Wa0039.
Wa0039.
Chapter 12
McGraw-Hill/Irwin Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved.
GOALS
12-2
The F Distribution
Assumptions:
In both of the uses above:
– Populations must follow a normal distribution, and the
12-3
Characteristics of F-distribution
Characteristics of the F
Distribution
1. There is a “family” of F Distributions.
A particular member of the family is
determined by two parameters: the
degrees of freedom in the numerator
and the degrees of freedom in the
denominator.
2. The F distribution is continuous
3. F cannot be negative.
4. The F distribution is positively
skewed.
5. It is asymptotic. As F → the curve
approaches the X-axis but never
touches it.
12-4
Comparing Two Population Variances
Examples:
⚫ Two Barth shearing machines are set to produce steel bars of the same length. The
bars, therefore, should have the same mean length. We want to ensure that in addition
to having the same mean length they also have similar variation.
⚫ The mean rate of return on two types of common stock may be the same, but there may
be more variation in the rate of return in one than the other. A sample of 10 technology
and 10 utility stocks shows the same mean rate of return, but there is likely more
variation in the Internet stocks.
⚫ A study by the marketing department for a large newspaper found that men and women
spent about the same amount of time per day reading the paper. However, the same
report indicated there was nearly twice as much variation in time spent per day among
the men than the women.
12-5
Comparing Two Population Variances
12-6
Test for Equal Variances - Example
Lammers Limos offers limousine service from the city Step 1: The hypotheses are:
hall in Toledo, Ohio, to Metro Airport in Detroit. H0: σ12 = σ22
Sean Lammers, president of the company, is H1: σ12 ≠ σ22
considering two routes. One is via U.S. 25 and
the other via I-75. He wants to study the time it Step 2: The significance level is .05.
takes to drive to the airport using each route
and then compare the results. He collected Step 3: The test statistic is the F distribution.
the following sample data, which is reported
in minutes. Step 4: State the decision rule.
Reject H0 if F > F/2,v1,v2
F > F.10/2,7-1,8-1
is there a
Using the .10 significance level, F > F.05,6,7
difference in the variation in the F > 3.87
driving times for the two routes?
12-7
Test for Equal Variances - Example
The decision is to reject the null hypothesis, because the computed F value (4.23) is larger than the critical value
(3.87).
We conclude that there is a difference in the variation of the travel times along the two routes.
12-8
Comparing Means of Two or More
Populations
The F distribution is also used for testing whether two or more sample means came from the same or equal
populations.
Assumptions:
– The sampled populations follow the normal distribution.
– The populations have equal standard deviations.
– The samples are randomly selected and are independent.
The Null Hypothesis is that the population means are the same. The Alternative Hypothesis is that at least one of the
means is different.
H0: µ1 = µ2 =…= µk
H1: The means are not all equal
Reject H0 if F > F,k-1,n-k
12-9
One-Way ANOVA
⚫ Sum of Square Treatments=SST=Treatment Variation
– METHOD: Sum of Squared Differences between Each Treatment
Mean and Grand Mean
12-11
One-Way ANOVA:
F-calculated and F-critical
12-12
Comparing Means of Two or More
Populations – Example
Twenty-five questions offered a range of Step 3: Find the appropriate test statistic.
possible answers: excellent, good, fair, or Use the F statistic
poor. A response of excellent was given a
score of 4, good a 3, fair a 2, and poor a 1. Step 4: State the decision rule.
These responses were then totaled, so the Reject H0 if: F > F,k-1,n-k
total score was an indication of the
satisfaction with the flight. Brunner F > F.01,4-1,22-4
Marketing Research, Inc., randomly selected F > F.01,3,18
and surveyed passengers from the four
airlines. F > 5.09
⚫ SST+SSE=Total Variation
– METHOD: Sum of Squared Differences Between Each
Observation and Overall (GRAND) Mean
12-14
FORMULAS
12-15
Treatment Means and Grand Mean
12-18
Sum of Squares Treatment (SST)
Northern WTA Poconco Branson
94 75 70 68
90 68 73 70
85 77 76 72
80 83 78 65
88 80 74
68 65
65
ANOVA
12-21
Comparing Means of Two or More
Populations – Example
Twenty-five questions offered a range of Step 3: Find the appropriate test statistic.
possible answers: excellent, good, fair, or Use the F statistic
poor. A response of excellent was given a
score of 4, good a 3, fair a 2, and poor a 1. Step 4: State the decision rule.
