Stat 5411: Analysis of Variance

Chapter 00
Yang Li
UMD, Fall 2015

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Course Information
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Instructor: Yang Li

Office: Solon Campus Center 166

Email: yangli@d.umn.edu

Phone: 218-726-8377

Lectures: Monday, Wednesday, Friday 11:00-11:50 am,

SCC 130
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Some lectures will be used as labs to discuss SAS coding

Office hours:
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Monday: 10:00-10:50 am
Wednesday: 3:00-4:30 pm
Friday: 2:00-3:30 pm
or by appointments
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Course Information
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Textbook: Ott, R. Lyman and Longnecker, Michael T. An

Introduction to Statistical Methods and Data Analysis (7th
edition, customized copy for UMD), Cengage Learning
(2016), ISBN 978-1305269477. The customized copy covers
chapters 5-10 and 14-19.

Course website:
https://ay15.moodle.umn.edu/course/view.php?id=3206

Final: 12:00-1:55 pm, Thursday December 17.

Evaluation:
Homework
Two midterms
Project
Final

20%
40%
15%
25%
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Course Information
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Grade cutoffs:
Grade

Total %

A
AB+
B
BC+
C
CD+
D
F

90
87
83
80
77
73
70
67
63
60
below 60
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Computing
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Computations will be illustrated with the SAS statistical

package.
Two options:
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Order a SAS license from the University

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Use SAS University Edition

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Cost $28 per year

More powerful
Easy installation on Windows and Linux
Free
Missing some modules (especially graphics modules)
Works on Windows, Linux, and Mac
Installation can be tricky (have to use virtualization
software packages)

Some of the homework problems requires running SAS

code, reporting and interpreting the SAS output.
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Topics: Chapters 5-10 and 14-19

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Experimental and observational studies

Explanatory analysis

Estimation and hypothesis test of the population mean

Linear models for data from two independent samples

(t-test, confidence interval, model assumptions)

Inference for paired data

Data transformation

Comparison of several groups (ANOVA, F-tests, contrasts,

multiple comparison, model assumptions)

Factorial design, blocks, unbalanced design

Analysis of Covariance (ANCOVA)

10

Fixed-, random-, and mixed-effects

11

Split-plot and repeated measures

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Review

Suppose we have a sample x1 , x2 , . . . , xn of size n.

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Sample mean

1X
x
=
xi
n
i=1

Sample variance
n

S2 =

1 X
(xi x
)2
n1
i=1

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Review

Sample median
First order x1 , x2 , . . . , xn in ascending order to get
x(1) , x(2) , . . . , x(n) .

x(n+1)/2
x
= x(n/2) + x(n/2+1)

if n is odd
if n is even

Sample quantile

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Normal Distribution

Definition
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If X N (, 2 ), then the density function of X is

f (x) =

1 x 2
1
e 2 ( ) ,
2

< x <

where e = 2.71828 . . . and = 3.14159 . . . .

X
N (0, 1).
If X N (, 2 ), then Z =

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Chi-squared Distribution

Definition
If the random variable X has a chi-squared distribution with
degrees of freedom, that is X 2 (), its density function is

x/21 ex/2 , x > 0

/2
2
(/2)
f (x; ) =
,

0 ,
otherwise
where is a positive integer.

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Student t-Distribution

Definition
If T t() where is the degrees of freedom, T has a density
function
(+1)/2

[( + 1)/2]
t2

f (t) =
,
1+

(/2)
where < t < .

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Properties of t Distribution
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The t distribution is different for different degrees of

freedom .

The t distribution has the same general symmetric bell

shape as the standard normal distribution, but it reflects
the greater variability (with wider distributions) that is
expected with small samples.

The t distribution has a mean of 0.

The standard deviation of the t distribution varies with the

degrees of freedom , but it is greater than 1.

As gets larger, the t distribution gets closer to the

standard normal distribution.
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F -Distribution

Definition
If a random variable F follows an F -distribution with two
degrees of freedom 1 and 2 , its density function is
f (x) =

[(1 + 2 )/2](1 /2 )1 /2
x(1 /2)1
.
(1 /2)(2 )
(1 + 1 x/2 )(1 +2 )/2

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Binomial Distribution

Definition
In n independent trials, the probability to get a success at each
trial is p, and the probability to get a failure is 1 p. The total
number of successes in these n trials, denoted by X, follows a
binomial distribution with
 
n x
P (X = x) =
p (1 p)nx ,
x
for x = 0, 1, 2, . . . , n, where

n
x

n!
.
x!(n x)!

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Poisson Distribution

Definition
The probability distribution of the Poisson random variable
X, with parameter , is
P (X = x) =

e x
,
x!

x = 0, 1, 2, . . . ,

where > 0.

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