Statistical Sciences 2244A/B Lecture Notes - Lecture 11: F-Test, Analysis Of Variance, Multiple Comparisons Problem

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Assesses the evidence for some di erence among the population means. Con dence intervals given by software are intervals for each mean separately, not con dence intervals that all intervals cover all population means. Small di erences among samples means can be signi cant if the samples are large. Large di erences among sample means can fail to be signi cant if the samples are small. If sample means are far apart relative to the variation among individuals in the same groups, that"s evidence that something other than chance is at work. Anova test statistic: tests the equality of several means. F = variation among the sample means / variation among individuals in the same sample. F statistic: can only take values that are zero or positive; zero when all samples means are identical, and gets larger as they move farther apart. Large when sample means are more variable than individuals in the same sample.

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