Wiley Series in Probability and Statistics Sy PES shLeraue ANALYSIS OF DESIGNED EXPERIMENTS Theory and Applications 9) Calan MiseCopyright © 2000 by Jobe Wiley & Sens, ie All iss veered Publi by Jon Wilay & 8 Published simulateousyy io Canaéa Ine Hoboken, Nev Jersey No pat of this publication may be repraduced, sere ia retrieval stem, cts ia sy fecm oc by any means electonic, mechanical, photocopying, receding, scaming. or ober wie ‘except 3 permitted under Sesion UOT o¢ 108 ofthe 1976 United States Copyright Act. without ‘her che prior site permission of the Publisher, or euthoizaion through payment ofthe MA.01923, 878.730.8400, fo 978-790-4870, oF cn the web at www.cupyrightcom. 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Tie A279 Ts 2008 51957 ae Printed inthe United Sues of America wos7esasztContents pica. Abbreviations wal Aberin aserutiowal Si . 1.2. Brief Historical Remarks / 4 ny tM se bility’? £2 14.2 Sequential Experimentation {14 1.5 Chapter Summary #15 Exercises / 16 2 Review of Elementary Statisties 20 2.1 Experiments for a Single Treatment | 20 2.1.3 Power and Sample Size Calculation / 27 2.2. Experiments for Comparing Two Treatments | 28 22.2. Matched Pairs Des 23.1. Simple Linear Regression / 42 23.2 Multiple Linear Regression / 50 24° Chapter Summary / 62 Exercises / 62 m 38aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.CONTENTS 4.2. Pairwise Comparisons / 132 st S it i Paocedunes J 103) 42.2 ‘Tukey Procedure for Pairwise Comparisons £ 134 42.3. Step-Down Procedures for Pairwise Comparisons {136 43° Comparisons with Control 139 43.1 Dunnett Procedure for Comparisons with a Control 1139) 43.2. Step-Down Procedures for Comparisons w Control {142 44° General Contrasts / 144 4A.2 Scheffé Procedure for All Contrasts #146 4.5 Ranking and Selection Procedures / 148 I Indifference-Zone Formulation { 148 45.2. Subset Selection Formulation (154 45.3 Multiple Comparisons with the Best 1155 4.6 Chapter Summary (138 Exercises / 159 Randomized Block Designs and Extensions 168 5.2 Balanced Incomplete Block De: 52.1 Statistical Analysis | 182 5.3. Youden Square Designs /- 188, a : " 54 Latin Square Designs 1 192 34.1 Choosing a Latin Square ¢ 192 SA.2 Model / 195 54.3 Statistical Analysis | 195 SAA Crossover Designs / 198 54.9. Gracco-Latin Square Des aac Ni 208aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.CONTENTS iil 11.5. Chapter Summary / 479 Exercises / 480) 12. Nested, Crossed-Nested, and Split-Plot Experiments 487 12.1 Two-Stage Nested Designs / 488, 12.11 Model / 488. 12.1.2. Analysis of Variance / 489 1.2. Thive-Stage Nested Designs / 490 122.1 Model / 491 122.2 Analysis of Variance / 492 12.3 Crossed and Nested Designs / 495 123.1 Medel 495 123.2 Analysis of Variance / 496 124. Split-Plot Designs / 501 124.1 Model / 504 124.2 Ani 124.3 Extensions of Split-Plot Designs / 508 125 Chapter Notes / 515 125.1 Derivations of E(MS) Expressions for Two-Stage Nested Design of Section 12.1 with Both Factors Random / 515 Derivations of E(MS) Expressions for Design of Seetion 12.3 with Crossed and Nested Factors £517 125.3. Derivations of E(MS) Expressions for Split-Plot Design #520 12.6 Chapter Summary / 523 Exercises / 524 is of Variance 1 505 13 Repeated Measures Experiments 536 13.1 Univariate Approach / 536 13.L1 Model | 537 13.1.2 Univariate Analysis of Variance for RM Desigas | 537 13.2. Multivariate Approach / 548 13.2.1 One-Way Multivariate Analysis of Variance £ 548 132.2 Multivariate Analysis of Variance for RM Designs / 549 13.3. Chapter Notes | 555 133.1 Derivations of E(MS) Expressions for Repeated. Measures Design Assuming Compound Symmetry | 555 134 Chapter Summary / 558 Exercises / 559aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.Preface lysis of experiments, for example, Box, Hunter, and Hunter (2005), Montgomery (2005), and Ww and Hamada (2000), so one may ask, why another book? The answer is largely personal, An instructor who teaches any subject over many years necessarily develops his oF her own perspective of how the subject should be taught. Specil= ly, in my teaching of DOE (4 popular abbreviation for design af experiments that I will use below for convenience), 1 have felt it necessary £0 put equal emphasis on theory and applications, Also, | have tried to motivate the subject by using real data examples range of disciplines, net just from engineering or medicine, for example, since, after all, the principles, ‘of DOE are applicable everywhere. Therefore | wanted to present the subject according to my personal preferences and because this mode of presentation has worked for students in my classes over the