Biometrika Trust

Charts of the Power Function for Analysis of Variance Tests, Derived from the Non-Central
F-Distribution
Author(s): E. S. Pearson and H. O. Hartley
Reviewed work(s):
Source: Biometrika, Vol. 38, No. 1/2 (Jun., 1951), pp. 112-130
Published by: Biometrika Trust
Stable URL: http://www.jstor.org/stable/2332321 .
Accessed: 19/01/2013 16:05
Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .
http://www.jstor.org/page/info/about/policies/terms.jsp

.
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of
content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms
of scholarship. For more information about JSTOR, please contact support@jstor.org.

Biometrika Trust is collaborating with JSTOR to digitize, preserve and extend access to Biometrika.

http://www.jstor.org

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

[ 112 ]

CHARTS OF THE POWER FUNCTION FOR ANALYSIS OF VARIANCE

TESTS, DERIVED FROM THE NON-CENTRAL F-DISTRIBUTION
BY E. S. PEARSON ANDH. 0. HARTLEY
1.

THE DISTRIBUTION OF NON-CENTRAL %2

If ui (i = 1, 2, ..., v) form a set of v random variables each distributednormally and independently with unit variance about a mean zero, and if ai (i = 1, 2, ..., v) are v fixed constants,

then

)2

(ui+ai

X' =

(1)

i=l

is known to have the following probability density function:

(X;2)ip+v?lAj

e-JX'2 e-4A E
p(;oF(j2E

(2)

+j)22ij!

A= E a2.

where

(3)

i=1

The function (2) has been termed the distribution of non-central x2 having v degrees of freedom and A has been termed the non-centrality parameter. The distribution (2) was first
obtained by Fisher (1928); in his notation B2 = x'2 and /392= A. Fisher gave a table of the
upper 5 %values of B for v = 1 (1) 7, /8 = 0 (0 2) 5 0. Subsequently in a Ph.D. Thesis for the
University of London (unpublished, 1934), F. Garwood provided a table of the lower 5 %
points of B.
If the ai = 0, x'2becomes an ordinary central x2. In certain problems it is useful to know,
for a given A, the probability that x'2 will exceed a particular percentage point, say the 5 %
point, of the ordinary x2 distribution. This probability expressed as a function of A gives the
power function of the x2 test. Appropriate tables have been computed by Patnaik (1949)
and Fix (1949).
2.

THE DISTRIBUTION OF NON-CENTRAL

If X12is a value of non-central x2 having v, degrees of freedom and X2 a central x2 with v2

degrees of freedom independent of XI2, then we may write
V1

'2

F' = %l /%2
pl

V2

(ui+ai)2

(4)

=+

V2

V
V,~~~~~
=

where all the ui (i = 1, 2, ..., VI+ v2) are independent normal deviates having unit variance
and zero mean. F' may be termed a non-central variance ratio. The probability density
distribution of F' is known to be

F j=O(j_B2v -1+j,v2)(v-2)

F'ii(-1

' iF')

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

2(+)

(5)

E. S. PEARSON AND H.
where A =

0.

HARTLEY

113

as before. The distribution is immediately derivable from the form given by

E
i

Fisher (1928) (his distribution C), who took as variable

R2 = X2/(X'2+X2).

Anly general tabulation of the probability integral of (5) would involve extensive computation as three parameters v1, V2 and A are involved.
The application of the F'-distribution with which we shaHlbe concerned here is in connexion with the analysis of variance. It is clear that if in a comparison of two variance estimates the underlying variables in the 'treatment' sum of squares are non-central, then the
chance of establishing significance for a given non-centrality can be determined from the
probability integral of p(F'). Thus
00

p(F') dF = ,(A Io,

-1Vl, V2),

(6)

where Fa is the 100lc %0significance level of the ordinary variance ratio test, gives the probability of establishing significance at the 100lc %0level for a given value of A. In other words
,B(AI 'i vj,V2), regarded as a function of A, is the power function of the analysis of variance
test. This use of the distribution of F' has been discussed by Tang (1938), who provided
certain tables, and by Patnaik (1949). Also Lehmer (1944) published additional tables and
formulae for the asymptotic distribution of F' for large V2 and/or v1.
In the present paper we have provided charts which, we believe, are easier to handle than
these tables. Just as in Tang's tables on which they are largely based, the charts are confined
to variance ratio F-tests carried out at the 5 and 1 %0levels of significance, i.e. the error of
the first kind, ac,is confined to values of 0-05 and 0 01. We have also retained Tang's noncentrality parameter
vL
55 =Al{(^l+

l}=|Ea4/(Vl

(7)

