Expected Mean Squares for a One-factor between-subject ANOVA (2 of 2)
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For example, if σ²
= 100,
n = 10, a = 3, µ
1 = 5, µ
2 = 6, and µ
3
= 10
then
= 7 and
The expected value of MSB is σ² when the
null hypothesis is true but is equal to a larger value when the null hypothesis
is false. E[MSE] = σ² whether or not the
null hypothesis is true.
For the example, E[MSE] = 100. Whenever the null
hypothesis is false, E[MSB] > E[MSE] and relatively large values of F = MSB/MSE
can be expected. Although you will rarely need to know the expected
value of MSB or MSE, it is important to see that both expected values
are the same when the null hypothesis is true and that the expected
value of MSB is larger when the null hypothesis is false.
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