years. Acvordingly, the primary goal of this book is to provide a balanced coverage of the underlying theory and appli- cations using real data, The secondary goal is to demonstrate the versatility of the DOE methodology by showing applications (o wide-ranging areas, includ icullure, biology, education, engineering, maxketing, medicine. and psychol- ‘ogy. The hook is mainly intended for seniors and first-year graduste students in statistics and those in applied disciplines with the necessary mathematical and statistical prerequisites (calculus and linear algebra and a course in statistical methods covering distribution theory, confidence intervals and hypothesis tests, and simple and multiple linear regression). It can also serve as a reference for practitioners who are interested in understanding the “whys” of the designs and lyses that they use and not just the “hows.” ‘As the title indicates, the main focus of the book is on the analysis; design and planning, although equally if not more important, require discussion of many practical issues, some of which are application-specific, and hence are not emphs- sized to the same degree. The book provides an in-depth coverage of most of the standard topics 3n a first course on DOE. Many advanced topics such as nonnos- mal responses, generalized linear models. unbalanced or missing data. complex aliasing, and optirial designs are not covered. An extensive coverage of these topics would require a separate volume. The readers interested in these topies are 1d exercises drawn franaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.PREEACE xal Finally, T take this opportunity to express my indebtedness to all my teach- ers — from grade school to grad school — who taught me the value of inquiry and knowledge. This book is dedicated to all of them, Aur C. TAMHANE, Pepartnens of Industral Engineering & Managenten: Sciences Nortnwesters Universi. Branson ILaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.CHAPTERL Introduction Humans have always been curious about nature, Since prehistoric times, they have tried to understand how the universe around them op nd ingenuity have led to innumerable seientifie discoveries that have fundame tally changed our lives for the better. This progress has been achieved primarily through careful observation and experimentation. Even in cases of serendipity, for example, Alexander Fleming's discovery of penicillin when a petri dish in which he was growing cultures of bacteria had a clear area (because the bac- teria were killed) where a bit of mold had accidentally fallen (Roberts, 1988, pp. 160-161) or Charles Goodyear’s discovery of vuleanization of uber when he inadvertently allowed a mixture of rubber and sulfur to touch a hot stove (Roberts, 1989, p. 93), experimental confirmation of a discovery is a must. This book is about how to design experiments and analyze the data obtained from them to draw useful conclusions. In this chapter we introduce the basic terminology and. concepts of experimentation The outline of the chapter is as follows. Seetion 1.1 contrasts observational ludies with experimental stud dion 1.2 gives a brief hislory of the subject. tion 13 defines the basic terminology and concepts followed by a di of principles in Section 1.4. Section 1.5 gives a stimmary of the chapter. LL OBSERVATIONAL STUDIES AND EXPERIMENTS Observational studies and experiments are the NWvo primary methods of scien- tific inquiry. In an observational study the researcher is « passive observer who reconis variables of interest (often categorized as independent/explanatory variables or factors and dependent/response variables) and draws. conclu- sions about associetions between them. In an experiment the researcher activ manipulates the factors and evaluates their effects on the response variables. Stare Analy of Designed Experinente: Theory and Applications By Ajt C. Tambune Gopyeige © 2001 Joo Wily 4 Sons, Inaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.BASIC TERMINOLOGY AND CONCEPTS OF EXPERIMENTATION 5 between agricultural experimentation, the original setting of the subject, and industrial experimentation, the setting in which Box and his co-workers extended the subject in new directions: (a) Agecultural experiments can be performed only once or twice a year, and data do not become available until the growing and harvesting seasons are over. Industrial experiments, on the other hand, are usually much shorter in duration and data often becon mediately available, Therefore ag cultural experiments tend to be a few in cumber but large in size, while several small and sequential experiments are