calculations with Equal Sample Sizes

Calculations with Equal Sample Sizes

Calculations with Equal Sample Sizes

Variance within samples = sp

Calculations with Equal Sample Sizes

Variance within samples = sp

where sp = pooled variance (or the mean

Calculations with Unequal Sample Sizes

variance within samples

Calculations with Unequal Sample Sizes

variance within samples

where x = mean of all sample scores combined

Calculations with Unequal Sample Sizes

variance within samples

where x = mean of all sample scores combined

k = number of population means being compared

Calculations with Unequal Sample Sizes

variance within samples

where x = mean of all sample scores combined

k = number of population means being compared

Calculations with Unequal Sample Sizes

variance within samples

where x = mean of all sample scores combined

k = number of population means being compared

Calculations with Unequal Sample Sizes

variance within samples

where x = mean of all sample scores combined

k = number of population means being compared

si = variance of values in the ith sample

Key Components of ANOVA Method

Key Components of ANOVA Method

Key Components of ANOVA Method

Key Components of ANOVA Method

Key Components of ANOVA Method

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

Key Components of ANOVA Method

Key Components of ANOVA Method

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

Key Components of ANOVA Method

SS(total) = SS(treatment) + SS(error)

Mean Squares (MS)

MS (treatment) is mean square for treatment,

Mean Squares (MS)

MS (treatment) is mean square for treatment,

Mean Squares (MS)

Mean Squares (MS)

Mean Squares (MS)