These responses were then totaled, so the Reject H0 if: F > F,k-1,n-k
total score was an indication of the
satisfaction with the flight. Brunner F > F.01,4-1,22-4
Marketing Research, Inc., randomly selected F > F.01,3,18
and surveyed passengers from the four
airlines. F > 5.09
0mg 50 mg 100 mg
9 7 4
8 6 3
7 6 2
8 7 3
8 8 4
9 7 3
8 6 2
TOTAL
Total 57 47 21 125
Observations 7 7 7 21
Treatment Grand
Means 8.14 6.71 3.00 Mean 5.95
df MST
33.59 4.06 61.02 SST= 98.67 2 49.33
WORKING =7*(8.14-5.95)^2 =7*(6.71-5.95)^2 =7*(3-5.95)^2
12-36
SS Total, SSE and MSE
df MSE
SSE=108.95-
SSE=SSTotal-SST 98.67 10.29 18 0.57
12-37
12-38
12-39
ANOVA TABLE
ANOVA
Source of
Variation SS df MS F-cal F crit
Total 108.95 20
12-40
12-41
12-42
Inferences About Pairs of Treatment
Means
12-44
Interpretation of Confidence Interval
12-45
PROCESS
12-48
ANOVA TABLE
ANOVA
12-49
Comparison of Mean Scores of Northern
and Branson
12-50
Interpretation
12-53
Two Sets of Hypothesis
12-54
Two-Way Analysis of Variance
SSB = k( x b − x G ) 2
12-55
Sum of Squares Error (SSE) for 2 Way ANOVA
12-56
2 Way ANOVA TABLE
Source of Variation SS df MS F
Total SSTotal
12-57
EXAMPLE
⚫ EXAMPLE:
WARTA, the Warren Area Regional Transit Authority, is expanding bus service from the suburb of
Starbrick into the central business district of Warren. There are four routes being considered from
Starbrick to downtown Warren: (1) via U.S. 6, (2) via the West End, (3) via the Hickory Street
Bridge, and (4) via Route 59. WARTA conducted several tests to determine whether there was a
difference in the mean travel times along the four routes. Because there will be many different drivers,
the test was set up so each driver drove along each of the four routes. Next slide shows the travel
time, in minutes, for each driver-route combination.
⚫ At the .05 significance level, is there a difference in the mean travel time along the four routes?
⚫ If we remove the effect of the drivers, is there a difference in the mean travel time?
12-58
Find Grand Mean, Treatment Means and
Block Means
Deans 18 17 21 22 78 4 19.5
Snarverly 16 23 23 22 84 4 21
Ormson 21 21 26 22 90 4 22.5
Zollaco 23 22 29 25 99 4 24.75
West Hickory
WORKING US6 End St. Rte. 59
GRAND
MEAN= 22.8
SST
SST= 24.2 9.8 33.8 5 72.8
SSB=
SSB= 43.56 12.96 0.36 15.21 47.61 119.7
12-61
2 WAY- ANOVA TABLE
Source of
Variation SS df MS F P-value F crit
Treatments
(Routes) 72.8 3 24.3 7.9 0.0035 3.5
Blocks( Drivers) 119.7 4 29.9 9.8 0.0009 3.3
Error 36.7 12 3.1
Total 229.2 19
12-62
Two-Way Analysis of Variance - Example
⚫ Interaction
– The effect of one factor on a response variable
differs depending on the value of another factor.
12-64
Hypothesis
– Ho: The means of Factor A (treatments or column means) are all
equal
– H1: The means of Factor A(treatments or column means) are not
the same
– Ho: The means of Factor B (blocks or row means) are all equal.
– H1: The means of Factor B(blocks or row means) are not the
same.
Source of Variation SS df MS F
TABLE 1 TABLE 2
Hickory Route
MEAN TIME OF EACH DRIVER ACROSS ALL THE
US 6 West End St 59
ROUTES
Deans 18 14 20 19
15 17 21 22
21 20 22 25 US 6 West End Hickory St Route 59
Snaverly 19 20 24 24
Deans 18 17 21 22
15 24 23 22
14 25 22 20 Snaverly 16 23 23 22
Ormson 19 23 25 23
Ormson 21 21 26 22
21 21 29 23
23 19 24 20 Zollaco 23 22 29 25
Zollaco 24 20 30 26
20 24 28 25 Filbeck 25 24 28 28
25 22 29 24
Filbeck 27 24 28 28 18 = (18 + 15+ 21)/3
25 24 28 30
16 = (19+15+14)/3
23 24 28 26
12-67
Interaction Effect
12-68
What could suggest Interaction between
Factors?
