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METHODSin

ENGINEERING

-..u

and

A CE

p~ W.

•

M.

J()i.-.v

'M

Statistical Methods in

Engineering and

Quality Assurance

•

Statistical Methods In

Engineering and

Quality Assurance

PETER W. M. JOHN

**A Wiley-Intersciencc Publication
**

JOHN WILEY & SONS, INC.

New York • Chichester • Brisbane • Toronto • Singapore

**In recognition of the importance of preserving what has
**

heen written, it is a policy of John Wiley & Sons, Inc. to

have hooks of enduring value published in the United

States pnnted on acid-free paper, and we exert our hest

efforts to that end.

Copyright

© 1990 by

John Wiley & Sons, Tnc.

**All rights reserved. Published simultaneously in Canada.
**

Reproduction or translation of any part of this work

beyond that permitted by Section 107 or 108 of the

1976 United States Copyright Act without the permission

of the copyright owner is unlawful. Requests for

permission or further information should be addressed to

the Permissions Department, John Wiley & Sons, Inc.

**Library of Congress CalaJoging-in·Publication Dala
**

John, Peter William Meredith.

Statistical methods in enginec:ring and quality assurance I Peter

W. M. John.

p.

cm ... (Wiley series in probability and mathematical

statistics. Applied probability and statistics section)

).

Includes bibliographical references (p.

ISBN 0-471-82986-2

1. Engillc:ering- -Statistical methods. 2. Quality control-Statistical methods. 3. Quality assurance. T. Title.

II. Series.

T1\340.16"

1990

620'.0072- -dc20

90-3371 X

CIP

i09!l76543

Contents

Preface

I.

Quality Assurance and Statistics

xv

1

**Ouality and American Business, 1
**

1.2 Competition, 2

1.3 The Reaction, 2

1.4 Total Quality, 3

Kaizen, 4

1.5

Why Statistics?, 4

1.6

1.7 The Future, 5

1.8 Gathering Information, 6

1.9 This Book, 7

1.10 Instructional Considerations, 7

1.11 Reprise, g

1.1

2. Descriptive Statistics

9

2.1

Introduction, 9

2.2 The Mean and Standard Deviation, 9

2.3 The Median and Quartiles, 11

Ishikawa's Seven Tools, 13

2.4

Histograms, 14

2.5

2.6

An Example of a Nonsymmetrical Distribution, Hi

2.7

Dotplots, 19

2.8

Stem-and-Leaf Diagrams, 20

2.9

Splitting Stems, 21

2.10 Box-and-Whisker Plots, 22

2.11 Pareto Diagrams, 24

v

vi

CONTENTS

2.12

3.

Summary, 25

Exercises, 26

**Discrete Variables, or Attributes
**

3.1

3.2

3.3

3.4

3.5

3.6

3.7

3.8

3.9

3.10

3.11

3.12

3.13

3.14

3.15

3.16

3.17

3.18

3.19

3.20

3.21

Introduction, 29

Random Digits, 29

A Mathematical Model, 30

Some Basic Probability Theory, 31

The Coin Tossing Model, 33

The Binomial Distribution, 33

Unequal Probabilities, 35

The Binomial Distribution (General Case), 36

Mathematical Expectation, 37

The Variance, 38

Sampling without Replacement, 39

The Hypergeometric Distribution, 40

Conditional Probabilities, 41

Bayes' Theorem, 42

Bivariate Distributions, 44

The Geometric Distribution, 45

The Poisson Distribution. 46

Properties of the Poisson Distribution, 47

The Bortkiewicz Data, 48

Other Applications. 48

Further Properties, 48

Exercises, 49

4. Continuous Variables

4.1

4.2

4.3

4.4

4.5

4.6

4.7

4.8

4.9

4.10

29

52

Introduction, 52

Probability Density Functions, 52

The Cumulative Distribution Function, 54

The Uniform Distribution, 55

The Exponential Distribution, 56

The Quartiles of a Continuous Distribution, 58

The Memorylcss Property of the Exponential Distribution, 58

The Reliability Function and the Hazard Rate, 59

The Weibull Distribution, 60

The Gamma Distribution, 61

vii

CONTENTS

4.11

4.12

4.13

4.14

4.15

4.16

**The Expectation of a Continuous Random Variable, 62
**

The Variance, 64

Moment-Generating Functions, 64

Bivariate Distributions, 66

Covariance, 67

Independent Variables, 68

Exercises, 69

**5. The Normal Distribution
**

5.1

5.2

5.3

5.4

5.5

5.6

5.7

5.8

5.9

5.10

5.11

5.12

5.13

Introduction, 72

The Normal Density Function, 72

The Tables of the Normal Distribution, 74

The Moments of the Normal Distribution, 75

The Moment-Generating Function, 76

Skewness and Kurtosis, 76

Sums of Independent Random Variables, 77

Random Samples, 79

Linear Combinations of Normal Variables, 80

The Central Limit Theorem, 80

The Chi-Square Distribution, 81

The Lognormal Distribution, 82

The Cumulative Normal Distribution Curve and Normal

Scores, 83

Exercises, 86

**6. Some Standard Statistical Procedures
**

6.1

6.2

6.3

6.4

6.5

6.6

6.7

6.8

6.9

6.10

6.11

6.12

72

Introduction, 88

The Three Experiments, 88

The First Experiment, 89

The Second Experiment, 89

The Third Experiment, 90

The Behavior of the Sample Average, 90

Confidence Intervals for the Normal Distribution, 90

Confidence Intervals for the Binomial Distribution, 94

Confidence Intervals for the Exponential Distribution, 96

Estimating the Variance, 97

Student's t Statistic, 100

Confidence Intervals for the Variance of a Normal

Population, 101

88

124 Tests for the Percent Defective.10 7.6 8. 129 Unknown Variances. Hypothesis Testing 7. 138 Comparing Exponential Distributions.8 8.12 113 Introduction. 104 Unbiased Estimators. 129 Comparing Two Normal Means with Known Variance.13 6. 123 The Exponential Distribution.9 8. 114 The Decisions. 125 Multinomial Goodness of Fit. 106 Maximum-Likelihood Estimates.10 8.11 7.13 7. 134 The Duckworth Test. 102 Another Method of Estimating the Standard Deviation.16 6. 127 Comparative Experiment.3 8. 136 Comparing Variances. 110 Introduction.1 7.5 8.17 7. 133 Wilcoxon's Two-Sample Test. 126 Exercises.15 8. 131 Unequal Variances.viii CONTENTS 6. 142 129 . 116 Acceptance and Rejection Regions.S 7. 117 The Choice of Alpha. 122 Tests about the Variance.14 6. 116 One-Sided Tests. 108 Exercises. 132 The Paired t.3 7.15 6. 124 Chi-Square and Goodness of Fit.8 7. 12 7..1 8. Chi-Square and Exponential Variables.2 7.Test.6 7. 120 The t-Test.7 7. 119 The Type I I Error. 140 Chi-Square and 2 x 2 Tables.11 8. 137 Confidence Intervals for the Variance Ratio.4 8.9 7. 118 TIle z-Test.4 7. 8. 113 An Example. 105 Moment Estimators. 115 Null and Alternate Hypotheses.14 7. 139 Comparing Binomial Populations. 141 Exercises.7 8.2 8.

11 9. 167 10.4 11.3 9. 172 10. 154 Average Run Lengths.2 Binomial Charts. 157 Nonnormality. Quality Control Charts 9.5 9. 148 An Example. 149 Another Example. 151 Detecting Shifts in the Mean. 145 The x-Bar Chart.15 9. 154 s Charts. 158 Process Capability. 160 Exercises.1 9.7 c-Charts. 178 Single Sampling Plans.6 The Arcsine Transformation.7 Introduction.4 9.5 Interpreting Outlying Samples. 171 10. 158 I Charts.6 9. 177 The Role of Acceptance Sampling. 175 11. 161 Control Cbarts for Attributes 10. 164 10.8 9.12 9. 165 10.7 9. 153 Alternative Stopping Rules. 156 Alternative Control Limits.16 10. 147 The R Chart.6 11.4 Variable Sample Sizes.1 144 164 Introduction. 183 177 .2 11.8 Demerits. 169 10. Acceptance Sampling I 11. 164 10.1 1] .3 11. 144 Quality Control Charts. 179 Some Elementary Single Sampling Plans.13 9. 180 Some Practical Plans. 177 Sampling by Attributes.5 11.14 9. 182 What Quality is Accepted? AQL and LTPD.3 Binomial Charts for a Fixed Sample Size.10 9. Introduction. 146 Setting the Control Lines. 174 Exercises. 156 Setting the Control Limits for an s Chart.9 9.ix CONTENTS 9.2 9.

194 An Example of Sequential Sampling by Attributes.' Combined Rules.15 12.8 12. 192 An Example. 183 The Average Outgoing Quality.12 12. 187 Continuous Sampling. 204 An Example.10 12. 203 Decision Rules Based on Runs. Further Topics on Control Charts 13. 188 Exercises. 206 203 .14 ILlS Choosing the Sample Size.3 13.13 12.2 12. 188 12. 197 The Standard Procedure. 187 Skip Lot Sampling. 201 Exercises.2 13.6 12. 197 MIL-STD-105D. 196 Military and Civilian Sampling Systems. 202 13. 199 Tightened versus Normal Inspection.5 12.17 12. 198 Severity of Inspection.5 13. 200 Switching Rules. 195 An Example of a Two-Sided Test.11 11.4 12.10 11.16 12.1 12. 191 The Normal Case.12 11.13 11. 186 Rectifying Inspection Plans. 204 . 189 Sequential Sampling.9 11. 193 Sequential Sampling by Attributes. 206 A Table of Values of ARL.3 12. 186 Chain Sampling Plans.4 13.8 11. AOQ and AOQL.1 13. 184 Other Sampling Schemes. 189 Double Sampling.7 12.6 189 Introduction. 206 Moving Averages. Acceptance Sampling II 12. 194 Two-Sided Tests.. 187 Sampling by Variables. 199 Reduced Inspection.14 12. 191 The Sequential Probability Ratio Test.9 12. 201 Acceptance Sampling by Variables.CONTENTS X 11.18 The Cost of Inspection.11 12.

233 Other Models.7 217 Introduction. 249 243 . 225 A Simple Numerical Example.15 14. 237 Exercises.14 14. 212 13. 214 Exercises.9 14. 245 More Than Two Predictors.5 15.17 14. 215 14.16 14. 207 13.13 14. 248 A Geological Example.10 Geometric Moving Averages. 223 An Algebraic Identity. 227 Estimating the Variance. 220 An Example.11 14.2 14. 235 Transformations. 231 Influential Points.7 14.10 14. 225 The Error Terms. 248 More about the Example.6 15. 209 13.8 Cumulative Sum Control Charts. Bivariate Data: Fitting Straight Lines 14. 219 Fitting a Straight Line. 218 Correlation and Causality. 232 Lines through the Origin. 228 t.1 15. 217 The Correlation Coefficient. 243 The Method of Adjusting Variables. 226 The Estimate of the Slope. 213 13.5 14.9 A Horizontal V-Mask.20 15.xi CONTENTS 13.12 14.3 14. 229 Standardized Residuals. 231 Confidence Intervals for a Predicted Value. Introduction.4 15.11 EWMA and Prediction.18 14.19 14.3 15.2 15.7 Arithmetic-Average Charts. 244 The Method of Least Squares. 247 Properties of the Estimates.4 14.1 14.Tests. 228 Sums of Squares. 232 Residual Plots. 238 Multiple Regression 15.6 14. 221 The Method of Least Squares.8 14.

7 17. 264 The One-Way Layout.4 16.2 16. 258 The Quadratic Blending Model. 267 The Analysis of Covariance.14 15.8 17.6 16. 267 The Analysis of Covariance and Regression.3 16.15 16.xii CONTENTS 15. 290 Yates' Algorithm.10 264 Introduction. 259 Exercises. 285 An Example of a 22 Experiment. 278 Three Factors. 287 Three Factors.8 16.8 15. 257 Octane Blending. 276 Interaction with Several Observations in Each Cell.9 15. 280 Design of Experiments: Factorial Experiments at Two Levels 17. 280 Exercises.5 16. 265 Which Treatments Differ'?. 292 An Example with Four Factors.2 17.6 17.9 16. 252 Fitting Polynomials.12 16.3 17.11 16.9 17. 264 The Analysis of Variance.12 15.7 16.14 17.4 17. 249 The Second Run. 279 Several Factors.1 17. 295 284 . 284 Experimenting on the Vertices of a Cube.13 16. The Printout.1 16. 286 The Design Matrix. 293 Estimating the Variance. 271 The Two-Way Layout.10 15. The Analysis of Variance 16. 288 Thc Regression Model. 255 Testing for Goodness of Fit. 270 Quantitative Factors. 294 Normal Plots. 260 Introduction.13 15. 276 Interaction.11 15.5 17. 273 Orthogonality. 256 Singular Matrices. 253 A Warning about Extrapolation.10 16. 274 Randomized Complete Blocks.

297 Seven Factors in Eight Runs.7 311 Introduction.19 17.8 IS.xiii CONTENTS 17.12 18.13 18. 319 A Nonorthogonal Fraction. 335 Inner and Outer Arrays. 328 19.1 19.9 18. 316 Thirteen Factors in 27 Runs.10 18. 333 Parameter Design Experiments.5 19. 296 Fractions with Eight Runs. 312 Three Factors in 27 Runs.18 17. 304 Exercises.6 18. 298 The L(8) Lattice. 324 Five Factors at Four Levels in 16 Runs.3 19. 311 Two Factors. 300 Screening Experiments.12 17. 333 A Strategy for Parameter Design.3 18. 318 The L(1S) Lattice.2 18. 303 Resolution V Fractions.14 17.13 17.15 Factors with Three Levels. 323 Hyper-Graeco-Latin Squares.2 19.14 18.16 17. Taguchi and Orthogonal Arrays 19.6 19. 301 Fo1dover Designs.11 1S. 321 Latin Squares.4 19. 299 The L(J6) Lattice.17 17.15 17. 337 331 . 331 Terminology. 323 Graeco-Latin Squares. 311 Fractions: Four Factors in Nine Points. 333 The Three Stages of Process Design. 304 Fractions with 12 Points.4 18. 296 Three Factors in Four Runs.20 18.5 IS. 313 Four Factors in 27 Runs. 319 The L(36) Lattice. 328 Exercises.1 \8. 305 Design of Experiments: Factorial Experiments at Several Levels 18. 324 Four-Level Factors and Two-Level Factors. Fractions.11 17. 335 Signal-to-Noise Ratios.7 18. 325 Factors at Five Levels.

11 An Example of a Parameter Design Experiment. Ill. IV.9 19. 341 Exercises. 354 F Distribution. 340 Tolerance Design.10 19. 341 Finale. Index The The The The Normal Distribution. 343 References 347 Tables 351 I. 351 I-Distribution. 356 367 . II. 353 Chi-Square Distribution.xiv CONTENTS 19. 338 The Confirmation Experiment.8 19.

using them could be intimidating and often complicated.Preface This book is designed to give engineers an introduction to statistics in its engincering applications. from 1957 to 1961. Given that hackground. statistical calculations were a forbidding chore. you can imagine how satisfying I find American industry's current surge of interest in quality assurance. it was also costly. It reflects more than 30 years of teaching statistics to engineers and other scientists. which began with my experience as the first research statistician in the laboratories at Chevron Research Corporation. My own interest in quality assurance evolved from my long-standing specialization in the design of experiments. we could not perform such tasks as multiple regression. The examples in the text cover a wide range of engineering applications. which meant that the engineer had to work through the computing section with its programmers and keypunch operators. the personal computers that most engineers have on their xv . Since returning to academia in 1961. both in formal courses at universities and in specialized courses at their plants. That aspect of the design of experiments has become the basis of off-Line quality control. with particular emphasis on modern quality assurancc. after three decades of ever-accelerating progress in both hardware and software. Almost equally satisfying is the burst of technical capabilities for the implementation of quality assurance methods by engineers at plant level-a direct result of the wide accessibility and growing power of the personal computer. a key element of modern quality assurance. Now. augmented by broad consulting experience. I have devoted much of my research to fractional factorial experiments. Why is it so exciting to have these capabilities available for the PC? Before the 1950s. People felt inhibited about using the company's computers unless they had a relatively big problem and an expert to help them. Although the mainframes facilitated wonderful progress. Then came the mainframe. Under some accounting procedures. including both chemical engineering and semiconductors. As a practical matter.

as a matter of routine. This is particularly advantageous with graphical procedures. and should. When I have more complicated problems. I can turn to SAS or to GUM. but better still. the engineers themselves can keep their data filt(s on their own disks. and most of them use it on our instructional VAX. of course. it has lately become available in a PC version. too. PETER AIL~ti/l. Hence. Texa. Not only has the PC freed engineers from the mainframes for everyday computations. Now engineers can. Parts of the last chapters on the design of experiments may look deceptively easy.v W. We are at a stage in our technological development when engineering and statistics can walk together hand in hand. both to collect their data and to analyze them. they. most engineers have little or no occasion to deal with the mainframe that may be miles away from their plants. they can apply standard statistical procedures easily and quickly. However.xvi PREFACE desks can do more easily and quickly all that the mainframes did in the late 1950s. which I find more convenient. to a word processor for composition. today's engineers can make plots that normally would have taken their fathers all day. it is even better to have convenient access to a statistician with whom to discuss problems and seek advice. using Minitab for calculations and Statgraphics for figures. It has the great advantage of being very easy for the students to use. I intend this book to help us both to do that. Even though engineers now can and should perform many of the applications independently. M. are available in versions for ~he PC with a hard disk. I also use Minitab in much of my research. I use Minitab on the mainframe for my teaching at the University of Texas. I hope that it will persuade engineers to use statistical thinking as a standard operating procedure. In just a few seconds. in addition. Then. All of the computations that I have made in writing this book have been carried out on such a PC. a few words with a statistician before you get started may save you hours of pain later. This book is only an introduction to a broad field. Moreover. JOHN . As to the more complicated problems. 1 have been able only to touch upon some of them. use statistical methods and statistical thinking on an everyday basis.

