F Test ANOVA FinalP
F Test ANOVA FinalP
ARINGO, Rianelle A.
X-SAPPHIRE
Background
The development of ANOVA and the f-test can be attributed to
the pioneering work of Sir Ronald A. Fisher in the early 20th
century.
The f-test, also known as the analysis of variance (ANOVA) f-
test, is a statistical test used to compare the means of two or
more groups. It determines whether there are significant
differences among the means of the groups based on the
variances of the data.
The f-test in ANOVA is based on the ratio variances: the
between-group variance and the within-group variance.
Here’s a step-by-step overview of how f-
test works in ANOVA
1. Formulate hypotheses
Null hypothesis
Alternative hypothesis
2. Calculate the sum of squares
Total sum of squares
Between-group sum of squares
Within-group sum of squares
3. Degrees of freedom
Total degrees of freedom
Between-group degrees of freedom
Within-group degrees of freedom
4. Calculate the mean squares
Between-group mean square
Within-group mean square
5. Calculate the F-statistic
6. Determine the critical value
7. Compare the calculated F-statistic with the critical value
When to use
The f-test, also known as the analysis of varience (ANOVA) f-test,
is used in statistical analysis to determine whether there are
significant differences among the means of two or more groups.
Here are some situations where the f-test (ANOVA) is commonly
used.
Comparing means across different treatments
or interventions
For example, in a drug trial, researchers may administer different
medications to different groups and use ANOVA to assess if there
are significant differences in the mean effectiveness of the drugs.
Analyzing survey or queationnaire data
For instance, if you have collected survey data from
participants belonging to different age groups, ANOVA can
help you determine if there are significant differences in the
mean scores across the age groups.
Comparing means in observational studies
For example, you might want to compare the average income
levels of individuals in different regions or the mean test
scores of students from different schools.
What it measures
The f-test (ANOVA) measures the variability between
the groups means compared to the variability within
each group. It determines whether the observed
differences among the group means are statistically
significant or can be attributed to random variation.
Specifically, the F-statistic calculates the ratio of the
between-group variability to the within-group
variability.
If the F-statistic is large enough (i.e., the between-
group variability is significantly larger than the within-
group variability), it suggests that there are significant
differences among the group means. Conversely, if the
F-statistic is small (i.e., the between-group variability is
similar to the within-group variability), it indicates that
there are no significant differences among the group
means.
Derivative of the formula
We need to differentiate the formula with respect to the
variables involved.
The formula for the F-statistic is F = MSB/MSW
To find the derivative of F with respect to MSB, we
differentiate F with respect to MSB while treating MSW as a
constant. The derivative can be computed using the quotient
rule:
dF/dMSB = (d/dMSB)(MSB/MSW)
Using the quotient rule, we have
dF/dMSB = (MSW*d/dMSB(MSB)-MSB*d/dMSB(MSW))/(MSW)^2
dF/dMSB = (MSW*1-MSB*0)/(MSW)^2
dF/dMSB = MSW/(MSW)^2
dF/dMSB = 1/MSW
So, the derivative of the f-test formula with respect to the between-
group mean square (MSB) is 1 divided by the within-group square
(MSW).