+ l))

in place of A.
i=1
Eight charts are provided corresponding to the eight values v1 = 1 (1) 8. Each chart
gives two families of power curves corresponding to ac = 0 05 and 0 01. In each family an
individual power curve corresponds to a specified value of V2and gives the power ,8(q Ia, l, v2)
as ordinate plotted against an abscissa scale of 0. The curves are drawn for
V2 =

6 (1) 10, 12, 15, 20, 30, 60 and oo.

It should be noted that the /1-scale is logarithmic, thereby expanding the scale in the important region of high power 0-80 </, < 0-99, whilst at the same time straightening the curves
and facilitating interpolation. The f-grid and the harmonic V2-gridare sufficiently fine to
permit interpolation by sight. The qs-gridis eauidistant and the vertical rules correspond
to steps of 02 (or 01) in qS.
As we shall see below, in many applications the charts are used to obtain the power, ,
corresponding to given values of a, v1, V2 and 0, but often,8is specified, and it is required to find
v2 or q5. For such problems where inverse and multivariate interpolation is required, the
present graphical form appeared to us to have advantages over tabulation, particularly as
high accuracy is unnecessary. In what follows we are concerned with:
(a) A description of the method to be adopted in determining the form for 0, given the
experimental set-up and the effect whose significance is under test.
(b) Illustrations of the use of the charts.
Biometrika

38

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

114

Charts of the power function for analysis of variance tests

3.

APPLICATION

TO THE ANALYSIS

OF VARIANCE

To bring the distribution (5) into play, the mathematical structure which we must regard as
appropriate to the experimental data is one in which the random variation is due to a
normally distributed error element, superimposed upon a number of additive constant terms.
In the most general form, xi is defined by
x = fi+zi

(i = 1,2, ..., N),

(8)

where
= 1, 2, .., N),
(9)
(ii) the zi are N independent normal deviates each having expectation zero and a
(i)

Cil01 + Ci202 +

+ Cis Os

common variance

(i

-2.

The 0's are s parameters whose values are generally unknown, while the c's are known constants, usually equalling 1 or 0. The null hypothesis specifies the values of, say, r of the 0's,
e.g. Oj
03=
(j = 1, 2, ..., r). The power function of the test measures the probability of
establishing significance when Oj- 0OQ0 (j= 1, 2,..., r), the non-centrality parameter 4
being a function of these differences and of -,.
It is well known that this mathematical model cannot always be regarded as appropriate;
for example, the differences 0 -,
if they are not zero, may be more reasonably regarded
as random variables rather than constants. Again, in many applications of analysis of
variance the residuals zi cannot be assumed independent. We.think, however, that the model
implied by equations (8) and (9) is applicable to a considerable number of problems and
hope that by making the present charts available more thought may be focused on the
mathematical assumptions underlying methods of practical analysis in common use.*
Starting with this model, Kolodziejczyk (1935) showed how it was possible to determine
in a systematic way the two appropriate sums of squares to compare in a test of any hypothesis concerning the values of the 0's. He described the general procedure as the test of
a linear hypothesis. In deriving the power function of the test, Tang (1938) also started from
this basis. It is usually unnecessary, however, to determine from first principles which are
the appropriate sums of squares to compare, as they are known from the well-recognized
character of the experimental arrangement. We shall therefore suppose that the two sums
of squares appropriate for a given comparison are known; they may be termed the 'treatment' sum of squares S1 based on v, degrees of freedom and the 'error' sum of squares S2
based on v2 degrees of freedom. All that is necessary for use of the charts is to determine the
q of equation (7). As Tang has shown, the procedure is simple:
(a) We must define the assumed algebraic set-up of equations (8) and (9) and note which
are the parameters 01, 02' ... 0,r whose values are specified by the null hypothesis.
(b) S1 will be expressible as a sum of squares of linear functions of the xi. Ao-2is then the
r

value of S1 obtained by substituting into this sum of squares E cijOj in place of xi

j=1

(i = l, 2,. ..,N ). Since the form of S, is such that the remaining Oj (j = r + 1, r + 2, ..., s)
cancel out on substitution for xi, the procedure is equivalent to making the zi in equation
(8) zero and substituting gi for xi.
= /A/(+
(c) Finally we have
l}.
* The distinction between alternative mathematical constructions
has been discussed by several writers, e.g. Daniels (1939), Eisenhart

underlying the analysis of variance

(10.47) and Johnson (1948).

