Duncan's new multiple range test

In statistics, Duncan's new multiple range test (MRT) is a multiple comparison

procedure developed by David B. Duncan in 1955. Duncan's MR belongs to t!e
general class o" multiple comparison procedures t!at use t!e studenti#ed range statistic
q
r
to compare sets o" means.
Duncan's new multiple range test $MR% is a variant o" t!e &tudent'(ewman')euls
met!od t!at uses increasing alp!a levels to calculate t!e critical values in eac! step o"
t!e (ewman')euls procedure. Duncan's MR attempts to control "amily wise error rate
$*+,% at -
ew
. 1 / $1 / -
pc
%
k/1
w!en comparing k, w!ere k is t!e number o" groups. !is
results in !ig!er *+, t!an unmodi"ied (ewman')euls procedure w!ic! !as *+, o"
-
ew
. 1 / $1 / -
pc
%
k01
.
David B. Duncan developed t!is test as a modi"ication o" t!e &tudent'(ewman')euls
met!od t!at would !ave greater power. Duncan's MR is especially protective against
"alse negative $ype II% error at t!e e2pense o" !aving a greater ris3 o" ma3ing "alse
positive $ype I% errors. Duncan's test is commonly used in agronomy and ot!er
agricultural researc!.
Duncan's test !as been criticised as being too liberal by many statisticians including
4enry &c!e""5, and 6o!n +. u3ey. Duncan argued t!at a more liberal procedure was
appropriate because in real world practice t!e global null !ypot!esis 4
7
. 89ll means are
e:ual8 is o"ten "alse and t!us traditional statisticians overprotect a probably "alse null
!ypot!esis against type I errors. Duncan later developed t!e Duncan'+aller test w!ic!
is based on Bayesian principles. It uses t!e obtained value o" * to estimate t!e prior
probability o" t!e null !ypot!esis being true.
!e main criticisms raised against Duncan's procedure are;
Duncan's MR does not control "amily wise error rate at t!e nominal alp!a level,
a problem it in!erits "rom &tudent'(ewman')euls met!od.
!e increased power o" Duncan's MR over (ewman')euls comes "rom
intentionally raising t!e alp!a levels $ype I error rate% in eac! step o" t!e
(ewman')euls procedure and not "rom any real improvement on t!e &()
met!od.
This article is about the field of statistics. For statistics about Wikipedia, see
Wikipedia:Statistics. For other uses, see Statistics (disambiguation).
More probability density will be "ound t!e closer one gets to t!e e2pected $mean% value
in a normal distribution. &tatistics used in standardi#ed testing assessment are s!own.
!e scales include standard deviations, cumulative percentages, percentile equivalents,
!scores, T!scores, standard nines, and percentages in standard nines.
Statistics is t!e science o" ma3ing e""ective use o" numerical data relating to groups o"
individuals or e2periments. It deals wit! all aspects o" t!is, including not only t!e
collection, analysis and interpretation o" suc! data, but also t!e planning o" t!e
collection o" data, in terms o" t!e design o" surveys and e2periments.
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9 statistician is someone w!o is particularly versed in t!e ways o" t!in3ing necessary
"or t!e success"ul application o" statistical analysis. >"ten suc! people !ave gained t!is
e2perience a"ter starting wor3 in any o" a number o" "ields. !ere is also a discipline
called mathematical statistics, w!ic! is concerned wit! t!e t!eoretical basis o" t!e
sub?ect.
!e word statistics can eit!er be singular or plural.
