Slides by

John
Loucks
St. Edward’s
University

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 Chapter 13, Part A
Experimental Design and Analysis of
Variance
 An Introduction to Experimental
Design
and Analysis of Variance
 Analysis of Variance and
the Completely Randomized Design
 Multiple Comparison
Procedures

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 An Introduction to Experimental Design
and Analysis of Variance
 Statistical studies can be classified as being
either experimental or observational.
 In an experimental study, one or more factors
are controlled so that data can be obtained
about how the factors influence the variables
 of interest.
In an observational study, no attempt is made
to control the factors.
 Cause-and-effect relationships are easier to
establish in experimental studies than in
 observational studies.
Analysis of variance (ANOVA) can be used to
analyze the data obtained from experimental or
observational studies.
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 An Introduction to Experimental Design
and Analysis of Variance
 In this chapter three types of experimental
designs are introduced.
• a completely randomized
• design
a randomized block design
• a factorial experiment

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 An Introduction to Experimental Design
and Analysis of Variance
 A factor is a variable that the experimenter
has selected for investigation.
 A treatment is a level of a factor.
 Experimental units are the objects of interest
in the experiment.
 A completely randomized design is an
experimental design in which the treatments
are randomly assigned to the experimental
units.

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 Analysis of Variance: A Conceptual
Overview

Analysis
Analysis of
of Variance
Variance (ANOVA)
(ANOVA) can
can be
be used
used to
to test
test
for
for the
the equality
equality of
of three
three or
or more
more population
population means.
means.

Data
Data obtained
obtained from
from observational
observational or
or experimental
experimental
studies
studies can
can be
be used
used for
for the
the analysis.
analysis.

We
We want
want to
to use
use the
the sample
sample results
results to
to test
test the
the
following
following hypotheses:
hypotheses:

H0: 1=2=3=. . . = k

Ha: Not all population means are equal

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 Analysis of Variance: A Conceptual
Overview

H0: 1=2=3=. . . = k

Ha: Not all population means are equal

If
If H
H00 is
is rejected,
rejected, we
we cannot
cannot conclude
conclude that
that all
all
population
population means
means are
are different.
different.

Rejecting
Rejecting H
H00 means
means that
that at
at least
least two
two population
population
means
means have
have different
different values.
values.

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 Analysis of Variance: A Conceptual
Overview
 Assumptions for Analysis of
Variance
For
For each
each population,
population, the
the response
response (dependent)
(dependent)
variable
variable is
is normally
normally distributed.
distributed.

The
The variance
variance of
of the
the response
response variable, denoted  22,,
variable, denoted
is
is the
the same
same for
for all
all of
of the
the populations.
populations.

The
The observations
observations must
must be
be independent.
independent.

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 Analysis of Variance: A Conceptual
Overview
x
 Sampling Distribution of Given H0 is True

Sample means are close together

because there is only
one sampling distribution
when H0 is true.
2
 x2 
n

x2  x1 x3

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 Analysis of Variance: A Conceptual
Overview
x
 Sampling Distribution of Given H0 is False

Sample means come from

different sampling distributions
and are not as close together
when H0 is false.

x3 3 x1 1 2 x2

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 Analysis of Variance and
the Completely Randomized Design
 Between-Treatments Estimate of Population
 Variance
Within-Treatments Estimate of Population
Variance the Variance Estimates: The F
 Comparing
 Test
ANOVA Table

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 Between-Treatments Estimate
of Population Variance s 2
 The estimate of  2 based on the variation of
the
sample means is called the mean square due
to
treatments and isk denoted2by MSTR.

j 1
nj (xj  x)
MSTR 
k 1

Denominator is the Numerator is called

degrees of freedom the sum of squares
associated with due
SSTR to treatments (SSTR)

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 Within-Treatments Estimate
of Population Variance s 2
 The estimate of  2 based on the variation of
the sample observations within each sample is
called the mean square error and is denoted
by MSE.
k
2
 (n j  1)sj
j 1
MSE 
nT  k
Numerator is
Denominator is the called
degrees of the sum of
freedom squares
associated with due to error (SSE)
SSE

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 Comparing the Variance Estimates: The F
Test
 If the null hypothesis is true and the ANOVA
assumptions are valid, the sampling distribution of
MSTR/MSE is an F distribution with MSTR d.f.
equal to k - 1 and MSE d.f. equal to nT - k.
 If the means of the k populations are not equal, the
value of MSTR/MSE will be inflated because MSTR
overestimates  2.
 Hence, we will reject H0 if the resulting value of
MSTR/MSE appears to be too large to have been
selected at random from the appropriate F
distribution.