Statistical Methods in Engineering and Quality Assurance .

they probably would not have known the expression and would have said something about being sure that we kept on doing things as we had always done them. bad. They were the work of such pioneers as Walter Shewhart. Some managers 1 . industrial engineering. Industry lost interest as soon as the war was over. where the government stilI insisted on its use. and Enoch Farrell. mainly at Princeton and Columbia. We will be beaten not by price. and rejected others. 30 years ago. academic statisticians. worked on the development of acceptance sampling. Without dedication to total quality in our manufacturing companies. and they knew the conventional wisdom. But they no longer worked on quality control. Today. M. quality has beome a vital part of American industry. John Copyright © 1990 by John Wiley & Sons. That is what quality control and quality assurance were. or indifferent. of whom there were only a few.Statistical Methods in Engineering and Quality Assurance Peter W. you had asked engineers or executives what quality assurance was.1. which were then either scrapped or reworked. H. F Dodge. One hoped that they were able to spot most of the defective parts. In some industries. Two of the main techniques in quality assurance-control charts and acceptance sampling-<iate back to the i930s at Bell Labs. QUALITY AND AMERICAN BUSINESS If. If you had asked them what quality control was. we will be unable to compete in areas that once we dominated. but by inferior product quality. accepted some. as we are engaged in a life and death struggle with foreign nations that hardly existed as competitors 30 years ago. good. except for those companies that were engaged in defense work. the inspectors inspected the lots. Inc CHAPTERONE Quality Assurance and Statistics 1. that group spread out over the country to form the core of the growth of statistics in American universities. It is not too harsh to say that American industry became interested in quality control during World War 11 because the government insisted upon it. the answer would have been something about Shewhart control charts and government sampling plans. After the war. the production people churned out the parts. During World War 11. The topic was relegated to a few lectures in departments of.

2. that were not only cheaper than ours. a radical change began to take place in much of this nation's industry. Then people began to realize that the explanation was that the Japanese had done some things right. For a time. COMPETITION Then came the Japanese shock. In some companies. televisions.2 QUALHY ASSURANCE AND STATISTICS resented the expense and the hassle of this. So-called new models might appear annually with cosmetic changes. who had earned an international reputation for shoddy workmanship before 1940. the user. called back from the wilderness. began producing cars. Some Americans tried to attribute the increase in imports from Japan entirely to the alleged fact that Japan's wages and standard of living were lower than ours. Marketing sold the product. Juran had also been preaching quality control in this country and in Japan for many years.. etc. but was being completely ignored in his homeland. inflation psychology was rampant and extra costs could be passed through to the customer with no great difficulty-especially if that customer was Uncle Sam and the manufacturer had a cost-plus contract. Deming. Once the production department shoveled the product out of the plant door. an American statistician who had started the Japanese on the road to quality in 1950. and would havc been happier to ship the product as is and let the buyer beware.3. 1. One of those things was to listen to William Edwards Deming. It meant that service after the sale was often subject to cavalier neglect. M. Once Americans listened to them. The number of Japanese cars on our highways and television sets in our homes increased by leaps and bounds. It also meant that there was really very little feedback from the final buyer. Warranty and service were pushed down to the level of the local retailer or the local distributor. American manufacturers then preferred to focus on cost control rather than quality control. but often little real improvement over the previous year's product. The term total qu. Engineers began to talk of quality assurance rather than quality control. the division of functions was simple.ality entered the jargon of manufacturing. Some did not even bother to control costs. This meant two things. Juran. it became marketing's problem. chips. and to the American engineer J. THE REACTION The reaction came a few years ago. became a prophct in his own country. but worked better and lasted longer. to the manufacturing department concerning what was wrong with the items and how they could be improved. Deming emphasizes that quality requires the complete dedication of management. The Japanese. 1. He summarizes this requirement in "Fourteen Points for .

much maligned idea that the objective is customer satisfaction: to supply the customer with good product. and then doing it right-the first time. we are in a new economic age. " 1. summed it up more concisely in 1986: "Quality is knowing what needs to be done. All steps are combined in the process. James R. " and "Adopt the new philosophy. The word "customer" does not just mean the end recipient who pays for the product. TOTAL QUALITY The first of Deming's points sets the tone for total quality. . the CEO of Corning Glass Company. All workers are part of a team working together to achieve quality." The final point is "Put everybody in the company to work in teams to accomplish the transformation.TOTAL QUALITY 3 Management. No worker is an island. and not just a function of a few inspectors stationed one step before the customer shipping area. It emphasizes that quality is a matter of dedication of the whole company and all its personnel. It emphasizes the old. from the CEO down to the employee who sweeps the corridors. It demands a realization that quality is the concern of everybody." Then he boiled it down even further to two objectives: "Quality is everyone's job. Total quality means a dedication to quality by the entire company. having the tools to do it right." The first of these two objectives has far-reaching social implications." of which the first two are "Create constancy of purpose toward improvement of product and service. You also have your own customers within the plant-the people at the next stage of the production cycle. Do it right the first time.4. No step in the process stands alone. Houghton. One of the leading converts to total quality.

There is an expression "overengineering" that is used disparagingly for wasting time fussing at improving a product once it has reached a marketable state. The division head sets goals or quotas for each of his department heads: increase sales by 10%. decrease warranty costs by 15%.4 QUALITY ASSURANCE AND STATISTICS This whole concept of the workers in a plant or a company as a team is revolutionary to many people. These dicta end up as quotas or work standards at the shop level. who writes on excellence in manufacturing. Simply ordering the workers to do this or that is now seen to be counterproductive. sometimes with unwise. WHY STATISTICS? How is kaizen achieved'! It is achieved by integrating the research and development effort with the actual production facility and devoting a lot of time and money to "getting the process right" and then continually making it better. 1. 1. Why the pervasive use of statistical methods? Where does statistics come into this picture other than just in teaching people how to draw Shewhart charts? The distinguished British physicist Lord Kelvin put it this way: . The Taylor model is sometimes called management by control.5. points out that some authorities consider this Japanese trait the single most important difference between Japanese and American business. The new thrust in management requires a fundamental change of style. American manufacturers have tended either to go for the big leap or to stop caring about improving the process when they think it is good enough to do the job. The key factor is the pervasive use of statistical methods. Total quality involves workers in a cooperative effort. Tom Peters. Its essence is the breakdown of the manufacturing process into pieces that are then bolted together in a rigid hierarchical structure. with initiative encouraged and responsibility shared from top to bottom. insertions and modifications from middle management. and perhaps unauthorized. KAIZEN The fifth of Deming's points is "Improve constantly and forever every activity. The CEO gives his division heads a profit objective and down the line it goes.6. and so on." The Japanese call this kaizen. meaning continuous searching for incremental improvement. It is certainly not a part of the Frederick Taylor model of scientific management that has dominated managerial styles in American manufacturing since it was introduced at the beginning of this century.

where old dinosaurs are being replaced by small speciality firms that have found niches in the market for high-quality items. less famous. Hunter of the University of Wisconsin. We mentioned Corning Glass earlier. when you cannot express it in numbers. Quality assurance now has official recognition. THE FUTURE Some of us who have been involved in the quality revolution have asked each other. once collected. Many other. named after the late Secretary of Commerce. The United States has now established the Malcolm Baldrige award for quality. with his disciples. 1. in our gloomier moments. It has been won by several of the companies that have become household words in this country. Motorola. you know something about it. Taguchi. who. and a host of other major companies. then lose its appetite for quality assurance and go back to its old noncompetitive ways until another crisis hits'? There are grounds for increased optimism. your knowledge is of the meager and unsatisfactory kind." But perhaps the most cogent summation is that of W. 3. Every year the Japanese present their prestigious Deming Award to the company that makes the greatest impact in quality. how should they be analyzed? 4. G. who said: "1. changes must be made in the way things are presently being done. We could add Westinghouse. Now Japan's principal leader in quality control is an engineer.7. We should like to have good data to serve as a rational basis on which to make these changes. The twin question must then be addressed: what data should be collected.THE FUTURE 5 "When you can measure what you are speaking about and express it in numbers. Key examples may be found in the steel industry. once back on track. It was awarded for the first time in the fall of 1988." Quality assurance pioneer Deming was trained as a statistician. . and. There have been well-publicized success stories in other industries besides semiconductors. 2. whether or not this is perhaps a passing fad. G. Will American manufacturing. but when you cannot measure it. companies are achieving outstanding results from their emphasis on quality. Ford. Among the winners was a major semiconductor producer. of which more will be said in the last three chapters. vigorously advocates his program of statistically designed experiments. If quality and productivity are to improve from current levels. Statistics is the science that addresses this twin question.

the Wall Street Journal carried an advertisement from Ford giving a list of their suppliers in the United States and other parts of the world-Mexico. Quality is working its way down to the small subsubeontraetor. developing the mathematical theory. Fewer than 15% are worker-related. if . There are data out there.6 QUALITY ASSURANCE AND STATISTICS Concern about quality is becoming pervasive. Quality pays. Two statistil:s can be cited in support of this principle. the data should be obtained in an organized way so that their yield of information shall be as rich as possible. The second. Juran has said for some time that at least 85% of the failures in any organization are the fault of systems controlled by management. Lately. and. They necessarily learned to conduct experiments in its presence. And that is before taking into account sales lost through customer dissatisfaction. and management is learning that.8. It should be a long while before they forget it. The statistician can help to extra<-1: all the information that is to be found in the data. GATHERING INFORMATION If we are to improve our manufacturing processes. Shewhart's great contribution was to educate engineers about the existence of variability. We cannot just sit in our offices. In some companies the cost of poor quality-the cost of the twin demons SCRAP and REWORK -runs somewhere between 20 to 30% of sales. For them it was the reality of variability in weather. in weights of pigs from the same litter. Better still. Customers demand and expect quality from their manufacturers. We are working. in soil fertility. he is doing an experiment and getiug some data. When an engineer nudges the temperature at one stage of a plant by a degree or so. Liechtenstein. On the day that this paragraph was drafted. whether we like it or not. in the presence of variability. Manufacturers demand quality from their suppliers and train them to produce the quality parts that they need. and more-who had won Preferred Quality Awards for the quality of the parts that they supplied to the automotive manufacturer. They have to be gathered and analyzed. When another engineer uses a catalyst bought from another manufacturer. and then turn to the computers to solve the differential equations. she is doing an experiment. They may not realize it. down to the grass roots of American manufacturing. Brazil. more telling statistic came from James Houghton. we must learn more about them. he has tended to increase that earlier figure of 85%. American management has been learning that statistic the hard way. Engineers conduct experiments all the time. 1. Agricultural scientists already kncw about natural variability.

They consider how to conduct experiments to determine the best conditions for the operation of the process.. where it is widely used. TillS BOOK There are 19 chapters in this book. That means carrying out experiments at the manufacturing level. The last chapter.9. operating conditions. Taguchi in Japan. 1. This is the procedure for designed experiments developed by G. Box. will help to choose a designed experiment to yield good data. a procedure that Sir Ronald Fisher introduced 60 years ago to design and analyze agricultural experiments. Those topics deal with passive quality assurance. fitting models to the data by the method of least squares. The last six chapters point the reader toward active quality assurance. Chapters nine through thirteen deal with the traditional topics of quality controlcharts and acceptance sampling.10. is mainly devoted to the so-called Taguchi method. nineteen. 1. these chapters focus on the developments of the past 40 years in industrial applications by George Box. The sampling procedures tell whether the incoming or outgoing batches of product meet the specifications. The charts tell whether the process is moving along under statistical control.INSTRUCfIONAL CONSlDERA TIONS 7 given the opportunity. Chapters seventeen and eighteen are about factorial experiments. INSTRUCTIONAL CONSIDERATIONS There is enough material in this hook for a two-semester course. i. Chapters two through eight can be taken as a course in probability and statistics designed for engineers. The Taguchi method combines the ideas developed by Fisher." The design people have made one batch of the prototype device under lahoratory conditions. Although based on the work of Fisher and Frank Yates. How can the process be improved'! Chapters fourteen and fifteen arc devoted to regression. Chapters sixteen through nineteen are concerned with off-line quality control. Cuthbert Daniel. and others. preferably optimum (whatever that really means).e. The semiconductor industry is full of horror stories about devices that have been designed miles away from the future fabricators and "tossed over the transom. . That procedure has become the basis of modern experimental design. Now let the manufacturing engineer make their design manufacturable! But how'? The manufacturing engineer has to learn more about the process and to find good. It is now used increasingly in the west as well. The instructor who has only one semester will necessarily make some choices. Chapter sixteen is an introduction to the analysis of variance. and others with some new insights and emphases by Taguchi to form a systematic approach to conducting on-line experiments.

However. 1. analyzing that data correctly. and communicating the results to the user so that valid decisions can be made. Those techniques for designed experiments are fundamental to the improvement of manufacturing processes. one could postpone the last half of chapter eighteen and some of the specialized topics in the two chapters on regression. or at least to omit the sections on sequential sampling in the latter chapter. For example. In the last part of the book. REPRISE Why do engineers need to learn statistics? We have mentioned some reasons earlier. he could omit some of the more advanced and specialized topics in chapters three through eight. . If the students already know some statistics. We have to gather good data and interpret it properly. The emphasis in the later sections would depend on the focus of the course. any more than a general can make good decisions on the battlefield without good intelligence. any modern course in statistics for engineers should include the material in chapters seventeen and nineteen.8 QUALITY ASSURANCE AND STATISTICS For example. Others may elect to omit the advanced topics on control charts in chapter thirteen. You cannot make good decisions about quality without good information. judicious cuts could be made in the assignment of introductory segments. Less thorough coverage could be accorded the chapter on analysis of variance. preferably by properly designed experiments. That is what statistics is all about: gathering data in the most efficient way. some instructors may choose to leave out all of the material on acceptance sampling in chapters eleven and twelve.11.

x"' the mean. we show how the points can be presented graphically hy a histogram and also in several other ways.. Two of the most commonly used statistics for describing a sample arc the mean and the standard deviation.. Then. An obvious candidate is the average of the 80 observations. is defined as _ "" XI fl' X=L. 2. This used to be a chore. 2.1 shows the daily yields (percent conversion) in 80 runs in a chemical plant. characterize the data. In the next sections. INTRODUCTION In this chapter.- 9 . There arc two ways of doing this. The other is by using graphical methods. we derive some numbers (statistics) that summarize the data points. First. Table 2. The name mean is short for the arithmetic mean. THE MEAN AND STANDARD DEVIATION The word statistic is used to describe a number that is calculated from the data. these are only 80 numbers. which is written as i.2. or x-bar. we make this set of 80 numbers more intelligible in two ways. but nowadays computers have made it easier. It is the simple average of the data. We can calculate from the sample certain important statistics like the mean and the standard deviation that.1. Inc CHAPTERTWO Descriptive Statistics One picture is worth more than ten thousand words. John Copyright © 1990 by John Wiley & Sons. we discuss how one might summarize and present a large sample of data. in some sense. M.Statistical Methods in Engineering and Quality Assurance Peter W. calling for hours of tedious tabulation. One is by words and figures. which at first glance convey little.1. We use this data set to iIIustrate the ideas throughout this chapter. If there are n observations denoted by x I ' x 2 ' ••• . As they stand.

