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Stats Chap12 Notes

This document discusses using analysis of variance (ANOVA) to compare the effectiveness of three different techniques for lowering blood pressure: medication, exercise, and diet. It provides an example problem to test the claim that there is no difference among the mean blood pressure reductions from the three techniques. The example walks through stating the hypotheses, finding the critical value based on the number of groups and subjects, and calculating the F-statistic to determine if the null hypothesis can be rejected.

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jcyoon
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© © All Rights Reserved
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0% found this document useful (0 votes)
42 views

Stats Chap12 Notes

This document discusses using analysis of variance (ANOVA) to compare the effectiveness of three different techniques for lowering blood pressure: medication, exercise, and diet. It provides an example problem to test the claim that there is no difference among the mean blood pressure reductions from the three techniques. The example walks through stating the hypotheses, finding the critical value based on the number of groups and subjects, and calculating the F-statistic to determine if the null hypothesis can be rejected.

Uploaded by

jcyoon
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 89

Chapter 12

Analysis of Variance

Bluman, Chapter 12 1

Friday, January 25, 13 1


Chapter 12 Overview
Introduction
 12-1 One-Way Analysis of Variance
 12-2 The Scheffé Test and the Tukey Test
 12-3 Two-Way Analysis of Variance

Bluman, Chapter 12 2

Friday, January 25, 13 2


Chapter 12 Objectives
1. Use the one-way ANOVA technique to
determine if there is a significant difference
among three or more means.
2. Determine which means differ, using the Scheffé
or Tukey test if the null hypothesis is rejected in
the ANOVA.
3. Use the two-way ANOVA technique to determine
if there is a significant difference in the main
effects or interaction.

Bluman, Chapter 12 3

Friday, January 25, 13 3


Introduction
 The F test, used to compare two variances, can also
be used to compare three of more means.

Bluman, Chapter 12 4

Friday, January 25, 13 4


Introduction
 The F test, used to compare two variances, can also
be used to compare three of more means.
 This technique is called analysis of variance
or ANOVA.

Bluman, Chapter 12 4

Friday, January 25, 13 4


Introduction
 The F test, used to compare two variances, can also
be used to compare three of more means.
 This technique is called analysis of variance
or ANOVA.
 For three groups, the F test can only show
whether or not a difference exists among the
three means, not where the difference lies.

Bluman, Chapter 12 4

Friday, January 25, 13 4


Introduction
 The F test, used to compare two variances, can also
be used to compare three of more means.
 This technique is called analysis of variance
or ANOVA.
 For three groups, the F test can only show
whether or not a difference exists among the
three means, not where the difference lies.
 Other statistical tests, Scheffé test and the
Tukey test, are used to find where the
difference exists.

Bluman, Chapter 12 4

Friday, January 25, 13 4


12-1 One-Way Analysis of Variance

Bluman, Chapter 12 5

Friday, January 25, 13 5


12-1 One-Way Analysis of Variance
 When an F test is used to test a hypothesis
concerning the means of three or more
populations, the technique is called analysis
of variance (commonly abbreviated as
ANOVA).
 Although the t test is commonly used to
compare two means, it should not be used
to compare three or more.

Bluman, Chapter 12 5

Friday, January 25, 13 5


Assumptions for the F Test

Bluman, Chapter 12 6

Friday, January 25, 13 6


Assumptions for the F Test
The following assumptions apply when using
the F test to compare three or more means.
1. The populations from which the samples
were obtained must be normally or
approximately normally distributed.
2. The samples must be independent of each
other.
3. The variances of the populations must be
equal.

Bluman, Chapter 12 6

Friday, January 25, 13 6


The F Test
 In the F test, two different estimates of the
population variance are made.

Bluman, Chapter 12 7

Friday, January 25, 13 7


The F Test
 In the F test, two different estimates of the
population variance are made.
 The first estimate is called the between-
group variance, and it involves finding
the variance of the means.

Bluman, Chapter 12 7

Friday, January 25, 13 7


The F Test
 In the F test, two different estimates of the
population variance are made.
 The first estimate is called the between-
group variance, and it involves finding
the variance of the means.
 The second estimate, the within-group
variance, is made by computing the
variance using all the data and is not
affected by differences in the means.

Bluman, Chapter 12 7

Friday, January 25, 13 7


The F Test

Bluman, Chapter 12 8

Friday, January 25, 13 8


The F Test
 If there is no difference in the means, the
between-group variance will be
approximately equal to the within-group
variance, and the F test value will be close
to 1—do not reject null hypothesis.
 However, when the means differ
significantly, the between-group variance
will be much larger than the within-group
variance; the F test will be significantly
greater than 1—reject null hypothesis.
Bluman, Chapter 12 8

Friday, January 25, 13 8


Chapter 12
Analysis of Variance

Section 12-1
Example 12-1
Page #630
Bluman, Chapter 12 9

Friday, January 25, 13 9


Example 12-1: Lowering Blood Pressure
A researcher wishes to try three different techniques to lower the
blood pressure of individuals diagnosed with high blood
pressure. The subjects are randomly assigned to three groups; the
first group takes medication, the second group exercises, and the
third group follows a special diet. After four weeks, the
reduction in each person’s blood pressure is recorded. At α =
0.05, test the claim that there is no difference among the means.

