Question: For the standard normal theory fixed effects model with equal variances for the one-way classification, the distribution of the F test statistic MS(Trt)/MSEMS(Trt)/MSE under H1H1

For the standard normal theory fixed effects model with equal variances for the one-way classification, the distribution of the F test statistic MS(Trt)/MSEMS(Trt)/MSE under H1H1 is noncentral F with numerator degrees of freedom a?1a?1, denominator degrees of freedom N?aN?a and noncentrality parameter ??2?ai=1ni?2i=??2?ai=1ni(?i??)2??2?i=1ani?i2=??2?i=1ani(?i??)2, where ?=?ini?i/N?=?ini?i/N.

The definition of noncentral F is as follows. Let U1U1 and U2U2 be independent random variables such that U1U1 has a noncentral chi-squared distribution with ?1?1 degrees of freedom and noncentrality parameter ?2?2 and U2U2 has a central chi-squared distribution with ?2?2 degrees of freedom. Then [U1/?1]/[U2/?2]has a noncentral F distribution with numerator degrees of freedom ?1?1, denominator degrees of freedom ?2?2 and noncentrality parameter ?2. A notation for the distribution is F??1,?2(?2)F?1,?2?(?2).

The definition of the noncentral ?2?2 is as follows. A noncentral ?2 distribution with ?? degrees of freedom and noncentrality parameter ?2?0 is defined as the distribution of WW, where

W=X21+X22+?+X2?

with Xj?N(?j,1)Xj?N(?j,1) being independent random variables and ?2=??j=1?2j?2=?j=1??j2. A notation for the distribution is ??2?(?2)???2(?2).

Note: for the noncentral F cumulative distribution function, use the R function pf() with specified parameter ncp.

For the standard normal theory fixed effects model with equal variances for

or the standard normal theory fixed effects model with equal variances for the one way classification , the distribution of the Ftest statistic MS ( Tre ) MSF , under IT , is noncentral F with numerator degrees of freedom a - 1 , denominator degrees of freedom N and noncentrality parameter , ? It Ina ? La Mi( Hi - 14 ) 2 where u - LurkIN ntral chi - squared distribution with v degrees of freedom The definition of noncentral F is as follows Let U , and U be independent random variables such that U , has a noncentral chi - squared distribution with in degrees of freedom and noncentrality parameter and noncentrality parameter 1 2 and I , has a central chi -squared distribution with U 2 degrees of freedom . Then2 / 12 has a noncentral F distribution U 2 and noncentrality parameter ? A notation for the distribution is Fun ( 1 2 ) The definition of the noncentral X 2 is as follows A noncentral x 2 distribution with degrees of freedom and noncentrality parameter ? > O is defined as the distribution of W . where W - X 3 + x 2 + + x with ~ ( 8 , 1 ) being independent random variables and 2 - 8? A notation for the distribution is X 2 ( 1 2 ) Note : for the noncentral F cumulative distribution function use the R function pro with specified parameter nce art a ) Suppose a researcher is planning an experiment with a - 5 treatments and wants a power of at of at least 0 90 if the vector of a ; happens to be ( - 1 0.5 0 0 .5 1 ) and of Also suppose that the researcher wants a common sample size for each treatment , le . The - 2 for i - 1 5 . What should the sample size nn be if the " be if the probability of a type I error is to be 0.05 ? part b ) For a sensitivity analysis , determine nit of equals 15 0 . 8 and the vector of of ; is as in part ( a ) part ( ) Assume anything not mention tioned is fixed , which of the following holds ? You can do some numerical checks as a guide More than one item could be correct A . The required sample size n to achieve a specified power A decreases as of increases B . The required sample size in to ach plesize in to achieve a specified power & decreases as increases C . The required sample size in to achieve a eve a specified power s decreases as the popu lation means become further apart D . The required sample size le size n to achieve a specified power & increases as the popul lation means become further apart E. The required sample size in to achieve a specified power increases as of increases F . The required sample size in to achieve a specified power increases as increases G . None of the above

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