1 72.. x-bar = 71. or (1"2.5 75.7 72.is the deviation of the ith observation from the population mean. the variance is estimated from the sample by n (The hat denotes that the expression is an estimate from the data.5 69.1 72.0 69.7 76. Le.4 74. -.8 76.7 68.6 63.5 72. The population mean is often unknown and has to be estimated from the data.8 69.8 70.6 74.1.9 70.4 73.1. as x.is known. Our set of data is a sample of 80 observations from that unknown population.0 77.8 77. so we redefine dev x.x. . but it is very hard to be absolutely consistent in this notation.JJ.4 66.0 80.5 72.5 77. The set of all possible daily yields of the plant forms a statistical population.9 71. we could also have written x = ~.5 73. or center of gravity.5 70.9 76.3 72. observations.4 70.3 70. to denote the names of variables and lowercase.7 60.438.6 74.8 76. For the set of data in table 2.0 70.2 68. . The variance and standard deviation of x are measures of the spread of the data. X. represents the center of a distribution of mass along the x-axis.9 67.9 66.7 68. n.3 68. .3 69.1 73.7 68.9 74. When JJ.8 73.1 72..1 73. It is denoted by V(X).0 71. the sample mean provides a good estimate of JJ-.4 68. The average of the squares of the deviations is the variance of X..5 70. Its average is the population mean.9 70.5 77.) The mean represents the center of the data in the same way that the centroid.0 69.6 69. the deviation from the sample mean. to denote values that the variables actually take. denoted by the greek letter JJ-.5 78.4 68.3 73.7 69.4 68.7 69.4 75. Then the variance is estimated by the sample variance A The divisor is n . x.5 69.1 73. We try to use uppercase \etters.0 73.3 69. (We say more about the criteria for "good" estimates in later chapters. we do not know JJ-.10 DESCRIPTIVE STATISTICS Table 2.5 75.9 71. If the sample has not been taken under unusual or biased circumstances.) Usually.1 74.6 75.0 68. t 76.2 70.4 61.5 65. Yields of 80 Runs in a Chemical Plant 71.2 where the summation is over the values i = 1.8 71.1.1 rather than n because x-bar has been used instead of JJ-. = x.1. 2.2 68.4 66.7 73.5 64. For any observation x" the quantity dev x.5 68. .

and 9. I..25(x(21) -. 1.25. any number 4.II THE MEDIAN AND HIE QUARTILES We see later that dividing by n would give a biased estimate-an estimate that is. the sample median is clearly defined.. with only five ohservations. and so we define QI = x(2() + O. We define Q I and Q 3 in the following way. THE MEDIAN AND THE QUARTILES The median is another measure of the center of the data. Approximately one-quarter of the points are below it and approximately three-quarters are above it. and take the middle observation-the third one. 4. ~ 8 will satisfy the definition. 2. For example.75 and so Q3 is defined by .35. 1. 8. the quartiles divide it into quarters. For this set of data. The standard deviation.79. _ x= X(I) + X(I+l) 2 In the example of table 2. . If we only have four observations. the median is defined as X=X(t+l)' If n = 2/.(_I) = 68. 4. too low. u = 20. If n is odd. is the square root of the variance.. Suppose that the data are written down in order and that X(I) is the ith largest observation.2. = (X(40) + X(41» 12 = 71. u. 4 = 60. If u is an integer. s = 3.925. when N = 80. For example. As before.8. on the average. The first quartile.X(20» 3x Similarly. A less ambiguous definition follows. If n = 2t + 1. and 9. The median is the second quartile..4. 8. The sample median is a number with the property that there are as many points above it as below it. although we use a different method when we come to set up Shewhart charts. Q I ' lies to the left of the median. Just as the median divides the data into two halves. It is usually estimated by s. 9. we use linear interpolation. and 2. J. Let u = (N + 1)/4.3.1. then and If u is not an integer. the points are arranged in ascending order. 3u (20) + x. we arrange them in ascending order.

quartiles. but they are not universal. the quartiles.350 MAX 80.175.925 STDEV 3. etc. it takes only one or two typewritten commands to read a data set into the work sheet. the maximum. Some authors refer to all the observations in the bottom quarter as constituting the first quartile.423 . There is another possibility for confusion about quartiles..438 MIN 60. Individual statistics can be obtained by typing MAXI Cl.1. With N = 80. In the Minitab package. They mean that you must be in the top 25% of the class. maximum. = x (hO) +X 2 (hI) = 74.700 MEDIAN 71. Those are the definitions that the Minitab package uses. Others interchange Q1 and Q3' so that Q I > Q3' High school counselors may say that you have to be "in the first quartile" of your high school class if you are to go on to college. and the minimum are called order statistics. the trimmed mean (TRMEAN) and the standard error of the mean (SEMEAN).175 SEMEAN 0. the standard deviation. They place the quartile midway between the observations immediately above and below it. These statistics are easily obtained on personal computers. The points that divide the data into ten Table 2.3. as is shown in table 2.000 TRMEAN 71. One sets the data in the first column and types the command DESCRIBE Cl.3. We have defined a quartile as a particular value that separates one-quarter of the data from the remainder. Statistics such as the median.1. Some other packages interpolate differently when u is not an integer. and minumum values and two other statistics that arc introduced later.05. or MINI CI. the data and the results of calculations are contained on an imaginary work sheet.788 03 74.546 01 68. they define and Q .75(x(61) - X(60) + 3X(61) 4 X(60» = 74.12 DESCRIPTIVE STATISTICS QJ = X(/iO) + O. Description of the Yield Data N 80 MEAN 71. median. The machine prints out the mean. If you are in the habit of storing your data in computer files.

2. It would be quite appropriate. Control charts fall under the last category. 5. You might also choose to stratify the data by making separate charts for men and women. you make a mark in the F row. The tally chart has long been used for counting how many objects in a group fall into each of several classes. to present the breakdown of the grades as a histogram. The tally chart is only one step removed from the histogram. If the first student got B.. They involve no deep mathematics and arc rarely mentioned in mathematical statistics courses. it is discussed in section 2. How many of the components that were rejected failed for which of several defects? How many votes were cast for each of several candidates? How many students in a large class got A. which is the topic of the next section. scatter plots. 6. making the sct of five look like a gate. B. and there are the totals for the various grades. you make a vertical mark in the B row. The first four marks are vertical. and we can also use percentiles. His seven tools are the following: 1. These are simple graphical tools. but their visual impact is simple and directly useful.11. graphs. whose use is enhanced by modern computers. If the second student failed. 7. you count the number of marks in each row. tally sheets (or check sheets). cause-and-effect diagrams. and then you take the exams one by one.. The Pareto diagram is another type of bar chart. On a piece of paper. . after tallying. you make rows for A. it is exceeded by 5% of the data.4. For a batch of incoming students at a university. Pareto diagrams. The counting is usually made easier by counting in groups of five. C. Each student is a dot on . or bar graph. and graphs. ISHIKAWA'S SEVEN TOOLS Ishikawa (1976) proposed a kit called "The Seven Tools" for getting information from data. After you have gone through all the papers. Scatter plots demonstrate the relationships between two variables. one can plot the entrance examination scores in English and mathematics with English along the vertical axis and mathematics along the horizontal. and so on. 3. or F? The idea is simple. or for graduates and undergraduates. 4. histograms. B. the fifth is a diagonal mark through those four. D.ISHIKAWA'S SEVEN TOOLS 13 groups are called deciles. 2. using linear interpolation if needed. The ninety-fifth percentile may be defined as the observation in place 95(N + 1)/100. stratification. .

usually of equal width.. The first interval runs from 59. It was obtained by typing the command HISTOGRAM C1.:ure 2. There is no agreement on .g. using one symbol for engineers and another for arts students. machines..S. The resulting diagram looks like the backbone of a fish..1.0 + 1).E OJo~.llnll1g MACIIINI~~ Mixer -~---r---------. Is there a pattern? Do the points tend to lie on a line.0 (=60.0 (=60. The program has arbitrarily elected to use intervals of length 2. one could use stratification. 60. The second interval runs from 61. 61. the graph. It contains one observation..1) to 61. and so on. or do they fall into the shotgun pattern that suggests independence? Again.14 DESCRIPTIVE STATISTIC'S INSPEcnON Tn.----"""'7-~ [)EFECIS Rcpcunncn Trauung PWPI. that we are concerned about the number of defective items being produced. PAINT Fi. The area of the rectangle is proportional to the number of observations in the interval. showing that scores in the two subjects are highly correlated. 2. A rectangle is then erected on each interval. An example is shown in figure 2. and then lines for subsubareas. men. the value 61. HISTOGRAMS One way in which a sample can be represented graphically is by using a histogram.7. Would that suggest a pattern? A cause-and-effect diagram looks like the diagram that students in English grammar classes used to draw to analyze sentences.0 and also contains one observation. Suppose. Then we draw diagonal lines running to it to denote major areas that lead to that defect.0 centered on the even integers. for example. materials..1 shows the histogram for the data of table 2.0 .0 to 63. We draw a horizontal line on a piece of paper to denote the defect.0 occurs in both intervals.4.1.1. Minitab prints the histogram sideways.. figure 2. As we have phrased it.8. The range of values taken by X is divided into several intervals.4.1. e.. and maintenance..5. and so these cause-and-effect diagrams arc commonly called fish bone diagrams. Into each of these diagonal lines we draw lines for subarea'.:l. Fishhonc diagram.

Several other things should be noted about these histograms.0. but it gives the user freedom to choose 10. This difficulty is illustrated by figure 2. The interval with the most observations is called the modal interval. NUMBER OF OBSERVA nONS 1 * I 2 4 12 19 12 14 9 5 1 * ** **** ************ **** **** *********** ************ ************** ********* ***** * Figure 2.. 66. 76. Minitab puts points on the boundary in the higher interval.2. Minitab has 12 observations in the interval centered on 68 and 19 in the interval centered on 70. The number of intervals is also arbitrary. 74. Minitab puts it in the upper interval.5. this too happens with samples of data from symmetric distributions. handling this. 72.1 are usually almost symmetric.0 < x"'.0 that are treated differently in the two packages. The distribution of the yields appears to follow the bell-shaped curve that is associated with the Gaussian.0 < x ~ 63.1.35.I. or normal.15 HISTOGRAMS MIDDLE OF INTERVAL 60. Statgraphics puts it in the lower interval. The difference between the two is a matter of choice. 7R.44 and 71. 70. 69. It has a slightly different shape. In this case. The normal distribution is discussed in later chapters. so that the intervals are 59. J..0. 80.0. it is a symmetric distribution. Other programs put them in the lower interval.S. . 68.. Histogram for table 2. There is an observation at the boundary. Some authors suggest counting them as being half a point in each interval. We have already noted that the sample mean and the sample median (71. 62.1. 61. Statgraphics suggests 16 intervals for this data set. For example. Similarly.0 . the modal interval is centered on 70. 61. 64.. which shows another histogram for the same data set obtained with Statgraphics. respectively) are close to one another. It is not a question of one writer being correct and the other wrong. The histograms of samples of normal data like that in table 2. distribution. Most software packages can give you intervals of your own choosing by a simple modification in the histogram command. there are two observations at x = 73. Statgraphics has 13 in the former interval and 18 in the latter.

8 72.- 10 5 ---------I--~ I I I I I I _1. we might have doubted that .4 67. figure 2.2._I ..-- . They are given in thousands of dollars in table 2. I I I i <:r J: . _ . In this case. The histogram. If these had been measurements of the yield of a chemical plant.. Frequency histogram.l.6 81 Yields Figure 2._ _ _ _ _ _ _ _ _ .5. The prices are listed in descending order. It is obvious that the two highest priced houses are markedly more expensive than the others.16 DESCRIPTIVE STATISTICS I I ____ J ___________ 15 I I ~-- .2 76. Suppose that we can regard this list as typical of a realtor serving clients in the middle and upper income brackets in those days. _ .6. AN EXAMPLE OF A NONSYMMETRICAL DISTRIBUTION Some years ago a realtor listed in the Austin American-Statesman newspaper the asking prices of all the houses that he had on his list.1. there is a clear explanation of such outliers--there are always a few expensive houses on the market for the wealthy buyers. 2. shows those two houses appearing as outliers.6. 59 63.6..

100. according to whether or not the head football coach was included in the sample.900 71. 180.000 61.950 74. . the median is a better estimate of how much one should expect to pay for a house than the mean.000 144. in the case of a sample from a symmetric distribution.500 59.000 139.500 51.900 225. 140.500 95. 240.950 67.500 66. 60.17 AN EXAMPLE OF A NONSYMMETRICAL DISTRIBUTION Table 2. the coach has less effect on the median.000 79. 80. Each provides an estimate of a central value of the distribution. We saw earlier. It is skewed with a long tail to the bottom.900 60.6.950 119.1. For a nonsymmetric distribution. the mean will vary considerably.950 53. that the sample mean and median are close to one another. 220.500 114. one can argue about what is meant by a central value.000 154.000 49. A case can be made that.500 77.000 110.500 125.950 70. 260.950 178.500 129. This is because the median is much less affected by outlying observations.500 62.950 51.900 156.950 275.900 87.950 94.000 69.500 74.500 88.500 85. 160. The histogram also shows that the distribution is not symmetric. If one takes a small sample of faculty incomes at an American university.6.000 104.950 71.950 they were valid and gone back to the records to check whether mistakes had been made in recording the observations.1. MIDDLE OF INTERVAL 40.500 122.500 55. Histogram of house prices.950 92.950 48.000 65.000 79.950 124.000 54. 280. 120. for an ordinary person coming to town.000 89. NUMBER OF OBSERVA TIONS 3 *** 18 ****************** 15 *************** 7 ******* 8 ******** 4 **** 2 ** I * 1 1 0 0 2 * * ** FIgure 2.500 96.450 57.950 56.950 195. On the other hand. House Prices (in Thousands of DoUars) 208.000 74.900 52.900 129.500 94. 200.000 93.900 73.200 76.950 69.91X) 39.500 134.000 149.500 62.

some of which may be erroneous observations. Although the sample mean can be shown to be a more precise estimate mathematically when all the observations are valid.8 5. her highest and lowest MIDDLE OF INTERVAL 3. some scientists go further and use trimmed means. The DESCRIBE subroutine that was llsed in section 2. Histogram of natural logarithms of house pril:es. such as Olympic gymnastics. respectively. The median moves only from (xpl) + x(32»/2 to (x(3() + x(3I)/2. or to provide a more rohust estimate of J-L. which is symmetric. When the two most expensive houses are removed. The reason is that the calculation of the median never involved the outlying values directly.0 5. This is obtained by dropping the largest 5% of the observations and the lowest 5% and finding the mean of the remaining 90%. The median is said to be a more robust statistic. some packages trim as much as the upper and lower 20% of the data. It can be argued that the median itself is essentially a 50% trimmed mean because all the observations are trimmed away save one! Sports fans wiII note that in some athletic contests. the four highest and the four lowest observations were dropped. a small change in the middle of the data.: $97.0 4.430.546 as opposed to the mean of the whole set.6 3. The median decreases to S78.925 . . Indeed.lJ25.982 i and == $79.6. Each competitor is evaluated by a panel of several judges.2.6 4. among other statistics.4 4. some statisticians prefer the median over the sample mean.3 gave. it is more sensitive to outliers. a decrease of 6%. In this example.25%. where the observations are close together. 71. a loss of only 1.18 DESCRIPTIVE STATISTICS The mean and the median of the house prices are . the rating of each competitor is a trimmed mean. the mean drops to $91. The amount of trimming is arbitrary.8 4. even when estimating the population mean for a normal distribution.2 4. the trimmed mean is 71.2 5. the 5% trimmed mean of the yield data.998.f::.4 NUMBER OF OBSERVATIONS 1 1 10 12 12 7 X 6 2 1 * * ** * *** * ** * ************ ************ ** **** * * * ** * * ** ****** ** * Figure 2. This is why.

00 . i 68. we can try a transformation.. the curve is still skewed.00 •• ---.2 shows the histogram of In(price) with the two highest houses omittcd. This second histogram is more like a bell curve than the first. If it is important to have a variable that has a bell-shaped distribution..2 shows dotplots of the first and third rows of table 2.00 80. 72.1.l. -~-~ 60. The engineer draws a horizontal scale and marks the observations above it with dots./ 76. Row .6...i • ••••• -f--.7.00 72. I selected the third row on purpose to illustrate this point: there may actually have been an improvement in the variance during that period.-. 2.7.1 shows a dot plot of the last 10 yields in table 2.1. Figure 2. Figure 2. Dotplots arc also useful when comparing two samples.i- ~·i 64. DOlplot (If rows 1 and 3 -+ _.7.1 on the same horizontal scale. Dotplot of row 8. her rating is the average of the remaining scores. of course. • .1.0() I<lgure Z. DOTPLOTS The dotplot is a simple graphical device that is rather like a quick histogram. It is. It is very easy to make and is useful when there are fewer than 30 points. we see immediately that the averages of the two TOWS arc about the same. One possibility is to replace the price by its natural logarithm.. important that the engineer decide on the level of trimming before looking at the data and not after seeing the observations and forming an opinion.00 •• I 74.7..---. It is a simple diagram that can be made on any piece of paper without any fuss.00 68.00 • . Figure 2. RowX I 76.00 • •• . but the third row has less variation than the first row.00 • _+_ .7.19 OOTPLOTS scores arc discarded (trimmed).00 Figure Z... Even when we omit the two highest houses.2. It has been suggested that this is a precaution against outliers caused by unduly partisan judges. We have no reason to expect that the housing prices should follow the normal bell-shaped curve..-..- I Row:1 78.j 70. but it seems to have been temporary ..00 • • ••• • • • -+ -. • • •• •• ·1 --.