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

E. S.
s
os

'oo
~a'

q
c'

Lc'

a'

PEARSON AND
a'

a'

68

H. 0.

'
a'

66

115

HARTLEY
o
90
CO

0o

s-

0oo
'0

ULo

0o

666666

Ln~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~I
CO

Li)~

~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~~~~~~~~~~~~~~~~~C

INN~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~I
10

r-4~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~I
-~~~~~~~~~~~~~~~~~~~~~~~~~~~~~I
r14~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~'

Ln

'0

~~--ns ~ ~ ~ ~~~(
1UD!3S90;U

%0

00

~ ~ ~ ~~ ~ ~ ~ ~ ~

~ ~ ~ ~ ~ ~~ ~ ~ ~ ~ ~ ~ ~ ~
0.~~~~~~~~~~~~

C 'a

rn

6C
6>6

'

'

66

(~)~

N~~~~~~~~~O

~u~IJ!u~0sCO>~::

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

Li

tC.

Charts of the power function for analyysisof variance tests

116

00
6>

r~
C6

'I
6

C4
r

CD

0>

0>

>

66

6C

L(J

0o

C0

8q

o~-11

io

o-

co~~~~~~~~~~~~~~~~

C'

666

NO

66
66oo66~CD

(d) ~~~~U~)L~~!U~!SauecoqL
JO

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

L~

re~

E. S.
al.

a'

(n O4O
O'

r,,

co

a'

0'

X
O0'

PEARSON AND

a'

ID o

Vr
C)O
a~~~~~~
a'
a~~qo'

clii-

H. 0.

CD

117

HARTLEY
CD

Co

CD
10

--O

00~~~~~~~~~~~~~~~~~~~~~~~~~~

C)~

~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~~ ~~~~~~~~~~~~~~~~~~~~~C

ntoscLs

C)~

~~ ~ ~ ~~~~d

omu4

LnsJle!S!

X~~~~~~~~4

ijs

au~;ui

?oou

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

CD
Ln

CD CD C C
r r4v

Charts of the power function for analysis of variance tests

118

co

a%

0%

.O

rs%

-Q
a%

O o

U) a%
a%

666

14
0%

oo
0%

66

C0
co

0>

0>
~o%O

00

0?
u,

666666O

100

N4

C
00

OO

1.0~~~~~~~~~~~~~~~~~~~~~~~

-D W
s

Xtt2Xt:D]~~~~~~~~~~~~~~~~~~~~~~~~~C

XXtXt

ttt,-

00 X

X<e~~~~~

G~~~~~~~~~~~~~~~~C

14lt4?

o?
kttit'st1
01111
1<XX1
1~~~~~~~~~~~~~~SO

1.0~~~~~~~~~~~~~~~~~~~~~~~~

CO
C)~

IlS~~U~JU~SJ
Ln,\\~~~(d

~~ ~ ~~~~~(/

%IsJzevu!

)ef

ue

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

E. S.
0%

0%

H. 0.

PEARSON AND

,
0%

0%
rN

a,

119

HARTLEY
O

co

V-

Lf)

mr*

0%

0o

~ ~ ~ ~ ~ ~~~~~c

U,~

Ln

~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~~~~~~~~~~~~~~U

Ln

1~~~~~~~~~~~

U,~~~~~~~~~

NO
C.

