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Chapter 12
McGraw-Hill/Irwin Copyright 2011 by the McGraw-Hill Companies, Inc. All rights reserved.
LEARNING OBJECTIVES
LO1. List the characteristics of the F distribution.
LO2. Conduct a test of hypothesis to determine whether
the variances of two populations are equal.
LO3. Discuss the general concept of analysis of variance.
LO4. Organize data into a one-way ANOVA table.
LO5. Conduct a test of hypothesis among three or more
treatment means.
LO6. Develop confidence intervals for the difference in
treatment means.
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Learning Objective 1
List the characteristics of
The F Distribution the F distribution.
It is
used to test whether two samples are from populations having equal
variances
applied when we want to compare several population means
simultaneously. The simultaneous comparison of several population
means is called analysis of variance(ANOVA).
In both of these situations, the populations must follow a normal
distribution, and the data must be at least interval-scale.
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LO1
Characteristics of F-Distribution
1. There is a family of F
Distributions. A particular
member of the family is
determined by two
parameters: the degrees of
freedom in the numerator and
the degrees of freedom in the
denominator.
2. The F distribution is
continuous
3. F cannot be negative.
4. The F distribution is positively
skewed.
5. It is asymptotic. As F the
curve approaches the X-axis
but never touches it.
12-4
LO1
The F distribution is used to test the hypothesis that the variance of one
normal population equals the variance of another normal population.
Examples:
Two Barth shearing machines are set to produce steel bars of the same length.
The bars, therefore, should have the same mean length. We want to ensure
that in addition to having the same mean length they also have similar variation.
The mean rate of return on two types of common stock may be the same, but
there may be more variation in the rate of return in one than the other. A
sample of 10 technology and 10 utility stocks shows the same mean rate of
return, but there is likely more variation in the Internet stocks.
A study by the marketing department for a large newspaper found that men and
women spent about the same amount of time per day reading the paper.
However, the same report indicated there was nearly twice as much variation in
time spent per day among the men than the women.
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Learning Objective 2
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LO2
12-7
LO2
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LO2
We conclude that there is a difference in the variation of the travel times along
the two routes. 12-10
LO2
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Learning Objective 3
Concept of Analysis of Variance: Discuss the general concept of
analysis of variance.
Testing Means of Two or More
Groups
Assumptions:
The sampled populations follow the normal
distribution.
The populations have equal standard deviations.
The samples are randomly selected and are
independent.
12-12
LO3
Comparing Means of Two or More
Populations
The Null Hypothesis is that the population means are
the same. The Alternative Hypothesis is that at least one
of the means is different.
The Test Statistic is the F distribution.
The Decision rule is to reject the null hypothesis if F
(computed) is greater than F (table) with numerator and
denominator degrees of freedom.
Hypothesis Setup and Decision Rule:
H0: 1 = 2 == k
H1: The means are not all equal
Reject H0 if F > F,k-1,n-k
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LO3
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LO3
SST k 1
F
SSE n k
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LO3
Comparing Means of Two or More
Populations Illustrative Example
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Learning Objective 4
Organize data into a
one-way ANOVA table.
Oneway ANOVA Table
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Learning Objective 5
Comparing Means of Two or Conduct a test of hypothesis
among three or more
More Populations Example treatment means.
H0: E = A = T = O
H1: The means are not all equal
Reject H0 if F > F,k-1,n-k
Step 2: State the level of significance.
The .01 significance level is stated in the problem.
12-19
LO5
12-20
LO5
Comparing Means of Two or
More Populations Example
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LO5
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LO5
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LO5
Computing SST
The computed value of F is 8.99, which is greater than the critical value of 5.09,
so the null hypothesis is rejected.
Conclusion: The population means are not all equal. The mean scores are not
the same for the four airlines; at this point we can only conclude there is a
difference in the treatment means. We cannot determine which treatment groups
differ or how many treatment groups differ.
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Learning Objective 6
Confidence Interval for the Develop confidence intervals
for the difference in treatment
Difference Between Two Means means.
When we reject the null hypothesis that the means are equal, we may
want to know which treatment means differ. One of the simplest
procedures is through the use of confidence intervals.
1 1
X X2 t MSE
1
2
1
n n
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LO6
Confidence Interval for the
Difference Between Two Means - Example
Excel
12-27
LO6
Minitab Output
In instances where the intervals overlap, the treatment means may not differ. If there
is no common area in the confidence intervals, that pair of means differ.
The endpoints of a 95 percent confidence interval for mean passenger scores for
Allegheny are about 69 and 77. For Ozark the endpoints of the 95 percent confidence
interval for the mean passenger score are about 64 and 73. There is common area
between these points, so we conclude this pair of means does not differ.
There are two pairs of means that differ. The mean scores of passengers on Eastern
Airlines are significantly different from the mean ratings of passengers on Allegheny
and on Ozark. There is no common area between these two pairs of confidence
intervals.
12-28