In the example.0000 1 2 REPRESENTS 12. W. Stcm-and-Ieaf display of house prices. stars. In ascending order. respectively.8. The Minitab program. The diagram is shown in figure 2. 54.000. or rectangles. 51.1. . Tukey (1977). the digits are written as leaves.6.8. 49.1. and 280 at the end as high values. with the command STEM C1.1. the data are now 39.. 48 and 49 become stem 4 with leaves 8 and 9. 52. 275. On the other hand. The histogram only has diamonds. 39 is leaf 9 on stem 3.20 DESCRIPTIVE STATISTICS 2. 195 is leaf 5 on stem 19. 280 . In the stem-and-leaf diagram. there has to be a stem every $10. the stems have to come away from the trunk at unit intervals. 48.8. We now illustrate the procedure for the house price data in table 2. There are two main differences between the histogram and the stem-andleaf diagram. We begin by rounding the price of each house down to the number of thousands by trimming off the last three digits. 53. 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 9 89 112345679 012256799 01134446799 5789 234456 4 049 24599 49 49 46 8 5 HI 225. STEM-AND-LEAF DIAGRAMS A variation of the histogram was introduced as a tool in exploratory data analysis by J. This can be considered a point in favor of the stem and leaf because it shows more information without adding more clutter to the picture. The other digits form the stems. The last digit of each trimmed observation is called a leaf. This means STEM-AND-LEAF DISPLAY LEAF DIGIT UNIT = 1.. 51. 1 3 12 21 (11) 30 26 20 19 l6 11 9 7 5 5 4 4 Figure 2..275. It is called the stem-and-leaf diagram. separates 225.

Note that stems 16 and 18 have no leaves. the diagram may not have room for them. This is a matter of sales tcchnique-$99.000. If there are not many data points. we have counted 21 observations from the low end of the data.000.0000 t 2 REPRESENTS 12.9. Tukcy has a method for splitting stems into five smaller stems. 7* contains observations 70 and 71. the stem and leaf draws attention to the fact that the curve may have two maxima. SPLITTING STEMS If there are too many leaves on a stem. the stem-and-Ieaf diagram may have too many intervals. 7* 7T 7F 7S 1 3 9 30 (14) 36 20 11 2 1 7.950 is less alarming to a potential customer than $101. LO 60 2 6* 3 5 6T 6F 6S 6. the histogram suggests a smooth curve.000 to $110. 7S contains 76 and STEM-AND-LEAF DISPLAY LEAF DIGIT UNIT = 1. be a good idea. 7T contains 72 and 73. Figure 2. The seventh stem contains the median. there are 11 observations to go. The first column of the figure gives running totals of the number of observations from the ends. In this example.1. 7F contains 74 and 75. Stcm-and-lcaf display for table 2. 8* 45 6667 888888888889999999999 ()(}()()()()OOO 11111 2222222333333333 444445555 666667777 8 o Figure 2. which may.1.9. There is only one house in the $100. The seventh stem has been split into five shorter stems. .1. Once we have passed the median.1 illustrates this for the chemical data in table 2.21 SPLl1TING STEMS that there tend to be more intervals in the stem-and-Ieaf diagram than in the histogram.9.1. with a maximum at about $71. we start to count from the high end of the data.1. This makes it easier to compute the median. Each yield is rounded down to an integer by trimming the last digit. By the time we have reached the end of the sixth stem. which makes it hard to determine the general shape of the distribution of the observations. At the end of stem 12 (the beginning of stem 13). or may not. 2.000 range. (11) indicates that the stem has eleven leaves.

10.1. The whiskers protrude in either direction until they reach the next observed value before the fence. respectively. . Notice Tukey's choice of symbols for the last digit of the integer: * with 0 and 1. F with 4 and 5.6. Box-and-whisker plot of chemical yields in table 2. contains 78 and 79. QJ . This plot emphasizes the spread of the data.10. The left-hand whisker goes as far as the second lowest observation.05. and the high and low values.QI) are called the upper and lower fences. In the box plot of the houses data. or hinges. It shows the median.5( Q 3 . Box-and-whisker plot for houses data in table 2. BOX-AND-WHISKER PLOTS Another of Tukey's graphical representations is the box-and-whisker plot.25. The horizontal lines coming out from either side of the box are called whiskers.10.1. In this example. 60.2. which is considered to be unusually low by a criterion described in the next paragraph. and QJ = 74. The box-and-whisker plot of the chemical data is shown in figure 2.925 = 5.QI) and QI . lies beyond the fence. + * 72 68 M 80 76 Yield in percent Figure 2.1.35. 7. with 8 and 9.68. 60. which Tukey calls hinges.10.7.175 -. I.Q I is called the interquartilc range. and so the fences arc 68. The box is the rectangle in the middle of the diagram.0. I. it is classified as a low value and marked with an asterisk. the three outliers are all on the high side. T with 2 and 3. The median is denoted by +. the median is 71.7. The two vertical ends of the box are the quartiles.10.5( Q 3 .2.22 DESCRIPTIVE STATISTICS 77.175. One observation.05 and 74.875 = 61. 2. the quartiles. which is shown in figure 2. The asterisk at the far left denotes the lowest value. QI := 68.875 = 82.111ds of dollars Figure 2. 61. Recall that for this data set. finally.8.1. and. the right-hand whisker goes as far as the largest observation. which is 80. The H-spread is 74.925 .925.7.175 + 7. QJ + 1. --I * + ** i 50 100 150 200 250 Prices inlhoui>. or H-spread. S with 6 and 7. .

925. 76 72 64 - I -.-------. We recall that the median is $79. .$90.000. and the fences are at $62.400 and $123.0 66. MulLiple box-and-whisker plots for three samples.10. The lower fence is negative and we have no observations below it. Multiple box-and-whisker plots. the left whisker.0 72.240.lgure 2.. leaving the three highest values marked by asterisks. $195. therefore.240 = $213. The right whisker stops at the fourth highest observation.840.3.0 69.0 75.-- Row .23 BOX-AND-WHISKER PLOTS i- + ** 8 I + [- + ------~I--------~I------~I--------+I--------~------Cl 63.900.000 + $90... stops at $39.000. Q3 = $123.240 =-$27.4.840 .10. The hinges are Q\ = $62.0 "'igure 2.

In most processes. as manifested by distance between the hinges. We inspect some of the items produced and set aside those that are nonconforming or defective.1. With small samples.24 DESCRIPTIVE STATISTICS It is sometimes convenient to make box and whisker plots of several samples on the same scale. there are several types of defect that could cause an item to be rejected as nonconforming. We are not going to be able to eliminate every type of defect at once.11. One should be careful not to read too much into the appearance that the variance for sample 3. He called this phenomenon "the rule of the vital few and the trivial many. and 8 of the data in table 2.3 shows such a multiple plot for rows 1. The essence of the analysis is to record the number of each type of defect found in the nonconforming items that were rejected and then to make a chart rather like a histogram that will emphasize clearly the important types. is much less than the variance for the other two samples. Figure 2. An obvious step is to reduce the number of items produced that do not conform to specifications. M. which he named in honor of the Italian economist and sociologist Alfredo Pareto. Which should we work on first? J. multiple box-and-whisker plots may raise more questions than they can answer.4 goes a step further and shows. argued that only a few types of defect account for most of the nonconforming items. Analysis of Defects Type of Defect Insulating varnish Loose leads Solder joint A Solder joint B Resistor 1 Resistor 2 Capacitor Number Reported Percent Cumulative Percent 54 40 39 20 9 7 29 15 7 5 40 68 83 90 95 5 4 99 2 1 100 .l gives a set of data from a group of 97 nonconforming items from a production run. 2.10.10.11." and introduced Pareto analysis.1. Table 2. PARETO DIAGRAMS One of the main purposes of a quality assurance program is to reduce the cost of poor quality.3. Juran. in a figure. one of the pioneers of quality assurance.1. box-and-whisker plots for each of the eight rows considered as separate samples. Note that there Table 2. considered as three separate samples.1 t. Figure 2. Remember that there are only ten observations in each of these samples.

.4 CL1 Cl2 Cl3 Cl4 CL5 CL6 d:: Cl7 Figure 2.I I .12. we have discussed some methods of presenting data sets graphically. .7 I 108. followed by x-y plots for bivariate data and residual plots in the two chapters on regression. With a few easy commands on a personal computer.- . and the solder on joint A between them account for over 80% of the defects. J..8 .11. The corresponding chart is figure 2. The methods used in the main part of the chapter were histograms. 0 .. dotplots." Not many years ago. In later chapters. it took an hour or more to calculate the mean and variance and to .89. and thirteen. stem-and-Ieaf plots.6 . allowing for false starts and interruptions along the way.9 .L I - . loose leads. I I I 81.1. are more than 97 defects recorded because some items had more than one.11. Pareto chart. The table shows that insulating varnish. - - -~. and box-andwhisker plots. _ J ____ . . _____ ___ . The sets consisted of observations on a single variable.. ~ c ~ ~ 40 54.1. ten. ~_l.. such as percent conversion or housing prices. Control charts appear in chapters nine. I . we mention other types of plots.J~ ____ . 2. each of these plots gives the viewer a simple visual summary of the data that provides a picture of "how the data looks. SUMMARY In this chapter. _ I I t 80 60 I I ~ (j ~ .2S SUMMARY 100 136 I ~..

Now that these simple graphics take only a few minutes at the terminal that is conveniently situated on one's desk.0 12.9 12.4 14.1 12.4 14.0 13. 2.8 13.7 16.7 15.4 13.7 14.2 16.0 14.1 if.8 16. and standard deviation. and standard deviation if you rounded off each observation to the nearest integer.5 14. Always have a good look at your data set before you try to do anything complicated with it! EXERCISES 2.0 12.2 14.5 15.4 15. During World War II.6 13. median. there would be little change in the values of the mean.5 14.0 14. 2. thin slices of mica were used as dielectric material in condensers for radios.4 14.8 17.8 16.7 17.5 15.7 18. 15.2 14.2 17.2 2.0 from each observation before making your calculations (and added it back to obtain the mean and median). Verify that you would get the same results in exercise 2. The following data set is made up of measurements of the thickness of 100 strips of mica in onethousandths of an inch.3 18.0 15. and even longer to make a histogram.2 15.6 17.5 ]2.6 13.4 13.6 16.2 tS. An engineer takes a sample of 19 wafers and measures the oxide thickness.4 15.6 16.8 15.9 17.6 15.3.2 L4.0 15.3 13.3 13.9 15.2.9 15.3 15.1 15.26 DESCRIPTIVE STATISTICS locate the maximum and minimum and potential outliers in a large set of data. median.6 15.2 10.1. in angstroms. Verify that in exercise 2.5 11.4 16.8 12.8 13.6 15.4 14.5 15.3 14.6 14.3 18.0 t3.7 17. Make a histogram of the data and calculate the mean.8 16.1 13.1 15.5 13.2 16.1 15.3 16.7 16.5 14.6 13.5 11.6 13.6 15.4.4 19. The reported thicknesses.0 18. there is no excuse not to make them a routine first step in any analysis.0 14.3 16.9 15.7 15.1 15.1 14.6 17. are 1831 1839 1828 1800 1831 1813 1850 1817 1816 1832 1781 lR32 1874 1578 1876 1821 1847 1823 1848 .1 16.9 15.5 16.2 13.4 14.1.S 16.8 16. Perhaps that was an excuse for a busy engineer not taking the time to do it.8 14. for convenience.8 13.0 14.5 13. you subtracted 10.

S. median.4. 2. The observation 1781 is the only observation below 1800.9. In both plots. 2.10.7. the engineer decides. standard deviation. On the other hand. Make a box-and-whisker plot of the data in exercise 2. Explain why the maximum observation is flagged as a possible outlier.9. Does the data set seem to have the traditional bell curve (the normal distribution)? 180 215 179 193 247 222 189 262 202 211 183 219 193 188 187 182 184 17] 201 185 160 207 208 249 231 209 241 185 243 ]89 285 258 264 223 175 218 214 183 211 257 228 231 187 219 204 155 199 202 189 205 2.5. make a new dotplot and a new box-and-whisker plot. there are appreciable changes in both the mean and the standard deviation. the median is unchanged and the trimmed mean and quartilcs increase slightly. the observation 1578 is obviously an outlier.27 EXERCISES Obtain the mean. Make a box-and-whisker plot of the data in exercise 2. median. trimmed mean.4 (after 1578 has been excluded) and use it to find the median and the quartiles. standard deviation. and the quartiles for the remaining ]8 wafers. Make a stem-and-Ieaf diagram for the 18 observations in exercise 2. the trimmed mean. hut the minimum observation is not. that 1578 is an invalid observation and that he is justified in throwing it out. . Suppose that after investigation. why is it not starred as an outlier in the box-and-whisker plot? Note that when we drop the outlier. Make a histogram of the following set of observations and use it to find the median and the mean. Does this set of data approximate a bell-shaped curve? The observations arc the reciprocals of the obser4 vations in exercise 2.7. Find the hinges and fences. 2. Make a histogram of the following set of 50 observations and use it to find the median and the quartiles.6. Do that and recalculate the mean. 56 47 56 52 40 45 53 38 50 47 55 46 52 53 53 55 54 58 50 54 63 48 48 40 43 48 41 54 41 53 35 39 38 45 57 46 47 55 47 39 44 65 43 53 46 49 50 50 53 49 2.7 multiplied by 10 and rounded. and the quartiles of the data. Make a dotplot and a box-and-whisker plot. in exercise 2. 2.

A plant has ten machines working a single shift. This sounds encouraging. Find the mean and median lifetimes of the components tested. and 25% of the components lasted more than twice as long as specified. Sixty of the components are put on test and their lifetimes are given below.11. Make a histogram of the data. but what fraction of the data fails to meet the specification? This suggests that it is not enough just to look at the sample average. In a week.12. 15 213 434 722 1108 1576 2217 3159 72 241 452 723 1171 1601 2252 3215 74 270 464 877 1316 1631 2316 3832 99 285 504 959 1328 1657 2684 100 302 526 1024 1410 1893 2858 127 361 652 1051 1451 1975 2862 195 366 666 1075 1463 2059 2873 195 430 704 1087 1529 2076 3088 4295 2. the following numbers of defects were noted for the ten machines. .28 DESCRIPTIVE STATlSnCS 2. The average exceeds the specification by 27%. together with the standard deviation and the quartiles. with an average of 20 defects per machine A2 F 67 B 5 G 15 C 54 o H13 I 10 12 E 8 K 14 Make a Pareto diagram that provides a graphical illustration of the importance of focusing on machines C and F. An electric component is specified to have an average life of 1000 hours.

either too long or too short. . 1. but unusable if its length is outside that interval. as opposed to values over a continuous range. take values anywhere in a certain range. Y will not take the same value every time. Y. We now develop some theoretical background for discrete variables. X. 29 . of each rod. The reason that I chose the third digit rather than the last was that I was not sure whether the phone company held back some numbers ending in zero for test purposes. A rod may be usable if its length lies in the interval 109 mm :s Y:s 111 mm. The inspection can now proceed in two ways. 3. The inspector can record the actual length. An inspector takes a sample of rods from the production line and measures the lengths. 2. the last digit but one. INTRODUCTION Suppose that we have a process for manufacturing metal rods and that we are concerned about the uniformity of the rod lengths. Hence. Continuous variables are discussed in the next chapter.Statistical Methods in Engineering and Quality Assurance Peter W. I took the right-hand column from several pages (for convenience). Thus.1 shows 320 digits taken from the Austin phone book.. John Copyright © 1990 by John Wiley & Sons. perhaps. the inspector may classify each rod as either good or bad. and then I took the third digit after the prefix in each number. The customary terms are defective or nondefective.. in the sample. Because the rods will not have exactly the same length. Inc CHAPTER THREE Discrete Variables.2. RANDOM DIGITS Table 3. X is said to be a discrete random variable. the inspector is sampling by variables.. A simpler alternative is sampling by attributes. It takes only integer values 0. in which case it is said to be a continuous random variable. or Attributes 3.1. acceptable or not acceptable. M.2. . The inspector may record the number of defective rods. i. Y is a random variable. In the jargon of quality control. It may.e.

