One-way ANOVA Test

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An One-way ANOVA Test is an ANOVA test that compares the means of three or more samples using the F distribution.



References

2019

The variables used in this test are known as:

2016

  • (Wikipedia, 2016) ⇒ https://www.wikiwand.com/en/One-way_analysis_of_variance Retrieved 2016-07-03
    • In statistics, one-way analysis of variance (abbreviated one-way ANOVA) is a technique used to compare means of three or more samples (using the F distribution). This technique can be used only for numerical data.

      The ANOVA tests the null hypothesis that samples in two or more groups are drawn from populations with the same mean values. To do this, two estimates are made of the population variance. These estimates rely on various assumptions (see below). The ANOVA produces an F-statistic, the ratio of the variance calculated among the means to the variance within the samples. If the group means are drawn from populations with the same mean values, the variance between the group means should be lower than the variance of the samples, following the central limit theorem. A higher ratio therefore implies that the samples were drawn from populations with different mean values.

      Typically, however, the one-way ANOVA is used to test for differences among at least three groups, since the two-group case can be covered by a t-test (Gosset, 1908). When there are only two means to compare, the t-test and the F-test are equivalent; the relation between ANOVA and t is given by F = t2. An extension of one-way ANOVA is two-way analysis of variance that examines the influence of two different categorical independent variables on one dependent variable.

       ::Assumptions

The results of a one-way ANOVA can be considered reliable as long as the following assumptions are met:


2009

[math]\displaystyle{ H_0:\quad \mu_1=\mu_2=\mu_3=\mu_4=\mu_5=\mu_6 }[/math]

[math]\displaystyle{ H_1:\quad \textrm{Not all} \; μ_j\;\textrm{are equal}\; (j=1:6) }[/math]
The test is based on the observed sample means [math]\displaystyle{ \overline{x}_j }[/math].

1996

[math]\displaystyle{ y_{ij}=\mu+a_i+e_{ij} \quad i=1,...,t, \quad j=1,...,Ni, }[/math]
where [math]\displaystyle{ E(e_{ij}) = 0 }[/math], [math]\displaystyle{ Var(e_{ij} ) = \sigma^2 }[/math], and [math]\displaystyle{ Cov(e_{ij} , e_{i'j'}) = 0 }[/math] when [math]\displaystyle{ (i, j) \neq(i', j') }[/math]. For finding tests and confidence intervals, the e ij's are assumed to have a multivariate normal distribution.