Escolar Documentos
Profissional Documentos
Cultura Documentos
by Ken Black
Chapter 11
Discrete Distributions
Analysis of
Variance
& Design of
Experiments
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-1
Learning Objectives
Understand the differences between various
experimental designs and when to use them.
Compute and interpret the results of a one-way
ANOVA.
Compute and interpret the results of a random
block design.
Compute and interpret the results of a two-way
ANOVA.
Understand and interpret interaction.
Know when and how to use multiple comparison
techniques.
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-2
Introduction to Design
of Experiments, #1
Experimental Design
- a plan and a structure to test hypotheses in
which the researcher controls or manipulates
one or more variables.
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-3
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-4
Introduction to Design
of Experiments, #3
Dependent Variable
- the response to the different levels of the
independent variables.
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-5
Three Types
of Experimental Designs
Completely Randomized Design
Randomized Block Design
Factorial Experiments
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-6
Valve Opening
Measurements
.
.
.
.
.
.
.
.
.
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
.
.
.
11-7
6.33
6.26
6.44
6.29
6.26
6.36
6.38
6.23
6.31
6.23
6.58
6.19
6.29
6.27
6.54
6.21
6.4
6.19
6.56
6.5
6.34
6.19
6.58
6.22
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-8
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-9
MSC
F
MSE
If F >
If F
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
F , reject H .
F , do not reject H .
c
11-10
One-Way ANOVA:
Sums of Squares Definitions
total sum of squares = error sum of squares + between sum of squares
SST = SSC + SSE
Xij X
nj
i =1
j=1
n j
j 1
where :
j X
nj
i 1
j 1
X ij X j
j = a treatment level
C = number of treatment levels
X = grand mean
X
X
ij
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-11
SSC
(Treatment Sum of Squares)
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
SSE
(Error Sum of Squares)
11-12
One-Way ANOVA:
Computational Formulas
X
X
X
C
SSC n j
j 1
SSE
nj
i 1 j 1
SST
nj
j 1 i 1
MSC
MSE
j X
ij X
ij X
df
2
SSC
df
SSE
df
df
df
C 1
N C
N 1
where: i = a particular member of a treatment level
j = a treatment level
C = number of treatment levels
n=
j
MSC
F
MSE
X = grand mean
X
X =
j
ij
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
column mean
individual value
11-13
One-Way ANOVA:
Preliminary Calculations
1
6.33
6.26
6.44
6.29
6.26
6.36
6.38
6.23
6.31
6.23
6.58
6.19
6.29
6.27
6.54
6.21
6.4
6.19
6.56
6.5
6.34
6.19
6.58
6.22
Tj
T1 = 31.59
T2 = 50.22
T3 = 45.42
T4 = 24.92
T = 152.15
nj
n1 = 5
n2 = 8
n3 = 7
n4 = 4
N = 24
6.318000
6.277500
6.488571
6.230000
6.339583
Mean
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-14
One-Way ANOVA:
Sum of Squares Calculations
C
SSC n j
j 1
j X
0.23658
nj C
SSE X ij X j
i 1 j 1
(6.226.230)
0.15492
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
(6.19 6.230)
11-15
One-Way ANOVA:
Sum of Squares Calculations
nj
SST
i 1 j 1
ij X
(6.19 6.339583)
0.39150
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-16
One-Way ANOVA: df
Mean Square
df
and F Calculations df
C
E
T
C 1 4 1 3
N C 24 4 20
N 1 24 1 23
MSC
MSE
SSC
df
SSE
df
.23658
.078860
3
.15492
.007746
20
MSC .078860
F
10.18
MSE .007746
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-17
Analysis of Variance
for Valve Openings
