5 SSGB Amity Bsi Anova

Module-5 Analysis of Variance (ANOVA)
Copyright 2012 BSI. All rights reserved.
Analysis of Variance - Learning Objectives
At the end of this session, delegates will be able to: Understand the concept of additivity of variance Interpret results from an Analysis of Variance Table Test results from Analysis of Variance for statistical significance
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Analysis of Variance - Agenda
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.
Introduction Calculation of Total Variance One-Way Analysis of Variance Components of Variation Calculation of Sum of Squares Degrees of Freedom Calculation of the Mean Square F-Ratio Testing for Significance Estimating Components of Variation Crossed v Nested Designs Summary
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DMAIC Improvement Process
Define
Select Project Define Project Objective Form the Team
Measure
Define Measures (ys)
Analyse
Identify Potential xs
C1 C2 C3
Improve
Characterise xs
Control
Control Critical xs
10.2 Upper Control Limit
y
Effect
Evaluate Measurement System

C4 C5 C6
y=f(x1,x2,..)
Optimise xs
5 1 2 1 2 2 1 2 1 6 1 2 2 1 1 2 2 1 7 1 2 2 1 2 1 1 2 4 1 2 1 2 1 2 1 2
.. .. . .. . . .. x
10.0
9.8
Lower Control Limit
9.6 1 5 10 15 20
Analyse xs Map the Process Identify Customer Requirements

Run 1 1 1 1 1 2 2 2 2 2 1 1 2 2 1 1 2 2 3 1 1 2 2 2 2 1 1
Monitor ys
Determine Process Stability Determine Process Capability

LSL USL
1 2 3 4 5 6 7 8
y
Set Tolerances for xs Verify Improvement Validate Control Plan
Select Critical xs xx x x x x x x x x x Phase Review
15
20
25
30
35
LSL
USL
Identify Priorities Update Project File
Set Targets for Measures
Close Project
15 20 25 30 35
Phase Review
Phase Review
Phase Review
Phase Review
4

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Introduction to ANOVA
Analysis of Variance (ANOVA) is a technique that separates variation into individual components These components of variation can then be interpreted to determine their importance In Six Sigma, Analysis of Variance will be used to interpret: Results from Gauge R&R Studies Data from Designed Experiments Results from Regression Analysis Data from Response Surface Methodology
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Additivity of Variance
Although the standard deviation () is the most commonly used measure of variation, it is the variance (2) that is studied in Analysis of Variance The reason for this is that variances are additive, which means that the total variation can be divided into constituent parts The following example demonstrates how this is done
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Data - Dimension
Cavity Number
1 49.6 49.4 51.1 51.6 49.1 48.9 50.1 50.9 50.0 49.7
2 48.3 48.5 51.5 51.8 49.2 50.2 50.2 50.2 51.0 49.5
3 48.6 51.2 49.5 50.5 48.9 48.4 49.4 50.4 48.4 48.2
4 49.3 49.6 51.1 48.7 48.5 50.0 50.6 50.4 52.0 50.5
5 51.8 51.6 49.5 50.2 51.2 51.8 52.3 50.9 51.2 50.0
The data opposite represents the dimension of an injection moulded component, with a nominal dimension of 50mm. 10 samples have been taken from each of 5 mould cavities.
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Data-Dimension
Summary for data
A nderson-D arling N ormality Test A -S quared P -V alue M ean S tD ev V ariance S kew ness Kurtosis N M inimum 1st Q uartile M edian 3rd Q uartile M aximum 49.790 49.567 0.41 0.323 50.110 1.126 1.268 0.05595 -1.00052 50 48.200 49.275 50.150 51.100 52.300 50.430 50.500 1.403
48
49
50
51
52
95% C onfidence Interv al for M ean 95% C onfidence Interv al for M edian 95% C onfidence Interv al for S tD ev 0.941
Mean
95% Confidence Intervals
Median 49.50 49.75 50.00 50.25 50.50
We might want to investigate if there is a significant difference between cavities We can use One-way ANOVA to investigate this
Total Variance Calculation
The equation for the sample variance of the 50 observations can be calculated as follows:
s =
(y
n1
y)
( y ) n
n1
Where: y = The sum of the individual observations y2 = The sum of squares of the individual observations n = the number of observations
1 49.6 49.4 51.1 51.6 49.1 48.9 50.1 50.9 50.0 49.7
2 48.3 48.5 51.5 51.8 49.2 50.2 50.2 50.2 51.0 49.5
3 48.6 51.2 49.5 50.5 48.9 48.4 49.4 50.4 48.4 48.2
4 49.3 49.6 51.1 48.7 48.5 50.0 50.6 50.4 52.0 50.5
5 51.8 51.6 49.5 50.2 51.2 51.8 52.3 50.9 51.2 50.0
y =49.6 + 49.4 + 51.1 + ............. + 50.0 = 2505.5

y
2
=49.6 + 49.4 + 51.1 + ............. + 50.0 = 125612.73

10
y
2 n 1 = s 2 =
n n1
(y )
(2505.5) 125612.73
2 n 1
=s =
50
49
= 1.268
The total variance of our 50 observations is 1.268 The square root of the variance, the standard deviation, is 1.126 (These calculations can be performed simply in Minitab!)