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+!en it re"ers to t!e discipline,
8statistics8 is singular, as in 8&tatistics is an art.8 +!en it re"ers to :uantities $suc! as
mean and median% calculated "rom a set o" data,
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statistics is plural, as in 8!ese
statistics are misleading.8
Contents
<!ide=
1 &cope
1 4istory
@ >verview
A &tatistical met!ods
o A.1 ,2perimental and observational studies
o A.1 Bevels o" measurement
o A.@ )ey terms used in statistics
A.@.1 (ull !ypot!esis
A.@.1 ,rror
A.@.@ Con"idence intervals
A.@.A &igni"icance
o A.A ,2amples
5 &peciali#ed disciplines
D &tatistical computing
E Misuse
F &tatistics applied to mat!ematics or t!e arts
9 &ee also
o 9.1 Related disciplines
17 (otes
11 Re"erences
11 ,2ternal lin3s
o 11.1 >nline nonGcommercial te2tboo3s
o 11.1 >t!er nonGcommercial resources
[edit] Scope
&tatistics is considered by some to be a mat!ematical science pertaining to t!e
collection, analysis, interpretation or e2planation, and presentation o" data,
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w!ile
ot!ers consider it to be a branc! o" mat!ematics
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concerned wit! collecting and
interpreting data.
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Because o" its empirical roots and its "ocus on applications, statistics
is usually considered to be a distinct mat!ematical science rat!er t!an a branc! o"
mat!ematics.
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&tatisticians improve t!e :uality o" data wit! t!e design o" e2periments and survey
sampling. &tatistics also provides tools "or prediction and "orecasting using data and
statistical models. &tatistics is applicable to a wide variety o" academic disciplines,
including natural and social sciences, government, and business.
&tatistical met!ods can be used to summari#e or describe a collection o" dataH t!is is
called descriptive statistics. !is is use"ul in researc!, w!en communicating t!e results
o" e2periments. In addition, patterns in t!e data may be modeled in a way t!at accounts
"or randomness and uncertainty in t!e observations, and are t!en used to draw
in"erences about t!e process or population being studiedH t!is is called inferential
statistics. In"erence is a vital element o" scienti"ic advance, since it provides a prediction
$based in data% "or w!ere a t!eory logically leads. o "urt!er prove t!e guiding t!eory,
t!ese predictions are tested as well, as part o" t!e scienti"ic met!od. I" t!e in"erence
!olds true, t!en t!e descriptive statistics o" t!e new data increase t!e soundness o" t!at
!ypot!esis. Descriptive statistics and in"erential statistics $a.3.a., predictive statistics%
toget!er comprise applied statistics.
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[edit] History
"ain article: #istor$ of statistics
&ome sc!olars pinpoint t!e origin o" statistics to 1DD@, wit! t!e publication o" %atural
and &olitical 'bservations upon the (ills of "ortalit$ by 6o!n Iraunt.
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,arly
applications o" statistical t!in3ing revolved around t!e needs o" states to base policy on
demograp!ic and economic data, !ence its stat! etymology. !e scope o" t!e discipline
o" statistics broadened in t!e early 19t! century to include t!e collection and analysis o"
data in general. oday, statistics is widely employed in government, business, and t!e
natural and social sciences.
Its mat!ematical "oundations were laid in t!e 1Et! century wit! t!e development o"
probability t!eory by Blaise Jascal and Jierre de *ermat. Jrobability t!eory arose "rom
t!e study o" games o" c!ance. !e met!od o" least s:uares was "irst described by Carl
*riedric! Iauss around 1E9A. !e use o" modern computers !as e2pedited largeGscale
statistical computation, and !as also made possible new met!ods t!at are impractical to
per"orm manually.
[edit] Overview
In applying statistics to a scienti"ic, industrial, or societal problem, it is necessary to
begin wit! a population or process to be studied. Jopulations can be diverse topics suc!
as 8all persons living in a country8 or 8every atom composing a crystal8. 9 population
can also be composed o" observations o" a process at various times, wit! t!e data "rom
eac! observation serving as a di""erent member o" t!e overall group. Data collected
about t!is 3ind o" 8population8 constitutes w!at is called a time series.
