You will now explore the effects of such factors as the size of the difference in the population means, the overall population standard deviations, and the sample sizes on the F-test statistic and p-value.
The p-values tend to be larger, there will be less evidence against the null hypothesis from the smaller sample sizes (more variability due to chance).
Larger values of \(\sigma\) lead to larger p-values. This makes sense since larger values of \(\sigma\) correspond to more variability in the treatment groups, making it harder to detect differences between the groups.
If the null hypothesis is true, then the p-value should vary uniformly between 0 and 1. In this case, the p-value will be less than 0.05 in 5% of all random samples, so 5% of samples would lead you to reject the null hypothesis even when it is true.
When the population means are further apart, the p-value is smaller. When the within-group variability is larger, the p-value is larger. When the sample sizes are larger and there is a difference among the population means, the p-value is smaller.
The p-value of any particular study is random, so we need to remember Type I and Type II errors. Committing a Type I error with analysis of variance indicates that we concluded the population means differ when they really do not differ. A Type II error indicates that we failed to conclude that at least one population mean differs when the population means are in actuality not all equal.