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One-Way ANOVA
A one-way analysis of variance requires the following: 1. 2. 3. 4. 5. 6. Identification of the Sources (Components) of Variation Calculation of the Sum of Squares due to each Source of Variation Assignment of the appropriate Degrees of Freedom Calculation of the Mean Squares Calculation of the F-Ratio Test the statistical significance of the F-Ratio
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1. Components of Variation
Analysis of Variance (ANOVA) allows the decomposition of the total variance into its constituent parts:
The components of variance in this study are: 2Between Cavity = Variation due to the different cavities (Between Cavities) 2Within Cavity = Variation due to the parts within each cavity (Between Parts within Cavities) 2Total = 2Between Cavity + 2Within Cavity
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2. Calculation of the Sum of Squares

The total sum of squares is calculated as follows:
SS Total = y y
) =y
2
( y )
n
Strictly speaking the sum of squares is the sum of squares around the mean, known as the corrected sum of squares. We always use the corrected sum of squares when estimating variation.
SS Total = y 2
( y )
n
(2505.5)2 = 125612.73
50
= 62.12

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The sum of squares due to cavities is calculated as follows:
SSBetweenCav ity SSBetweenCav ity
(C ) + (C ) + (C ) + (C ) + (C ) ( y) =
2 2 2 2 2 1 2 3 4 5
np
(500.4)2 + (500.4)2 + (493.5)2 + (500.7)2 + (510.5)2 (2505.5)2 =

10 50
SSBetweenCav = 12556533 12555061 = 14.72 . . ity

C1, C2, C3, C4, C5 are the Sums for each Cavity (i.e the Sum of the 10 parts made on each cavity). np is the number of parts made within each cavity

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The sum of squares due to within cavity variation can be calculated by subtraction since:
SS Total = SS BetweenCav SS Total = 62 . 12 SS BetweenCav SS WithinCavi

ities ties
ities
+ SS WithinCavi
ties
= 14 . 72 = 62 . 12 14 . 72 = 47 . 40

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Source of Variation
Sum of Squares
Between Cavities Within Cavities Total
14.72 47.40 62.12

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3. Degrees of Freedom
Degrees of Freedom is a statistical concept relating to the number of paired comparisons required to distinguish between items. For example, we need to find the tallest person out of 3 people. 2 comparisons would be required: Person 1 v Person 2 Tallest v Person 3
We would then know who the tallest person is.
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3. Rules for Degrees of Freedom
The following rules apply to Degrees of Freedom for One-Way ANOVA:
DF for Between Factor Variation = (Number of levels) 1 (Between Cavities)
DF for Within Factor Variation = (Factor levels) x (Repeats 1) (Within Cavities)
Total DF = (Number of Individual results 1)
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3. Degrees of Freedom
Source of Variation
Sum of Squares
Degree of Freedom
Between Cavities Within Cavities
14.72 47.40
4 45
Total
62.12
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4. Calculation of the Mean Square

The Mean Square is calculated as follows:
Mean Square = (Sum of Squares) / (Degrees of Freedom)
Source of Variation
Sum of Squares
DF
Mean Square
14.72 47.40
4 45
3.680 1.053
Total
62.12
49
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5. Calculation of the F-Ratio
Source of Variation
Sum of Squares
DF
Mean Square
F-Ratio
14.72 47.40
4 45
3.680 1.053
3.49
Total
62.12
49
The F-Ratio is used to test the significance of the between cavity variation. The higher the F-Ratio, the more likely that the source of variation is significant.
F-ratio = (MSBetween Cavities) / (MSWithin Cavities) = 3.680/1.053 = 3.49

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6. Testing for Significance

We can test the significance of the between cavity variation by examining the F-Ratio, (named after Sir Ronald Aylmer Fisher).
F - ratio =
Between Cavity Mean Square 3.680 = = 3.49 Within Cavity Mean Square 1.053
Examining the F tables for F0.05,4,45 gives a value of 2.61 (this is
nearest in the tables to F0.05,4,40 )

Our value of 3.49 is greater than 2.61 so we can assume that the between cavity variation is statistically significant.
This is equivalent to saying that there is a statistically significant difference in dimension dependent on the cavity used.
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ANOVA - Minitab
Open Worksheet: ANOVA-One-Way Unstacked
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ANOVA - Minitab
Select: 1-5
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Analysis of Variance - Minitab
The p-value gives the probability of no difference between the cavity averages.
As p = 0.014 <0.05, we can conclude that there is a difference between cavity averages with 95% confidence.