*or practical reasons, a c!osen subset o" t!e population called a sample is studied K as
opposed to compiling data about t!e entire group $an operation called census%. >nce a
sample t!at is representative o" t!e population is determined, data is collected "or t!e
sample members in an observational or e2perimental setting. !is data can t!en be
sub?ected to statistical analysis, serving two related purposes; description and in"erence.
Descriptive statistics summari#e t!e population data by describing w!at was
observed in t!e sample numerically or grap!ically. (umerical descriptors
include mean and standard deviation "or continuous data types $li3e !eig!ts or
weig!ts%, w!ile "re:uency and percentage are more use"ul in terms o" describing
categorical data $li3e race%.
In"erential statistics uses patterns in t!e sample data to draw in"erences about t!e
population represented, accounting "or randomness. !ese in"erences may ta3e
t!e "orm o"; answering yes0no :uestions about t!e data $!ypot!esis testing%,
estimating numerical c!aracteristics o" t!e data $estimation%, describing
associations wit!in t!e data $correlation%, modeling relations!ips wit!in t!e data
$regression%, e2trapolation, interpolation, or ot!er modeling tec!ni:ues li3e
9(>L9, time series, and data mining.
M... it is only t!e manipulation o" uncertainty t!at interests us. +e are not concerned wit! t!e matter
t!at is uncertain. !us we do not study t!e mec!anism o" rainH only w!et!er it will rain.N
Dennis Bindley, 8!e J!ilosop!y o" &tatistics8, The Statistician $1777%.
!e concept o" correlation is particularly notewort!y "or t!e potential con"usion it can
cause. &tatistical analysis o" a data set o"ten reveals t!at two variables $properties% o" t!e
population under consideration tend to vary toget!er, as i" t!ey are connected. *or
e2ample, a study o" annual income t!at also loo3s at age o" deat! mig!t "ind t!at poor
people tend to !ave s!orter lives t!an a""luent people. !e two variables are said to be
correlatedH !owever, t!ey may or may not be t!e cause o" one anot!er. !e correlation
p!enomena could be caused by a t!ird, previously unconsidered p!enomenon, called a
lur3ing variable or con"ounding variable. *or t!is reason, t!ere is no way to
immediately in"er t!e e2istence o" a causal relations!ip between t!e two variables. $&ee
Correlation does not imply causation.%
*or a sample to be used as a guide to an entire population, it is important t!at it is truly a
representative o" t!at overall population. Representative sampling assured, in"erences
and conclusions can be sa"ely e2tended "rom t!e sample to t!e population as a w!ole. 9
ma?or problem lies in determining t!e e2tent to w!ic! t!e sample c!osen is actually
representative. &tatistics o""ers met!ods to estimate and correct "or any random trending
wit!in t!e sample and data collection procedures. !ere are also met!ods "or designing
e2periments t!at can lessen t!ese issues at t!e outset o" a study, strengt!ening its
capability to discern trut!s about t!e population. &tatisticians describe stronger met!ods
as more 8robust8.$&ee e2perimental design.%
!e "undamental mat!ematical concept employed in understanding potential
randomness is probability. Mat!ematical statistics $also called statistical t!eory% is t!e
branc! o" applied mat!ematics t!at uses probability t!eory and analysis to e2amine t!e
t!eoretical basis o" statistics. !e use o" any statistical met!od is valid only w!en t!e
system or population under consideration satis"ies t!e basic mat!ematical assumptions
o" t!e met!od.
Misuse o" statistics can produce subtle, but serious errors in description and
interpretation K subtle in t!e sense t!at even e2perienced pro"essionals ma3e suc!
errors, and serious in t!e sense t!at t!ey can lead to devastating decision errors. *or
instance, social policy, medical practice, and t!e reliability o" structures li3e bridges all
rely on t!e proper use o" statistics. ,ven w!en statistics are correctly applied, t!e results
can be di""icult to interpret "or t!ose lac3ing e2pertise. !e statistical signi"icance o" a
trend in t!e data K w!ic! measures t!e e2tent to w!ic! a trend could be caused by
random variation in t!e sample K may or may not agree wit! an intuitive sense o" its
signi"icance. !e set o" basic statistical s3ills $and s3epticism% t!at people need to deal
wit! in"ormation in t!eir everyday lives properly is re"erred to as statistical literacy.