8
elnsaJ

(d)

lUB)l!U3!S

}0 azue40

01%~

%O

~ ~

F8

8n

-8

(d)Ins~

2UDipU!SNO

.
8n

~~

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

~~~~~
O

8888

m~,

Charts of the power function for analysis of variance tests

120

cx-

C'

~ ~~ ~ ~ ~ ~ ~

c'J

c) L

C.

azueJu,D0

00000

~~c

oll~~~~~~~~~~~~~~
0

(v)auvg!u0es
llnS

6
00
06
O
?
LO~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~6

066666oo

CI

C'O

6~~~~

'

C>

- ON

Co

66

666
C
(4

lD

~P~!~S

O~U~

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

6Qccc~~~~~~~~~a
6

E. S.

0'

H. 0.

121

HARTLEY

K~~~~~~~~~~~~~~~~~~~~0

I~~~~~~~~~~1

~~i

'0

PEARSON AND

K ~~

co,

~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~~~~~~~~~~~~~~0

r-4~~~~~~~~~0

JO
(d)~~ins~~~
~ue)IJ!u~~!s

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

122
0%
0%
O

Charts of the powerfunction for analysis of variance tests

co)
0P%
0

rlC
0

%O

%
00

~0%

Lfn~
q%

q%

06
0)

0
co
0

0o

0
C
O
0

0D
o

o000~

00000

C
r-

OO

0%~~~~~~~~~~~~~~~~
-~~~~~~~~~~~~~~

00

a%~~~~~~~~~~~~~~~~~~r

o,~~~~~~~~~~~~~~~~~~~~~~

'.0

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All llnsaJ
use subject
to JSTOR Terms
and Conditions
(d)
Jo
zueI!uO!s

E. S.
4.

0.

PEARSON AND H.

123

HARTLEY

THE VALUE OF THE NON-CENTRALITY PARAMETER 0 FOR SPECIAL CASES

The procedure can be made clear by applying the rule to particular forms of analysis. For
reasoils which will be at once obvious, we shall replace the generalized 0's by parameters

A, B, C, etc.
(4.1) The one-way classification into k groups with n observations in each

The set-up assumed may be written

x1 = A + Bt +ztl

...,k; I= 1,...,n).

(t=

(10)

Here we shall take E Bt

0, representing the average level by A. The null hypothesis is that

t=1

Bt = O (t = il,..., k -1).

(l

Note that since EB, = 0 there are only k independent parameters in (10) and the hypothesis
specifies values for k - 1 of them. For the analysis
S, = nE(.7t.-

)2,

V=

S2=

k-1;

(Xt,-

_t)2,

o2 = N-k,

where xt is the mean for the observations in the tth group, x the grand mean and N
Since
xt. = A+Bt+-,
x.. =A+z,
it is seen from rules (b) and (c) in ? 3 that AoJ

kn.

n E B2, and
t

k =1j 0(k Bt ) =

j(EB2)

z.

(12)

From the second form of (12) it is seen that q is the ratio of the standard deviation of the
k values of B1 to the standard error of the Zt
In the special case of two groups (v1 = 1, k = 2) we have B
-B2, so that the noncentrality sbis directly related to the distance apart, A = 2 1B1 1, of the two group means,

B1 and B2. We find that

'AA/$

. The test is therefore identical with the symmetrical

form of the non-central t-test as described by Neyman & Tokarska (1936).* Their notation,
that of the general tables of the non-central t-distribution given by Johnson & Welch (1940)
and that used by Lord (1950), are related by the following table of equivalents:
Notation used by
Present
authors

Neyman & Tokarska

a
qS

Johnson &
Welch

2a
2-fp

a
2-ip

P2

2-P,,(a,

p)-P,,(a,

Lord

-p)

-3

f'(p) +4"(P)

* Note that Neyman & Tokarska's p = A/o-, where a- is the standard deviation of the normal deviate
x used in estimating A. Thus for x = -1.-2'
0 = or,(2/n)i.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

124

Charts of the powerfunction for analysis of variance tests

The a in the last line corresponds to that of Neyman & Tokarska's notation. Since for all
points plotted on our chart for vl = 1, P11(x, -p) = 1 to the plotting accuracy possible, this
chart can be used also for the asymmetrical non-central t-test, using 2-5 and 0 5 %0as significance levels.
If the number of observations in each group are unequal, then Aod =
n1B2. However,
since the use of the power function is in connexion with advanced planning of a controlled
experiment, the n, wil generally be taken equal.