12-69
Interaction Plot for Travel Time
from TABLE 2 on previous slide
12-70
Hypothesis: 2 Way ANOVA with Interaction
12-71
2 Way ANOVA With Interaction:
SUMMARY TABLES
TABLE 3
US 6 West End Hickory St Route 59 MEAN
Deans 18 14 20 19 Deans 19.5
15 17 21 22
21 20 22 25
Snaverly 19 20 24 24 Snaverly 21
15 24 23 22
14 25 22 20
Ormson 19 23 25 23 Ormson 22.5
21 21 29 23
23 19 24 20
Zollaco 24 20 30 26 Zollaco 24.75
20 24 28 25
25 22 29 24
Filbeck 27 24 28 28 Filbeck 26.25
25 24 28 30
23 24 28 26
Mean All Routes 20.6 21.4 25.4 23.8
GRAND
12-72
MEAN= 22.8
SST Working (Factor A)
TABLE 3
US 6
West
End
Hickory Route
St 59 MEAN Working for SST
Deans 18 14 20 19 Deans 19.5
15 17 21 22
21 20 22 25
US 6 West End Hickory St Route 59
observation per
Snaverly 19 20 24 24 Snaverly 21 treatment 15 15 15 15
15 24 23 22 mean of each
treatment 20.6 21.4 25.4 23.8
14 25 22 20
Ormson 19 23 25 23 Ormson 22.5
21 21 29 23 Working =15*(20.6-22.8)^2 =15*(21.4-22.8)^2=15*(25.4-22.8)^2 =15*(23.8-22.8)^2 SST
SS Column
23 19 24 20 (Treatment) 72.6 29.4 101.4 15 218.4
Zollaco 24 20 30 26 Zollaco 24.75
20 24 28 25
25 22 29 24
Filbeck 27 24 28 28 Filbeck 26.25
25 24 28 30
23 24 28 26
Mean All
Routes 20.6 21.4 25.4 23.8
12-73 GRAND
MEAN= 22.8
SSB WORKING (Factor B)
TABLE 1 TABLE 2
Hickory Route
MEAN TIME OF EACH DRIVER ACROSS ALL THE
US 6 West End St 59
ROUTES
Deans 18 14 20 19
15 17 21 22
21 20 22 25 US 6 West End Hickory St Route 59
Snaverly 19 20 24 24
Deans 18 17 21 22
15 24 23 22
14 25 22 20 Snaverly 16 23 23 22
Ormson 19 23 25 23
Ormson 21 21 26 22
21 21 29 23
23 19 24 20 Zollaco 23 22 29 25
Zollaco 24 20 30 26
20 24 28 25 Filbeck 25 24 28 28
25 22 29 24
Filbeck 27 24 28 28 18 = (18 + 15+ 21)/3
25 24 28 30
16 = (19+15+14)/3
23 24 28 26
12-76
SSI Working
TABLE 5 :SSI Working 0.49 =(18-20.6-19.5+22.8)^2
West Hickory Route SSI= 3* (0.49+1.21+1.21+……..+0.5625)
US 6 End St 59
where 3 is the number of observations per cell
Deans 0.49 1.21 1.21 2.25 West Route
Snaverly 7.84 11.56 0.36 0 US 6 End Hickory St 59 MEAN
Ormson 0.49 0.01 0.81 2.25 Deans 18 14 20 19 Deans 19.5
15 17 21 22
Zollaco 0.2025 1.8225 2.7225 0.5625 21 20 22 25
Snaverly 19 20 24 24 Snaverly 21
Filbeck 0.9025 0.7225 0.7225 0.5625 15 24 23 22
14 25 22 20
Ormson 19 23 25 23 Ormson 22.5
Mean of Each Driver Across All The Routes 21 21 29 23
Route 23 19 24 20
US 6 West End Hickory St 59 Zollaco 24 20 30 26 Zollaco 24.75
20 24 28 25
Deans 18 17 21 22 25 22 29 24
Snaverly 16 23 23 22 Filbeck 27 24 28 28 Filbeck 26.25
25 24 28 30
Ormson 21 21 26 22 23 24 28 26
Zollaco 23 22 29 25 Mean All
Filbeck 25 24 28 28 Routes 20.6 21.4 25.4 23.8
GRAND
12-78
MEAN= 22.8
2 Way ANOVA TABLE with
Interaction
k=number of treatments, b=number of blocks,
n=total number of observations, SSE=SSTotal-SST-SSB-SSI
Source of Variation SS df MS F
MS
SS df (Working) df (Working) MS F (Working) F
Treatment (Route) 218.4 k-1=4-1=3 3 218.4/3 72.8 72.8/4.3 16.93
Blocks (Driver) 359.1 b-1=5-1=4 4 359.1/4 89.775 89.775/4.3 20.88
Interaction 110.1 (k-1)*(b-1)=3*4=12 12 110.1/12 9.175 9.175/4.3 2.13
Error (Within) 172 n-(b*k)=60-(5*4)=40 40 172/40 4.3
Total 859.6
12-80
Source of
Variation SS df MS F P-value F crit
Treatments 218.4 3 72.8 16.93 0.00 2.84
Blocks 359.1 4 89.775 20.88 0.00 2.61
Interaction 110.1 12 9.175 2.13 0.04 2.00
Within 172 40 4.3
Total 859.6 59
12-81
Conclusion
12-82