SlideShare a Scribd company logo
1 of 76
Download to read offline
by
Dr. Kannan A.
Department of Chemical Engineering
Indian Institute of Technology Madras
Chennai 600036
kannan@iitm.ac.in
Phone: 044 - 22574170 (Office)
CH5020: Statistical Design and Analysis of
Experiments
Simple experiments involving ONE factor
The effect of changing the settings (or levels) of (only) one factor
on the desired response is investigated.
There may be many levels of this factor as well as many replicates
(repeats) at each level.
The variability in response of replicated measurements at a given
level is due to random error.
Hence, replicates are important in an experiment because they
give estimates of the experimental error.
Sl. No. T oC Rxn rate
mol/(m3.s)
Average
1 25 1
2 25 1.1 1.02
3 25 0.95
1 30 1.5
2 30 1.3 1.3
3 30 1.1
Variability
within
treatment
Simple experiments involving ONE factor
When the level of a factor is changed, there will be also a
variation in the response.
The important question is whether this change is genuinely
due to the effect of changing the level of a factor or is due to
noise.
Hence compare sum of variations due to treatment level
change, (called as mean square treatment), with sum of
variations due to noise (mean square error).
In other words, compare variation between treatments to
variation within treatments
Simple experiments involving ONE factor
Terminology:
Factor: Variable whose effect on the outcome is being investigated
Level: Value that is set to the factor, and many levels of the same
factor may be tested
Treatment: Each level or setting for a factor is called as a treatment
a: number of treatments that are carried out
n: number of repeats of each treatment
Response: The outcome after the treatment. The response
after each of the a treatments is a random variable.
Tabulation of Data from a Single Factor
Experiment
Treatment Observations Totals Averages
1 y11 y12 … Y1n y1.
2 y21 y22 … Y2n y2.
. … … … … …
. … … … … …
. … … … … …
a ya1 … … Yan ya.
y.1 y.2 y.n y..
.
y1
.
y2
.
a
y
..
y
Null and Alternate Hypothesis
𝑖 =  + 𝑖
Simple experiments involving ONE factor
Terminology:
Yij: Response to the ith treatment (i=1,2,…a) and jth repeat
(j=1,2,…n)
µ: Overall mean and is a parameter common to all treatments
µi : ith treatment mean (µ+ i)
i: ith treatment effect
ij: random error N(0,2)
ij
i
ij
ij
i
ij
Y
or
Y










Simple experiments involving ONE factor
Interpretation:
Basically there could be different treatment means which are
different outcomes of different treatments. There is a spread about
these means µi (i=1,2,…,a) due to the random error component
which has mean 0 and variance 2.
When this error distribution is superimposed on each one of the
treatment means, we get a normal distributions viz. N(µi, 2).
ij
i
ij
ij
i
ij
Y
or
Y










Simple experiments involving ONE factor
Interpretation:
The individual treatment means µi are defined as deviations about an
overall mean µ and hence the sum of the treatment effects (i)
becomes zero.
Alternatively, The average of the individual treatment means is the
overall mean µ i.e.














a
i
i
a
i
i
i
i
a
as
1
1
0





a
a
i
i
1
Definition of Summation Conventions
an
N
where
y
N
y
and
y
y
a
,...,
,
i
y
n
y
and
y
y
a
i
n
j
ij
a
i
n
j
ij
n
j
j
i
n
j
i
j
i i








 


 






 
1 1
1 1
1
1
2
1
Here N is the product of number of treatments (a) and number of
repeats per treatment (n).
Definition of Summation Conventions
an
N
where
y
N
y
and
y
y
a
,...,
,
i
y
n
y
and
y
y
a
i
n
j
ij
a
i
n
j
ij
n
j
j
i
n
j
i
j
i i








 


 






 
1 1
1 1
1
1
2
1
Here N is the product of number of treatments (a) and number of
repeats per treatment (n). The dot() represents the summation over
the index it replaces.
Null and Alternate Hypothesis
Null and Alternate Hypothesis
Here the null hypothesis indicates that none of the treatments have an
effect on the outcome and the response is an average value over which is
superimposed the variability due to the random error component. Hence
all N observations are taken from a normal distribution with mean µ and
variance 2.
If the null hypothesis is true then there is no effect of changing the factor
level on the mean response.
Analysis of Variance (ANOVA)
Let us find out the measure of the overall variability in the experiments. It
may be calculated from the following Total Sum of Squares
This may be eventually resolved into two meaningful entities viz. The
treatment sum of squares and the error sum of squares
T
a
i
n
j
ij SS
)
y
y
( 
 

 
 2
1 1
2
1
2
1 1
2
1 1
)
y
y
(
n
)
y
y
(
)
y
y
(
a
i
i
i
a
i
n
j
ij
a
i
n
j
ij 




 


 




 


Resolution and Interpretation of SST
2
1
2
1 1
2
1 1
)
y
y
(
n
)
y
y
(
)
y
y
(
a
i
i
i
a
i
n
j
ij
a
i
n
j
ij 




 


 




 


The sum of squares of the differences between individual
responses and overall treatment mean is resolved into
Squares
of
Sum
Error
:
)
y
y
( 2
i
a
1
i
n
1
j
ij 
 


Squares
of
Sum
Treatment
:
)
y
y
(
n
a
i
i
2
1



 

Resolution and Interpretation of SST
The sum of squares of the differences between individual
responses and overall treatment mean is resolved into
sum of squares of deviations within each treatment which
is summed across all treatments (error sum of squares)
and sum of squares of deviations between each treatment
mean and the overall mean summed across all treatment
means.
Squares
of
Sum
Error
:
)
y
y
( i
a
i
n
j
ij
2
1 1

 


Squares
of
Sum
Treatment
:
)
y
y
(
n
a
i
i
2
1



 

Resolution and Interpretation of SST
2
1
2
1 1
2
1 1
)
y
y
(
n
)
y
y
(
)
y
y
(
a
i
i
i
a
i
n
j
ij
a
i
n
j
ij 




 


 




 


SST = SSE + SSTreatment
Total Sum of Squares = Sum of Squares due to Error and Sum
of Squares due to Treatment Effect
The Query is
“Are the two Sum of Squares Different or Comparable?”
If comparable, it implies that the treatment effect is negligible and
variations are only due to random error.
If much different, there is a distinct effect of at least one treatment.
However, before we jump to conclusions we need to bring the two
sum of squares into an equal footing.
Degrees of Freedom Analysis
2
1
2
1 1
2
1 1
)
y
y
(
n
)
y
y
(
)
y
y
(
a
i
i
i
a
i
n
j
ij
a
i
n
j
ij 




 


 




 


Degrees of Freedom of Total Sum of Squares:
an – 1 = N-1
Degrees of Freedom of Error Sum of Squares:
a(n-1)
Degrees of Freedom of Treatment Sum of Squares:
(a-1)
N-1 = an – a + a – 1 = an – 1
Mean Squares
)
n
(
a
SS
MS
a
SS
MS
Error
Error
treatment
Treatments
1
1




Mean Square Treatments:
MSTreatments
Mean Square Error:
MSError
are the respective sum of squares scaled by their associated
degrees of freedom
Mean Squares
Expected (Mean Square Treatments) =
Expected (Mean Square Error) = 2
From the above it may be seen that the expected mean
squares error is an unbiased estimator of 2 while the Mean
Square Treatments is also an unbiased estimator of 2 if the
null hypothesis is true.
If the null hypothesis is not true, then the expected value of the
mean square treatment will exceed the expected value of the
mean square error due to the treatment effects.