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 Comparing the Variance Estimates: The F
Test
 Sampling Distribution of
MSTR/MSE
Sampling Distribution
of MSTR/MSE

Reject H0
Do Not Reject H0 a
MSTR/MSE
F
Critical Value

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 ANOVA Table
for a Completely Randomized Design

Source of Sum of Degrees of Mean p-

Variation Squares Freedom Square F Value
SSTR MSTR
Treatments SSTR k-1 MSTR 
k - 1 MSE
SSE
Error SSE nT - k MSE 
nT - k

Total SST nT - 1
SST’s degrees of
freedom
SST is partitioned
(d.f.) are partitioned
into SSTR and into
SSE. SSTR’s d.f. and SSE’s
© 2011 Cengage Learning. All Rights Reserved. May not be scanned, copied
d.f.
or duplicated, or posted to a publicly accessible website, in whole or in part.
Slide
16
 ANOVA Table
for a Completely Randomized Design
SST
SST divided
divided by
by its
its degrees
degrees of
of freedom
freedom nnTT –– 1
1 is
is the
the
overall
overall sample
sample variance
variance that
that would
would be
be obtained
obtained if if we
we
treated
treated the
the entire
entire set
set of
of observations
observations as
as one
one data
data set.
set

With
With the
the entire
entire data
data set
set as
as one
one sample,
sample, the
the formula
formula
for
for computing
computing thethe total
total sum
sum of
of squares,
squares, SST,
SST, is:
is:
k nj

SST  (xij  x)2 SSTR  SSE

j 1 i 1

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 ANOVA Table
for a Completely Randomized Design

ANOVA
ANOVA cancan be
be viewed
viewed as
as the
the process
process of
of partitioning
partitioning
the
the total
total sum
sum ofof squares
squares and
and the
the degrees
degrees of
of freedom
freedom
into
into their
their corresponding
corresponding sources:
sources: treatments
treatments andand erro
erro

Dividing
Dividing the
the sum
sum of
of squares
squares byby the
the appropriate
appropriate
degrees
degrees ofof freedom
freedom provides
provides the
the variance
variance estimates
estimates
and
and the
the FF value
value used
used to
to test
test the
the hypothesis
hypothesis of
of equal
equal
population
population means.
means.

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 Test for the Equality of k Population
Means
 Hypothese
s
H0: 1=2=3=. . . = k
Ha: Not all population means are equal

 Test Statistic

F = MSTR/MSE

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 Test for the Equality of k Population
Means
 Rejection
Rule
p-value Approach: Reject H0 if p-value < a

Critical Value Approach: Reject H0 if F > Fa

where the value of F is based on an

F distribution with k - 1 numerator d.f.
and nT - k denominator d.f.

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Example: AutoShine, Inc.
AutoShine, Inc. is considering marketing a
long-
lasting car wax. Three different waxes (Type 1,
Type 2,
In order to test the durability of these waxes,
and
5 newType 3) have been developed.
cars were waxed with Type 1, 5 with Type 2, and
5
with Type 3. Each car was then repeatedly run
through an automatic carwash until the wax
coating
showed signs of deterioration.
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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Example: AutoShine, Inc.
The number of times each car went
through the
carwash before its wax deteriorated is shown
on the
next slide. AutoShine, Inc. must decide which
waxFactor . . . Car wax
toTreatments
market. Are. the threeI, waxes
. . Type Type 2,equally
Type 3
effective?
Experimental units . . . Cars
Response variable . . . Number of washes

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design

Wax Wax Wax

Observation Type 1 Type 2 Type 3
1 27 33 29
2 30 28 28
3 29 31 30
4 28 30 32
5 31 30 31

Sample Mean 29.0 30.4 30.0

Sample Variance 2.5 3.3 2.5

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Hypotheses
H0: 1=2=3
Ha: Not all the means are equal
where:
1 = mean number of washes using Type 1 wax
2 = mean number of washes using Type 2 wax
3 = mean number of washes using Type 3 wax

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Mean Square Between Treatments
Because the sample sizes are all
equal:
x (x1  x2  x3)/=3(29 + 30.4 + 30)/3 = 29.8
SSTR = 5(29–29.8)2 + 5(30.4–29.8)2 + 5(30–29.8)2 = 5.2
MSTR = 5.2/(3 - 1) = 2.6
 Mean Square Error
SSE = 4(2.5) + 4(3.3) + 4(2.5) = 33.2
MSE = 33.2/(15 - 3) = 2.77