(4.2) The double classification with one observation in each cell
Set-up:

+ BS+ Ct+z8t

xst=A

B = 0=

Again we shall take

s

t = 1, ..., k).

(s= 1,...,h;

(13)

Ct. If we are testing whether a B-effect exists, the null

hypothesis is that

Bs=o

(s=i,

..)h--,i-).

For the analysis

= p(sx),

(;S.

S2 = E E (Xst -

V1=h1;

= B +

We find at once that T-,

-z,

t + ;..)... )2,

s. -X.

. 2

=(h1(k..........
1).

so that A =2 kEB2 and

-

sIJ{/|2)

J{~XB )?.B(14)

(4.3) The double classification with n observations in each cell

In this case it is possible to examine for the presence of interaction and the set-up may be
written*
t = 1, ... ,k; 1 = 1, ...,n).
(s
(15)
xsu = A+Bs+Ct+Dst +zs1

Again we shall take E B8 = E Ct = 0 and also

t

(t= 1, ...,k)

EDst=O

and

EDst=O

(s= 1,...h).

If we test for the presence of a main effect, say whetherB8 = 0 (s = 1, 2, ..., h- 1), we find that

1'Z

h)kh
s

(kn)

If we test for the presence of interaction, the null hypothesis is that D., = 0 for all combinations of s and t where, in view of the relations above, only (h - 1) (k - 1) are independent.
For the analysis,
?E(s.t

Si

xt

S2 = E E
s

t I

(Xs,,-ist")2

-.

J
...2,

1v1= (h-1 ) (k- 1);

P2 = hk(n-

1).

* We are here concernedwith systematic main effects B,, Ctand interactionsD.t. Often it is more
appropriateto regardone of the main effects(e.g. 'Blocks') and the interactionas randomvariables,and
in this case the appropriatetest procedureis different.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

E.

S. PEARSON

AND H.

0.

125

HARTLEY

It is foundthat Ao-2= nEED2,St so that

sS t
of a ratioof two
SincetherearenowhkdifferentD4, Shasnot nowthe simpleinterpretation
standarddeviationswhichit hadin previouscases.
(4.4) TheLatinsquare
Here,if we havea k x k square,
(r = 1,...,lk;s = 1, ..., k; t
Xrst= A +Br+C+Dt+zr,,t

1,..., k).

Let Br and CSrepresentthe row and columntermsand D) the possibletreatmenteffects.

We assume
E Br = E CS= EDi = 0
r

andthe nullhypothesisis that

S1 = k~E(x
t

S2

(t= 1,2 ...k-1).

Dt=0

For the analysis

t-X

)2

E E(Xrst-Yr..-X

V,-

-k-1;

S-x..t

2X...)2,

2=

(k-1) (k-2).

Wefindthat Ao-2= k Dt2 and

V= 1 /Dt=Di
5.

EDt

(18)

THE INTERPRETATION OF THE POWER FUNCTION

It willbe usefulat this pointto considertwo examples:

bulk.
Example1. Effectof machinevariationon thestandarddeviationof themanufactured
In a machineshopsix machinescontributeequalsharesto the totaloutputof mass-produced
partsforwhicha dimension,x, is subjectto tolerances.It is suspectedthattheaveragedimensionof the partsproducedby the six machinesmaydifferfrommachineto machine,thereby
increasingthe standarddeviationof x for the bulk. It is furtherfearedthat if such an increaseshouldexceed20 %of the standarddeviationof x for partsfroma singlemachine
previouslyemployed,difficultieswouldarisein meetingthe tolerances.
of sucha magnitude,it is planned
In orderto haveadvancewarningof machinedifferences
to measurenine partsfor each of the six machinesand test for machinedifferencesin an
analysisof variance,usingthe I % level of significance.What is the chanceof detecting
of sucha magnitudeby this test?
machinedifferences
It wouldseem reasonableto adopt the set-up (4.1). Let A + B1 denote the average
dimensionof partsproducedby the tthmachine,x,1thedimensionof the Ithpartmeasuredfor
the tth machineandoCthe standarddeviationof dimensionsof partsfromthe samemachine.
Thenit is desiredto detectby the test the presenceof differencesamongthe Btsuchthat
+
/{1 oB2}/o
Y2BV

1i2

(increase of 20 % in o-),

V(1i22- 1) = /0.44
1Bt2}/a
V<{f
Hence 0 = 0-66 V9 = 1i99 is the critical value.

or that

066.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

126

Charts of the power function for analysis of variance tests

Entering the chart for v, = 6- 1 = 5 and the section for a = 0 01 (1 % level of significance), we find for q6= 1*99and V2 = 6(9-1) = 48 the value of / = 0 86. This means that,