a
i
i
a
n
1
2
2
1
Mean Squares
Expected (Mean Square Treatments) =
Expected (Mean Square Error) = 2






a
i
i
a
n
1
2
2
1
Error
Treatments
MS
MS
F 
0
Hence the expected value of the Numerator in the test statistic
F0 is greater than the expected value in the Denominator.
We should reject H0 if the computed value of the above statistic
is sufficiently large. This implies a one-tail upper tail critical
region.
Hence we should reject fo when
fo > f1-α,a-1,a(n-1)
Short Cut Formulae for Computing Mean
Squares
Treatments
T
E
a
i
i
Treatments
a
i
n
j
ij
T
SS
SS
SS
N
y
n
y
SS
N
y
y
SS












 


2
1
2
2
1 1
2
Mean Squares and their Ratios
Example of a Fixed Effects Model Analysis
A product development engineer is investigating the tensile
strength of a new synthetic fiber that will be used to make
cloth for men’s shirts. The strength is affected by wt.% of
cotton used in the blend of materials for the fiber. She
suspects that increasing the wt.% of cotton will increase
the strength. She knows that the cotton wt.% should be
between 10 – 40 if the final product has to have other
quality characteristics . The engineer decides to test
specimens at five levels of cotton wt.%.
Tensile Strength of Fiber
15 20 25 30 35
7 12 14 19 7
7 17 18 25 10
15 12 18 22 11
11 18 19 19 15
9 18 19 23 11
Cotton Wt. %
15 20 25 30 35
7 12 14 19 7
7 17 18 25 10
15 12 18 22 11
11 18 19 19 15 y..
9 18 19 23 11 376
49 77 88 108 54 Global Av.
9.8 15.4 17.6 21.6 10.8 15.04
Total SSQ 639.96
64.6416 9.2416 1.0816 15.6816 64.6416
64.6416 3.8416 8.7616 99.2016 25.4016
0.0016 9.2416 8.7616 48.4416 16.3216
16.3216 8.7616 15.6816 15.6816 0.0016
36.4816 8.7616 15.6816 63.3616 16.3216
Error SSQ 161.2
7.84 11.56 12.96 6.76 14.44
7.84 2.56 0.16 11.56 0.64
27.04 11.56 0.16 0.16 0.04
1.44 6.76 1.96 6.76 17.64
0.64 6.76 1.96 1.96 0.04
Treatment Sum of Squares = 475.76
27.4576 0.1296 6.5536 43.0336 17.9776
dof Mean Square F
Total SSQ 636.96 24 Total 26.54
F0.05,4,20
P-value
Treatment SSQ 475.76 4 Treatment 118.94 14.75682 2.866081 9.12794E-06
Error SSQ 161.2 20 Error 8.06
Check 161.2
One-way ANOVA: 15, 20, 25, 30, 35
Source DF SS MS F P
Factor 4 475.76 118.94 14.76 0.000
Error 20 161.20 8.06
Total 24 636.96
S = 2.839 R-Sq = 74.69% R-Sq(adj) = 69.63%
Pooled StDev = 2.839
Pooled Standard Deviation:
Use MSError as estimate of error variance.
2
Error
2
σ
MS
839
.
2
06
.
8
σ
σ




n
MS
t
y
μ
n
MS
t
y E
)
1
n
(
a
,
2
α
i
i
E
)
1
n
(
a
,
2
α
i



 



Confidence Intervals for Treatment Means
𝐭𝟎.𝟎𝟐𝟓,𝟐𝟎 = @𝐭𝐢𝐧𝐯 𝟎. 𝟎𝟓, 𝟐𝟎 = 𝟐. 𝟎𝟖𝟓𝟔
648
.
2
5
06
.
8
0856
.
2
n
MS
t E
)
1
n
(
a
,
2
α 


Confidence Intervals for Treatment Means
Trt. Mean 95% CI
9.8 7.151519 12.44848
15.4 12.75152 18.04848
17.6 14.95152 20.24848
21.6 18.95152 24.24848
10.8 8.151519 13.44848
Trt. Mean Trt. Mean Lower Centre Upper
2&1 15.400 9.800 1.854 5.600 9.346
3&1 17.600 9.800 4.054 7.800 11.546
4&1 21.600 9.800 8.054 11.800 15.546
5&1 10.800 9.800 -2.746 1.000 4.746
Difference Between Treatment Means
 
  n
MS
2
t
y
y
μ
n
MS
2
t
y
y
E
)
1
n
(
a
,
2
α
j
i
i
E
)
1
n
(
a
,
2
α
j
i












Confidence Intervals for Treatment Means
n
MS
t
)
y
y
(
n
MS
t
)
y
y
(
E
)
n
(
a
,
j
i
i
E
)
n
(
a
,
j
i
2
2
1
2
1
2















If the treatment mean difference CIs include zero,
then there is no difference between the treatments
Trt. Mean Trt. Mean Lower Centre Upper
2&1 15.400 9.800 1.854 5.600 9.346
3&1 17.600 9.800 4.054 7.800 11.546
4&1 21.600 9.800 8.054 11.800 15.546
5&1 10.800 9.800 -2.746 1.000 4.746
Trt. Mean Trt. Mean Lower Centre Upper
3&2 17.6 15.4 -1.546 2.200 5.946
4&2 21.6 15.4 2.454 6.200 9.946
5&2 10.8 15.4 -8.346 -4.600 -0.854
What do ALL these mean anyway?
What do ALL these mean anyway?
We have carried out a fixed effects model experiments involving ‘a’
treatments and ‘n’ repeats. What are the point estimates for , i and
i?
: ෝ
 = ഥ
𝑦..
i: ෝ
𝜇𝑖= ത
𝑦𝑖.
i = i -  and ෝ
i = ത
𝑦𝑖. - ഥ
𝑦..
Further Analysis on Treatment Means
A T-test may be performed by defining the T random variable as
follows with degrees of freedom associated with error sum of
squares viz. a(n-1) and not (a-1). This test helps to perform
Hypothesis Testing on µi and also construct 100(1-)% CI around it.
n
MS
y
n
y
T
E
i
i
i
i
i









Confidence Intervals for Treatment Means
n
MS
t
y
n
MS
t
y E
)
n
(
a
,
i
i
E
)
n
(
a
,
i
1
2
1
2





 




Further Analysis on Difference Between
Treatment Means
A T-test may be performed on difference in individual means using
the following relation with the null hypothesis usually being
H0: µi - µj =0 i.e. there is no difference between the means
H0: µi - µj  0 i.e. there is no difference between the means
n
MS
2
)
0
(
)
y
y
(
T
n
σ
n
σ
)
0
(
)
y
y
(
T
E
j
i
0
2
2
j
i
0











Assuming equal number of repeats in each treatment
Fisher’s Least Significant Difference (LSD)
If the treatment means difference (expressed on an absolute basis)
exceeds this value, then that treatment pair are different between one
another. On the other hand, if the absolute difference falls within this
LSD, then there is no difference between those particular pair of
treatments.
ത
𝑦𝑖. − ത
𝑦𝑗. < 𝑡𝛼/2
2𝑀𝑆𝐸
𝑛
and ത
𝑦𝑖. − ത
𝑦𝑗. > 𝑡𝛼/2
2𝑀𝑆𝐸
𝑛
n
MS
2
t
LSD
where
LSD
y
y
E
)
1
n
(
a
,
2
/
α
j
i




