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ANALYSIS OF VARIANCE: ANOVA

• ANOVA: It is a statistical technique that
is used to determine whether several
samples come from populations with
equal means.
• Statements of hypotheses:
  H0: µ1 = µ2 = µ3
 H1: µ1 ≠ µ2 ≠ µ3
ANOVA: BASIC CONCEPTS
• ANOVA is based on a comparison of two
  different estimates of the variance: among the
  samples and within the samples
• Between-Column Variance: An estimate of the
  population variance derived from the variance
  among the sample means.
• Within-Column Variance: An estimate of the
  population variance based on the variances
  within the k samples, using a weighted average
  of the k sample variances.
ANOVA
•   Variance among the Sample Means:
     S2x = Σ(x - x)2
              k-1
•   Estimate of Between-Column Variance:
     σ2b = Σnj (xj - x)2
                   k-1
      Where σ2b = estimate of the population variance based on the
    variance among the sample means (the between-column variance),
    nj = size of the jth sample, xj = sample mean of the jth sample, x =
    grand mean and   k = number of samples
ANOVA
•   Calculating the Variance within the Samples:


      σ2w = Σ[(nj – 1)/(nT – k)]sj2

       Where, σ2w = our second estimate of the population
    variance based on the variances within the samples (the
    within-column variance), nj = size of the jth sample, sj2 =
    sample variance of the jth sample, k = number of
    samples, and nT = Σnj = total sample size
The F Hypothesis Test
• Step I: State null and alternate hypotheses
• Step II: Calculate F statistic, as follows
F = between-column variance = σ2b / σ2w
      within-column variance
• Step III: F test has two degrees of
  freedom, Numerator degrees of freedom =
  (number of samples – 1) and Denominator
  degrees of freedom = Σ(nj – 1) = (nT – k)
The F Hypothesis Test
• Step IV: From F table in which columns
  represent the number of degrees of freedom for
  the numerator and the rows represent the
  degrees of freedom for the denominator, find out
  critical value of F statistic for a certain level of
  significance.
• Step V: In case calculated value of F statistic
  exceeds the critical (Table) value, null
  hypothesis is rejected. If not, we would accept it.

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Analysis of variance

  • 1. ANALYSIS OF VARIANCE: ANOVA • ANOVA: It is a statistical technique that is used to determine whether several samples come from populations with equal means. • Statements of hypotheses: H0: µ1 = µ2 = µ3 H1: µ1 ≠ µ2 ≠ µ3
  • 2. ANOVA: BASIC CONCEPTS • ANOVA is based on a comparison of two different estimates of the variance: among the samples and within the samples • Between-Column Variance: An estimate of the population variance derived from the variance among the sample means. • Within-Column Variance: An estimate of the population variance based on the variances within the k samples, using a weighted average of the k sample variances.
  • 3. ANOVA • Variance among the Sample Means: S2x = Σ(x - x)2 k-1 • Estimate of Between-Column Variance: σ2b = Σnj (xj - x)2 k-1 Where σ2b = estimate of the population variance based on the variance among the sample means (the between-column variance), nj = size of the jth sample, xj = sample mean of the jth sample, x = grand mean and k = number of samples
  • 4. ANOVA • Calculating the Variance within the Samples: σ2w = Σ[(nj – 1)/(nT – k)]sj2 Where, σ2w = our second estimate of the population variance based on the variances within the samples (the within-column variance), nj = size of the jth sample, sj2 = sample variance of the jth sample, k = number of samples, and nT = Σnj = total sample size
  • 5. The F Hypothesis Test • Step I: State null and alternate hypotheses • Step II: Calculate F statistic, as follows F = between-column variance = σ2b / σ2w within-column variance • Step III: F test has two degrees of freedom, Numerator degrees of freedom = (number of samples – 1) and Denominator degrees of freedom = Σ(nj – 1) = (nT – k)
  • 6. The F Hypothesis Test • Step IV: From F table in which columns represent the number of degrees of freedom for the numerator and the rows represent the degrees of freedom for the denominator, find out critical value of F statistic for a certain level of significance. • Step V: In case calculated value of F statistic exceeds the critical (Table) value, null hypothesis is rejected. If not, we would accept it.