'requencies of OccurreO(:es of Digits o 40 1 2 36 29 3 33 4 5 6 7 1:\ 9 29 34 32 30 31 26 . P(X = i). .. it is. and so on. more generally.1.1 shows the actual frequencies of occurrence of the digits. We do not claim that. as a consequence of this probability law.. . The probability distribution of the random variable X in this example is called the multinomial distribution. for the probability that X takes the value zero.. This implies that each value 0.. Table 3. It is a generalization of the binomial distribution that is discussed later. in the sense that each of the ten values is equally likely to occur. The probability model for the process is given by P(O) = P(l) = P(2) = .. one-tenth must be 1.. In this example. = P(9) = 0. A plot of them appears as Table 3.3.30 DISCRETE VARIABLES. exactly one-tenth of the digits in our sample must be O. for the probability that X takes the value i. .1.2. called a random variable.3. and. the probability law is simple. or P(i).3. or law. another tenth must be 2. or P(O).1. 9 has probability 0. OR ATIRIBUTES Table 3.. We write P(X = 0).9 according to a probability model. 320 Digit. 1. 2. 3. Some go further and call it a uniform discrete distribution because all the probabilities are equal. Taken from the Phone Book Number of Zeros 1620 3076 9104 6773 4114 2269 7510 4305 1516 8796 6761 4255 7063 94H5 1573 1589 4879 2140 8518 6H07 6089 0325 8966 6136 2476 6699 5270 3992 6298 6370 5308 4241 4741 0722 2024 3073 7673 3733 6653 8068 8350 1449 5518 7781 5272 1663 3902 3472 0546 9131 5659 0158 0863 2118 t085 0480 7957 0229 2440 1042 2953 8593 9706 5054 1057 8404 0037 8534 8008 2191 1938 8227 7 4 6 1301 5198 4590 6081 5253 5343 8764 1013 6 5 3 4 5 It is reasonable to think that the digits ought to be evenly distributed. .. A MATHEMATICAL MODEL Suppose that we regard this data as a sample of the output from a process for producing digits. therefore. X takes the values 0. 1. We may also say that X has a particular probability distribution. That is clearly not so. Let X denote the value of a digit.1.

1. Is this unreasonable? The answer to that question can be shown to be no.1. Similarly. tossing a die can be regarded as an experiment with six outcomes. In section 7. we expect that each digit should appear about one-tenth of the time. or outcomes. We should also expect that out of the 40 digits in each row.3. the set of possible results of the experiment is . ]5. The deviations of the frequencies from 32 that we see in this particular set of data are not unreasonable. figure 3. we present a statistical test for the hypothesis that this set of data did indeed come from a process with equal probabilities.4. Out of the lotal of 320 digits in the sample. It has ten possible results. In the general case. the number 0 should occur four times. each digit should have occurrred about 32 times. SOME BASIC PROBABILITY THEORY We can also look at this from the point of view of an experiment. It occurs more often in the first row than in any of the others.31 SOME BASIC PROBABILITY THEORY o 2 3 "lgure 3. In only one of the rows are there fewer than four zeros. On the other hand. Is that unreasonable? 3. The experiment consists of picking a digit.3. 4 FI'~qu~ncics 5 6 7 8 9 of digits. and yet 0 occurred 40 times and 9 appeared only 26 times.

2. Suppose that E2 is the event that X is odd. which occur in both sets. 3) with probability 0. For example.16. It consists of 52 cards. those points have zero probability. The union of E. EI n E2 is the set (1. E. A simple part in an electronic system can have two kinds of defect. among the various points. Thus. In this example. Some might get no jam at all. The latter answer is wrong because the ace of spades has been counted twice. U E2 • It is the set of all points that are in either El or E 2 .20. We are given that P(E J ) = 0. It follows that P(E C ) ==}.. S is a set of discrete points. Of the parts offered by a supplier.6 = I . An event. it is the set of points of S that are not included in E and corresponds to the event that E does not occur. These probabilities satisfy two requirements. or product. and 3.4. X = 1 or 3 or 5 or 7 or 9. and E2 be drawing an ace. A probability. 5. of which 4 are aces and 13 arc spades. peEl) === 13/52 and P(E2 ) ==4/52. peel n E 2 ) = 1/52. The probability that the event occurs is the sum of the probabilities of the points in the set. 30% have an output defect. we must be careful not to count twice points I and 3. One can picture a I-pound jar of probability jam being ladled out. An event is said to occur if the result. not necessarily in equal portions. 2.P(E). of the experiment is one of the points in the set. either an input defect or an output defect. E e is the event X>3.P(E). not (13 + 4)/52.7. and let E2 be the event that a part has the output defect. or E2 occurs.1) Example 3. What is the probability that a part will have no defects? Let El be the event that a part has the input defect. we can consider an ordinary deck of playing cards. or outcome.e.32 DISCRETE VARIABLES. They are nonnegative and their sum is unity. 9) with probability 0. ]. P(E 1 ) = P(X s 3) = P(O) + P(l) + P(2) + P(3) = 0. or. and E2 is written E. In computing the probability of EI U E 2 . which consists of the points 0. The following formula expresses this: C (3. more precisely. For a discrete variable. In this case. The number of points in S may be either finite or infinite. and 10% have both defects.2. OR ATIRffiUTES called the sample space and is denoted by S.4. The ace of spades is the only card in EI n E 2 . the event El might be the event X S 3. As another example. An example in which S has an infinite number of points appears in section 3. 7. i. is assigned to each point of S. . of EI and E2 is written as El n E 2 • It is the set of points that are in both EI and E 2 . It contains six points. or both. 1. 20% have an input defect. El U E2 is the set (0. Let EI be the event of drawing a spade. is a set of points in S. but peEl U E 2 ) = 161 52. We can now define unions and intersections of events.4. a probability measure. The event E is the complement of E. in the digit example. The intersection. it occurs if either E. 3.1. it occurs only if both EI and E2 occur. Its probability is 0.

3. The probability that a digit from the set 0.0.30 . 9 will be even is one-half.1 is the number of even digits in a group of 4. and the value 0 if the digit is odd. Alternatively.1.ins three even numbers.5. The mathematical model for drawing a digit at random from that set of possible values is the same as the model for tossing a fair coin.1 is based on the data in Table 3. from equation 3.5. The probability that a part will have at least one defect is. The first entry in the table is 3. THE BINOMIAL DISTRIBUTION The random variable.20 + 0.60. 7. The random variahle recorded in Table 3. 2. the behavior of X follows the probability law P(O) == P(I) == 0.5.1 is the number of even digits in each set of four. In both examples. 5. and X = 0 if the coin shows a tail.30. 9) or even (0. 8). 0 3.2.40 .5.1.2. 1.10 = (l.5. 3. It follows that the probability that a part will be free of defects is 1.7.1 is 1620. X = I if the coin shows a head. and let X denote the number of heads that appear. 6. 4. and P(E J n E 2 ) = 0. THE COIN TOSSING MODEL Table 3. Let X take the value 1 if the digit is even. which conta. This time the digits have been classified as odd (1. 2.40 = 0.1. P(E J U E 2 ) = 0. This is equivalent to observing the number of Table 3.10. This is the simple coin tossing model.33 THE BINOMIAL DISTRIBUTION P(E 2 ) = 0.5.4. 3.000. the same as the probability that the digit will be odd.6. 6. that is observed in table 3. since the first set of four digits in Table 3. 320 Digits Taken in Groups of 4 (Number of Even Digits) Numher of Twos 3 2 2 3 2 2 2 1 2 1 0 I 3 0 2 I 4 I 1 4 3 3 1 2 3 1 2 2 2 2 3 2 I 2 4 1 I 2 4 1 2 1 2 2 2 2 0 2 3 3 2 2 2 3 2 0 4 1 I J 2 3 2 0 2 2 1 3 4 2 4 2 3 1 3 1 1 3 1 2 6 8 7 11 . 4. toss a fair coin once. X. 8. 5.

1. HHTH. The probability. HTHH. . each has probability 1116. HHHT. HTTT THHH.1. Frequencies of Occurrence of Value.i 10 o Figure 3. nTH. that X takes the value 0 is the same as the chance of tossing four tails in succession. We multiply the probabilities of tails on the individual tosses.6..34 DISCRETE VARIABLES. __ I __ 30 ~ I 20 . but not with equal probabilities. TITT 40 __ JI _______ .. TI'HT.6.. P(O) == ( ~)(! )( !)( !) = -h = P( 4) .. TTHH. I. THHT._. OR ATfRlBUTES Table 3. THTT.6. . S. P(O). The numbers of times that these five values occurred arc shown in table 3. THTH. 4. 3. The points arc HHHH. They arc equally likely.. HTTH. Frcqucncies of values of X. I. HHTT. HTHT. of X X= 0 1 Observed frequency We expect 5 5 21 20 3 2 32 15 30 20 4 7 5 heads that occur when a coin is tossed four times. has 16 points. X takes the five values 0. The sample space. 2.1 and in figure 3. .6..

HTHT. and X == 5? 5 There are 2 == 32 points in the sample space. UNEQUAL PROBABILITIES The binomial distribution was introduced in the previous section from the coin tossing model. 4/16.35 UNEQUAL PROBABILITIES x = 0 for the point TlTf. 0. In a set of 80 observations. Finally. X = 0 occurs only at the point lTITT. THHT. corresponding to the values taken by X with probabilities 1/16. or a "sequence of trials. X = 3. 1/16. One might ask the following question. 3. What are the probabilities that X = 0. replace all the nonzero digits by ones. three places out of five for the heads can be found in 5!/(3!2!) = 10 ways. Hence. HTTH. If the data were given in the form of a sequence of zeros and ones. exactly two heads occur at six points: HHTT. P(l) == P(3) = 4/ 16. THTH. That is a special case of a more general model.1.2. X = 3 requires three heads and two tails. how would you decide whether the process is operating under control at a 10% defective rate? In the general case. and 90% that are nondefcctive. represented by zeros. which takes the . HTHH. Now we have a sample of data from a process that produces 10% zeros and 90% ones. TfI-IT. we should expect X = 2 to occur (6/16)(80) == 30 times.6. A fair coin is tossed five times." in which each trial has exactly two outcomes. THTI.l. We can think of it as representing the output from a production process that produces 10% defective parts. the statistician thinks of a process. HHHT. Exactly one head in four tosses occurs at each of the following four points: HTIT. 1. Again. Example 3. 2.5. while X = 3 at THHH. HHTH. 4. Thus. 11TH. 6/16. An alternative version of the sample space would be the five points. P(3) = 10/32.7. called success or failure. 4/16. The random variable X is said to have a binomial distribution. This time. and so P(2) == 6/16. P(O) = 1/32 = P(5). 0 3. Associated with each trial is a random variable X. The probability of a head at each toss is 0. we use the data in table 3. respectively. TTHH. This topic is developed further in the next two sections.

Thus. We saw in table 3. 3.90. If we toss a fair coin nine times and observe tails each time. a case could be made for the argument that a sequence of nine tails in succession is strong evidence that the original assumption of p = 0. It would not be reasonable to argue that. since the probability of one head and nine tails in ten throws is greater than the probability of ten tails.10. which is the number of sequences with H twice and T twice. quality control engineers are more interested in focusing upon the number of defectives produced by a process than on the number of nondefectivcs. the probability of a sequence with one head and three tails is pq3. As a practical matter. The system is postulated to have no memory.. They apply this model with defectives classified as successes.10 in the example and q = 0. the chance of a head on the tenth is greater than a half. By generalizing this for p ¥. THE BINOMIAL DISTRffiUTION (GENERAL CASE) Suppose that we have a series of n independent Bernoulli trials with probability p of success at each trial. This would lead one to conclude that p is considerably less than 0. that X == 1 occurs for four sequences. the probability of a head on the tenth throw is still 0.0. OR ATIRIBUTES value one if the trial is a success and the value zero if the trial is a failure. and so P(l) = 4/16.50. Indeed. we multiplied p2q2 by 6. and so P(l) = 4pq3 . named after the Swiss mathematician James Bernoulli (1654-1705).5. Each sequence has probability 1/16.5 is false.5. To compute P(2). and let X denote the total number of successes in all n trials. In the coin tossing model with "heads" as the successful outcome.e.8. the number of ways of choosing .5 and to bet on tails for the tenth toss. the example ill the first paragraph of this section would have p = 0. The probability of failure at each trial is 1 .p. We have described what is known to statisticians as a sequence of Bernoulli trials.36 DISCRETE VARIABLES.90.5. which is often denoted by q. p = q = 0. each of which has the letter H once and the letter T three times. That argument takes us into the area of hypothesis testing and decision making. If we were to classify a defective as a failure. X is said to have a binomial distribution with parameters nand p. We argued. for example. The idea that the trials are independent with constant probability of success is important to the argument.5.1 an example of a binomial variable with n = 4 and p = 0. It is not reasonable to bet in favor of heads on the tenth throw. which is the topic of chapter seven. i. and with the probability of any part being defective denoted by p. they would have p = 0. and q = 0. The probability of success is the same for each trial and is denoted by p.

:: h+ ~ + ~ + ~ + ~ + r. If we wish to have x successes in n trials. Let X be the number that shows on the top face. X takes the values I.I( n _ x. and the probability that X = x is .17-3. =:: 1) =:: p E(X. denote the number of successes on the ith trial: P(X. (3. and it is hoped that the values of p are small. let X. Consider throwing a single die. 2. The mathematical expectation. x n. ::= 0)::= q .19. It is denoted by E(X). this is the number of combinations of two objects out of four. 3. Under those circumstances. (3.5. we should expect to have 32 zeros.2) . =:: 3.37 MATHEMATICAL EXPECfATlON two places out of four for the successes. each with probability 1/6. 3. For a discrete variable. We do state that if we were to throw a fair die for hours on end. In the language of permutations and combinations. and adequate.) =:: and (l)(p) P(X. the formula for E(X) is £(X) ::.p q P) . or expected value.: 2: xP(x) . 6.: x!(n . MATHEMATICAL EXPECTATION We said earlier that out of 320 random digits. the number of sequences available is n! C(n..9.9. to use the Poisson distribution as an approximation to the binomial.1) where the summation is made over all values x that X takes. Mathematically. + (O)(q) =:: p. In practice.5 . In a series of Bernoulli trials. 5.x)! In quality control work. x) =:: )' x.9. We do not believe that we shall ever see the die showing three and one-half points. it is easier. the values of 11 may be rather large. it is defined by the center of gravity of the probability distribution. 4. weighted according to the probability law.-x (x ::. we should not be surprised to see a few more or a few less. Then £(X) ::. then the average number of points per throw would be approximately 3. of a random variable X is the long-term average of X. The Poisson distribution is discussed in sections 3.

(3. X is the sum of n independent variables XI' •• .· . then Y == 3X. whence V(X) + [E(X)]2 = p . and so X 2 •• E(X) = E(X + £(X 2 ) + .9. E( X2) = 12 . (3. In practice.4) This is merely a matter of change of scale.2) [E(X)l2 .10.5) 3. m 2 .38 DISCRETE VARIABLES. OR AITRIBUTES For a binomial distribution... == np J ) .E(X)f} = E(X2) = E(X2) - 2£(X)' £(X) (3. and so E(Y) = 3£(X). (3. and if Y = a 1 X J + a 2 X 2 + . If X has been measured in yards and if Y is the corresponding measurement in feet. This definition is compatible with the definition that was given in chapter two.. respectively. .. " then ••• .9. p . If XI' X z . are random variables with expectations m 1 .3) The following properties of expectations are easily verified. For a single toss of a coin. The variance of a random variable X is V(X) = (J"2 = £ {[X - (3. Definition. P + 0 2 • q :::. If a is some constant. E(aX) = a£(X) .1) E(X)f} .10. and E(X) = p.p) = pq .p2 = p(l. THE VARIANCE We are now able to give a more formal definition of the variance of a random variable.10. we note that EUX .9.

