當(dāng)處理組數(shù)為兩組時(shí)方差分析結(jié)果與t檢驗(yàn)的結(jié)果是【完全等價(jià)且t2=F】的簡(jiǎn)易推導(dǎo)
對(duì)同一計(jì)量資料,當(dāng)處理組數(shù)為兩組時(shí)方差分析結(jié)果與t檢驗(yàn)的結(jié)果是
A.方差分析的結(jié)果更可靠
B.t檢驗(yàn)的結(jié)果更可靠
C.完全等價(jià)且√t=F
D.完全等價(jià)且t2=F
E.理論上不同
∵v間=2-1=1,v內(nèi)=n-2=n1+n2-2
∴F=MS間/MS內(nèi)=(SS間/v間)/(SS內(nèi)/v內(nèi))
=[n1×(x1拔-x拔)2+n2×(x2拔-x拔)2]/[∑∑(xij-xi拔)2/(n1+n2-2)]
=[n1×(x1拔-x拔)2+n2×(x2拔-x拔)2]/{[∑(x1i-x1拔)2+∑(x2i-x2拔)2]/(n1+n2-2)}
t2=(x1拔-x2拔)2/{[(1/n1)+(1/n2)]×[(n1-1)×S12+(n2-1)×S22]/(n1+n2-2)}
=(x1拔-x2拔)2/[(1/n1)+(1/n2)]×1/{[∑(x1i-x1拔)2+∑(x2i-x2拔)2]/(n1+n2-2)}
要證明t2=F,只需要證明n1×(x1拔-x拔)2+n2×(x2拔-x拔)2=(x1拔-x2拔)2/[(1/n1)+(1/n2)]
n1×(x1拔-x拔)2+n2×(x2拔-x拔)2
=n1×(x1拔2-2×x1拔×x拔+x拔2)+n2×(x2拔2-2×x2拔×x拔+x拔2)
=n1×x1拔2+n2×x2拔2-2×n1×x1拔×x拔-2×n2×x2拔×x拔+(n1+n2)×x拔2
=n1×x1拔2+n2×x2拔2-2×x拔×(n1×x1拔+n2×x2拔)+(n1+n2)×x拔2
=n1×x1拔2+n2×x2拔2-2×x拔×(n1+n2)×x拔+(n1+n2)×x拔2
=n1×x1拔2+n2×x2拔2-(n1+n2)×x拔2
=n1×x1拔2+n2×x2拔2-(n1+n2)×[(n1×x1拔+n2×x2拔)/(n1+n2)]2
=n1×x1拔2+n2×x2拔2-(n1×x1拔+n2×x2拔)2/(n1+n2)
=[n1×x1拔2×(n1+n2)+n2×x2拔2×(n1+n2)-(n1×x1拔+n2×x2拔)2]/(n1+n2)
=[n1×x1拔2×(n1+n2)+n2×x2拔2×(n1+n2)-n12×x1拔2-n22×x2拔2-2×n1×n2×x1拔×x2拔]/(n1+n2)
=[n1×n2×x1拔2+n1×n2×x2拔2-2×n1×n2×x1拔×x2拔]/(n1+n2)
=[(n1×n2)/(n1+n2)]×(x1拔-x2拔)2
=(x1拔-x2拔)2/[(1/n1)+(1/n2)]
即t2=F
