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    Present GMM - Or151 - Lab3

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    Present gmm.or151_lab3

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    Present GMM - Or151 - Lab3

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    IEOR151

     Lab  3-­‐  ANOVA  Review  


    x ANOVA: study the impact of certain factor
    x Groups: different levels (treatments) of the factor
    x H0: all means are equal; H1: not all equal.
    x Let ݉= number of groups, ݊௜ =number of observations in the ݅-th group, ܺ௜. =sample mean of the
    ݅-th group, ݊ ் =total number of observations, ܺ.. =sample mean of all observations.
    x Between-group sum of squares
    ௌௌ
    • ܵܵ௕ = σ௠ ଶ ್ ଶ
    ௜ୀଵ ݊௜ (ܺ௜. െ ܺ.. ) , ఙ మ ‫߯ ׽‬௠ିଵ , if ‫ܪ‬଴ is true
    • Amount of variation that can be explained group difference
    x Within-group sum of squares
    ௡ ଶ ௌௌ
    • ܵܵௐ = σ௠ ೈ ଶ
    ௜ୀଵ σ௝ୀଵ൫ܺ௜௝ െ ܺ௜. ൯ , ఙ మ ‫߯ ׽‬௡೅ ି௠ , ܵܵ௕ and ܵܵௐ are independent
    ೔

    • Amount of variation that cannot be explained by group difference


    ௌௌ್ Τ(௠ିଵ)
    x Test statistics: F െ ratio = ௌௌ ‫ܨ ׽‬௠ିଵ,௡೅ ି௠ , if ‫ܪ‬଴ is true
    ೈ Τ(௡೅ ି௠)
    x ‫݌‬-value= ܲ൛‫ܨ‬௠ିଵ,௡೅ ି௠ ൒ observed  F െ ratioൟ
    x ANOVA table

    Example

    A manufacturer of paper used for making grocery bags is interested in improving the tensile strength of
    the product. Product engineering thinks that tensile strength is a function of the hardwood concentration
    in the pulp and that the range of hardwood concentrations of practical interest is between 5 and 20%. A
    team of engineers responsible for the study decides to investigate four levels of hardwood concentration:
    5, 10, 15, and 20%. They decide to make up six test specimens at each concentration level, using a pilot
    plant. All 24 specimens are tested on a laboratory tensile tester, in random order. The data from this
    experiment are shown below:

    Hardwood Observations Totals Averages


    Concentration (%) 1 2 3 4 5 6
    5 7 8 15 11 9 10 60 10.00
    10 12 17 13 18 19 15 94 15.67
    15 14 18 19 17 16 18 102 17.00
    20 19 25 22 23 18 20 127 21.17
    383 15.96

    Use the ANOVA to test the hypothesis that different hardwood concentrations do not affect the mean
    tensile strength of the paper.

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