Trt. Mean Trt. Mean abs(diff) Cirterion Different?
2&1 15.400 9.800 5.600 3.746 YES
3&1 17.600 9.800 7.800 3.746 YES
4&1 21.600 9.800 11.800 3.746 YES
5&1 10.800 9.800 1.000 3.746 NO
Trt. Mean Trt. Mean abs(diff) Cirterion Different
3&2 17.6 15.4 2.200 3.746 NO
4&2 21.6 15.4 6.200 3.746 YES
5&2 10.8 15.4 4.600 3.746 YES
Trt. Mean Trt. Mean abs(diff) Cirterion Different
4&3 21.6 17.6 4.000 3.746 YES
5&3 10.8 17.6 6.800 3.746 YES
Trt. Mean Trt. Mean abs(diff) Cirterion Different
5&4 10.8 21.6 10.800 3.746 YES
STAT  ANOVA  One Way (Un stacked)
tip 1 tip 2 tip 3 tip 4 Mean
Rep1 9.3 9.4 9.2 9.7 9.4
Rep2 9.4 9.3 9.4 9.6 9.425
Rep3 9.6 9.8 9.5 10 9.725
Rep4 10 9.9 9.7 10.2 9.95
mean 9.575 9.6 9.45 9.875 9.625 9.625
dof MS F
SStreatments 0.0025 0.000625 0.030625 0.0625 0.385 3 0.128333
SSError 0.075625 0.04 0.0625 0.030625
0.030625 0.09 0.0025 0.075625 1.701657
0.000625 0.04 0.0025 0.015625
0.180625 0.09 0.0625 0.105625 0.905 12 0.075417
FDIST(1.701657,3,12) = 0.219568
type 1 type 2 type 3 type 4
sp1 9.3 9.4 9.2 9.7 9.4
sp2 9.4 9.3 9.4 9.6 9.425
sp3 9.6 9.8 9.5 10 9.725
sp4 10 9.9 9.7 10.2 9.95
mean 9.575 9.6 9.45 9.875 9.625
y2
i· 1466.89 1474.56 1428.84 1560.25
38.3 38.4 37.8 39.5
86.49 88.36 84.64 94.09
88.36 86.49 88.36 92.16
92.16 96.04 90.25 100
100 98.01 94.09 104.04
SST 1.29
SSTreatments 0.385
SSE 0.905
Short Cut Formulae for Computing Mean
Squares
type 1 type 2 type 3 type 4
sp1 9.3 9.4 9.2 9.7
sp2 9.4 9.3 9.4 9.6
sp3 9.6 9.8 9.5 10.0
sp4 10.0 9.9 9.7 10.2
One-way ANOVA:
Source DF SS MS F P
Factor 3 0.385 0.1283 1.7 0.22
Error 12 0.905 0.0754
Total 15 1.29
MINITAB OUTPUT
Interpretation of Graphs
Residuals:
Broadly, a residual is defined as the difference between the experimental
observation and its predicted value
Here for the single variable fixed effects model prediction and is the
treatment mean
The residual eij has information on the unexplained variability.
Plotting the residuals against the normal probability plot leads to a straight
line if they are normally distributed. Watch out for any outliers in the data
which may explain additional variability that may not be dismissed as random
error (outlier).
i
ij
ij ŷ
y
e 

i
ŷ
i
y
i
ij
i y
y
e 

Interpretation of Graphs
Plots of Residuals versus fitted values
When the residuals are plotted against fitted values, the
pattern should not expand depending upon the value of the
treatment mean, i.e. you should not see a systematic
increase in the value of the residual with increase in the fitted
value.
In the graph seen we find that the residuals do not show a
funnel type increase with increasing treatment means.
Further Analysis of Treatment Means
Pooled Standard Deviation:
Use MSError as estimate of error variance.
Minitab also presents 95% CI on each treatment mean
µi=µ+i , i=1,2,…,a
Point Estimator of each µi is given by
2
2





Error
MS


 i
i y
ˆ
Further Analysis of Treatment Means
Now situation becomes interesting
The treatment mean values taken from the experiment and are
expected to come from a population of mean µi and variance 2.
However, the distribution of the treatment means have a mean µi and
variance 2/n.
A T-test may be performed by defining the T random variable as
follows
n
σ
μ
y
T i
i
i

 
Further Minitab Analysis
A T-test may be performed by defining the T random variable as
follows
n
MS
y
n
y
T
E
i
i
i
i
i









Grouping Information Using Fisher Method
N Mean Grouping
type 4 4 9.8750 A
type 2 4 9.6000 A B
type 1 4 9.5750 A B
type 3 4 9.4500 B
Means that do not share a letter are significantly different.
Fisher 95% Individual Confidence Intervals
All Pairwise Comparisons
Simultaneous confidence level = 81.57%
Example:
448049
0
12
0754
0
2
178813
2
575
9
6
9
12
0754
0
2
575
9
6
9
1
2
.
/
.
*
*
.
)
.
.
(
/
.
*
*
t
)
.
.
(
UL
)
n
(
a
,









type 1 subtracted from:
Lower Center Upper -------+---------+---------+---------+--
type 2 -0.3981 0.0250 0.4481 (--------*-------)
type 3 -0.5481 -0.1250 0.2981 (-------*--------)
type 4 -0.1231 0.3000 0.7231 (-------*-------)
-------+---------+---------+---------+--
-0.50 0.00 0.50 1.00
type 2 subtracted from:
Lower Center Upper -------+---------+---------+---------+--
type 3 -0.5731 -0.1500 0.2731 (-------*-------)
type 4 -0.1481 0.2750 0.6981 (-------*--------)
-------+---------+---------+---------+--
-0.50 0.00 0.50 1.00
type 3 subtracted from:
Lower Center Upper -------+---------+---------+---------+--
type 4 0.0019 0.4250 0.8481 (--------*-------)
-------+---------+---------+---------+--
-0.50 0.00 0.50 1.00
Source DF SS MS F P
Factor 3 0.3850 0.1283 1.70 0.220
Error 12 0.9050 0.0754
Total 15 1.2900
S = 0.2746 R-Sq = 29.84% R-Sq(adj) = 12.31%
Individual 95% CIs For Mean Based on
Pooled StDev
Level N Mean StDev -----+---------+---------+---------+----
type 1 4 9.575 0.310 (---------*---------)
type 2 4 9.600 0.294 (---------*---------)
type 3 4 9.450 0.208 (---------*---------)
type 4 4 9.875 0.275 (---------*---------)
-----+---------+---------+---------+----
9.30 9.60 9.90 10.20
Pooled StDev = 0.275
Tukey 95% Simultaneous Confidence Intervals
All Pair wise Comparisons
Individual confidence level = 98.83%
type 1 subtracted from:
Lower Center Upper
type 2 -0.5517 0.0250 0.6017
type 3 -0.7017 - 0.1250 0.4517
type 4 -0.2767 0.3000 0.8767
ILLUSTRATION
An R&D facility has 15 test motors. Three different brands of
petrol are tested with each brand of petrol being assigned to
exactly 5 of the motors chosen at random.
The following data represents the mileages obtained from the
different motors.
Test the null hypothesis Ho: that average mileage obtained is
not affected by the type of petrol used.
Use the 5% level of significance.
Petrol 1 220 251 226 246 260
Petrol 2 244 235 232 242 225
Petrol 3 252 272 250 238 256
Mean Squares and their Ratios
Source DF SS MS F P
Factor 2 863 432 2.60 0.115
Error 12 1992 166
Total 14 2855
Use in excel @fdist(2.60,2,12) to find p value
ILLUSTRATION
Effect of air voids on % retained strength of asphalt:
In an experiment the asphalt with low levels of air voids( 2-4%),
medium (4-6%) and high (6-8%) are tested.
a. Do the different levels of air voids significantly affect the mean
retained strength? Use  = 0.01
b. Find the P-value of the F-statistic in part (a)
c. Find the 95% CI on mean retained strength where there is a
high level of the air voids.
d. Find a 95% CI on the difference in mean retained strength at
the low and high levels of air voids.
ILLUSTRATION
Use MINITAB and Excel. Verify your calculations.
Air Voids Retained Strength (%)
Low 106 90 103 90 79 88 92 95
Medium 80 69 94 91 70 83 87 83
High 78 80 62 69 76 85 69 85
For transpose of columns do transpose (array of interest of size m X n).
Then select array of size (n X m) in worksheet incl. formula and then do
F2 and control shift enter
————— 29-09-2012 17:45:42 ————————————————————
One-way ANOVA: Low, Medium, High
Source DF SS MS F P
Factor 2 1230.3 615.1 8.30 0.002
Error 21 1555.7 74.1
Total 23 2786.0
S = 8.607 R-Sq = 44.16% R-Sq(adj) = 38.84%
Individual 99% CIs For Mean Based on
Pooled StDev
Level N Mean StDev ---+---------+---------+---------+------
Low 8 92.88 8.56 (--------*-------)
Medium 8 82.13 9.01 (-------*--------)
High 8 75.50 8.23 (--------*-------)
---+---------+---------+---------+------
70 80 90 100
Repeat Low Medium High Mean Total Squares
1 106 80 78 88 506.25 12.25 30.25
2 90 69 80 79.66667 42.25 210.25 12.25
3 103 94 62 86.33333 380.25 110.25 462.25
4 90 91 69 83.33333 42.25 56.25 210.25
5 79 70 76 75 20.25 182.25 56.25
6 88 83 85 85.33333 20.25 0.25 2.25
7 92 87 69 82.66667 72.25 12.25 210.25
8 95 83 85 87.66667 132.25 0.25 2.25
Treatment Squares
92.875 82.125 75.5 83.5 83.5 87.89063 1.890625 64
Error Squares
172.265625 4.515625 6.25 dof MS
8.265625 172.2656 20.25 SS_Total 2786 23
102.515625 141.0156 182.25 SS_Error 1555.75 21 74.08333
8.265625 78.76563 42.25
SS_Treatme
nt 1230.25 2 615.125
192.515625 147.0156 0.25 2786 23
23.765625 0.765625 90.25
0.765625 23.76563 42.25 F P
4.515625 0.765625 90.25 8.30315 0.002203
Short Cut Formulae
For transpose of columns do transpose (array of interest of size m X n).
Then select array of size (n X m) in worksheet incl. formula and then do
F2 and control shift enter
Treatments
T
E
a
i
i
Treatments
a
i
n
j
ij
T
SS
SS
SS
N
y
n
y
SS
N
y
y
SS