[edit] Statistical methods
[edit] Experimental and observational studies
9 common goal "or a statistical researc! pro?ect is to investigate causality, and in
particular to draw a conclusion on t!e e""ect o" c!anges in t!e values o" predictors or
independent variables on dependent variables or response. !ere are two ma?or types o"
causal statistical studies; e2perimental studies and observational studies. In bot! types
o" studies, t!e e""ect o" di""erences o" an independent variable $or variables% on t!e
be!avior o" t!e dependent variable are observed. !e di""erence between t!e two types
lies in !ow t!e study is actually conducted. ,ac! can be very e""ective.
9n e2perimental study involves ta3ing measurements o" t!e system under study,
manipulating t!e system, and t!en ta3ing additional measurements using t!e same
procedure to determine i" t!e manipulation !as modi"ied t!e values o" t!e
measurements. In contrast, an observational study does not involve e2perimental
manipulation. Instead, data are gat!ered and correlations between predictors and
response are investigated.
9n e2ample o" an e2perimental study is t!e "amous 4awt!orne study, w!ic! attempted
to test c!anges to t!e wor3ing environment at t!e 4awt!orne plant o" t!e +estern
,lectric Company. !e researc!ers were interested in determining w!et!er increased
illumination would increase t!e productivity o" t!e assembly line wor3ers. !e
researc!ers "irst measured t!e productivity in t!e plant, t!en modi"ied t!e illumination
in an area o" t!e plant and c!ec3ed i" t!e c!anges in illumination a""ected productivity.
It turned out t!at productivity indeed improved $under t!e e2perimental conditions%.
4owever, t!e study is !eavily critici#ed today "or errors in e2perimental procedures,
speci"ically "or t!e lac3 o" a control group and blindness. !e 4awt!orne e""ect re"ers to
"inding t!at an outcome $in t!is case, wor3er productivity% c!anged due to observation
itsel". !ose in t!e 4awt!orne study became more productive not because t!e lig!ting
was c!anged but because t!ey were being observed.
<citation needed=
9n e2ample o" an observational study is one t!at e2plores t!e correlation between
smo3ing and lung cancer. !is type o" study typically uses a survey to collect
observations about t!e area o" interest and t!en per"orms statistical analysis. In t!is
case, t!e researc!ers would collect observations o" bot! smo3ers and nonGsmo3ers,
per!aps t!roug! a caseGcontrol study, and t!en loo3 "or t!e number o" cases o" lung
cancer in eac! group.
!e basic steps o" an e2periment are;
1. Jlanning t!e researc!, including determining in"ormation sources, researc!
sub?ect selection, and et!ical considerations "or t!e proposed researc! and
met!od.
1. Design o" e2periments, concentrating on t!e system model and t!e interaction o"
independent and dependent variables.
@. &ummari#ing a collection o" observations to "eature t!eir commonality by
suppressing details. $Descriptive statistics%
A. Reac!ing consensus about w!at t!e observations tell about t!e world being
observed. $&tatistical in"erence%
5. Documenting 0 presenting t!e results o" t!e study.
[edit] evels o! measurement
"ain article: levels of measurement
!ere are "our types o" measurements or levels o" measurement or measurement scales
used in statistics;
nominal,
ordinal,
interval, and
ratio.
!ey !ave di""erent degrees o" use"ulness in statistical researc!. Ratio measurements
!ave bot! a #ero value de"ined and t!e distances between di""erent measurements
de"inedH t!ey provide t!e greatest "le2ibility in statistical met!ods t!at can be used "or
analy#ing t!e data. Interval measurements !ave meaning"ul distances between
measurements de"ined, but !ave no meaning"ul #ero value de"ined $as in t!e case wit!