following the procedure described, our chance of detecting machine differences of the above
magnitude is 086, i.e. the odds are about 6 to 1 on detection. Should these not be considered
sufficient, we must make provision for more parts to be measured, until a satisfactory value
of /8 is reached.
Whilst the planning of the present experiment was concerned with the value of the rootmean-square of the group means B,, situations may of course arise in which the values of
individual Bi are of interest.
Example 2. The effect of personal factors introduced by test operators in certain routine tests.
Davies (1947, p. 90) has described an investigation into the possible influence of personal
factors on the results of a standard procedure of testing the compressive strength of samples
of Portland cement. Two classes of men are employed in the test: the 'gauger' who works
up the mixture of cement and water from which the test cubes are moulded, and the assistant
who operates the testing machine, who is described as a 'breaker'. Let us suppose, as in the
case of the data given, that there were three assistants regularly employed on the testing and
three labourers who were used for the gauging. To investigate the possible effects of personal
factors among the men, we may plan a simple 3 x 3 experiment in which n cubes are tested
for each of the nine combinations of gauger and breaker. If we were concerned with six specified men who were to be employed on this work in a routine way, it would seem reasonable to
adopt the set-up of ? (4.3) above. Bl, B2 and B. will represent the possible gauger effects and
C,, C2and C3the breaker effects. In testing for the presence of either of these, we shall have
vj

= 2,

9(n-1),

V2 =

while from equation (16)

B=

InZB

2}/Oz,

and similaly for oc. If we were to decide to take n = 4, so that V2 = 27, we can derive, for
example, the following information from the chart for v, = 2:
(a) The probability will be at least 0*90of establishing significance for a gauger (or breaker)
effect at the 5 %level of F if

Sb2-16 or if

V{1E B82}

2-16Or= 0 62oz.

(b) To have the same probability, using the 1 %significance level, we must have

2-63 or

(c) If, however, the values of the men's averages were less scattered, i.e. only such that

V{'E

B2} = 0*5o-z or

qS=/(12)

0.5 =173,

then there would be probabilities of only (i) 0-72 and (ii) 0 45 of establishing significance at
(i) the 5 %and (ii) the 1 %level.
(d) Were the number of tests for each gauger-breaker combination increased from n = 4
to n = 8, so that U2becomes 63, then, still using the same chart, we find that V{-z B } need
only bo (i) 0 43o- and (ii) 0 51oz to give a probability of 0 90 of establishing significance at
(i) the 5 %and (ii) the 1 %level.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

E. S. PEARSON AND H.

0. HARTLEY

127

This examnplebrings out two points needing further consideration. In the first place the
root-mean-square of the group-means B1 is expressed in terms of O., the standard deviation
of the normal residuals. It will often happen that this is roughly known in advance of the
experiment. For example, it might have been known in advance from past experience that
if a breaker tests a series of cement cubes made from the same mix, the standard deviation
of his results would be about 500 lb./sq.in. Having this information, rough numerical figures
could be assigned to the critical values for V]{1B } quoted above. Thus for case (a) we have
3
V{1

B2-

062 x 500 = 3101b./sq.in.

The second point is this. How far does the root-mean-square of the B1 provide the kind of
information we need in a preliminary survey? To generalize for the purpose of the present
discussion, write the relevant factors B8 Ct, ..., etc. as 6j (j=1, ...,k), where
= C202-2
0,
~~~~Z
Z,6 =~~~~
Z,6
jj