 


2
1
2
2
1 1
2
Repeat Low Medium High
1 106 80 78
2 90 69 80
3 103 94 62
4 90 91 69 dof MS F P
5 79 70 76 SST 2786 23 121.1304 8.30315 0.002203
6 88 83 85 SSTreatment 1230.25 2 615.125
7 92 87 69 SS_Error 1555.75 21 74.08333
8 95 83 85
552049 431649 364816
11236 6400 6084
8100 4761 6400
10609 8836 3844
8100 8281 4761
6241 4900 5776
7744 6889 7225
8464 7569 4761
9025 6889 7225
Means Talfa/2 LL UL
92.875 2.079614 86.54654 99.20346
82.125 2.079614 75.79654 88.45346
75.5 2.079614 69.17154 81.82846
differences Talfa/2 LL UL
17.375 2.079614 8.425208 26.32479
Confidence Intervals for Means and Difference in Means
95% CI
95% CI

More Related Content

Similar to ANOVA BY IIT MADRAS.pdf

section11_Nonparametric.ppt
section11_Nonparametric.pptsection11_Nonparametric.ppt
section11_Nonparametric.pptssuser44b4b7
 
The International Journal of Engineering and Science (The IJES)
The International Journal of Engineering and Science (The IJES)The International Journal of Engineering and Science (The IJES)
The International Journal of Engineering and Science (The IJES)theijes
 
InnerSoft STATS - Methods and formulas help
InnerSoft STATS - Methods and formulas helpInnerSoft STATS - Methods and formulas help
InnerSoft STATS - Methods and formulas helpInnerSoft
 
regression analysis .ppt
regression analysis .pptregression analysis .ppt
regression analysis .pptTapanKumarDash3
 
33151-33161.ppt
33151-33161.ppt33151-33161.ppt
33151-33161.pptdawitg2
 
Non parametrics tests
Non parametrics testsNon parametrics tests
Non parametrics testsrodrick koome
 
Test of hypothesis test of significance
Test of hypothesis test of significanceTest of hypothesis test of significance
Test of hypothesis test of significanceDr. Jayesh Vyas
 
Quantitative Analysis for Emperical Research
Quantitative Analysis for Emperical ResearchQuantitative Analysis for Emperical Research
Quantitative Analysis for Emperical ResearchAmit Kamble
 
Practice test ch 10 correlation reg ch 11 gof ch12 anova
Practice test ch 10 correlation reg ch 11 gof ch12 anovaPractice test ch 10 correlation reg ch 11 gof ch12 anova
Practice test ch 10 correlation reg ch 11 gof ch12 anovaLong Beach City College
 

Similar to ANOVA BY IIT MADRAS.pdf (20)

Design of experiments(
Design of experiments(Design of experiments(
Design of experiments(
 
section11_Nonparametric.ppt
section11_Nonparametric.pptsection11_Nonparametric.ppt
section11_Nonparametric.ppt
 
The International Journal of Engineering and Science (The IJES)
The International Journal of Engineering and Science (The IJES)The International Journal of Engineering and Science (The IJES)
The International Journal of Engineering and Science (The IJES)
 
ANOVA Concept
ANOVA ConceptANOVA Concept
ANOVA Concept
 
Chisquare
ChisquareChisquare
Chisquare
 
Contingency Tables
Contingency TablesContingency Tables
Contingency Tables
 
Chapter07.pdf
Chapter07.pdfChapter07.pdf
Chapter07.pdf
 
InnerSoft STATS - Methods and formulas help
InnerSoft STATS - Methods and formulas helpInnerSoft STATS - Methods and formulas help
InnerSoft STATS - Methods and formulas help
 
regression analysis .ppt
regression analysis .pptregression analysis .ppt
regression analysis .ppt
 
33151-33161.ppt
33151-33161.ppt33151-33161.ppt
33151-33161.ppt
 
Non parametrics tests
Non parametrics testsNon parametrics tests
Non parametrics tests
 
Risi ottavio
Risi ottavioRisi ottavio
Risi ottavio
 
Lec
LecLec
Lec
 
Chi square
Chi square Chi square
Chi square
 
Test of hypothesis test of significance
Test of hypothesis test of significanceTest of hypothesis test of significance
Test of hypothesis test of significance
 
ANOVA.ppt
ANOVA.pptANOVA.ppt
ANOVA.ppt
 
Quantitative Analysis for Emperical Research
Quantitative Analysis for Emperical ResearchQuantitative Analysis for Emperical Research
Quantitative Analysis for Emperical Research
 
D040101030040
D040101030040D040101030040
D040101030040
 
Survival.pptx
Survival.pptxSurvival.pptx
Survival.pptx
 
Practice test ch 10 correlation reg ch 11 gof ch12 anova
Practice test ch 10 correlation reg ch 11 gof ch12 anovaPractice test ch 10 correlation reg ch 11 gof ch12 anova
Practice test ch 10 correlation reg ch 11 gof ch12 anova
 

Recently uploaded

Introduction to Multiple Access Protocol.pptx
Introduction to Multiple Access Protocol.pptxIntroduction to Multiple Access Protocol.pptx
Introduction to Multiple Access Protocol.pptxupamatechverse
 
Introduction and different types of Ethernet.pptx
Introduction and different types of Ethernet.pptxIntroduction and different types of Ethernet.pptx
Introduction and different types of Ethernet.pptxupamatechverse
 