Source of Variance
df
Between
Error
Total
3
20
23
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
SS
MS
0.23658 0.078860
0.15492 0.007746
0.39150
F
10.18
11-18
.05, 3, 20
df1
df 2
161.4
5
199.5
0
215.7
1
224.5
8
230.1
6
233.9
9
236.7
7
238.8
8
240.5
4
18
4.41
3.55
3.16
2.93
2.77
2.66
2.58
2.51
2.46
19
4.38
3.52
3.13
2.90
2.74
2.63
2.54
2.48
2.42
20
4.35
3.49
3.10
2.87
2.71
2.60
2.51
2.45
2.39
21
4.32
3.47
3.07
2.84
2.68
2.57
2.49
2.42
2.37
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-19
One-Way ANOVA:
Procedural Summary
Ho :
1
20
Rejection Region
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
Non rejection
Region
.05 , 9 ,11
3.10
Critical Value
11-20
Ho:
Ha:
Columns Effects: Ho:
Ha:
Interaction Effects: Ho:
Ha:
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-21
SSR nC ( X
i 1
C
i X )
SSC nR ( X j X )
j 1
R
df
SSI n ( X ij X i X j X )
i 1 j 1
R
SSE ( X ijk X ij )
i 1 j 1 k 1
C
R
n
SST ( X ijk X )
c 1 r 1 a 1
SSR
R 1
SSC
MSC
C 1
SSI
MSI
R 1 C 1
SSE
MSE
RC n 1
MSR
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
df
df
df
df
R 1
C 1
R 1 C 1
RC n 1
N 1
MSR
MSE
MSC
MSE
MSI
MSE
FR
F
F
where:
n = number of observations per cell
C = number of column treatments
R = number of row treatments
i = row treatment level
j = column treatment level
k = cell member
X
X
X
X
ijk
ij
i
j
= individual observation
= cell mean
= row mean
= column mean
X = grand mean
11-22
A 2 3 Factorial Design
with Interaction
Row effects
Cell
Means
R1
R2
C1
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
C2
Column
C3
11-23
A 2 3 Factorial Design
with Some Interaction
Row effects
Cell
Means
R1
R2
C1
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
C2
Column
C3
11-24
A 2 3 Factorial Design
with No Interaction
Row effects
Cell
Means
R1
R2
C1
C2
C3
Column
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-25
Presentations to
Analysts
Xj
NYSE
AMEX
2
1
2
1
X11=1.5
2
3
1
2
X21=2.0
2
3
3
2
X12=2.5
3
3
2
4
X22=3.0
1.75
2.75
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
OTC
Xi
4
3
4
2.5
3
X13=3.5
4
4
3
2.9167
4
X23=3.75
X=2.7083
N = 24
n=4
3.625
11-26
SSR nC ( X i X )
i 1
SSC nR ( X j X )
j 1
SSI n ( X ij X i X j X )
i 1 j 1
4[(15
. 2.5 1.75 2.7083) 2 ( 2.5 2.5 2.75 2.7083) 2
( 3.5 2.5 3.625 2.7083) 2 ( 2.0 2.9167 1.75 2.7083) 2
( 3.0 2.9167 2.75 2.7083) 2 ( 3.75 2.9167 3.625 2.7083) 2 ]
0.0833
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-27
i 1 j 1 k 1
(2 15
. ) (115
. ) (3 375
. ) (4 375
. )
2
7.7500
C
SST ( X ijk X )
c 1 r 1 a 1
22.9583
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-28
10418
.
R 1
1
SSC 14.0833
MSC
7.0417
C 1
2
SSI
0.0833
MSI
0.0417
R 1 C 1
2
SSE
7.7500
MSE
0.4306
RC n 1
18
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
MSR 10418
.
F R MSE 0.4306 2.42
MSC 7.0417
11-29
Analysis of Variance
for the CEO Dividend Problem
Source of VarianceSS
df
Row
1.0418
Column
14.0833
Interaction
0.0833
Error
7.7500
Total
22.9583
*
MS
1
2
2
18
23
F
1.0418 2.42
7.0417 16.35*
0.0417 0.10
0.4306
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
11-30
Excel
Output
for the
CEO
Dividend
Example
(Part 1)
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
4
8
2
0.6667
4
12
3
0.6667
4
15
3.75
0.25
8
14
1.75
0.5
8
22
2.75
0.5
8
29
3.625
0.2679
12
35
2.9167
0.9924
Total
Count
Sum
Average
Variance
11-31
SS
1.0417
14.083
0.0833
7.75
Total
22.958
Business Statistics, 4e, by Ken Black. 2003 John Wiley & Sons.
df
1
2
2
18
MS
1.0417
7.0417
0.0417
0.4306
F
P-value F crit
2.4194 0.1373 4.4139
16.355
9E-05 3.5546
0.0968 0.9082 3.5546
23
11-32