(19)
(9

the constant c depending on the arrangement and being given for particular cases by (12),
(14), (16), (17) and (18) above.* For a given value of the non-centrality parameter, whether
expressed as A or 0 or 18?, there will be an infinite set of possible combinations of the 4.
Can we pick out somnecharacteristics of this set to which we can attach particular meaning?
In some unpublished notes completed before he returned to China in 1938, Tang suggested
the following approach. For every set of values of the dj satisfying (19) there will be a value
which is numerically greatest. This set of greatest numerical values must be bounded; he
wrote the lower and upper bounds as follows:
AL =

the least upper deviation,

AG = the greatest upper deviation,

and showed that

AL

AG

k even,
{c oa/k1k
k odd,
(coo-,,j(k -1)
J
corz V{(k- 1)/k}.

(20)

The meaning of this result he interpreted as follows:

For given values of 0 and oz (c being defined by the experimental arrangement) there must
be at least one &,whose numerical value is as great or greater than AL, but there can be no
6j whose numerical value is greater than AG.
AL and AG are clearly not the only characteristics of interest. We are inclined to think that
the range or spread of the 4, may be even more relevant. We will denote by W(max.) and
W(min.) the upper and lower bounds of the ranges of the combination of d's satisfying (19)
for fixed 5zand oy, Then it can be shown that
W(max.) = coo-,,x V/2,
W(min.) =
W{c5of

k even,~
coboz x 2/Vk 2
x 2 V{k/(k2- 1)} k odd. }

(21)
(22)

The maximum range occurs when the extreme ai are + cbooz/l2 and the remaining k -2 zero.
* This form of relation between the 8's and is appropriate for all the arrangements considered in ?4,
0
but it will not always be so in tests of the general linear hypothesis. For example, if there are unequal
frequencies in subgroups, the weighted sum of squares of the 8's is involved.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

128

Charts of the power function for anal ysis of variance tests

and the reThe minimum range occurs, (i) if k is even, when ik of the 4 equal +
co-/,,k
maining ik of the 6j equal T c-jSo/ Jk; (ii) if k = 2p + 1 is odd, when p + 1 of the 6, equal

+ co-z{(k - 1)/(k+ 1) k}l)

and the remaining p equal

+ cSoo{(k + 1)/(k - 1) k}i.

The interpretation is as follows. For given values of 0 and o-, the range of the &j,i.e. the
spread in the expectations of the x's resulting from treatment differences, must be at least
W(min.) but cannot exceed W(max.).* Alternatively, given W and Oz, we can invert the
relations (21) and (22) to obtain lower and upper bounds for qSand therefore for the power
of the test. These points may be illustrated on the example considered on pp. 126-7 above.
Here, for the differences between gaugers,

3
B82

1-

020-2

nl

s=1

or the c of equations (19), (21) and (22) is c = I/Jn. Suppose that having regard to the general
programme of routine testing and the conclusions to be based upon it, it was considered that
the maximum spread of what may be termed the gauger bias should not be more than
W = 250 lb./sq.in. Further, suppose again that our rough estimate of O-7is 500 lb./sq.in.
(a) We might first ask if there is any prospect of establishing significance at the 5 %level
when W = 2501b./sq.in. if a 3 x 3 experimental arrangement were used with only n = 4
replications. k = 3 and is odd, so from (22) we see that
W(max.) W

n(k2

2 x 500 1

1))

(23)

j3=0.816.

Turning to the chart for v1 = 2, with v2= 27, it is clear that the value of 0 is outside the
range of both charts. Extrapolation suggests that there is a probability of only about 0-25
of establishing significance at the 5 %level. Thus four replications would be quite inadequate
to detect a spread of 2501b./sq.in.
(b) As indicated under (a) on p. 126 above, for the probability of establishing significance
at the 5 % level to be 0 90 or more, we must have 5zS>2 16. Taking W and oz as before we
have from (21)
= 2J2
s(min.)=
(24)
Thus, to ensure that the probability of establishing significance at the 5 % level is 0 90 or
more, we must make Vn/(2 12) > 2 16 or n > 37-3. Thus 38 replications would be needed.
(c) Suppose now that we were content with a reasonable chance of establishing significance
if the spread in gauger bias were W = 500 lb./sq.in. From (23) and (24) we have
sb(max.) = 0-816

Jn,

y5(min.)= 0 707 Vn.

* Whilst for small k the upper and lower bounds W(max.) and W(min.) are not too far apart and may
be used as indicated in the example below, their increasing divergence for the larger k may make the
interpretation illustrated less useful. In such cases it may be possible to interpret the practical significance of a value of 0 directly (as in Example 1) or to make some additional assumptions on the distribution
of the 6.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

E. S. PEARSON AND H. 0. HARTLEY

129

Taking n = 4 and examining the chart for v1 = 2 again, we find that the probability
of establishing significance at the 5 % level lies between 0-66 and 0-52. The former will
lb./sq.in.; and the latter if
result if, say, B1 = B2 = 167 lb./sq.in. and B3 =-333
0.
=
=
=
B1 -B3
250 lb./sq.in., B2
(d) For the probability to be at least 0 90 the number of replications must satisfy the
inequality n> (2-16/0.707)2 = 9 3 or 10 replications would suffice.
6. COMPUTATIONFOR THE CHARTS
The basic formula for the computation of the present charts was an approximation to the
non-central F-distribution, defined by (5). Patnaik (1949) showed that, to a fair degree of
accuracy, the distribution of non-central F' based on v, and v2 degrees of freedom could be
represented by that of cF(v, v2), where F(v, v2) is the ordinary central F-ratio in which the
degrees of -freedomof the denominator of F' have been retained, whilst the degrees of freedom
(v) of the numerator are given by

v = (vl +
and the scale factor c is given by

A)21(vl

+ 2A),

c = (V1+A)/>v1

Using this approximation and the familiar formula for the F-integral in terms of the incomplete B-function, viz.
X=V
fi=I(V21v)
values of J(q0,vL,v2) were computed from K. Pearson's Tables of the Incomplete Beta-function
for a grid of values for 0, vl, v2which included the rather wide grid in Tang's table. At these
latter grid points a comparison with Tang's results provided a check on Patnaik's approximation. It was found, however, that in order to determine the correction required for the
remaining values of the grid computed from Patnaik's approximation, it was necessary to
compute further exact values, particularly for large /3, where our logarithmic scale necessitates high accuracy. For this purpose Tang's recurrence formula was used for small v2
(v2 = 6-8), whilst for large v2 a new formula for non-central x2 provided by Mr F. W. J.
Olver, of the National Physical Laboratory, proved helpful. With the help of this formula
small tables of non-central %2 were computed and 'Studentized' according to Hartley's
formulae (1944), in which the differentials of non-central %2 were replaced by their finitedifference expansions. This method provided check answers for v2 = 20, 30, 60 and oo.
With the help of these further exact values a table of corrections,
,8(exact) -,8(Patnaik's approximation),
could be prepared, which permitted rough interpolation and thus enabled the remaining
values of the grid to be corrected to an accuracy sufficient for the purpose of plotting the
present charts. Further plotting points were provided by the non-central F-table recently
computed by Lehmer (1944) for 8 = 0 7 and 0-8. All values for v, = 1 were computed
directly from Johnson & Welch's (1940) table of non-central-t, and many of those for V2 = so
from a table of non-central x2 recently computed by Fix (1949).
For the organization of the computational work we are again indebted to Mr T. Vickers
of the Mathematics Division of the National Physical Laboratory, as well as to Miss J. H.
Thompson of the Department of Statistics, University College.
9

Biometrika 38

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions

130

Charts of the power function for analysis of variance tests

The suggestion that Tang's tables might be put into more convenient form for practical
use was originally made to us by Dr G. P. Sillitto of Imperial Chemical Industries Ltd.,
and we are indebted to that firm for a substantial grant towards the cost of computation.
REFERENCES
DANIELS,H. E. (1939). J.R. Statist. Soc. Suppl., 6, 186.
DAVIES,0. L. (1947). Statistical Methods in Research and Production. Edinburgh: Oliver and Boyd.
C. (1947). Biometrics, 3, 1.
EISENHART,
FISHER, R. A. (1928). Proc. Roy. Soc. A, 121, 654.
Fix, EVELYN (1949). Univ. Calif. Publ. Statist. 1, 15.
HARTLEY, H. 0. (1944). Biometrika, 33, 173.
JOHNSON, N. L. (1948). Biometrika, 35, 80.
JOHNSON, N. L. & WELCH, B. L. (1940). Biometrika, 31, 362.
KOLODZIEJCZYK, S. (1935). Biometrika, 27, 161.
LEHMER, EMMA (1944). Ann. Math. Statist. 15, 388.
LORD, E. (1950). Biometrika, 37, 64.
NEYMAN, J. & ToxARsKA,
B. (1936). J. Amer. Statist. Ass. 31, 318.
PATNAIK, P. B. (1949). Biometrika, 36, 202.
TANG, P. C. (1938). Statist. Res. Mem. 2, 126.

This content downloaded on Sat, 19 Jan 2013 16:05:36 PM

All use subject to JSTOR Terms and Conditions