UNIT-II FMM-Flow Through Circular Conduits
UNIT-II FMM-Flow Through Circular ConduitsUNIT-II FMM-Flow Through Circular Conduits
UNIT-II FMM-Flow Through Circular Conduitsrknatarajan
 
UNIT-III FMM. DIMENSIONAL ANALYSIS
UNIT-III FMM.        DIMENSIONAL ANALYSISUNIT-III FMM.        DIMENSIONAL ANALYSIS
UNIT-III FMM. DIMENSIONAL ANALYSISrknatarajan
 
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...ranjana rawat
 
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur Escorts
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur EscortsHigh Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur Escorts
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur EscortsCall Girls in Nagpur High Profile
 
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escortsranjana rawat
 
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...Soham Mondal
 
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur Escorts
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur EscortsCall Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur Escorts
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur EscortsCall Girls in Nagpur High Profile
 
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...RajaP95
 
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLS
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLSMANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLS
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLSSIVASHANKAR N
 
KubeKraft presentation @CloudNativeHooghly
KubeKraft presentation @CloudNativeHooghlyKubeKraft presentation @CloudNativeHooghly
KubeKraft presentation @CloudNativeHooghlysanyuktamishra911
 
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Serviceranjana rawat
 
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...Christo Ananth
 
UNIT-V FMM.HYDRAULIC TURBINE - Construction and working
UNIT-V FMM.HYDRAULIC TURBINE - Construction and workingUNIT-V FMM.HYDRAULIC TURBINE - Construction and working
UNIT-V FMM.HYDRAULIC TURBINE - Construction and workingrknatarajan
 
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...Dr.Costas Sachpazis
 
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINE
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINEMANUFACTURING PROCESS-II UNIT-2 LATHE MACHINE
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINESIVASHANKAR N
 
Extrusion Processes and Their Limitations
Extrusion Processes and Their LimitationsExtrusion Processes and Their Limitations
Extrusion Processes and Their Limitations120cr0395
 

Recently uploaded (20)

Introduction to Multiple Access Protocol.pptx
Introduction to Multiple Access Protocol.pptxIntroduction to Multiple Access Protocol.pptx
Introduction to Multiple Access Protocol.pptx
 
Roadmap to Membership of RICS - Pathways and Routes
Roadmap to Membership of RICS - Pathways and RoutesRoadmap to Membership of RICS - Pathways and Routes
Roadmap to Membership of RICS - Pathways and Routes
 
Introduction and different types of Ethernet.pptx
Introduction and different types of Ethernet.pptxIntroduction and different types of Ethernet.pptx
Introduction and different types of Ethernet.pptx
 
UNIT-II FMM-Flow Through Circular Conduits
UNIT-II FMM-Flow Through Circular ConduitsUNIT-II FMM-Flow Through Circular Conduits
UNIT-II FMM-Flow Through Circular Conduits
 
UNIT-III FMM. DIMENSIONAL ANALYSIS
UNIT-III FMM.        DIMENSIONAL ANALYSISUNIT-III FMM.        DIMENSIONAL ANALYSIS
UNIT-III FMM. DIMENSIONAL ANALYSIS
 
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...
(PRIYA) Rajgurunagar Call Girls Just Call 7001035870 [ Cash on Delivery ] Pun...
 
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur Escorts
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur EscortsHigh Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur Escorts
High Profile Call Girls Nagpur Meera Call 7001035870 Meet With Nagpur Escorts
 
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts
(MEERA) Dapodi Call Girls Just Call 7001035870 [ Cash on Delivery ] Pune Escorts
 
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...
OSVC_Meta-Data based Simulation Automation to overcome Verification Challenge...
 
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur Escorts
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur EscortsCall Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur Escorts
Call Girls Service Nagpur Tanvi Call 7001035870 Meet With Nagpur Escorts
 
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...
IMPLICATIONS OF THE ABOVE HOLISTIC UNDERSTANDING OF HARMONY ON PROFESSIONAL E...
 
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLS
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLSMANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLS
MANUFACTURING PROCESS-II UNIT-5 NC MACHINE TOOLS
 
DJARUM4D - SLOT GACOR ONLINE | SLOT DEMO ONLINE
DJARUM4D - SLOT GACOR ONLINE | SLOT DEMO ONLINEDJARUM4D - SLOT GACOR ONLINE | SLOT DEMO ONLINE
DJARUM4D - SLOT GACOR ONLINE | SLOT DEMO ONLINE
 
KubeKraft presentation @CloudNativeHooghly
KubeKraft presentation @CloudNativeHooghlyKubeKraft presentation @CloudNativeHooghly
KubeKraft presentation @CloudNativeHooghly
 
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service
(RIA) Call Girls Bhosari ( 7001035870 ) HI-Fi Pune Escorts Service
 
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...
Call for Papers - Educational Administration: Theory and Practice, E-ISSN: 21...
 
UNIT-V FMM.HYDRAULIC TURBINE - Construction and working
UNIT-V FMM.HYDRAULIC TURBINE - Construction and workingUNIT-V FMM.HYDRAULIC TURBINE - Construction and working
UNIT-V FMM.HYDRAULIC TURBINE - Construction and working
 
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...
Sheet Pile Wall Design and Construction: A Practical Guide for Civil Engineer...
 
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINE
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINEMANUFACTURING PROCESS-II UNIT-2 LATHE MACHINE
MANUFACTURING PROCESS-II UNIT-2 LATHE MACHINE
 
Extrusion Processes and Their Limitations
Extrusion Processes and Their LimitationsExtrusion Processes and Their Limitations
Extrusion Processes and Their Limitations
 

