Casella Berger: Why is distribution of F-statistic in ANOVA not T^2

In summary, Theorem 11.2.8 in Casella & Berger defines the ANOVA statistic as a maxima of T^2 statistic. The ANOVA statistic is equal to the supremum of the square of a term, which follows a t distribution. However, when there are more than two groups, the supremum of the square follows a (k-1) F(k-1, n-k) distribution, instead of a t^2 distribution.
  • #1
shaikh22ammar
1
0
Theorem 11.2.8 in Casella & Berger defines the ANOVA statistic as a maxima of [itex] T^2 [/itex] statistic as:
[tex]
\sup_{\sum a_i = 0} T_a^2 = \sup_{\sum a_i = 0} \left(
\left( S^2_p \sum a_i^2 / n_i \right)^{-1/2} \left( \sum a_i \bar Y_{i \cdot} - \sum a_i \theta_i\right)
\right)^2 = \left( S^2_p \right)^{-1} \sum n_i \left( \bar Y_{i \cdot} - \bar{\bar Y} - \theta_i + \bar{\theta} \right)^2
[/tex]
where all the summations are from 1 to [itex] k [/itex] the no. of treatments and [itex] S^2_p, n_i, \theta_i, \bar Y_{i \cdot}[/itex] are the pooled sample variance, no. of observations of treatment [itex] i [/itex], its mean, and sample mean respectively. The term inside the square between equals signs follows t distribution but for whatever reason the supremum of the square follows [itex] (k-1) F(k-1, n-k)[/itex], as opposed to [itex] t^2 [/itex].
 
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  • #2
$$F = t^2$$
only when there are two groups.
 

What is the Casella Berger test?

The Casella Berger test is a statistical test used in Analysis of Variance (ANOVA) to determine whether there is a significant difference between the means of three or more groups. It is based on the F-statistic, which compares the variation between groups to the variation within groups.

Why is the distribution of F-statistic used in ANOVA not T^2?

The F-statistic is used in ANOVA because it follows a specific distribution, known as the F-distribution, which is appropriate for comparing the variances of multiple groups. The T^2 distribution, on the other hand, is used for testing the difference between two means and is not suitable for ANOVA.

How does the F-statistic relate to the null hypothesis in ANOVA?

The null hypothesis in ANOVA states that there is no significant difference between the means of the groups being compared. The F-statistic is used to calculate the probability of obtaining the observed differences between groups if the null hypothesis is true. A low probability indicates that the null hypothesis should be rejected.

What assumptions are made when using the F-statistic in ANOVA?

The F-statistic assumes that the data is normally distributed and that the variances of the groups being compared are equal. Violations of these assumptions can lead to incorrect results. Additionally, the F-statistic assumes that the samples are independent and that the observations within each group are randomly selected.

How is the F-statistic calculated in ANOVA?

The F-statistic is calculated by dividing the variation between groups by the variation within groups. This results in a ratio that is compared to the F-distribution to determine the probability of obtaining the observed differences between groups if the null hypothesis is true. The larger the ratio, the more likely it is that the groups have different means and the null hypothesis should be rejected.

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