Suppose that a batch consists of only six items. If a and b are constants.10.9. The inspector sets each item aside after it has been tested. With this scheme. and if Y = a1X 1 + a 2 X 2 + . for example. for the second item. respectively. then V(X) = V(X 1 ) + V(Xz) + . (3. = npq . the denominator is N-.11. if the testing of the items is destructive. for the second item..4) and (3. which is independent of the parts that have been sampled so far. it is quite possible for the same item to be counted more than once before the inspector has reached the quota. we should have p = 2/5. we should have.10. If the inspector returns each item to the batch after examination and then draws the next item from all N members of the batch as before. the probability of drawing a defective item remains constant because the composition of the batch from which the inspector is choosing is unchanged. " then m2. This was the basis for deriving the binomial distribution. Clearly. If the first item chosen were defective. sampling with replacement is impossible. p. of which only two are defective. SAMPLING WITHOUT REPLACEMENT In acceptance sampling by attributes.. The alternative is sampling without replacement. However. However. We have argued until now that the probability of drawing a defective part at any stage of the sampling is a constant. of defectives in the sample. of which three arc defective.39 SAMPLING WITHOUT REl)LACEMENT For independent variables. stretching a piece of yarn until it breaks in order to determine its strength. there would now be five items left in the batch.5) o 3.4) Applying equation (3. where N is the size of the . and the next item is drawn from the remainder of the batch. V(aX + b} = aZV(X) (3.1. When the first item in the sample is chosen.5). of N items and observes the number. we see that if X is a binomial variable with n trials and probability p..4). X. as. or batch.3) . (3. the sample can be drawn in two ways. we have sampling with replacemelll. {J = 3/6. and if Xl' X 2 ' ••• are independent random variables with expectations m I ' •. If the first item were nondefective.10. we can develop properties of the variance that parallel equations (3.• .9.1O. p = 3/5. an inspector draws a sample of n items from a lot. In computing p for thc second item.

000 arc women. the number of combinations of three out of six. n . N. Let x be the number of defective items in the sample. so that P(x) = C(d.x) C(N.3333185.x) ways.x nondefectives out of N . On the other hand. for P(x). and 0 so the desired probability is 9/20. What is the probability that it will contain two defectives and one nondcfective? We can choose two defectives out of three in three ways. THE HYPERGEOMETRIC DISTRIBUTION Example 3. n) ways. both of which are close enough to 113 for practical purposes. suppose that a large university has 45. which is the number of combinations of two items out of three. x) ways. Altogether.d nondefectives. n .001144. suppose that a random sample of three items is drawn. Of these 20 ways.40 DISCRETE VARIABLES. the probability of selecting a woman will he either 14. but a model based on the change in batch size and content. It can be shown that the sum of these probabilities for the various values of X is indeed unity and that E(X) = ndl N.999.dare nondefective. hence. We can choose x defectives out of d in C(d. or distribution. 3.000 are men and 15. and the number of defectives are not very small. When a second student is chosen. When the batch size. n) (3. or 15. and that we draw a sample of n items.x of N . 3 x 3 = 9 give us the sample that we seek. we can choose one nondefective out of three in three ways.9991 44.d. the binomial model is still a good enough approximation to the real world to justify its use. The correct model would not be the binomial model. the name hypergeometric for this distribution. of whom 30. or the hypergeometric distribution.12. That model is called the hypergeometric law.999 = 0.333363. and a sample of n items out of N in C(N.1) The algebraic expression in the numerator resembles an expression that appears in classical mathematics in a term in the hypergeometric series.12. of which three arc defective. the numerator depends on the result of the first drawing. The sample of n items contains x out of d defectives and n .din C(N .12.000 students.d. suppose that we have N items of which d are defective and N . Returning to the batch of six items. we can choose a sample of three out of six in 20 ways. In the general case. We wish to find the probability law. Similarly. n .: 0. x)C(N .1. That is a simple example of the hypergeometric distribution. even if we sample without replacement. . The probability that a student chosen at random will be female is 1/3. OR AITRIBUTES original sample.

L2 == 0. The two events are not independent. A is the event that the first item is nondefective.2) Mathematically. the ratio has no meaning if peA) = O. We sce from the data that P(A) == 0. This is an example of the basic law of conditional probability: P(AB) == P(A)P(BIA) = P(B)P(AIB) .048.1) Substituting the values given above. In 12% of the components. We writc this as P(BIA) == 2/5. Example 3.67 . In 8% of the components. If the first item is defective. In 40% of the components. 0 .08 = o. Let A' denote the complement of A. in C this case. the second resistor is defective. CONDITIONAL PROBABILITIES Suppose that in the previous problem. Event B can occur in two distinct ways. If P(BIA) = PCB). and p(AIB) = 2/5.13. and P(AB) = 0. the probability that the second item is also defective is 2/5. the event that A did not occur. i. We see that P(AB) == 1/5 == P(A)P(BIA). PCB) = 0. then p(AIB) = peA) and P(AB) == P(A)P(B).c. (3. A supplier is manufacturing electronic components.40) = 0.1. The notation P(BIA) means the conditional probability of event B. either it is preceded by A or else it is preceded by A c. Hence.12)(0. both resistors are defective. we calculate P(B) == n)0 ) + n)( 0 = } .13. P(BIA ) == 3/5.12.41 CONDITIONAL PROBABILITIES 3.. In that case. P(BIA) = P(AB) peA) 0. Let AB denote the joint event that both items are defective (we drop the symbol n).13. (3. An inspector examines a component and finds that the first resistor is defective.40.08. What is the probability that the second resistor will be defective also'? Let A be the event that the first resistor is defective and B the event that the second is defective. p(AIB') = 3/5. They would have been independent only if we had P(AB) = (0. and B is the event that the second item is defective. we say that the events A and B are (statistically) independent. The components each contain two resistors. we define P( B IA) as the ratio P( A B) / P( A). A denotes the event that the first item drawn is defcctive. given that event A has occurred.13. PCB) = P(A)P(BIA) + P(A')P(BIA') . the first resistor is defective. C Similarly.

We notice that B has occurred. Let B be the event that the component is defective.1 leads us in the direction of Bayes' theorem. From equation (3. It is defective. if the first experiment has a set of outcomes A the theorem becomes P(A.42 DISCRETE VARIABLES.1). peA) is the prior probability of A. P(A)P(BIA) PCB) - PCB) .14. Example 3.IB) = P(AJP(BIAJ 2: P(A (3. Its importance has been realized in the last half century.13.13. that the component came from Dallas.2) h )P(BIA h ) In equation (3. BAYES' THEOREM Example 3. (3.1. occurred would provide no information about the occurrence of A. and published in 1763. P(A)P(BIA) p(AIB) = P(A)P(BIA) + P(AC)P(BIA") More generally.14. The second has outcomes Band B". Unfortunately. What is the probability that A has occurred also? We wish to calculate the conditional probability p(AIB).2).- peA IB) - P(AB) _. and applying equation (3.14. The theorem seems at first to be just a routine exercise in manipulating formulas. and so you have to buy the remaining 20% from another supplier in Houston who makes 10% defectives. If A and B are independent events.14.1). It is our revised value of the probability of the occurrence of A in the light of the additional information that B has occurred. It enables us to make use of prior knowledge in our probabilistic calculations.13. It is called by various authors Bayes' theorem. P(AIB) is the posterior probability of A. OR ATfRlBUTES 3. The first has outcomes A and A". It is the probability of the occurrence of A before we know whether or not B has occurred. he can only supply 80% of your need. the knowledge that B has. On the other hand. or outcome.14. or has not. and that probability would remain unchanged. What is the probability that it came from the supplier in Dallas'? Let A denote the event. but you cannot read the serial number. Suppose that there are two experiments. . after his death. You pick a component at random.•. If you did not . It was proved by the Rev.1) I' A 2' . Bayes' rule. . You purchase most of them from a supplier in Dallas who is on record as producing only 5% defectives. Your company uses a large numher of a certain electronic component. and Bayes' formula. Thomas Bayes.

Applying Bayes' theorem. P(A/B) would fall to about 2%. What is the probability that he actually has the disease'? Let A be the event that the patient has the disease.999)(0.001)( 1. Because of the comparatively good quality record of the Dallas supplier. chosen at random from the population. If P(A) were 0.13.06. in this example. Some diagnostic tests are not perfect. This can lead to unfortunate consel\uences.8~?ci~·0~' == 0.13. By equation (3.000) P( A / B ) == ---0.2. If we assume that there are no false negatives. A young man. Suppose that one young male in a thousand has a certain disease that has no obvious unique symptoms.001. PCB) = (0.67 . the prior probability is peA) == 0. P(B/A) = 1.005% (one-half of one percent) of false positives. then. PCB) == (0. Let B be the event that he tests positive. in some cases. that a patient has a disease when that is not so. takes the test and is rated positive. and that the routine test has probability 0. (0. = O. Another example occurs in medical statistics.005) + (0. you would argue that peA) = 0. In medicine.l66~L Only one-sixth of the men who test positive actually have the disease! 0 P( A /lJ) is strongly influenced by the rate of false positives and the rareness of the disease.1).80. They may give a small percentage of false positives.0001 (one in ten thousand) and the rate of false positives were the same.001)( 1.14.20)(0. this means that the test may indicate. P(B/A") = 0.0(0) == 0.43 BAYES' THEOREM know whether the component was defective.005995 . P(AIB) = (0. It is important to notice the assumption that the young man was chosen at .005995 . By equation (3.000. applying Bayes' theorem.10) = 0.005.1).80)(0. Example 3. This is the overall rate of defectives for the supply of components entering your plant.05) + (0. the knowledge that the component is defective reduces the odds that it came 0 from Dallas and increases the chance that it came from Houston.

Denote the two variables by XI and X 2 • In our example.1 Strength Length OK Defective Total OK Defective Totul 90 10 100 30 120 20 30 50 150 . The data have been modified to make the arithmetic simpler. X 2 = j. The data can be arranged in a 2 x 2 table: two rows and two columns.ES.15. BIVARIATE DISTRIBUTIONS An object can sometimes be classified in two ways. we use data from a similar example to illustrate some of the basic ideas of bivariate distributions. It would not be so appropriate if he was chosen because he was already in a doctor's office or a clinic as a consequence of feeling ill. Eaeh test classifies the rod as either OK or defective. There are N observations altogether. 1: zero if the test result is OK. This is an example of a bivariate distribution. we saw an example in which a component could be classified on the one hand as having come from Dallas or Houston. The table has four cells. In that case. 3. These data show the output of a plant that makes rods and is not very good at it. They take the values 0. Each rod is subjected to two tests: length and strength. Every man in the population had the same chance of being chosen. Xl pertains to length and X 2 pertains to strength.15. The probability that XI takes the value i and X 2 Table 3." The corresponding probabilities are called the marginal probabilities. and one if the rod is defective. The ijth cell corresponds to XI :::: i. This might be an appropriate model for routine medical exams for all the potential inductees to the armed forces under conscription or of a large company that routinely gives medical examinations to all potential employees as a condition of employment. P(A) might be larger.14. OR ATTRIBUTES random from the whole population.15. and on the other as being defective or nondefectivc. whether or not he had the disease. Now there are two variables: location and quality. In section 3. In this section. The reader with experience of test procedures can think of similar examples in industrial work.1.44 DISCRETE VARIABI. A sample of 150 rods gives the results that are shown in table 3. it contains "" observations." We usually prefer to say that each has two levels. The totals have been written at the rightmost column of the table and along the bottom row-"in the margins. Each variable can take two "values.

we should have expected to have had (2/3)(4/ 5)( 150) = 80 parts passing both tests. is the total for the jth column. we have Poo ::= 0. This suggests that there might be a tendency for parts that fail one test to fail the other also. its . The events are independent if P(AB) = P(A)P(B). (3. and B be the event that it passes the strength test. An obvious procedure is to take a batch of items.: 101150. Are the two types of defects independent or do they tend to go hand in hand? Let A be the event that a bar passes the length test. and Pt. is the total for the ith row of the table.15. In this example.15. and then argue that the percentage of defectives in the batch is a good estimate of the actual process percentage. We discuss this type of problem in more detail in chapters six and seven.=N"' (3.. and n. Poo = 90/150. The mathematical argument is that we inspect N items and find X defectives. We rephrase that and say that the variables are independent if. With independence. in section 8. and =N n./ N. p. 3. n. = 201150.16. POt:::.3) In the example..2) It is sometimes appropriate to ask whether the two variables are independent. The conditional probabilities are defined in terms of the cell probabilities and the marginal probabilities: P(X2 = jlX t = i) = p" .4S THE GEOMETRIC DISTRIBUTION takes the value j is p" = n. 11.1) In the example... X has a binomial distribution with parameters P and N. Pt. We return to this point when we discuss the chi-square test for 2 x 2 tables later. Pw = 30/150. The corresponding marginal probabilities are n.33 is the probability that a rod is defective in length. inspect them.=P.. P.·p·. P. p. THE GEOMETRIC DISTRIBUTION Suppose that we wish to obtain an estimate of the percentage of nonconforming. = 0. or defective. (3.12..15.60 ~ ( ~ )( ~ ) . for every i and every j . items produced by a manufacturing process. and only if. The marginal totals are denoted by n i .

We may then estimate I' by 11 X. L.. r _l)p'qx-r (3. Another approach to the problem would be to inspect items one at a time until we found a defective. Its sum is -p- 1. named after the famous French mathematician D. THE POISSON DISTRIBUTION The last discrete distribution that we shall discuss is the Poisson distribution. . The probability distribution of X is called the geometric distribution. consists of all the positive integers 1. the cost of obtaining the estimate. He observed ten corps of cavalry over a period of 20 years and . P(x) = C(x -1.16. 3. OR ATTRIBUTES expected value is E(X) = Np. Poisson (1781-1840). We can show that £(X) = 1/1' and V(X) = q/p2.. and so we estimate p by X I N. we derive the geometric distribution from a sequence of Bernoulli trials with the probability of success being p. In that case. It is known to some mathematicians as the Poisson limit law. . and so (3. The sample space. This means that we have to have a sequence of X-I failures followed by the lone success. Bortkiewicz found a use for Poisson's distribution in his research. S. and let X be the number of trials until the first success. is a geometric series with first term I' and common ratio q.17. This aspect of the Poisson distribution is one of the topics of the chapters on acceptance sampling (chapters 11 and 12).2) with E(X) = rip and V(X) = rqlp2. Poisson's mathematical contribution was to obtain an approximation to the binomial distribution when p is small. thus.46 DISCRETE VARIABLES. It is featured in the c charts in chapter ten. The negative binomial distribution is an extension of the geometric distribution. This procedure fixes the number of items inspected and.q =E =1 p . The negative binomial variable is merely the sum of r independent geometric variables. and is infinite. 3. Mathematically. Let X be the number of items inspected (including the defective)..16. He was investigating the death by accident of soldiers in the Prussian cavalry. In 1898. We continue until we have had r successes.1) The infinite series P(l) + P(2) + P(3) + .. The Poisson approximation is commonly used by engineers in acceptance sampling. 2.

18.18.17.18. This is the Poisson distribution. p. 3..17.1) defines a probability distribut}on. It. X. and VeX) = npq. has roughly a binomial distribution. we have 23 = e-IJ-II. we can estimate I-L by taking several samples and letting 3.. (3.1) We recall that O! = 1. Each corps contained about the same number. If p is small. we can replace q by unity and write VeX) = lip = t:(X). What prohability law did his data follow? One may make this kind of loose argument. .1)\ = J-L2 .1) Similarly. ) 2! 3! = I-L . r ( 0+ I +" + r ~ + ~ + .2) It follows that and so (3.1S. with E(X) = Itp. It has a single parameter. J-L. The number of deaths. This says that X has a discrete distribution with X = 0. (3. 1. 2. We do not know either n or p. each of whom had a small probability. PROPERTIES OF THE POISSON DISTRIBUTION We now confirm that equation (3. (3. and P(X = x) = p(x) '-'... . Summing equation (3. of dying from such an accident. E[X(X .3) .47 PROPERTIES OF THE POISSON DISTRIBUTION recorded for each of the 200 corps-years the number of men who died from being kicked by a horse. Since E(X) = J-L.1) from x = 0 to infinity. of soldiers. and so p(O) = e IJ-. . but we can write np = I-L and usc Poisson's approximation to the binomial.17.e I-L' IJ- x! .

1. OR AITRIBUTES Table 3.21.61e. such as the number of deaths of centenarians in any month in a big city. the expected frequency of x = 1 is (200)(O. Poisson Distribution of Deaths x 0 1 2 3 4 Frequency of Observations fx 109 0 65 22 3 I 65 200 122 -- 44 9 4 Fitted Value 108. OTHER APPLICATIONS For quite a while. the number of breaks in a spool of thread. and the number of failures of insulation in a length of electric cable. To make the fit to the data.u.1 mm 2 in area or counting knots in sheets of plywood.7 to be zero. 3.61.19. Examples are the number of cancerous cells per unit area of a section of tissue in a biopsy. and so on.7 66. or the number of misprints per page in a book. There were 200 observations with a total of 122 deaths. THE BORTKIEWICZ DATA The data arc given in table 3.54335) = 108. this model seemed to be used only for rare events.19. 3. Other examples in the literature have inspectors taking sheets of pulp and counting the number of dirt specks greater than 0. FURTHER PROPERTIES It can be shown that if XI' X 2 arc independent Poisson variables with .3. and had no place in industry. we should expect 200(0. or the number of chromosome interchanges in cells.3 20.19. or the number of ships arriving per day in a seaport.1.48 DISCRETE VARIABLES. Out of 200 observations.1 0.6 3.by x = 0.20.2 4. Similarly.61 for fJ-. it began to be a popular and useful model for situations in which we count the number of occurrences of some event that we regard as happening at random with a certain average frequency. The p(O) = e' O 61 = 0. Industrial examples include the number of meteorites that collide with a satellite during an orbit. we substitute 0. Eventually. The last column of fitted values is explained in the following.61 ) = 66.54335. We estimate fJ. The Poisson model gives a very good fit to this set of data.