ANOVA BY IIT MADRAS.pdf

  • 1. by Dr. Kannan A. Department of Chemical Engineering Indian Institute of Technology Madras Chennai 600036 kannan@iitm.ac.in Phone: 044 - 22574170 (Office) CH5020: Statistical Design and Analysis of Experiments
  • 2. Simple experiments involving ONE factor The effect of changing the settings (or levels) of (only) one factor on the desired response is investigated. There may be many levels of this factor as well as many replicates (repeats) at each level. The variability in response of replicated measurements at a given level is due to random error. Hence, replicates are important in an experiment because they give estimates of the experimental error.
  • 3. Sl. No. T oC Rxn rate mol/(m3.s) Average 1 25 1 2 25 1.1 1.02 3 25 0.95 1 30 1.5 2 30 1.3 1.3 3 30 1.1 Variability within treatment
  • 4. Simple experiments involving ONE factor When the level of a factor is changed, there will be also a variation in the response. The important question is whether this change is genuinely due to the effect of changing the level of a factor or is due to noise. Hence compare sum of variations due to treatment level change, (called as mean square treatment), with sum of variations due to noise (mean square error). In other words, compare variation between treatments to variation within treatments
  • 5. Simple experiments involving ONE factor Terminology: Factor: Variable whose effect on the outcome is being investigated Level: Value that is set to the factor, and many levels of the same factor may be tested Treatment: Each level or setting for a factor is called as a treatment a: number of treatments that are carried out n: number of repeats of each treatment Response: The outcome after the treatment. The response after each of the a treatments is a random variable.
  • 6. Tabulation of Data from a Single Factor Experiment Treatment Observations Totals Averages 1 y11 y12 … Y1n y1. 2 y21 y22 … Y2n y2. . … … … … … . … … … … … . … … … … … a ya1 … … Yan ya. y.1 y.2 y.n y.. . y1 . y2 . a y .. y
  • 7. Null and Alternate Hypothesis 𝑖 =  + 𝑖
  • 8. Simple experiments involving ONE factor Terminology: Yij: Response to the ith treatment (i=1,2,…a) and jth repeat (j=1,2,…n) µ: Overall mean and is a parameter common to all treatments µi : ith treatment mean (µ+ i) i: ith treatment effect ij: random error N(0,2) ij i ij ij i ij Y or Y          
  • 9. Simple experiments involving ONE factor Interpretation: Basically there could be different treatment means which are different outcomes of different treatments. There is a spread about these means µi (i=1,2,…,a) due to the random error component which has mean 0 and variance 2. When this error distribution is superimposed on each one of the treatment means, we get a normal distributions viz. N(µi, 2). ij i ij ij i ij Y or Y          
  • 10. Simple experiments involving ONE factor Interpretation: The individual treatment means µi are defined as deviations about an overall mean µ and hence the sum of the treatment effects (i) becomes zero. Alternatively, The average of the individual treatment means is the overall mean µ i.e.               a i i a i i i i a as 1 1 0      a a i i 1
  • 11. Definition of Summation Conventions an N where y N y and y y a ,..., , i y n y and y y a i n j ij a i n j ij n j j i n j i j i i                       1 1 1 1 1 1 2 1 Here N is the product of number of treatments (a) and number of repeats per treatment (n).
  • 12. Definition of Summation Conventions an N where y N y and y y a ,..., , i y n y and y y a i n j ij a i n j ij n j j i n j i j i i                       1 1 1 1 1 1 2 1 Here N is the product of number of treatments (a) and number of repeats per treatment (n). The dot() represents the summation over the index it replaces.
  • 13. Null and Alternate Hypothesis
  • 14. Null and Alternate Hypothesis Here the null hypothesis indicates that none of the treatments have an effect on the outcome and the response is an average value over which is superimposed the variability due to the random error component. Hence all N observations are taken from a normal distribution with mean µ and variance 2. If the null hypothesis is true then there is no effect of changing the factor level on the mean response.
  • 15. Analysis of Variance (ANOVA) Let us find out the measure of the overall variability in the experiments. It may be calculated from the following Total Sum of Squares This may be eventually resolved into two meaningful entities viz. The treatment sum of squares and the error sum of squares T a i n j ij SS ) y y (        2 1 1 2 1 2 1 1 2 1 1 ) y y ( n ) y y ( ) y y ( a i i i a i n j ij a i n j ij                   
  • 16. Resolution and Interpretation of SST 2 1 2 1 1 2 1 1 ) y y ( n ) y y ( ) y y ( a i i i a i n j ij a i n j ij                    The sum of squares of the differences between individual responses and overall treatment mean is resolved into Squares of Sum Error : ) y y ( 2 i a 1 i n 1 j ij      Squares of Sum Treatment : ) y y ( n a i i 2 1      
  • 17. Resolution and Interpretation of SST The sum of squares of the differences between individual responses and overall treatment mean is resolved into sum of squares of deviations within each treatment which is summed across all treatments (error sum of squares) and sum of squares of deviations between each treatment mean and the overall mean summed across all treatment means. Squares of Sum Error : ) y y ( i a i n j ij 2 1 1      Squares of Sum Treatment : ) y y ( n a i i 2 1      
  • 18. Resolution and Interpretation of SST 2 1 2 1 1 2 1 1 ) y y ( n ) y y ( ) y y ( a i i i a i n j ij a i n j ij                    SST = SSE + SSTreatment Total Sum of Squares = Sum of Squares due to Error and Sum of Squares due to Treatment Effect The Query is “Are the two Sum of Squares Different or Comparable?” If comparable, it implies that the treatment effect is negligible and variations are only due to random error. If much different, there is a distinct effect of at least one treatment. However, before we jump to conclusions we need to bring the two sum of squares into an equal footing.
  • 19. Degrees of Freedom Analysis 2 1 2 1 1 2 1 1 ) y y ( n ) y y ( ) y y ( a i i i a i n j ij a i n j ij                    Degrees of Freedom of Total Sum of Squares: an – 1 = N-1 Degrees of Freedom of Error Sum of Squares: a(n-1) Degrees of Freedom of Treatment Sum of Squares: (a-1) N-1 = an – a + a – 1 = an – 1
  • 20. Mean Squares ) n ( a SS MS a SS MS Error Error treatment Treatments 1 1     Mean Square Treatments: MSTreatments Mean Square Error: MSError are the respective sum of squares scaled by their associated degrees of freedom
  • 21. Mean Squares Expected (Mean Square Treatments) = Expected (Mean Square Error) = 2 From the above it may be seen that the expected mean squares error is an unbiased estimator of 2 while the Mean Square Treatments is also an unbiased estimator of 2 if the null hypothesis is true. If the null hypothesis is not true, then the expected value of the mean square treatment will exceed the expected value of the mean square error due to the treatment effects.       a i i a n 1 2 2 1
