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  • Anova (Analysis of Variance)

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    Alphonse Pja
    5 vues6 pages
    Analysis of Variance(Anova) both one way and two way analysis and problems.

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    Anova(analysis of Variance)

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    Analysis of Variance(Anova) both one way and two way analysis and problems.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme PDF ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    5 vues6 pages

    Anova (Analysis of Variance)

    Transféré par

    Alphonse Pja
    Analysis of Variance(Anova) both one way and two way analysis and problems.

    Droits d'auteur :

    © All Rights Reserved
    Téléchargez comme PDF ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 6
    ONE-WAY ANALYSIS OF VARIANCE. Another important example of the general linear hypothesis involves the analysis of variance. We have already derived tests of hypotheses regarding the equality of the means of two normal populations when the variances are equal. In practice, one is frequently interested in the equality of several means when the vari- ances are the same, that is, one has & samples from N(it1,0),--- NC, 0), where 0? is unknown and one wants to test Ho: 1 = 2 = Mg (see Ex- ample 1). Such a situation is of common occurrence in agricultural experiments. Suppose that k treatments are applied to experimental units (plots), the ith treatment is applied ton; randomly chosen units, i = 1,2,... ,k, 4.4 mi =n, and the obser- vation yi; represents some numerical characteristic (yield) of the jth experimental unit under the ith treatment. Suppose also that Yj = Mi + &ijs j=1,2,. where ei; are iid W(0, 0?) RVs. We are interested in testing Ho: #1 = w2 = -~ pg. We write ‘The model described in this example is frequently referred to as a one-way anal- ysis of variance model. ‘This is a very simple example of an analysis of variance ‘One-Way Analysis of Variance Source of Degrees of Mean Sum Variation ‘Sum of Squares Freedom —_of Squares F-Ratio [ : BSS/(k—1) Between BSS = done. Yy k-1 BSS/(k — 1) Wisin Within wss = 73, - Yi, n-k WSS/(n — k) ft jot Mean ny” 1 Total Tss => 0 ¥} n ‘The third row, “Mean,” has been included to make the total of the second column add up to the total sum of squares (TSS), 7}_ 77, ¥3 Example I. The lifetimes (in hours) of samples from three different brands of batteries, Y), Yz, and Y3, were recorded, with the following results: % Ys 60 60 40 50 55 10 65 65 15 40 hl We wish to test whether the three brands have different average lifetimes. We will as- ‘sume that the three samples come from normal populations with common (unknown) standard deviation . From the data ny = 5,2 = 4,n3 = 6,n = 15, and 200 - 220 sy, 4 3 n= 5 4 6 Lon - 91? = 400, S02 — ¥2)? = 350, S01 — ¥5)? = 850. ii at mi Also, the grand mean is 200+ 220+ 360 _ 780 _ 15 “1S ‘Thus BSS = 5(40 — 52)? + 4(55 — 52)? + 660 — 52)? = 1140 and WSS = 400 + 350 + 850 = 1600. Analysis of Variance Source SS df. MSS F-Ratio Between 1140 2 570 570/133.33=4.28 Within = 160012 133.33 Choosing a = 0.05, we see that Fy = Fs,12,0.05 = 3.89. Thus we reject Ho: 41 = Hz = U3 at level @ = 0.05. TWO-WAY ANALYSIS OF VARIANCE WITH ONE OBSERVATION PER CELL In many practical problems one is interested in investigating the effects of two fac- tors that influence an outcome. For example, the variety of grain and the type of fertilizer used both affect the yield of a plot; or the score on a standard examination is influenced by the size of the class and the instructor. Let us suppose that two factors affect the outcome of an experiment. Suppose also that one observation is available at each of a number of levels of these two factors Let ¥j@ = 1,2,... a; j = 1,2,... ,6) be the observation when the first factor is at the ith level and the second factor at the jth level. Assume that qd) y; M+ a + Bj + bij, WQ...,a) 0 fHd.2....b where aj is the effect of the ith level of the first factor, f; is the effect of the jth level of the second factor, and ¢;; is the random error, which is assumed to be normally dis- tributed with mean 0 and variance o?. We will assume that the ¢;;'s are independent. If the data are put into the following form: Level of factor 2 Bh 1 2 b | Row mean @ 17%, Yin or, Ye Yr. Level 2 | Yo, Yor, +++» Yon Y2. of : : : factor 1 a |} Yai, Yar Yat Column mean | ¥4, ¥.2, » Yo so that the rows represent various levels of factor 1, and the columns, the levels of factor 2, one can write between sum of squares for rows = b ) (¥,. - ¥)* a = sum of squares for factor 1 =SS). Similarly, — between sum of squares for columns =a) (¥.; — ¥)? a = sum of squares for factor 2 = SS. =Y Iris usual to write error or residual sum of squares (SSE) Tha Djely —P Py + ‘Two-Way Analysis of Variance Table with One Observation per Cell Source of Sum of Degrees of Mean Variation Squares Freedom Square F-Ratio Rows SS, a-1 MS, = SS, /(a- 1) MS, /MSE Columns SS, b-1 MS; = SS2/(b - 1) MS, /MSE Error SSE (@-1)@-1) MSE=SSE/(a — 1)(b- 1) Mean aby" 1 aby” Total xy > Y} ab y y Yj /ab ae Example 1. The following table gives the yield (pounds per plot) of three vari- eties of wheat, obtained with four different kinds of fertilizers. Variety of Wheat Fentilizer A B G @ 8 3 7 8 10 4 8 y 6 5 6 5 8 4 7 Let us test the hypothesis of equality in the average yields of the three varieties of wheat and the null hypothesis that the four fertilizers are equally effective. In our notation, b 4, ¥y. = 6, Yo. = 7.33, Va. = 5.67, ¥q. = 6.33, y =4,93 6.33. SS) = sum of squares due to fertilizer = 30.33)? + 1? + (0.66)? + 0] 4.67; SS2 = sum of squares due to variety of wheat = 4((1.67)? + (2.33)? + 0.67)7) = 34.67 and 43 SSE = 7° i —F;-- Fj +P =i =7:33 ‘The results are shown in the following table: Analysis of Variance Source SS) df. MS F-Ratio Variety of wheat 34672 17.33 14.2 Fertilizer 4673 1561.28 Error iG 1,22 Mean 481.3300 1 481.33 Total 528.00 12 44.00 Now F2,6,0.05 14 and F3,6,0,95 = 4.76. 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