Bluman, Chapter 12 10

Friday, January 25, 13 10


Example 12-1: Lowering Blood Pressure

Bluman, Chapter 12 11

Friday, January 25, 13 11


Example 12-1: Lowering Blood Pressure

Step 1: State the hypotheses and identify the claim.

Bluman, Chapter 12 11

Friday, January 25, 13 11


Example 12-1: Lowering Blood Pressure

Step 1: State the hypotheses and identify the claim.


H0: µ1 = µ2 = µ3 (claim)

Bluman, Chapter 12 11

Friday, January 25, 13 11


Example 12-1: Lowering Blood Pressure

Step 1: State the hypotheses and identify the claim.


H0: µ1 = µ2 = µ3 (claim)
H1: At least one mean is different from the others.

Bluman, Chapter 12 11

Friday, January 25, 13 11


Example 12-1: Lowering Blood Pressure

Step 2: Find the critical value.

Bluman, Chapter 12 12

Friday, January 25, 13 12


Example 12-1: Lowering Blood Pressure

Step 2: Find the critical value.


Since k = 3, N = 15, and α = 0.05,

Bluman, Chapter 12 12

Friday, January 25, 13 12


Example 12-1: Lowering Blood Pressure

Step 2: Find the critical value.


Since k = 3, N = 15, and α = 0.05,
d.f.N. = k – 1 = 3 – 1 = 2

Bluman, Chapter 12 12

Friday, January 25, 13 12


Example 12-1: Lowering Blood Pressure

Step 2: Find the critical value.


Since k = 3, N = 15, and α = 0.05,
d.f.N. = k – 1 = 3 – 1 = 2
d.f.D. = N – k = 15 – 3 = 12

Bluman, Chapter 12 12

Friday, January 25, 13 12


Example 12-1: Lowering Blood Pressure

Step 2: Find the critical value.


Since k = 3, N = 15, and α = 0.05,
d.f.N. = k – 1 = 3 – 1 = 2
d.f.D. = N – k = 15 – 3 = 12
The critical value is 3.89, obtained from Table H.

Bluman, Chapter 12 12

Friday, January 25, 13 12


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

Bluman, Chapter 12 13

Friday, January 25, 13 13


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all

Bluman, Chapter 12 13

Friday, January 25, 13 13


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all

Bluman, Chapter 12 13

Friday, January 25, 13 13


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all


values in the samples.

c. Find the between-group variance, .

Bluman, Chapter 12 13

Friday, January 25, 13 13


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all


values in the samples.

c. Find the between-group variance, .

Bluman, Chapter 12 13

Friday, January 25, 13 13


Example 12-1: Lowering Blood Pressure

Bluman, Chapter 12 14

Friday, January 25, 13 14


Example 12-1: Lowering Blood Pressure

Bluman, Chapter 12 14

Friday, January 25, 13 14


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 14

Friday, January 25, 13 14


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 14

Friday, January 25, 13 14


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 14

Friday, January 25, 13 14


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Step 5: Summarize the results.


There is enough evidence to reject the claim and
conclude that at least one mean is different from the
others.
Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Step 5: Summarize the results.


There is enough evidence to reject the claim and
conclude that at least one mean is different from the
others.
Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Step 5: Summarize the results.


There is enough evidence to reject the claim and
conclude that at least one mean is different from the
others.
Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Step 5: Summarize the results.

Bluman, Chapter 12 15

Friday, January 25, 13 15


Example 12-1: Lowering Blood Pressure
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 9.17 > 3.89.

Step 5: Summarize the results.


There is enough evidence to reject the claim and
conclude that at least one mean is different from the
others.
Bluman, Chapter 12 15

Friday, January 25, 13 15


ANOVA
 The between-group variance is sometimes
called the mean square, MSB.

Bluman, Chapter 12 16

Friday, January 25, 13 16


ANOVA
 The between-group variance is sometimes
called the mean square, MSB.
 The numerator of the formula to compute MSB is
called the sum of squares between groups,
SSB.

Bluman, Chapter 12 16

Friday, January 25, 13 16


ANOVA
 The between-group variance is sometimes
called the mean square, MSB.
 The numerator of the formula to compute MSB is
called the sum of squares between groups,
SSB.
 The within-group variance is sometimes called the
mean square, MSW.