  • 22. Mean Squares Expected (Mean Square Treatments) = Expected (Mean Square Error) = 2       a i i a n 1 2 2 1 Error Treatments MS MS F  0 Hence the expected value of the Numerator in the test statistic F0 is greater than the expected value in the Denominator. We should reject H0 if the computed value of the above statistic is sufficiently large. This implies a one-tail upper tail critical region. Hence we should reject fo when fo > f1-α,a-1,a(n-1)
  • 23. Short Cut Formulae for Computing Mean Squares Treatments T E a i i Treatments a i n j ij T SS SS SS N y n y SS N y y SS                 2 1 2 2 1 1 2
  • 24. Mean Squares and their Ratios
  • 25. Example of a Fixed Effects Model Analysis A product development engineer is investigating the tensile strength of a new synthetic fiber that will be used to make cloth for men’s shirts. The strength is affected by wt.% of cotton used in the blend of materials for the fiber. She suspects that increasing the wt.% of cotton will increase the strength. She knows that the cotton wt.% should be between 10 – 40 if the final product has to have other quality characteristics . The engineer decides to test specimens at five levels of cotton wt.%.
  • 26.
  • 27.
  • 28. Tensile Strength of Fiber 15 20 25 30 35 7 12 14 19 7 7 17 18 25 10 15 12 18 22 11 11 18 19 19 15 9 18 19 23 11 Cotton Wt. %
  • 29.
  • 30.
  • 31. 15 20 25 30 35 7 12 14 19 7 7 17 18 25 10 15 12 18 22 11 11 18 19 19 15 y.. 9 18 19 23 11 376 49 77 88 108 54 Global Av. 9.8 15.4 17.6 21.6 10.8 15.04 Total SSQ 639.96 64.6416 9.2416 1.0816 15.6816 64.6416 64.6416 3.8416 8.7616 99.2016 25.4016 0.0016 9.2416 8.7616 48.4416 16.3216 16.3216 8.7616 15.6816 15.6816 0.0016 36.4816 8.7616 15.6816 63.3616 16.3216 Error SSQ 161.2 7.84 11.56 12.96 6.76 14.44 7.84 2.56 0.16 11.56 0.64 27.04 11.56 0.16 0.16 0.04 1.44 6.76 1.96 6.76 17.64 0.64 6.76 1.96 1.96 0.04 Treatment Sum of Squares = 475.76 27.4576 0.1296 6.5536 43.0336 17.9776 dof Mean Square F Total SSQ 636.96 24 Total 26.54 F0.05,4,20 P-value Treatment SSQ 475.76 4 Treatment 118.94 14.75682 2.866081 9.12794E-06 Error SSQ 161.2 20 Error 8.06 Check 161.2
  • 32. One-way ANOVA: 15, 20, 25, 30, 35 Source DF SS MS F P Factor 4 475.76 118.94 14.76 0.000 Error 20 161.20 8.06 Total 24 636.96 S = 2.839 R-Sq = 74.69% R-Sq(adj) = 69.63% Pooled StDev = 2.839 Pooled Standard Deviation: Use MSError as estimate of error variance. 2 Error 2 σ MS 839 . 2 06 . 8 σ σ    
  • 33. n MS t y μ n MS t y E ) 1 n ( a , 2 α i i E ) 1 n ( a , 2 α i         Confidence Intervals for Treatment Means 𝐭𝟎.𝟎𝟐𝟓,𝟐𝟎 = @𝐭𝐢𝐧𝐯 𝟎. 𝟎𝟓, 𝟐𝟎 = 𝟐. 𝟎𝟖𝟓𝟔 648 . 2 5 06 . 8 0856 . 2 n MS t E ) 1 n ( a , 2 α   
  • 34. Confidence Intervals for Treatment Means Trt. Mean 95% CI 9.8 7.151519 12.44848 15.4 12.75152 18.04848 17.6 14.95152 20.24848 21.6 18.95152 24.24848 10.8 8.151519 13.44848
  • 35. Trt. Mean Trt. Mean Lower Centre Upper 2&1 15.400 9.800 1.854 5.600 9.346 3&1 17.600 9.800 4.054 7.800 11.546 4&1 21.600 9.800 8.054 11.800 15.546 5&1 10.800 9.800 -2.746 1.000 4.746
  • 36. Difference Between Treatment Means     n MS 2 t y y μ n MS 2 t y y E ) 1 n ( a , 2 α j i i E ) 1 n ( a , 2 α j i            
  • 37. Confidence Intervals for Treatment Means n MS t ) y y ( n MS t ) y y ( E ) n ( a , j i i E ) n ( a , j i 2 2 1 2 1 2                If the treatment mean difference CIs include zero, then there is no difference between the treatments
  • 38. Trt. Mean Trt. Mean Lower Centre Upper 2&1 15.400 9.800 1.854 5.600 9.346 3&1 17.600 9.800 4.054 7.800 11.546 4&1 21.600 9.800 8.054 11.800 15.546 5&1 10.800 9.800 -2.746 1.000 4.746
  • 39.
  • 40. Trt. Mean Trt. Mean Lower Centre Upper 3&2 17.6 15.4 -1.546 2.200 5.946 4&2 21.6 15.4 2.454 6.200 9.946 5&2 10.8 15.4 -8.346 -4.600 -0.854
  • 41.
  • 42. What do ALL these mean anyway?
  • 43. What do ALL these mean anyway? We have carried out a fixed effects model experiments involving ‘a’ treatments and ‘n’ repeats. What are the point estimates for , i and i? : ෝ  = ഥ 𝑦.. i: ෝ 𝜇𝑖= ത 𝑦𝑖. i = i -  and ෝ i = ത 𝑦𝑖. - ഥ 𝑦..
  • 44. Further Analysis on Treatment Means A T-test may be performed by defining the T random variable as follows with degrees of freedom associated with error sum of squares viz. a(n-1) and not (a-1). This test helps to perform Hypothesis Testing on µi and also construct 100(1-)% CI around it. n MS y n y T E i i i i i         
  • 45. Confidence Intervals for Treatment Means n MS t y n MS t y E ) n ( a , i i E ) n ( a , i 1 2 1 2           
  • 46. Further Analysis on Difference Between Treatment Means A T-test may be performed on difference in individual means using the following relation with the null hypothesis usually being H0: µi - µj =0 i.e. there is no difference between the means H0: µi - µj  0 i.e. there is no difference between the means n MS 2 ) 0 ( ) y y ( T n σ n σ ) 0 ( ) y y ( T E j i 0 2 2 j i 0            Assuming equal number of repeats in each treatment
  • 47. Fisher’s Least Significant Difference (LSD) If the treatment means difference (expressed on an absolute basis) exceeds this value, then that treatment pair are different between one another. On the other hand, if the absolute difference falls within this LSD, then there is no difference between those particular pair of treatments. ത 𝑦𝑖. − ത 𝑦𝑗. < 𝑡𝛼/2 2𝑀𝑆𝐸 𝑛 and ത 𝑦𝑖. − ത 𝑦𝑗. > 𝑡𝛼/2 2𝑀𝑆𝐸 𝑛 n MS 2 t LSD where LSD y y E ) 1 n ( a , 2 / α j i    
  • 48. Trt. Mean Trt. Mean abs(diff) Cirterion Different? 2&1 15.400 9.800 5.600 3.746 YES 3&1 17.600 9.800 7.800 3.746 YES 4&1 21.600 9.800 11.800 3.746 YES 5&1 10.800 9.800 1.000 3.746 NO Trt. Mean Trt. Mean abs(diff) Cirterion Different 3&2 17.6 15.4 2.200 3.746 NO 4&2 21.6 15.4 6.200 3.746 YES 5&2 10.8 15.4 4.600 3.746 YES Trt. Mean Trt. Mean abs(diff) Cirterion Different 4&3 21.6 17.6 4.000 3.746 YES 5&3 10.8 17.6 6.800 3.746 YES Trt. Mean Trt. Mean abs(diff) Cirterion Different 5&4 10.8 21.6 10.800 3.746 YES
  • 49.
  • 50. STAT  ANOVA  One Way (Un stacked)
  • 51. tip 1 tip 2 tip 3 tip 4 Mean Rep1 9.3 9.4 9.2 9.7 9.4 Rep2 9.4 9.3 9.4 9.6 9.425 Rep3 9.6 9.8 9.5 10 9.725 Rep4 10 9.9 9.7 10.2 9.95 mean 9.575 9.6 9.45 9.875 9.625 9.625
  • 52. dof MS F SStreatments 0.0025 0.000625 0.030625 0.0625 0.385 3 0.128333 SSError 0.075625 0.04 0.0625 0.030625 0.030625 0.09 0.0025 0.075625 1.701657 0.000625 0.04 0.0025 0.015625 0.180625 0.09 0.0625 0.105625 0.905 12 0.075417 FDIST(1.701657,3,12) = 0.219568
  • 53. type 1 type 2 type 3 type 4 sp1 9.3 9.4 9.2 9.7 9.4 sp2 9.4 9.3 9.4 9.6 9.425 sp3 9.6 9.8 9.5 10 9.725 sp4 10 9.9 9.7 10.2 9.95 mean 9.575 9.6 9.45 9.875 9.625 y2 i· 1466.89 1474.56 1428.84 1560.25 38.3 38.4 37.8 39.5 86.49 88.36 84.64 94.09 88.36 86.49 88.36 92.16 92.16 96.04 90.25 100 100 98.01 94.09 104.04 SST 1.29 SSTreatments 0.385 SSE 0.905 Short Cut Formulae for Computing Mean Squares
  • 54. type 1 type 2 type 3 type 4 sp1 9.3 9.4 9.2 9.7 sp2 9.4 9.3 9.4 9.6 sp3 9.6 9.8 9.5 10.0 sp4 10.0 9.9 9.7 10.2
  • 55. One-way ANOVA: Source DF SS MS F P Factor 3 0.385 0.1283 1.7 0.22 Error 12 0.905 0.0754 Total 15 1.29 MINITAB OUTPUT
  • 56.
  • 57. Interpretation of Graphs Residuals: Broadly, a residual is defined as the difference between the experimental observation and its predicted value Here for the single variable fixed effects model prediction and is the treatment mean The residual eij has information on the unexplained variability. Plotting the residuals against the normal probability plot leads to a straight line if they are normally distributed. Watch out for any outliers in the data which may explain additional variability that may not be dismissed as random error (outlier). i ij ij ŷ y e   i ŷ i y i ij i y y e  
  • 58. Interpretation of Graphs Plots of Residuals versus fitted values When the residuals are plotted against fitted values, the pattern should not expand depending upon the value of the treatment mean, i.e. you should not see a systematic increase in the value of the residual with increase in the fitted value. In the graph seen we find that the residuals do not show a funnel type increase with increasing treatment means.
  • 59. Further Analysis of Treatment Means Pooled Standard Deviation: Use MSError as estimate of error variance. Minitab also presents 95% CI on each treatment mean µi=µ+i , i=1,2,…,a Point Estimator of each µi is given by 2 2      Error MS    i i y ˆ
  • 60. Further Analysis of Treatment Means Now situation becomes interesting The treatment mean values taken from the experiment and are expected to come from a population of mean µi and variance 2. However, the distribution of the treatment means have a mean µi and variance 2/n. A T-test may be performed by defining the T random variable as follows n σ μ y T i i i   
  • 61. Further Minitab Analysis A T-test may be performed by defining the T random variable as follows n MS y n y T E i i i i i         
  • 62. Grouping Information Using Fisher Method N Mean Grouping type 4 4 9.8750 A type 2 4 9.6000 A B type 1 4 9.5750 A B type 3 4 9.4500 B Means that do not share a letter are significantly different. Fisher 95% Individual Confidence Intervals All Pairwise Comparisons Simultaneous confidence level = 81.57% Example: 448049 0 12 0754 0 2 178813 2 575 9 6 9 12 0754 0 2 575 9 6 9 1 2 . / . * * . ) . . ( / . * * t ) . . ( UL ) n ( a ,         
  • 63. type 1 subtracted from: Lower Center Upper -------+---------+---------+---------+-- type 2 -0.3981 0.0250 0.4481 (--------*-------) type 3 -0.5481 -0.1250 0.2981 (-------*--------) type 4 -0.1231 0.3000 0.7231 (-------*-------) -------+---------+---------+---------+-- -0.50 0.00 0.50 1.00 type 2 subtracted from: Lower Center Upper -------+---------+---------+---------+-- type 3 -0.5731 -0.1500 0.2731 (-------*-------) type 4 -0.1481 0.2750 0.6981 (-------*--------) -------+---------+---------+---------+-- -0.50 0.00 0.50 1.00 type 3 subtracted from: Lower Center Upper -------+---------+---------+---------+-- type 4 0.0019 0.4250 0.8481 (--------*-------) -------+---------+---------+---------+-- -0.50 0.00 0.50 1.00
  • 64. Source DF SS MS F P Factor 3 0.3850 0.1283 1.70 0.220 Error 12 0.9050 0.0754 Total 15 1.2900 S = 0.2746 R-Sq = 29.84% R-Sq(adj) = 12.31% Individual 95% CIs For Mean Based on Pooled StDev Level N Mean StDev -----+---------+---------+---------+---- type 1 4 9.575 0.310 (---------*---------) type 2 4 9.600 0.294 (---------*---------) type 3 4 9.450 0.208 (---------*---------) type 4 4 9.875 0.275 (---------*---------) -----+---------+---------+---------+---- 9.30 9.60 9.90 10.20 Pooled StDev = 0.275
  • 65. Tukey 95% Simultaneous Confidence Intervals All Pair wise Comparisons Individual confidence level = 98.83% type 1 subtracted from: Lower Center Upper type 2 -0.5517 0.0250 0.6017 type 3 -0.7017 - 0.1250 0.4517 type 4 -0.2767 0.3000 0.8767
  • 66. ILLUSTRATION An R&D facility has 15 test motors. Three different brands of petrol are tested with each brand of petrol being assigned to exactly 5 of the motors chosen at random. The following data represents the mileages obtained from the different motors. Test the null hypothesis Ho: that average mileage obtained is not affected by the type of petrol used. Use the 5% level of significance.
  • 67. Petrol 1 220 251 226 246 260 Petrol 2 244 235 232 242 225 Petrol 3 252 272 250 238 256
  • 68. Mean Squares and their Ratios Source DF SS MS F P Factor 2 863 432 2.60 0.115 Error 12 1992 166 Total 14 2855 Use in excel @fdist(2.60,2,12) to find p value
  • 69. ILLUSTRATION Effect of air voids on % retained strength of asphalt: In an experiment the asphalt with low levels of air voids( 2-4%), medium (4-6%) and high (6-8%) are tested. a. Do the different levels of air voids significantly affect the mean retained strength? Use  = 0.01 b. Find the P-value of the F-statistic in part (a) c. Find the 95% CI on mean retained strength where there is a high level of the air voids. d. Find a 95% CI on the difference in mean retained strength at the low and high levels of air voids.
  • 70. ILLUSTRATION Use MINITAB and Excel. Verify your calculations. Air Voids Retained Strength (%) Low 106 90 103 90 79 88 92 95 Medium 80 69 94 91 70 83 87 83 High 78 80 62 69 76 85 69 85 For transpose of columns do transpose (array of interest of size m X n). Then select array of size (n X m) in worksheet incl. formula and then do F2 and control shift enter
  • 71. ————— 29-09-2012 17:45:42 ———————————————————— One-way ANOVA: Low, Medium, High Source DF SS MS F P Factor 2 1230.3 615.1 8.30 0.002 Error 21 1555.7 74.1 Total 23 2786.0 S = 8.607 R-Sq = 44.16% R-Sq(adj) = 38.84% Individual 99% CIs For Mean Based on Pooled StDev Level N Mean StDev ---+---------+---------+---------+------ Low 8 92.88 8.56 (--------*-------) Medium 8 82.13 9.01 (-------*--------) High 8 75.50 8.23 (--------*-------) ---+---------+---------+---------+------ 70 80 90 100
  • 72. Repeat Low Medium High Mean Total Squares 1 106 80 78 88 506.25 12.25 30.25 2 90 69 80 79.66667 42.25 210.25 12.25 3 103 94 62 86.33333 380.25 110.25 462.25 4 90 91 69 83.33333 42.25 56.25 210.25 5 79 70 76 75 20.25 182.25 56.25 6 88 83 85 85.33333 20.25 0.25 2.25 7 92 87 69 82.66667 72.25 12.25 210.25 8 95 83 85 87.66667 132.25 0.25 2.25 Treatment Squares 92.875 82.125 75.5 83.5 83.5 87.89063 1.890625 64 Error Squares 172.265625 4.515625 6.25 dof MS 8.265625 172.2656 20.25 SS_Total 2786 23 102.515625 141.0156 182.25 SS_Error 1555.75 21 74.08333 8.265625 78.76563 42.25 SS_Treatme nt 1230.25 2 615.125 192.515625 147.0156 0.25 2786 23 23.765625 0.765625 90.25 0.765625 23.76563 42.25 F P 4.515625 0.765625 90.25 8.30315 0.002203
  • 73. Short Cut Formulae For transpose of columns do transpose (array of interest of size m X n). Then select array of size (n X m) in worksheet incl. formula and then do F2 and control shift enter Treatments T E a i i Treatments a i n j ij T SS SS SS N y n y SS N y y SS                 2 1 2 2 1 1 2
  • 74. Repeat Low Medium High 1 106 80 78 2 90 69 80 3 103 94 62 4 90 91 69 dof MS F P 5 79 70 76 SST 2786 23 121.1304 8.30315 0.002203 6 88 83 85 SSTreatment 1230.25 2 615.125 7 92 87 69 SS_Error 1555.75 21 74.08333 8 95 83 85 552049 431649 364816 11236 6400 6084 8100 4761 6400 10609 8836 3844 8100 8281 4761 6241 4900 5776 7744 6889 7225 8464 7569 4761 9025 6889 7225
  • 75.
  • 76. Means Talfa/2 LL UL 92.875 2.079614 86.54654 99.20346 82.125 2.079614 75.79654 88.45346 75.5 2.079614 69.17154 81.82846 differences Talfa/2 LL UL 17.375 2.079614 8.425208 26.32479 Confidence Intervals for Means and Difference in Means 95% CI 95% CI