Scribd
Upload
69 views1 page

Oneway 01

This document discusses inferences about normal linear models and provides exercises related to analyzing data from normal distributions. It includes the results of an analysis of variance test comparing three casting methods. Several exercises are presented, such as computing an F-statistic to test if the means are equal for three normal distributions based on sample data provided, and proving properties of estimators of the mean from a normal distribution.

Uploaded by

Agung No Limit
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
69 views1 page

Oneway 01

This document discusses inferences about normal linear models and provides exercises related to analyzing data from normal distributions. It includes the results of an analysis of variance test comparing three casting methods. Several exercises are presented, such as computing an F-statistic to test if the means are equal for three normal distributions based on sample data provided, and proving properties of estimators of the mean from a normal distribution.

Uploaded by

Agung No Limit
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 1

520 Inferences About Normal Linear Models

oneway.test(elasticmod~ind,var.equal=T)
F = 12.565, num df = 2, denom df = 19, p-value = 0.0003336
With such a low p-value, the null hypothesis would be rejected and we would con-
clude that the casting method does have an effect on the elastic modulus.

In this example, the experimenter would also be interested in the pairwise


com- parisons of the casting methods. We consider this in Section 9.4.

EXERCISES

9.2.1. Consider the T -statistic that was derived through a likelihood ratio for
test- ing the equality of the means of two normal distributions having common
variance in Example 8.3.1. Show that T 2 is exactly the F -statistic of expression
(9.2.11).

9.2.2. Under Model (9.2.1), show that the linear functions X −ijX.j and X.j X..
are uncorrelated.
Hint: Recall the definition of X.j and X.. and, without loss of generality, we can
let E(Xij) = 0 for all i, j.

9.2.3. The following are observations associated with independent random sam-
ples from three normal distributions having equal variances and respective means μ1, μ2, μ3.

I II III
0.5 2.1 3.0
1.3 3.3 5.1
1.8
−1.0 2.3
0.0 2.4
1.9
2.5 4.2
4.1

Using R or another statistical package, compute the F -statistic that is used to test
H0 : μ1 = μ2 = μ3.

9.2.4. Let X1, X 2 , . .. , Xn be a random sample from a normal distribution N (μ,


σ2). Show that
Σn
Σn J n− 1 J
(Xi − X ) + (X1
2
(Xi − X)2 = − X )2 ,
i=2
n
Σn i=1 J Σn
where X = Xi /n and X = J Xi /(n −J 1). Σn J
i=1 i=2
Hint: Replace Xi − X by (Xi − X ) − (X1 − X )/n. Show that (Xi − X )2 /σ2
i=2
has a chi-square distribution with n − 2 degrees of freedom. Prove that the two
terms in the right-hand member are independent. What then is the distribution of
J
[(n − 1)/n](X1 − X )2
σ 2?

You might also like