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Analysis of Variance
January 2, 2009
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
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 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 .
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
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.