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Rejection Rule

p-Value Approach: Reject H0 if p-value < .05

Critical Value Approach: Reject H0 if F > 3.89

where F.05 = 3.89 is based on an F distribution

with 2 numerator degrees of freedom and 12
denominator degrees of freedom

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 Test Statistic
F = MSTR/MSE = 2.60/2.77 = .939
 Conclusion
The p-value is greater than .10, where F = 2.81.
(Excel provides a p-value of .42.)
Therefore, we cannot reject H0.
There is insufficient evidence to conclude that
the mean number of washes for the three wax
types are not all the same.

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 Testing for the Equality of k Population
Means:
A Completely Randomized Design
 ANOVA Table

Source of Sum of Degrees of Mean

Variation Squares Freedom Squares F p-Value

Treatments 5.2 2 2.60 .939 .42

Error 33.2 12 2.77

Total 38.4 14

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 Testing for the Equality of k Population
Means:
An Observational Study
 Example: Reed
Manufacturing
Janet Reed would like to know if there is any
significant difference in the mean number of
hours
worked per week for the department managers
at her
three manufacturing plants (in Buffalo,
Pittsburgh,
and Detroit).
An F test will be conducted using a = .05.

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 Testing for the Equality of k Population
Means:
An Observational Study
 Example: Reed
Manufacturing
A simple random sample of five managers
from
each of the three plants was taken and the
number of
hours worked by each manager in the previous
week . . . Manufacturing plant
Factor
is shown on. the
Treatments next slide.
. . Buffalo, Pittsburgh, Detroit
Experimental units . . . Managers
Response variable . . . Number of hours worked

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 Testing for the Equality of k Population
Means:
An Observational Study

Plant 1 Plant 2 Plant 3

Observation Buffalo Pittsburgh Detroit
1 48 73 51
2 54 63 63
3 57 66 61
4 54 64 54
5 62 74 56
Sample Mean 55 68 57
Sample Variance 26.0 26.5 24.5

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 Testing for the Equality of k Population
Means:
An Observational Study
 p -Value and Critical Value Approaches
1. Develop the hypotheses.
H0:  1= 2= 3
Ha: Not all the means are equal
where:
 1 = mean number of hours worked per
week by the managers at Plant 1
 2 = mean number of hours worked per
week by the managers at Plant 2
  3 = mean number of hours worked per
week by the managers at Plant 3
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 Testing for the Equality of k Population
Means:
An Observational Study
 p -Value and Critical Value Approaches
a = .05
2. Specify the level of significance.

3. Compute the value of the test statistic.

Mean Square Due to Treatments
(Sample sizes are all equal.)
=x (55 + 68 + 57)/3 = 60
SSTR = 5(55 - 60)2 + 5(68 - 60)2 + 5(57 - 60)2 = 490
MSTR = 490/(3 - 1) = 245

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 Testing for the Equality of k Population
Means:
An Observational Study
 p -Value and Critical Value Approaches
3. Compute the value of the test statistic.
(con’t.)
Mean Square Due to Error
SSE = 4(26.0) + 4(26.5) + 4(24.5) = 308
MSE = 308/(15 - 3) = 25.667
F = MSTR/MSE = 245/25.667 = 9.55

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 Testing for the Equality of k Population
Means:
An Observational Study
 ANOVA Table

Source of Sum of Degrees of Mean

Variation Squares Freedom Square F p-Value
Treatment 490 2 245 9.55 .0033
Error 308 12 25.667

Total 798 14

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 Testing for the Equality of k Population
Means:
An Observational Study
 p –Value Approach
4. Compute the p –value.

With 2 numerator d.f. and 12

denominator d.f.,
the p-value is .01 for F = 6.93.
Therefore, the
5. Determine
p-value is whether
less thanto reject
.01 for FH=
0. 9.55.

The p-value < .05, so we reject H0.

We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
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 Testing for the Equality of k Population
Means:
An Observational Study
 Critical Value Approach
4. Determine the critical value and rejection rule.
Based on an F distribution with 2 numerator
d.f. and 12 denominator d.f., F.05 = 3.89.
Reject H0 if F > 3.89
5. Determine whether to reject H0.
Because F = 9.55 > 3.89, we reject H0.
We have sufficient evidence to conclude that
the mean number of hours worked per week
by department managers is not the same at
all 3 plant.
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 End of Chapter 13, Part A

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