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Introduction

Theory of 1-way Anova


Short Cut Method
An Example

Analysis of Variance

Dr. Rohit Vishal Kumar

Xavier Institute of Social Service


Department of Marketing
P.O. Box No:7, Purulia Road
Ranchi, Jharkhand, 834001
Email: rohitvishalkumar@yahoo.com

January 2, 2009

Dr. Rohit Vishal Kumar ANOVA


Introduction
Theory of 1-way Anova
Short Cut Method
An Example

Introduction
Analysis of Variance (ANOVA) was introduced by the noted statistician
R.A. Fisher in 1920
Analysis of Variance (ANOVA) is used in scenario when we
simultaneously want to test the equality of more than two population
means
One Way Anova is used to test differences between three or more
independent groups. In case of two groups, we prefer to use t-test
which can be looked upon as a special case of Anova.
The following hypothesis are tested:
H0 : µ1 = µ2 = µ3 = . . . = µn
H1 : At least one of the means is significantly different
Example
Suppose in a factory, production is carried out in 4 shifts. The management
is interested in knowing whether the average production of the 4 shifts are
the same or different. ANOVA can provide the answer
Dr. Rohit Vishal Kumar ANOVA
Introduction
Theory of 1-way Anova
Short Cut Method
An Example

One-Way Anova: Data Collection

Measurement is obtained for m independent groups of samples, where


the number of measurement for each group is n.
We assume that there are no replications.
The total number of observations is m × n
In tabular form the data can be written as follows:
Treatment 1 X11 X12 X13 ... X1n
Treatment 2 X21 X22 X23 ... X2n
Treatment 3 X31 X32 X33 ... X3n
.. .. .. .. ..
. . . . .
Treatment m Xm1 Xm2 Xm3 ... Xmn

Dr. Rohit Vishal Kumar ANOVA


Introduction
Theory of 1-way Anova
Short Cut Method
An Example

One-Way Anova: Notations

Xjk denotes the measurement in the jth row and kth column where
j = 1, 2, . . . , m and k = 1, 2, . . . , n.
X̄j denotes the mean of the measurement in the jth row. It is also known
as the treatment mean or the row mean. It is calculated as follows:
n
1X
X̄j = Xjk (j = 1, 2, . . . , m)
n
k=1

The overall mean denoted by X̄ is computed as follows:


m n
1 XX
X̄ = Xjk (j = 1, 2, . . . , m) (k = 1, 2, . . . , n)
mn
j=1 k=1

Dr. Rohit Vishal Kumar ANOVA


Introduction
Theory of 1-way Anova
Short Cut Method
An Example

One-Way Anova: Mathematical Model


We can consider each row of the table to be a random sample of size n from
the population for that particular treatment. Then Xjk will differ from the
population mean µj for the jth treatment due to chance or random error
which is denoted by ejk . Thus:
Xjk = µj + ejk
The errors ejk are assumed to be normally distributed with mean 0 and
variance σ 2 . If µ is the mean of the population for all treatments and if we
let αj = µj − µ, so that µj = αj + µ, then the above equation becomes:
Xjk = µ + αj + ejk
Where µ is the overall population mean, αj is the effect on overall mean due
to treatment j and ejk is the random error term.
If we can show that αj = 0 for all treatment j = 1, 2, . . . , m, then we can say
that the various treatments have no effect on the overall population mean.
Thus we test for H0 {αj = 0} which is equivalent of testing
H0 {µ1 = µ2 = . . . = µm = µ}
i.e. there is no significantDr.difference
Rohit Vishal Kumar between
ANOVA treatments
Introduction
Theory of 1-way Anova
Short Cut Method
An Example

One-Way Anova: The Computation


Let us denote the total variation by SST. Then we have:
X
SST = (Xjk − X̄)2
j,k
2
X
= {(Xjk − X̄j. ) + (X̄j. − X̄)}
j,k
which on simplification becomes
2 2
X X
= {(Xjk − X̄j. )} + n {(X̄j. − X̄)}
j,k j,k
= SSW + SSB
Where
SSW = Variation within treatments
SSB = Variation between treatments

Dr. Rohit Vishal Kumar ANOVA


Introduction
Theory of 1-way Anova
Short Cut Method
An Example

One-Way Anova: ANOVA Table

The calculations are represented on a table known as the ANOVA table. It is


as follows:
Variation Sum of Squares d.f. Mean Square F (Calculated)
P
Between n j,k {(X̄j. − X̄)}2 m−1 SSB
MSB = m−1 MSB
F = MSW
P  2 SSW
Within (Xjk − X̄j. ) m(n − 1) MSW = with (m-1),
Pj,k 2
m(n−1)
Total j,k (Xjk − X̄) mn − 1 — m(n-1) d.f.

The Fcalc is compared with Ftab at (m − 1), m(n − 1) d.f. and at the desired
level of significance. If Fcalc > Ftab we reject H0 .

Dr. Rohit Vishal Kumar ANOVA


Introduction
Theory of 1-way Anova
Short Cut Method
An Example

Short-cut Method of Calculation


If the number of treatments (m) have the same number of observations
(n), then N = m × n
If the number of treatmentsP(m) have different number of observations
(n1 , n2 , . . . , nm ) then N = nj
In either of these cases, we can apply the simplified formula which is as
follows:

 T2 X
SST Xjk2 −
=
N
j,k
!
X Tj.2 T2
SSB = −
j
Nj N
SSW = SST − SSB

Where
T = total of all values Xjk
Tj. = total of all values of the
Dr. Rohit Vishal Kumarjth treatment
ANOVA
Introduction
Theory of 1-way Anova
Short Cut Method
An Example

An Example
The table below shows the lifetime (in hours) from three different types of
tube lights manufactured by various companies. Determine whether there is
any difference between different types of tube lights brands at 5% level of
significance?
Brand A 407 411 409 — —
Brand B 404 406 408 405 402
Brand C 410 408 406 408 —
Ans:
HO {The mean of the population are equal}
H1 {At least one population mean is not equal}.
Then we subtract a suitable number (say 400) to arrive at the following table:
Total
Sample 1 7 11 9 — — 27
Sample 2 4 6 8 5 2 25
Sample 3 10 8 6 8 — 32
Grand Total T = 84
T2 842
P 2
V= (Xjk ) − N = (72 + 112 + 92 + · · · + 62 + 82 ) − 12 = 72
2
P T 2 2Dr. Rohit Vishal
2 Kumar2 ANOVA
2
Introduction
Theory of 1-way Anova
Short Cut Method
An Example

An Example

Putting the results in an Anova Table we have:

Variation Sum of Squares d.f. Mean Square F (Calculated)


Between (SSB) 36 2 18 F=4.50
Within (SSW) 36 9 4 with 2, 9 d.f.
Total (SST) 72 11 — —

Now F.95 at (2,9) d.f. is 4.26. Thus we reject the null hypothesis and
conclude that there may be differences between lifetime of the different
brands of Tube Lights.

Dr. Rohit Vishal Kumar ANOVA