(d) the two numbers are the same. Two-thirds of the devices that we make are defective. X k are independent Poisson variables. What are the probabilities of the following events? (a) Y. in a sample of six devices. Last year.). XI + X 2 . (f) both (d) and (e) occur simultaneollsly. . (b)Y=l1. When two die are thrown. If there is no real difference between the two brands. 80% failed at least one of the two subjects. What percentage of the students passed English but failed mathematics? 3. A and B. their sum.. . (g) both (c) and (d) occur simultaneollsly.. What is the probability that.2. there are 36 possible results (1. to taste. what is the probability that exactly five judges will prefer A and exactly five will prefer B? 3. EXERCISES 3. Let Y denote the sum of the numbers on the two die.95. then Y has a Poisson distribution with parameter k E (fL. has a Poisson distribution with parameter fLl + 1-'2. A device consists of six lamps in parallel. (c) Y is odd. This is the additive property of the Poisson distribution. each with probability 1136. The following results are reported by the registrar of a college.S. What is the probability that at least one of the lamps works? 3.6.= 7. What is inconsistent in that report? The amended report from the registrar said that 50% of the freshmen failed at least one of the two subjects.3. There is light as long as at least one of the lamps works. Ten judges are each given two brands of coffee. 40% of the freshmen failed mathematics and 30% failed English. (e) Y> 8. ••• . each with parameter fL" and Y is their sum. The probability that any given lamp works is 0.6). A certain electronic device is rather difficult to make.2). 3.EXERCISES 49 parameters fLl and 1-'2.4.(6. (a) exactly two arc defective? (b) At least two are defective? 3. (1. I). It follows that if X" X 2 .1. Suppose that the thicknesses of slices of mica made by a machine are .

Suppose that an item is declared to be defective after testing. What is the probability that it is defective? If it is defective. because the first inspector only replaces the device that he tests if it is good. if it is OK. If it is defective. What is the probability that as many as seven slices out of ten will be thicker than the amount specified if the slicing machine is working properly? 3.10. OR ATrRIBUTES symmetrically distributed about the median thickness. Construct a table likc table 3. Failures in the device are accompanied by failures in one or both components. An inspector tests one device. A second inspector comes along later and he. A device has two critical components. Another batch of eight devices also contains three defectives. 3. Machine A makes 200 items a day with 4% defective.lt.15. At the end of the day. Items are testcd one at a time until the defective is found. Both components have failed in 4% of the devices. Eight of them are thicker than specified. what is the probability that it came from machine A? 3.~ontain exactly one defective. it also erroneously declares 1% of the good parts to be defective.8. Let X be the . Component A is found to have failed in 6% of the devices. he puts it back. A batch of ten items is known to (. Are the events (a) A has failed and (b) R has failed independent? What is the conditional probability that if A has failed. An inspector chooses two of them at random without replacement and tests them.so DISCRETE VARIABLES.1 to present the data. What is the probability that it actually is defective? Repeat the exercise assuming that the tester catches only 95% of the defectives and misclassifies R% of the good items. A plant has three machines. and C makes 400 a day with 2% defective. tests one device. component 8 in 8%. 3. OUf process produces 4% defective items. too. the outputs of the three machines are collected in one bin. A and B. An item is taken from the bin and tested. What is the probability that he chooses a defective device? Note that this is not the same as sampling with replacement. A batch of eight devices contains three defectives. A piece of test equipment dctects 99% of thc defective parts that it sees. he throws it out.9.0015 in. A quality control engineer measures ten slices. B makes 300 items a day with 5% defective. Unfortunately.12. 3. and that the manufacturer specifies a median thickness of 0. B has failed also? Suppose that the results came from examining 1000 devices. What is the probability that both are defective? 3.7.

Let X denote the number that is shown when a single die is thrown. He decides that he will flag the machine for overhaul over the weekend if there arc either seven (or more) out of ten points above the line that week or seven (or more) out of ten below the line. which is the center line on his chart. and 6. If the process is on specification.13.50 that the value will be above the specified value. 5. 3. 4.50% of a value below the line. 3. A plan for examining lots of incoming items calls for an inspector to take a sample of six items from the lot. Let Y denote the sum of the numbers on two die as in exercise 3. Calculate E(X). 3. What is the probability that he will unnecessarily nag the machine for overhaul if the process is on specific(ltion? 3.EXERCISES 51 number of items tested. If the vendor is producing items with 10% defectives. A quality control engineer takes two samples each day from a production line and computes the average of some characteristic. Calculate E(y) and V(Y).1. and that the probability will be 0.15. Calculate E(X) and VeX). . 3.14. there is a probability p = 0.16. He will reject the lot if there is more than one defective item in the sample. X takes the values ]. Calculate £(X) and V(X) for the geometric distribution. 3. what is the probability that a lot will pass inspection'! You may assume that the lot size is so large that it is appropriate to use the binomial distribution rather than the hypergeometric distribution. Generalize your result to the case where there is one defective in a batch of n items. 2.17. each with probability 1/6.

as one might spread jam unevenly over a piece of bread. The most important of the continuous probability laws. distribution. or distributions. we considered discrete variables whose sample spaccs are sets of discrete points. for example. In this chapter. The sample space. That is the topic of the next chapter. take any value in the interval 4 < x < 8. To consider them would take us beyond the scope of this book. In theory. Events are subintervals or collections of subintervals of S. or Gaussian. The probability that X takes a value in thc interval a < x < b is dellned by the integral Pea < x < b) 52 = f f(X) dx . One can also have hybrid variables that take values over both intervals and discrete points. PROBABILITY DENSITY FUNCTIONS The thickness of the layer of probability jam in our analogy is formally called the probClbility density limetion. might. The reader who is pressed for time may prefer to postpone some of the sections at the end of the chapter and then refer back to them as needed when reading the later chapters. we discuss the exponential and gamma distributions. X. Now we picture the probability being sprcad over the interval in a layer whose thickness may vary. INTRODUCTION In the previous chapter. we could have variables for which S consists of a number of disjoint intervals. The picture of the contents of a l-lb jar of probability jam being allotted in lumps changes. sometimes continuous and somctimes discrete. is defined in terms of intervals. is the normal.1. A continuous random variable. John Copyright © 1990 by John Wiley & Sons. Inc CHAPTER FOUR Continuous Variables 4. We shall usually consider random variables for which S is either the whole line from -00 to +00 or the half line from 0 to +00. (4.2.2. S. The density at the value X = x is denoted by f(x).1) . 4.Statistical Methods in Engineering and Quality Assurance Peter W. We turn now to continuous variables whose sample spaces are intervals. M.

0). (2 X P(x> 1. such as (J in the uniform and exponential distributions that follow in later sections of this chapter. From equation (4. in equation (4. the following conditions are imposed on the density function: f(x):2: 0 (i) (4. and u in the normal distribution. A random variable takes values in the interval 0:5 x:5 +2. The integral that evaluates the probability is the same in both cases.0) . Find f(x) and calculate the probability that x> 1. One advantage is that formulas such as that in the condition of equation (4.2. and one of the main problems in statistics is to obtain estimates of the parameters from a set of data.2. It is customary to denote them by Greek letters. and p. the integral shrinks to zero. (ii) (4. as 0 opposed to the set of values in an interval.3) fkXdx=l.2. The portions where f(x) == 0 make zero contribution to the value of the integral.:.53 PROBABILITY DENSITY FUNCTIONS Since the probability of an event has to be nonnegative and the probability that X takes a value somewhere in the whole space S is unity. In practice.3) where the integral is taken over the whole sample space. We have f(x) = kx. They are called the parameters of the distribution.:: J1 3 2 dx = 4 . .1.2. we take the limit as b approaches a. Note that it would have made no difference had we asked for P(X:2: 1. It is convenient to adopt the convention that f(x) is zero for values of X that are not in S. where k = 1/2. This implies that the probability that X takes any single value.2) for all x in S.0. where k is a constant to be calculated.2.3) can be written as the integral from -00 to +00. The probability density functions usually contain constants. their values are unknown. The probability density function is proportional to x. If.2. is zero.1). Example 4.

We may take the lower limit as zero because f(x) right-hand portion.1.2) and equation (4. =0 for x:5 O.3.2. For the .5).e.F(a) .S:s x :s 1. the prohability density function defines a graph y = f{x) that lies on or above the x-axis. (There may be cases when the graph of y is a collection of pieces of curves or a step function.5) Example 4.2. =2-x elsewhere.3. (4. (iii) F( -00) = 0. I'(x)::: x L 0 X dx == x2 "2 . satisfies the following conditions: (i) F(x) 2:: 0 for all x.3. Alternatively. ( 4.f(x) is an isosceles triangle with a vertex at the point (I. For the left-hand portion of the triangle. F( +~) = 1.3. F(b) 2:: F(a).. F(x). (4. i.3. It is the area under the curve between the lowest value in Sand x. we may define F(x) by F(x) = P(X:s x) .1 ) f(x) dx .3) (4. if b > a.3. The cumulative distribution function of X (we usually omit the word cumulative) is defined by F(x) = f". or areas under the curve. (ii) F(x) is a nondecreasing function.1} may be modified to read Pea < X < b) = F(b) . =0 Find F(x) and evaluate P(O. .) The defintion of eyuation (4. The distribution function.3. A random variable has density function =x F(x) O:sx!Sl.S4 CONTINUOUS VARIABLES 4. The graph of y = .4) (4.0. I).1) defines probabilities in terms of integrals. THE CUMULATIVE DISTRmUTION I-UNCTION In general.

X = X.0) has f(x) 1 =0 O<x<O. There arc two common generalizations of the uniform distribution on (D.01 elsewhere.4.4. ( 4. 4. For this distribution. =0 °> 2 (4. =x O<x<l.5 + 0. It is immaterial whether we use the open interval or the closed interval in the definition. =0 elsewhere. + X 2 .1).5) = F( 1. THE UNIFORM DISTRIBUTION The simplest continuous distribution is the uniform distribution on the interval (0.5) . =1 x 2= I . elsewhere.3 ) ° . o Some writers prefer to develop the theory by starting with the distribution function and then introducing the density function as its derivative. 1).F(0. 1.5 s X:::.1.3. each of which has a uniform distribution on (0. has 1 f(x) = ---2 . their sum. (4.4.2) We will see latcr that if XI and X 2 are two independent random variables. has the distribution that we used before in example 4. the uniform distribution on the intcrval HI < x < 02 with 0.5 _ (2 ~x )2 X)2 =1-~-2~ P(O. The uniform distribution on the interval (0.2. f(x) I = =0 O<x<l.5) = ~ --- ~ = ~ . More gencrally. 1).1) This density function obviously satisfies the conditions of section 4.55 THE UNIFORM DISTRIBUTION (X I F(x) J = {) Xdx + JI (2 (2 - x) dx = 0.4. The distribution function is F(x) = () x<O.

.3) 10 ~~~-r~~r-~~-r-r'-~~~~-r~~r-~~-r-r'-~ I I I I 8 I I ....__ I 1 f-. ______ ~----------I----------~---------~---------~------- I . when x 2: 0. The density function is defined as X 2:0..... it is sometimes called the constant failure rate (CFR) model.. -. 81 = -8 and 8z = +8...._ _ oj. . (X 10.___ ..5.+ .._ I I I I 4 + _. because... Probability density function for an exponential distribution.5. i... THE EXPONENTIAL DISTRIBUTION The exponential distribution is commonly used in reliability work. we have f(x) > O..56 CONTINUOUS VARIABLES A special case occurs when the interval is symmetric about zero.e. 4.. It is a good model for the lifetimes of electronic components that do not receive the unusual stresses of sudden surges in current or voltage and have a constant failure rate. Indeed. I I I I I I 1 I .. 600 .1) The probability density function for an exponential distribution with (J = 100 is shown in figure 4..- I - - - - - _0- I IL ______ _ I I I I I I I I I I I I ---t~--------~-- 2 I I I 100 200 300 400 500 x Figure 4.1.5.. _ I - _______ I I ~ I ~ LI _______ ...2.1._____ ..2) is clearly satisfied.. +1 ______ .... The condition of equation (4.___ I . (4.I I I I t..5.

3) The only difference between equation (4.3) to define the distribution is a matter of personal preference.2.1. That is not a very practical solution because by the time that the last wing has failed.5.5. 0 Example 4.223.04978.5. as x tends to infinity. measured in components per unit time.3) is satisfied by showing that F( +00) Integrating f(x) gives us F(x) = 1- e. The new parameter a is the death rate.5.5 = 0. what should (J be? It was reported in the press that the average lifetime appeared to be only 2000 hours. so that F(6000) = 1 .1) or equation (4. How do you estimate the average lifetime of the wings? One possibility is to wait until all the wings have failed and then calculate the average. the rate. Only 5% of the wings will last for the required length of time! 0 There is a difficulty with this example.3% will last longer than 1500 hours. (4..3% of the components will fail before 500 hours.1). there are no planes left.57 THE EXPONENTIAL DISTRIBUTION We confirm that equation (4.5. I . of F(x) is indeed unity as required.3) is that we have written a instead of 1/8.5. It will be shown later that the parameter 8 has a physical meaning.5.1) and equation (4.5. at which the components are failing.x'O • = 1. The lifetimes of electrical components made to a certain set of specifications have an exponential distribution with an average lifetime (0) of 1000 hours.1. If the lifetimes have an exponential distribution. Even if one . Specifications call for 95% of the center sections of the wings of a new type of fighter plane to last for 6000 hours. 95% of the wings will have failed.1) as follows: 1:( ) = ae -ax J' X x>o. It is the population average lifetime of the components.: 2000. One can rewrite equation (4.5 = 0. 22.393. Whether one uses equation (4. What percentage of them will fail before 500 hours? What percentage will last for more than 1500 hours? We have F(x) = 1- e-x/JOOO • O F(500) = I . what percentage of the wings will last for the desired 6000 hours? We have 8:.e. i. (4.5.F( 15(0) = e --\. We will stay with equation (4.0.5. 39. If that report is correct. By 6000 hours.e. Example 4.2) The limit.

or e- xl8 = 0. -ilo = In(0. The median is obtained by solving the equation l-e"X. THE MEMORYI~ESS PROPERTY OF THE EXPONENTIAL DISTRIBUTION An important property of this probability model is that the system has no memory.o=0.5. Example 4.58 CONTINUOUS VARJABLES were to take a sample of the planes and wait until they all failed. The median of X is the value for which F(x) = 0. 0 4.75.2 «(:ont. Similar calculations show that QI = 0. Example 4. QJ and QJ' arc the values for which F(x) = 0. the last one might take quite some time. 4.6.5.). half the wings had failed? This statement implies that the median is 2000. whence i = 6 In(2) = 0.5. Using this value for 0.38630. Find the median and the quartiles of the exponential distribution. the probability that it will last for another 100 hours is the same as the probability of lasting another 100 hours .7. we can calculate that about 12% of the wings would last for 6000 ~~.28778 and Q3 = 1.25 and 0. so that we can estimate 0 as 2000/0.5.6932 = 2885 hours.5) = -In(2). When 8 is doubled.1. the 0 median and the quartiles are doubled too. respectively. THE QUARTILES OF A CONTINUOUS DISTRIBUTION The quartiles are simply defined in terms of the distribution function.6.69326. The quartiles. Perhaps the reporter was confusing the median with the mean. We return to this example in the next section. Taking natural logarithms of both sides. What if the reporter had said that after 2000 hours. If a lamp has lasted until now. We see here that the parameter lJ is a scale factor.

