13-1 Designing Engineering Experiments Every experiment involves a sequence of activities: Conjecture – the original hypothesis that motivates the.

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Presentation transcript:

13-1 Designing Engineering Experiments Every experiment involves a sequence of activities: Conjecture – the original hypothesis that motivates the experiment. Experiment – the test performed to investigate the conjecture. Analysis – the statistical analysis of the data from the experiment. Conclusion – what has been learned about the original conjecture from the experiment. Often the experiment will lead to a revised conjecture, and a new experiment, and so forth.

13-2 The Completely Randomized Single-Factor Experiment 13-2.1 An Example

13-2 The Completely Randomized Single-Factor Experiment 13-2.1 An Example

13-2 The Completely Randomized Single-Factor Experiment 13-2.1 An Example The levels of the factor are sometimes called treatments. Each treatment has six observations or replicates. The runs are run in random order.

13-2 The Completely Randomized Single-Factor Experiment 13-2.1 An Example Figure 13-1 (a) Box plots of hardwood concentration data. (b) Display of the model in Equation 13-1 for the completely randomized single-factor experiment

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance Suppose there are a different levels of a single factor that we wish to compare. The levels are sometimes called treatments.

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance We may describe the observations in Table 13-2 by the linear statistical model: The model could be written as

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance Fixed-effects Model The treatment effects are usually defined as deviations from the overall mean so that: Also,

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance We wish to test the hypotheses: The analysis of variance partitions the total variability into two parts.

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance Definition

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance The ratio MSTreatments = SSTreatments/(a – 1) is called the mean square for treatments.

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance The appropriate test statistic is We would reject H0 if f0 > f,a-1,a(n-1)

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance Definition

13-2 The Completely Randomized Single-Factor Experiment 13-2.2 The Analysis of Variance Analysis of Variance Table

13-2 The Completely Randomized Single-Factor Experiment Example 13-1

13-2 The Completely Randomized Single-Factor Experiment Example 13-1

13-2 The Completely Randomized Single-Factor Experiment Example 13-1

13-2 The Completely Randomized Single-Factor Experiment Definition For 20% hardwood, the resulting confidence interval on the mean is

13-2 The Completely Randomized Single-Factor Experiment Definition For the hardwood concentration example,

13-2 The Completely Randomized Single-Factor Experiment An Unbalanced Experiment

13-2 The Completely Randomized Single-Factor Experiment 13-2.3 Multiple Comparisons Following the ANOVA The least significant difference (LSD) is If the sample sizes are different in each treatment:

13-2 The Completely Randomized Single-Factor Experiment Example 13-2

13-2 The Completely Randomized Single-Factor Experiment Example 13-2

13-2 The Completely Randomized Single-Factor Experiment Example 13-2 Figure 13-2 Results of Fisher’s LSD method in Example 13-2

13-2 The Completely Randomized Single-Factor Experiment 13-2.5 Residual Analysis and Model Checking

13-2 The Completely Randomized Single-Factor Experiment 13-2.5 Residual Analysis and Model Checking Figure 13-4 Normal probability plot of residuals from the hardwood concentration experiment.

13-2 The Completely Randomized Single-Factor Experiment 13-2.5 Residual Analysis and Model Checking Figure 13-5 Plot of residuals versus factor levels (hardwood concentration).

13-2 The Completely Randomized Single-Factor Experiment 13-2.5 Residual Analysis and Model Checking Figure 13-6 Plot of residuals versus

13-3 The Random-Effects Model 13-3.1 Fixed versus Random Factors

13-3 The Random-Effects Model 13-3.2 ANOVA and Variance Components The linear statistical model is The variance of the response is Where each term on the right hand side is called a variance component.

13-3 The Random-Effects Model 13-3.2 ANOVA and Variance Components For a random-effects model, the appropriate hypotheses to test are: The ANOVA decomposition of total variability is still valid:

13-3 The Random-Effects Model 13-3.2 ANOVA and Variance Components The expected values of the mean squares are

13-3 The Random-Effects Model 13-3.2 ANOVA and Variance Components The estimators of the variance components are

13-3 The Random-Effects Model Example 13-4

13-3 The Random-Effects Model Example 13-4

13-3 The Random-Effects Model Figure 13-8 The distribution of fabric strength. (a) Current process, (b) improved process.

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses The randomized block design is an extension of the paired t-test to situations where the factor of interest has more than two levels. Figure 13-9 A randomized complete block design.

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses For example, consider the situation of Example 10-9, where two different methods were used to predict the shear strength of steel plate girders. Say we use four girders as the experimental units.

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses General procedure for a randomized complete block design:

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses The appropriate linear statistical model: We assume treatments and blocks are initially fixed effects blocks do not interact

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses We are interested in testing:

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses The mean squares are:

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses The expected values of these mean squares are:

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses Definition

13-4 Randomized Complete Block Designs 13-4.1 Design and Statistical Analyses

13-4 Randomized Complete Block Designs Example 13-5

13-4 Randomized Complete Block Designs Example 13-5

13-4 Randomized Complete Block Designs Example 13-5

13-4 Randomized Complete Block Designs Example 13-5

13-4 Randomized Complete Block Designs Minitab Output for Example 13-5

13-4 Randomized Complete Block Designs 13-4.2 Multiple Comparisons Fisher’s Least Significant Difference for Example 13-5 Figure 13-10 Results of Fisher’s LSD method.

13-4 Randomized Complete Block Designs 13-4.3 Residual Analysis and Model Checking Figure 13-11 Normal probability plot of residuals from the randomized complete block design.

13-4 Randomized Complete Block Designs Figure 13-12 Residuals by treatment.

13-4 Randomized Complete Block Designs Figure 13-13 Residuals by block.

13-4 Randomized Complete Block Designs Figure 13-14 Residuals versus ŷij.