Scribd
Upload
9 views24 pages

MATH 14 - 6. Single Factor Experiment

The document provides an overview of the analysis of variance (ANOVA) technique, which is used to test the equality of three or more population means by comparing variances. It outlines the hypothesis testing procedure, including the null and alternative hypotheses, and presents an example involving fuel economy for different types of automobiles. Additionally, it discusses post-ANOVA tests such as the Scheffé and Tukey tests for identifying significant differences between means.

Uploaded by

melvin.llaneta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
9 views24 pages

MATH 14 - 6. Single Factor Experiment

The document provides an overview of the analysis of variance (ANOVA) technique, which is used to test the equality of three or more population means by comparing variances. It outlines the hypothesis testing procedure, including the null and alternative hypotheses, and presents an example involving fuel economy for different types of automobiles. Additionally, it discusses post-ANOVA tests such as the Scheffé and Tukey tests for identifying significant differences between means.

Uploaded by

melvin.llaneta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 24

ENGINEERING DATA

ANALYSIS
MATH14
DESIGN AND ANALYSIS OF
SINGLE-FACTOR
EXPERIMENTS
MATH14 – ENGINEERING DATA ANALYSIS
ANALYSIS OF VARIANCE
The analysis of variance (ANOVA) is a hypothesis-testing
technique used to test the claim that three or more
population (or treatment) means are equal by examining
the variances of samples that are taken. This is an extension
of the two independent sample t-test.
ANOVA is based on comparing the variance (or variation)
between the data samples to variation within each
particular sample. If the between variation is much larger
than the within variation, the means of different samples will
not be equal. If the between and within variations are
approximately have the same size, then there will be no
significant difference between sample means.
ANOVA | HYPOTHESIS TEST
The null hypothesis for a one-way ANOVA always assumes
the population means for the 𝑘 samples drawn (one from
each population) are equal. Hence, we may write the null
hypothesis as:
𝐻0 : 𝜇1 = 𝜇2 = ⋯ = 𝜇𝑘
This is equivalent to saying that the 𝑘 treatments have no
differential effect upon the value of the response. Since the
null hypothesis assumes all the means are equal, we could
reject the null hypothesis if only mean is not equal. Thus, the
alternative hypothesis is:
𝐻1 : 𝜇1 ≠ 𝜇𝑘 At least one of the means is not equal
The ANOVA doesn’t test that one mean is less then another
only whether they’re all equal or at least one is different.
ANOVA | Procedure
The one-way analysis of variance follows the regular five-
step hypothesis-testing procedure.
1. State the hypotheses.
2. Find the critical values
3. Compute the test statistic.
4. Make the decision.
5. Summarize the result.
ANOVA | Example: Miles per Gallon
A researcher wishes to see if there is a difference in the fuel
economy for city driving for three different types of
automobiles: small automobiles, sedans, and luxury
automobiles. He randomly samples four small automobiles,
five sedans, and three luxury automobiles. The miles per
gallon for each is shown. At 𝛼 = 0.05, test the claim that
there is no difference among the means. The data are
shown. Small Sedans Luxury
36 43 29
44 35 25
34 30 24
35 29
40
ANOVA | Example: Miles per Gallon
Step 1: State the hypothesis and identify the claim.
𝐻0 : 𝜇1 = 𝜇2 = 𝜇3 (claim)
𝐻1 : At least one mean is different from the others