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95% Confidence Intervals
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Crossed v Nested Designs
In the previous example we were investigating the effect of a single factor (cavity) on component dimension In many cases we might want to investigate two or more factors e.g. machine or operator Depending upon how the levels of one factor appear with the levels of the other factor, we can say that the design is Crossed or Nested In Crossed Designs every level of one factor occurs with every level of another factor In Nested Designs not all levels of one factor occur with every level of another factor
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Crossed Design
Factor A:- Machine
Machine 1
Machine 2
Factor B:- Operator
Operator 1
Operator 2
Factors are CROSSED because each operator works on each machine For example, when doing a Gauge R&R every component is measured by every operator so we use a Crossed analysis

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Nested Design
Factor A:- Machine
Machine 1
Machine 2
Factor B:Operator
Operator 1
Operator 2
Operator 3
Operator 4
Factors are NESTED because different operators work on each machine

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Analysis of Variance - Summary
Analysis of Variance (ANOVA) is a technique that separates all variation into individual components These components of variation can then be interpreted to determine their importance Analysis of Variance is a complicated subject and the advice of a statistician should be sought before attempting any complex analyses
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DMAIC Improvement Process
Define
Select Project Define Project Objective Form the Team
Measure
Define Measures (ys)
Analyse
Identify Potential xs
C1 C2 C3
Improve
Characterise xs
Control
Control Critical xs
10.2 Upper Control Limit
y
Effect
Evaluate Measurement System

C4 C5 C6
y=f(x1,x2,..)
Optimise xs
5 1 2 1 2 2 1 2 1 6 1 2 2 1 1 2 2 1 7 1 2 2 1 2 1 1 2 4 1 2 1 2 1 2 1 2
.. .. . .. . . .. x
10.0
9.8
Lower Control Limit
9.6 1 5 10 15 20
Analyse xs Map the Process Identify Customer Requirements

Run 1 1 1 1 1 2 2 2 2 2 1 1 2 2 1 1 2 2 3 1 1 2 2 2 2 1 1
Monitor ys
Determine Process Stability Determine Process Capability

LSL USL
1 2 3 4 5 6 7 8
y
Set Tolerances for xs Verify Improvement Validate Control Plan
Select Critical xs xx x x x x x x x x x Phase Review
15
20
25
30
35
LSL
USL
Identify Priorities Update Project File
Set Targets for Measures
Close Project
15 20 25 30 35
Phase Review
Phase Review
Phase Review
Phase Review
32

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Module-5 Analysis of Variance (ANOVA)

Copyright 2012 BSI. All rights reserved.

Analysis of Variance - Learning Objectives

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Analysis of Variance - Agenda

1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.

DMAIC Improvement Process

Evaluate Measurement System

Lower Control Limit

Analyse xs Map the Process Identify Customer Requirements

Determine Process Stability Determine Process Capability

Select Critical xs xx x x x x x x x x x Phase Review

Identify Priorities Update Project File

Set Targets for Measures

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95% Confidence Intervals

Median 49.50 49.75 50.00 50.25 50.50

Total Variance Calculation

Copyright 2012 BSI. All rights reserved.

Total Variance Calculation

y =49.6 + 49.4 + 51.1 + ............. + 50.0 = 2505.5

=49.6 + 49.4 + 51.1 + ............. + 50.0 = 125612.73

Total Variance Calculation

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2. Calculation of the Sum of Squares

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2. Calculation of the Sum of Squares

The sum of squares due to cavities is calculated as follows:

SSBetweenCav ity SSBetweenCav ity

(500.4)2 + (500.4)2 + (493.5)2 + (500.7)2 + (510.5)2 (2505.5)2 =

SSBetweenCav = 12556533 12555061 = 14.72 . . ity

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2. Calculation of the Sum of Squares

SS Total = SS BetweenCav SS Total = 62 . 12 SS BetweenCav SS WithinCavi

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2. Calculation of the Sum of Squares

Between Cavities Within Cavities Total

14.72 47.40 62.12

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We would then know who the tallest person is.

3. Rules for Degrees of Freedom

The following rules apply to Degrees of Freedom for One-Way ANOVA:

DF for Between Factor Variation = (Number of levels) 1 (Between Cavities)

DF for Within Factor Variation = (Factor levels) x (Repeats 1) (Within Cavities)

Total DF = (Number of Individual results 1)

Between Cavities Within Cavities

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4. Calculation of the Mean Square

Mean Square = (Sum of Squares) / (Degrees of Freedom)

Between Cavities Within Cavities

5. Calculation of the F-Ratio

Between Cavities Within Cavities

F-ratio = (MSBetween Cavities) / (MSWithin Cavities) = 3.680/1.053 = 3.49

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6. Testing for Significance

Examining the F tables for F0.05,4,45 gives a value of 2.61 (this is

nearest in the tables to F0.05,4,40 )

Copyright 2012 BSI. All rights reserved.

Open Worksheet: ANOVA-One-Way Unstacked

Copyright 2012 BSI. All rights reserved.

Analysis of Variance - Minitab

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