IO measurements or wit! temperature measurements in *a!ren!eit%. >rdinal
measurements !ave imprecise di""erences between consecutive values, but !ave a
meaning"ul order to t!ose values. (ominal measurements !ave no meaning"ul ran3
order among values.
&ince variables con"orming only to nominal or ordinal measurements cannot be
reasonably measured numerically, sometimes t!ey are called toget!er as categorical
variables, w!ereas ratio and interval measurements are grouped toget!er as :uantitative
or continuous variables due to t!eir numerical nature.
[edit] "e# terms used in statistics
[edit] Null hypothesis
Interpretation o" statistical in"ormation can o"ten involve t!e development o" a null
!ypot!esis in t!at t!e assumption is t!at w!atever is proposed as a cause !as no e""ect
on t!e variable being measured.
!e best illustration "or a novice is t!e predicament encountered by a ?ury trial. !e null
!ypot!esis, 47, asserts t!at t!e de"endant is innocent, w!ereas t!e alternative
!ypot!esis, 41, asserts t!at t!e de"endant is guilty.
!e indictment comes because o" suspicion o" t!e guilt. !e 47 $status :uo% stands in
opposition to 41 and is maintained unless 41 is supported by evidence 8beyond a
reasonable doubt8. 4owever, 8"ailure to re?ect 478 in t!is case does not imply
innocence, but merely t!at t!e evidence was insu""icient to convict. &o t!e ?ury does not
necessarily accept 47 but fails to re)ect 47.
[edit] Error
+or3ing "rom a null !ypot!esis two basic "orms o" error are recognised;
ype I errors w!ere t!e null !ypot!esis is "alsely re?ected giving a 8"alse
positive8.
ype II errors w!ere t!e null !ypot!esis "ails to be re?ected and an actual
di""erence between populations is missed.
[edit] Confdence intervals
Most studies will only sample part o" a population and t!en t!e result is used to interpret
t!e null !ypot!esis in t!e conte2t o" t!e w!ole population. 9ny estimates obtained "rom
t!e sample only appro2imate t!e population value. Con"idence intervals allow
statisticians to e2press !ow closely t!e sample estimate matc!es t!e true value in t!e
w!ole population. >"ten t!ey are e2pressed as 95P con"idence intervals. *ormally, a
95P con"idence interval o" a procedure is any range suc! t!at t!e interval covers t!e
true population value 95P o" t!e time given repeated sampling under t!e same
conditions. I" t!ese intervals span a value $suc! as #ero% w!ere t!e null !ypot!esis
would be con"irmed t!en t!is can indicate t!at any observed value !as been seen by
c!ance. *or e2ample a drug t!at gives a mean increase in !eart rate o" 1 beats per
minute but !as 95P con"idence intervals o" G5 to 9 "or its increase may well !ave no
e""ect w!atsoever.
!e 95P con"idence interval is o"ten misinterpreted as t!e probability t!at t!e true
value lies between t!e upper and lower limits given t!e observed sample. 4owever t!is
:uantity is more a credible interval available only "rom Bayesian statistics.
[edit] Signifcance
&tatistics rarely give a simple Qes0(o type answer to t!e :uestion as3ed o" t!em.
Interpretation o"ten comes down to t!e level o" statistical signi"icance applied to t!e
numbers and o"ten re"er to t!e probability o" a value accurately re?ecting t!e null
!ypot!esis $sometimes re"erred to as t!e pGvalue%.
+!en interpreting an academic paper re"erence to t!e signi"icance o" a result w!en
re"erring to t!e statistical signi"icance does not necessarily mean t!at t!e overall result
means anyt!ing in real world terms. $*or e2ample in a large study o" a drug it may be
s!own t!at t!e drug !as a statistically signi"icant but very small bene"icial e""ect suc!
t!at t!e drug will be unli3ely to !elp anyone given it in a noticeable way.%