Bluman, Chapter 12 16

Friday, January 25, 13 16


ANOVA
 The between-group variance is sometimes
called the mean square, MSB.
 The numerator of the formula to compute MSB is
called the sum of squares between groups,
SSB.
 The within-group variance is sometimes called the
mean square, MSW.
 The numerator of the formula to compute MSW is
called the sum of squares within groups,
SSW.
Bluman, Chapter 12 16

Friday, January 25, 13 16


ANOVA Summary Table

Source Sum of d.f. Mean F


Squares Squares

Between SSB k–1 MSB

Within (error) SSW N–k MSW

Total

Bluman, Chapter 12 17

Friday, January 25, 13 17


ANOVA Summary Table for
Example 12-1

Source Sum of d.f. Mean F


Squares Squares

Between 160.13 2 80.07 9.17

Within (error) 104.80 12 8.73

Total 264.93 14

Bluman, Chapter 12 18

Friday, January 25, 13 18


Chapter 12
Analysis of Variance

Section 12-1
Example 12-2
Page #632
Bluman, Chapter 12 19

Friday, January 25, 13 19


Example 12-2: Toll Road Employees
A state employee wishes to see if there is a significant
difference in the number of employees at the interchanges of
three state toll roads. The data are shown. At α = 0.05, can it be
concluded that there is a significant difference in the average
number of employees at each interchange?

Bluman, Chapter 12 20

Friday, January 25, 13 20


Example 12-2: Toll Road Employees

Bluman, Chapter 12 21

Friday, January 25, 13 21


Example 12-2: Toll Road Employees

Step 1: State the hypotheses and identify the claim.

Bluman, Chapter 12 21

Friday, January 25, 13 21


Example 12-2: Toll Road Employees

Step 1: State the hypotheses and identify the claim.


H0: µ1 = µ2 = µ3

Bluman, Chapter 12 21

Friday, January 25, 13 21


Example 12-2: Toll Road Employees

Step 1: State the hypotheses and identify the claim.


H0: µ1 = µ2 = µ3
H1: At least one mean is different from the others
(claim).
Bluman, Chapter 12 21

Friday, January 25, 13 21


Example 12-2: Toll Road Employees

Bluman, Chapter 12 22

Friday, January 25, 13 22


Example 12-2: Toll Road Employees

Step 2: Find the critical value.

Bluman, Chapter 12 22

Friday, January 25, 13 22


Example 12-2: Toll Road Employees

Step 2: Find the critical value.


Since k = 3, N = 18, and α = 0.05,

Bluman, Chapter 12 22

Friday, January 25, 13 22


Example 12-2: Toll Road Employees

Step 2: Find the critical value.


Since k = 3, N = 18, and α = 0.05,
d.f.N. = 2, d.f.D. = 15

Bluman, Chapter 12 22

Friday, January 25, 13 22


Example 12-2: Toll Road Employees

Step 2: Find the critical value.


Since k = 3, N = 18, and α = 0.05,
d.f.N. = 2, d.f.D. = 15
The critical value is 3.68, obtained from Table H.
Bluman, Chapter 12 22

Friday, January 25, 13 22


Example 12-2: Toll Road Employees
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

Bluman, Chapter 12 23

Friday, January 25, 13 23


Example 12-2: Toll Road Employees
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all

Bluman, Chapter 12 23

Friday, January 25, 13 23


Example 12-2: Toll Road Employees
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all

Bluman, Chapter 12 23

Friday, January 25, 13 23


Example 12-2: Toll Road Employees
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all


values in the samples.

c. Find the between-group variance, .

Bluman, Chapter 12 23

Friday, January 25, 13 23


Example 12-2: Toll Road Employees
Step 3: Compute the test value.
a. Find the mean and variance of each sample
(these were provided with the data).

b. Find the grand mean, the mean of all


values in the samples.

c. Find the between-group variance, .

Bluman, Chapter 12 23

Friday, January 25, 13 23


Example 12-2: Toll Road Employees

Bluman, Chapter 12 24

Friday, January 25, 13 24


Example 12-2: Toll Road Employees

Bluman, Chapter 12 24

Friday, January 25, 13 24


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 24

Friday, January 25, 13 24


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 24

Friday, January 25, 13 24


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
c. Find the between-group
variance, .

d. Find the within-group variance, .

Bluman, Chapter 12 24

Friday, January 25, 13 24


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Step 5: Summarize the results.


There is enough evidence to support the claim that there
is a difference among the means.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Step 5: Summarize the results.


There is enough evidence to support the claim that there
is a difference among the means.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Step 5: Summarize the results.


There is enough evidence to support the claim that there
is a difference among the means.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Step 5: Summarize the results.

Bluman, Chapter 12 25

Friday, January 25, 13 25


Example 12-2: Toll Road Employees
Step 3: Compute the test value. (continued)
e. Compute the F value.

Step 4: Make the decision.


Reject the null hypothesis, since 5.05 > 3.68.

Step 5: Summarize the results.


There is enough evidence to support the claim that there
is a difference among the means.

Bluman, Chapter 12 25

Friday, January 25, 13 25


ANOVA Summary Table for
Example 12-2

Source Sum of d.f. Mean F


Squares Squares

Between 459.18 2 229.59 5.05

Within (error) 682.5 15 45.5

Total 1141.68 17

Bluman, Chapter 12 26

Friday, January 25, 13 26

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