Step 2: Find the critical value


𝑁 = 12
𝑘=3
𝑑. 𝑓. 𝑁. = 𝑘 − 1 = 3 − 1 = 2
𝑑. 𝑓. 𝐷. = 𝑁 − 𝑘 = 12 − 3 = 9
The critical value from table A-7 with 𝛼 = 0.05 is 4.26
ANOVA | Example: Miles per Gallon
Step 3: Compute the test statistic
a. Find the mean and variance for each sample.
For the small cars: 𝑋ത = 37.25 𝑠 2 = 20.917 ∑ 𝑥 − 𝑥ҧ 2
For the sedans: 𝑋ത = 35.4 𝑠 2 = 37.3 𝑠2 =
𝑛−1
For the luxury cars: 𝑋ത = 26 𝑠2 = 7
b. Find the grand mean
∑𝑋 36 + 44 + 34 + ⋯ + 24 404
𝑋ത𝐺𝑀 = = = = 33.6666ത
𝑁 12 12
c. Find the between-group variance
∑𝑛 𝑋ത
𝑖 𝑖 − ത
𝑋𝐺𝑀
2
𝑠𝐵2 =
𝑘−1
4 37.25 − 33.6666 + 5(35.4 − 4 37.25 − 33.6666ത
ത 2 2
+ 3 26 − 33.6666ത 2
=
3−1
= 𝟏𝟐𝟏. 𝟑𝟓𝟖𝟑 ഥ
ANOVA | Example: Miles per Gallon
Step 3: Compute the test statistic
d. Find the within-group variance.
2
∑ 𝑛𝑖 − 1 𝑠𝑖2 4 − 1 20.9166ത + 5 − 1 37.3 + 3 − 1 (7)
𝑠𝑊 = =
∑ 𝑛𝑖 − 1 4 − 1 + 5 − 1 + (3 − 1)
225.95
= ഥ
= 𝟐𝟓. 𝟏𝟎𝟓𝟓
9
e. Find the 𝐹 test statistic
𝑠𝐵2
𝐹= 2
𝑠𝑊
121.3583
= = 4.833923434 ≈ 4.83
25.1055ത
ANOVA | Example: Miles per Gallon
Step 4: Make the decision. The test statistic 4.83 > 4.26, so
the decision is to reject the null hypothesis.
ANOVA | Example: Miles per Gallon
Step 5: Summarize the results. There is enough evidence to
conclude that at least one mean is different from the
others.
The ANOVA summary table:
Sum of Mean
Source d.f. 𝐹
Squares square
Between Groups 242.7167 2 121.3583 4.8339
Within Groups
225.9500 9 25.1056
(error)
Total 468.6667 11
Scheffé Test
When the null hypothesis is rejected using the 𝐹 test, the
researcher may want to know where the difference among
the means is. Several procedures have been developed to
determine where the significant differences in the means lie
after the ANOVA procedure has been performed.
To conduct the Scheffé test, you must compare the means
two at a time, using all possible combinations of means. For
example, if there are three means, the following
comparisons must be done:
𝑋ത1 versus 𝑋ത2 𝑋ത1 versus 𝑋ത3 𝑋ത2 versus 𝑋ത3 ,
Scheffé Test | Formula
2
𝑋ത𝑖 − 𝑋ത𝑗
𝐹𝑠 =
2 1 1
𝑠𝑊 +
𝑛𝑖 𝑛𝑗
where 𝑋ത𝑖 and 𝑋ത𝑗 are the means of the samples being
compared, 𝑛𝑖 and 𝑛𝑗 are the respective sample sizes, and
2
𝑠𝑊 is the within-group variance.
To find the critical value 𝐹′ for the Scheffé test, multiply the
critical value for the 𝐹 test by 𝑘 − 1:
𝐹 ′ = (𝑘 − 1)(𝐶. 𝑉. )
There is a significant difference between the two means
being compared when the 𝐹 test statistic, 𝑭𝒔 , is greater than
the critical value, 𝑭′.
Scheffé Test | Example
Use the Scheffé test to test each pair of means in the the
previous example to see if a significant difference exists
between each pair of means. Use 𝛼 = 0.05.
Solution:
The F critical value for the example was 4.26. Then the
critical value for the individual tests with 𝑑. 𝑓. 𝑁. = 2 and
𝑑. 𝑓. 𝐷. = 9 is
𝐹 ′ = 𝑘 − 1 𝐶. 𝑉. = 3 − 1 4.26 = 8.52
Scheffé Test | Example
a. For 𝑋ത1 versus 𝑋ത2 , 2
ത ത
𝑋𝑖 − 𝑋𝑗 37.25 − 35.4 2
𝐹𝑠 = = = 0.30
1 1 ത 1 1
2
𝑠𝑊 + 25.1055 +
𝑛𝑖 𝑛𝑗 4 5
Since 0.30 < 8.52, the decision is that 𝜇1 is not significantly
different from 𝜇2 .
b. For 𝑋ത1 versus 𝑋ത3 ,
𝐹𝑠 = 8.64
Since 8.64 > 8.52 , the decision is that 𝜇1 is significantly
different from 𝜇3 .
Scheffé Test | Example
c. For 𝑋ത2 versus 𝑋ത3
𝐹𝑠 = 6.60
Since 6.60 < 8.52, the decision is that 𝜇2 is not significantly
different from 𝜇3 .

Hence, only the mean of the small cars is not equal to the
mean of luxury cars.
Tukey Test
The Tukey test can also be used after the analysis of
variance has been completed to make pairwise
comparisons between means when the groups have the
same sample size. The symbol for the test statistic in the
Tukey test is 𝑞.
Tukey Test | Formula
𝑋ത𝑖 − 𝑋ത𝑗
𝑞=
2
𝑠𝑊
𝑛

where 𝑋ത𝑖 and 𝑋ത𝑗 are the means of the samples being
compared, 𝑛 is the common sample size, and 𝑠𝑊 2
is the
within-group variance.
When the absolute value of 𝒒 is greater than the critical
value for the Tukey test, there is a significant difference
between the two means being compared.
Tukey Test | Formula
The critical value for the Tukey test is found using Table A–9,
where 𝑘 is the number of means in the original problem and
𝒗 is the degrees of freedom for 𝒔𝟐𝑾 , which is 𝑵 − 𝒌. The value
of 𝑘 is found across the top row, and 𝑣 is found in the left
column.
THANK YOU!

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy