One Way Analysis of Variance

ONE-WAY ANALYSIS OF VARIANCE

In general, we have independent random samples of size n from k populations. The jth
value from the ith population is denoted by xij, that is
Population 1 : x11, x12, , x1n
Population 2 : x21, x22, , x2n
.
.
.
Population k : xk1, xk2, , xkn

Assume that the random variables xij are all independent and have normal distribution,
N(, 2). The model for the observations is given by

xij = i + eij, for i = 1, 2, , k; j = 1, 2, , n

= + i + eij
where
eij = values of nk independent random variables, having N(0, 2)
= grand mean
i = treatment effects, i = 0

Hypotheses
(a) The null hypothesis: the population means are all equals 1 = 2 = = k

Ho : i = 0, for i = 1, 2, , k.

(b) The alternative hypothesis: the population means are not all equals

H1 : i 0, for at least one value of i.

Analysis of the Total Variability

Total sum of squares = treatment sum of squares + error sum of squares (or chance)

SS(Total) = SST + SSE

( xij x ) = n ( xi x ) + ( xij xi )
k n 2 k k n 2
2

i =1 j =1 i =1 i =1 j =1

where
SS(Total) is a measure of the total variation of the combined data.
SSE is a measure variation within each sample.
SST is a measure variation between the sample means when the null hypothesis
is true. It also reflects the variation among the population means when the null
hypothesis is false.
xi is mean of the observations from ith population (sample mean)
x is mean of all nk observations (grand mean)

Remarks:
(a) For each value of i, the xij are values of a random sample of size n from a normal
population with the variance 2.

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 One Way Analysis of Variance

( x xi )
n
1 2

2 j =1
ij

is a random variable having the chi-square distribution with n 1 degree of

freedom.
(b) For the k independent random samples,

( x xi ) =
k n
1 2 1
SSE
2
i =1 j =1
ij
2

is a random variable having the chi-square distribution with k(n 1) degree of

freedom.
SSE
The point estimate of 2 is .
k (n 1)
It is also called the mean square for error (MSE).

(c) Since under the null hypothesis, the xi. are values of independent random variables
having identical normal distributions with the mean and the variance 2/n.

(x x )
n 2 1
= SST
2
2 i
i =1

is a random variable having the chi-square distribution with k 1 degree of

freedom.
SST
The point estimate of 2 is .
k 1
It is also called the mean square for treatments (MST).

The Test Value

The test statistic
SST
(k 1) 2 MST
F= =
SSE MSE
k (n 1) 2

is a value of a random variable having the F-distribution with k 1 and k(n 1) degrees of
freedom.

Reject Ho that the population means are all equal, if F > f, k 1, k(n 1), where is the
level of significance.

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Computing Formulas
k n
1
SS(Total) = x 2
T 2
N
ij
i =1 j =1

1 k 2 1
SST = Ti T 2
n i =1 N

SSE = SS(Total) SST

where
Ti is the total of the values obtained for the ith treatment
T is the grand total of all nk (N) observations

Analysis of Variance Table

Source of Degree of Sum of Mean
Variation Freedom Squares Squares F Statistic
Treatments k 1 SST MST MST / MSE
Error N k SSE MSE
Total N 1 SS(Total)

Procedures: Analysis of Variance

1. State Ho and H1
2. State and find f(, k 1, N k)
3. Find SS(Total), SST and SSE. Then complete the analysis of variance table
4. Make the decision
5. Make the conclusion

Useful Formula
1. SS (Total ) = SST + SSE
2. MST = SST / (k 1)
3. MSE = SSE / (N k)

Two Decision Rules

1. Reject H0 if F > f , k 1, Nk
2. Reject H0 if p -value

Conclusion
At least one of the population means is different from the others