feasible (and preferable) in industrial settings. Many industrial experiments are performed online and hens are likely to disrupt an ongoing production process. Therefore it is preferable 9 conduct, hem sequentially with several small experimems rather xan one large experiment. In agricultural experiments the focus is on comparisons between crop va ties or fertilizers. AS a result, analysis of variance techniques. with the associated. signific: iy of means are common. On the other hand, in industrial experiments the focus is on process modeling, optimization, and quality improv. © IC ce tests of eq ment In the 1950s, a mathematical theory of construction of experimental designs based on combinatorial analysis and group theory was developed by Raj Chandra Bose (901-1987) and others. Later a theory of optimal designs was proposed by Jack Kiefer (1923~1980). ‘Around the same time, A. Bradford Hill (1897-1991) promoted randomized assignments of patients in clinical tials. Psychology, edueation, marketing, and ciher disciplines also witnessed applications of designed experiments. A random assignment of human subjects is not always ethical and sometimes not evea practical in social and medical experiments. This led to the development of quasi-experiments in te fields of psychology and education by Donald Campbell (916-1996) and Julian Stanley. The most recent infusion of new ideas in design of experiments came from engineering applications, in particular designing quality into manufactured prod- ticts, The person primarily responsible for this renaissanes is the Japanese engi- chi Taguchi, who proposed that a product or @ process should be designed so that ils performance is insensitive to Factors that are not casily controlled, such as Variations in manufacturing conditions oF field operating cow ditions. The resulting methodology of planning. and analysis of experiments is called robust design, 13. BASIC TERMINOLOGY AND CONCEPTS OF EXPERIMENTATION In designed experiments the factors whose effects on the response variable are of primary interes! are referred to as teatment factors or design factors. Theaa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.aa You have either reached a page that is unavailable for viewing or reached your viewing limit for this book.BASIC PRINCIPLES OF EXPERIMENTATION ’ Crossed Factors Nested Factors ey a x i fy \ Toy YIN By ~ Bs B: By Any two factors in factorial experiment may be erossed with eae’ other or one may be nested within the other. Ifthe same levels of wo factors are used in combination, then the factors are said to be crossed. This is possible i the levels Of the factors can be set independently of each other. In the fixture-operator example above, the factors are crossed since each operator works with each fix- ture, Suppose the fixture experiment is carried cut in two manufacturing plants and three operators are chosen from each plant. Thus the operators in plant 1 are not th: sume 4s the operators in plant 2. In this ease the operators are said to be nested within the plants, More generally, if there are G90 factors, aan B, and different levels of B sire ebserved in combination with each level of then B is said t0 be nested within A, In this case the levels of the factors ct independently of each oer because the Kevels of & are differ ent for cach Ievel of A. A schematic of these two factorial designs is shown in Figure 1.3. cannot be 14 BASIC PRINCIPLES OF EXPERIMENTATION 1 How to Minimize Biases and Variability? As noted in the previous section, the effects of treatment factors are of pri- mary interest in an experiment. However, the treatment effects may be distorted by biases or masked by variability in the respoases of the experimental units Therefore biases and variability need to be minimized in order to detect pra cally important factor effects with high probability. In other words, we need to maximize the signal-to-noise ratio. To understand how (© do this, let us look at the main components of the “noise” « Systematic biases/errors are caused by systematic differences hetween the experimental units in different treatment groups. For example, suppose « new teaching method is to be compared with a standard method by offering them in two separate sections oF a course. If which section a student registers in is ‘voluntary, then students in the two classes are likely to differ systematically for example, intellectually more adventurous ones may regisier in the new teaching method section. thus biasing the results. The noise factors on which the experimental units differ are stid to confound or bias the treatment comparisons.