= P(B) = ea +" .8. We have to show that p(BI A) = P(X> b). The reliability function.8.8. so that AB is the same as B. Going through all the stages of the calculation and taking the limit is similar to computing a derivative using the step process. R(x).• (4. Let X denote the lifetime of a component.8% of the items will survive past time 0. It is. is the probability that an item will survive to time x. by equation (3.59 THE RELIABILITY FUNCTION AND THE HAZARD RATE was last week.12. and so only 36.F(x) = R(x) . (4. Then.2). It is defined in the following way: h(x) dx is the incremental probability that the component will fail in the time period x to x + dx. and B: X> a + b.8. and only if. therefore. Events A and B can occur if. or the probability that it would have lasted for 100 hours from the time that it was first switched on.2) R(O) = 0. The hazard rate hex) is the instantaneous failure rate. defined by R(x) = 1 _. 4. R(x)=e. Formally. given that it has lasted until time x. ( 4.3) . F(x) . P(AB) P(BIA) = P(A) I> =e = 1- F(b).F(a) = eO . we have A: X> a.1) For the exponential distribution (constant failure rate). and B be the event that it lives at least until time a + b. Thus.368.X1'J . The computation of hex) uses the conditional probabilities. THE RELIABILITY FUNCTION AND THE HAZARD RATE Two other probability functions are commonly used by reliability engineers. Let A be the event that the component lives at least until time a. B occurs. for all values of a I and a 2 • This can be established by using some of the prohahility concepts that were introduced in the previous chapter. We end up with the formula [(x) [(x) h(x) = 1 . P(A) P(AB) = P(X > a) = 1.

1. f(x) and replace x by t iJ . the element of probability becomes dP = f(x) dx = exp( - t f3 ){3t(3 1 dr • and the probability density function of t is f(l) and F(t) = {31(3-1 exp(-t(3).2) and If we set 1 = a. a is called the characteristic life. Example 4. = e.9. we obtain a more general density function: f(t) ~ ( t )Il-I exp [( =:.. h(l) = {31(3-1 . THE WEIBULL DISTRIBUTION We have just seen that the exponential distribution has a constant failure rate and a constant hazard ratc_ We now modify thc hazard rate to make it time-dependent.2% of the devices have failed.9.. R(t) = exp(-t(3). This is the basic Weibull distribution. Like the parameter () in the exponential distribution.368.. 4. These items are warranted .1 )Il] (4. If we write Iia instead of just I.12.XIO h(x) = e --xIO = () .1) = 1 .60 CONTINUOUS VARIABLES The exponential distribution has a constant hazard ratc: (1/0)e.exp(-/(3). (4.I ::= 0.9.x == exp(-x)... Readers who are interested in reliability will also want to read about the lognormal distribution in section 5. it is the lifetime by which 63. . Suppose that the lifetime of a piece of equipment has a Weibull distribution with a = 15 years and {3 = 2..9. we have R(a) = e. If we take the simplest form of the exponential distribution.

1 ) [ntegrating by parts.3) where (m . Only 4% of the items do not survive the warranty period. o 4. What percentage is still alive at the end of the warranty period? R(t) =exp[ R(3) -(£rJ.9608.2)(m .I)! . it is conventional to define (m . we keep applying the reduction formula until we arrive at f(m) = (m - 1)!r(I) = (m . The name gamma comes from the gamma function and is defined by f(m) = foOL x m .10. which is very important in later chapters. (4.2) When m is an integer. the distribution is skewed with a maximum .61 THE GAMMA DISTRIBUTION to last for 3 years. When a = 1. The density function is (4. we cannot evaluate the gamma function by the methods of elementary calculus. When a > 1.I)! denotes the factorial (m .1e.10. The sum of the lifetimes and also the average lifetime have gamma distributions. we have the reduction formula f(m) = (m - l)f(m . When m is not an integer. That is the usual definition of the factorial.I)! as f(m).3)·· . The chi-square distribution.10. The gamma distribution is defined for a continuous random variable that takes nonnegative values. When m is not an integer. is a special case of a gamma distribution.4) with a > 0 and p > O. (4.1) . (3)(2)(1) . THE GAMMA DISTRIBUTION Suppose that we put on test n items that have exponential lifetimes. the gamma distribution reduces to the exponential distribution with {} = p.x dx m>O.l)(m .10.10. = exp[ -( :5 rJ = 0. (4.

For a continuous variable.1. 0. The probability density function for a gamma variable with ex = 8.::. (4.11.9. ______ 1-.005 o o 20 40 60 80 100 120 X Figure 4..• --------t-.0 is shown in figure 4.----- -I I I I I I I I I I I I I I .1)..015 I -.10.1 I I I I I I 1 I 0. THE EXPECTATION OF A CONTINUOUS RANDOM VARIABLE In section 3.1. we defined the expectation of a discrete random variable by the formula of equation (3.62 CONTINUOUS VARIABLES 0.03 .0 and f3 = 5. the corresponding definition is £(X) = f'. (mode) at x = f3(ex -1) and a long tail on the right as x goes to infinity.>~ xf(x) dx .025 I I I I I I I I I _I_ ~ I I 0.0.02 I __ t __.10.~ ---1--------+---------.11.- -------~ ~ I I I I - .1) . £(X) = L xP(x) .9. Probability density function for a gamma variable. 4._____ J.Q1 0.

11.11.5) The rth moment about the mean.11.6) The second central moment is the variance. Let X have a gamma distribution with parameters a and /3.11. too. = E(X) 1 ?~ 0 (\ X e xlfJ /3"(0' . (4. It is sometimes called the mean of the distribution.lL)'f(x) d.3) o More generally.11.4) The moments of a distribution are defined in two ways. Example 4. (4. . and is often denoted by IL. so that (4. We write (4. is defined by H'" m.2) o Example 4.2.1.I)! The numerator has the form of the gamma function with a instead of (r .11. Find the expectation of a variable with the exponential distribution.63 THE EXPECTATION OF A CONTlNtJOUS RANDOM VARIABLE This. It is the topic of the next section. 1"0 xe E(X) == -1 () xiii u L dx W = e x/o dx =0. or the rth central moment. Find E(X).11. The rth moment about the origin is E(X'). (4. = J _~ (x . the expectation of a function g(X) is defined by = E[g(X)] L+: g(x)f(x) dx .x .1. can be thought of as the long-term average or the ccnter of gravity of the probability distribution.

denoted by VeX) or by defined by VeX) = I~"oo (x - JJ-)lf(x) dx . is (4. Following the method of example 4.13.12.12. THE VARIANCE The variance of a continuous random variable. MOMENT·GENERATING FUNCTIONS A useful technique for finding the moments of a distribution is to take derivatives of the moment-generating function. fT.JJ.m z .2.3) o Example 4.2) Example 4. (T2. = 20 2 • Then (4. I J ('" m2 = -0 Jo 2 -xiO x e = 2 L'" xe -.12. Find the variance of an exponential variable. is called the standard deviation.1) It corresponds to the moment of inertia of a distribution of mass. as the name suggests. we calculate Then (4.1 that E(X) dx dx = 0.4) o 4.11.12.12.1.2.12.64 CONTINUOUS VARIABLES 4.<16 We saw in example 4. Find the variance of a random variable that has a gamma distribution with parameters a and {3. It is often easier to use the following formula: _ 2 I .12. That is. The positive square root of the variance.• (4.11. a function that generates the moments. .

Find the rth moment about the origin. . We have f(x) = 1/8.f. Example 4.+ -3!.) of a random variable. the coefficient of t' in the series is m.. (4.13.9t)] dx 1 = 1- Of . is defined as +OC MAt) = E(e IX ) = J_~ elXf(x) dx. but it illustrates the basic idea.1..6S MOMENT-GENERATING FUNCTIONS The moment-generating function (or m. When we evaluate the integral of equation (4.13.2. . For the exponential distribution M(t) =..+ . = 0)0 xr dx = Or r+1 . The moment-generating function is M(t) :::: 1 (0 "0 Jc) e" dx -.. This is a simple example. It follows that we can obtain the rth moment about the origin by taking the rth derivative of M(t) with respect to t and evaluating it at t = O. Suppose that X has a uniform distribution on the interval (0.1) 8t 8t (8t)2 2 3! =-+--+ . + (Ot). o ..1) We recall that elx can be expanded as the infinite series IX e == 1 + tx (IX)2 (tx)~ (IX)3 + -2. X.-I (eI I ) . (r+l)!' and the coefficient of (Ir! is or m 'r-r+1' Example 4.~ (~ elfe.lr!..8).X/II dx o Jo = ~ L'" exp[ -xO 0.+ -4!.g.13.1) and expand it as a series in powers of t.13. Engineers will notice the similarity between the moment-generating function and the Laplace transform. + . and we can see immediately that the rth moment is 1 (~ m.

the m.14. . of random variables. or the averages. Summations arc replaced by integrals.f.g. y) dx dy . is = [(a -l)!J3"T' = 1(0' .. Example 4.14. if we are investigating a random variable and wc find that its m. We have a bivariate density function cf>(x...2/) -" we can say that the variable has a gamma distribution with parameters a = 3 and J3 = 2. we use the moment-generating function in an inverse way. (4. The same ideas carry forward to continuous variables. 4. Suppose that we denote two continuous random variables by X and Y. We will see that the sum of 11 indcpcndent exponential variables is a gamma variable with u = nand J3 = H.-I cxp[. The probability density is spread over an area rather than along a line. c (4.14. BIVARIATE DISTRIBUTIONS We discussed bivariate discrete distributions in section 3.J3/)] (1 . y . y) (ii) f ~ +~ f'~ _0. For example. M(t) For the gamma distribution.2) cf>(x.1)!J3"] ) = o r 1x x"'-lexe dx L" X. The probability that both (l < X < band c < Y < d is given by the doublc integral b i Lei a cf>(x.15. and so m~=8rr!. is (L .3. o In latcr chapters.13.g.< _00 0 for all x.X(lJ3. . y).66 CONTINUOUS VARIABLES This is the geometric series 1 + «(It) + ((It)2 + ((It)3 + .. y) dx ely = I.f.J3 t )-'" .1) The density function satisfies thcse two requirements: (i) cf>(x. This is useful when we wish to talk about the sums.

given that X = x. (4. (4. is obtained by dividing the joint density by the marginal density of X.O<y<l . the product [X . It must be zero when both variables arc at -00 and one when they arc at +00.67 COVARIANCE The distribution function is defined by P(X < x. Suppose that the joint density function for X and Y is c/>(x. It is defined by Cov(X. For purposes of calculation. In the discrete case. we obtained the marginal probability of one variable by summing over all the values taken by the other. y) dy . equation (4.£( X)Jf Y . and so the covariance is positive. the covariance measures how the variables vary together. (4. and if Y < E( Y) whenever X < E( X).1) The definition holds whether the variables arc discrete or continuous.15.E( Y)I) .. evaluated at the value x: h(ylx) = l/J(x. (4.14.15.15. Y) = E(XY) - E(X)E(Y) . 4. y) f(x) . Here we obtain the marginal density of X by integrating out the other variable. Y < y) = F(x.15. X and Y.14.3) It has to be a nondecreasing function of both x and y. Y: = f(x) r: l/J(x. x is a given value. . COVARIANCE The covariance of two random variables. y) and zero elsewhere. Example 4. =x +y • O<x<l. y) == f". is a bivariate generalization of the concept of variance.1. Y) = E {( X . h( ylx) is a function of y alone. The conditional density is not defined when lex) = o. if Y> E( Y) whenever X> £(X).14. E( Y)] is never negative. In the simplest casc. (4. it is no longer a variable.£( X)][ Y ..5) In this function. foe l/J(x.15.4) The conditional density function for Y. y) dx dy .2) As the name implies.1) can be rewritten as Cov(X.

For independence.14. the joint probability function is the product of the two marginals. It follows that V(X) 5 = 12 - and E(XY) = ( 7 12 JIJI () () )2 = 11 144 = V(Y) . Le.68 CONTINUOUS VARIABLES The marginal density of X is (I 1 f(x) = Jo (x + y) dy = x + 2 ' which is similar to the marginal density of Y.15.16. we have just seen that this is not true for x == 113. we need h(ylx) = f(y) for all values of x. which is the same as the marginal distribution of Y.. INDEPENDENT VARIABLES In section 3. is obtained by substituting x = 1/3 in equation (4. Y) 7 7 = ~ .5). 1 xy(x + y) dx dy = -3 ' whence Cov(X.( 12)( 12) = - 1!4 . we said that two discrete random variables are independent if P'i == p. x x 0 1) 7 + -2 dx = -12 = E(Y) ' and Jot 2 £(X ) = 2( x x+ 21) dx = 5 12 . given that X == 1/3. This gives h( y Ix =!)=2(J+3y) 3 5' The conditional density of Y when x = 1/2 is (2y + 1) 12.. Then F(X) - = I I (. This fact does not make X and Y independent. 0 4. The conditional density of Y.p J for each i and each j . .

and only if.15.+: xf(x) dx I-+". if X and Yare independent.69 EXERCISES The corresponding statement for continuous random variables is this: Let f(x) and g( y) be the marginal density functions of X and Y respectively. It follows from equation (4. When the variables are not normal.'" 1-+". their covariance is zero. If (J = 1500 hours. = 0. If. y) == f(x)g( y) .1. we have E(XY) = 1-+. The two variables are independent if. and +1.. When the condition of equation (4.'" 1-+: xycfJ(x. Example 4. in exercise 4.1.16. Suppose that X takes the values -1. + 1) with equal probabilities. The marginal probabilities for Yare P-0 - - I 3 and P-1 == ~ .2. Pou Po-P-o = 0)0) = ~.16. ( + 1.0. and = (-1)( + 1)( !) + (O)(O)(!) + (+ 1)( + l)(! ) = 0 .1. Y) variables are not independent.1. (4.16. The variables are not independent because Pou ¥ Po-P-u. The sample space consists of the three points (-1. + 1).~ yg( y) dy = E(X)E(Y).16.0).. This is illustrated in example 4. each with probability 1/3. E(X) == 0 and E(XY) = ~. However. what percentage of the components will last for more than 400 hours? 4.1 ) cb(x. Thus. and that Y == X2. The converse is true when both the variables are normally distributed. a buyer wishes to have a 95% probability that a .'" xyf(x)g(y) dx dy = f. zero covariance may not imply independence. even though the 0 EXERCISES 4.1) holds.2) that Cov(X. The lifetime of a certain component has an exponential distribution. (0. y) dx dy == f:.

(See exercise 4.000 hours? 4. we did not know {3. What fraction lasts for 10.8. A device is designed to have a mean lifetime of 20. and find the mean and variance. They arc warranted for a life of only 2 years. Suppose that in exercise 4. Compute m3 and m 4 for the exponential distribution. What is the median lifetime? What percentage fails in the first year (8760 hours)? What percentage lasts for 5 years? What should be the mean lifetime if we wish 90% of the devices to last for 40.3.4. Suppose that the lifetime is exponentially distributed.6. An engineer puts 100 lamps on test.) 4.8. What percentage is still operating at the end of the warranty period? 4. k. The life of a certain device has a Weibull distribution with {3 = 2. Derive the following identities for obtaining central moments from moments about the origin: 4.000 hours.5.7. Lifetimes of field windings for a generator have a Wei bull distribution with a = 12 years and {3 = 2. What fraction lasts for 10. What would the engineer estimate the value of o to be? 4.70 CONTINUOUS VARIABLES component will last for 5000 hours. and m J • 4. A continuous variable has the density function f(x) = kx 2 1<x<3.10. variance. Usc it to calculate the mean.11. what should the buyer specify the average life to be? 4. Show that the moment-generating function for a Bernoulli variable is q + pet. 63.5. After 1000 hours of use.000 hours? 4.2% of them last for SOOO hours. 710 of the Jamps have failed.9. . Calculate the constant.000 hours? 4. but that we did know that 25% of the devices lasted until 90()O hours.

1) has the distribution of example 4. The Beta function is defined by B( In.1. +0): 1 lex) = 20 =0 -o<x<+O. and find E(X) and VeX).j --I 13 if its O<x<l. Calculate the constant. 0<y<2. Two variables.0. 4. E(X 2 ). . y) == kx(x + y) O<x<l. A variable has density function [(x) = k sin x O<X<1T.. Y). 4.14. 4. Find the marginal densities of X and Y. Calculate E(X). has a uniform distribution on the interval (. and calculate E(X). have joint density cf>(x. 4.15. n ) = LI() . It is stated in the text that the sum of two independent random variables that have uniform distributions on the interval (0.13. 4.I. X.1)1' . and VeX).m-I(1 . k. A random variable.16. X and Y. A variable has a beta distribution with parameters a and density function is X [(x) = .I( I - B(a. VeX). 13) Calculate the mean and variance of X.)n--I dx x x = (m -1)!(" -1)! (m+ n. Derive the moment-generating function for it Poisson variable.3. Calculate the constant. Confirm that. k. elsewhere.17.12. and Cov(X. x).71 EXERCISES 4..

however. THE NORMAL DENSITY FUNCTION The simplest form of the normal density function is f(z) = 1 (.1. Actually. The curve is symmetric about the value z = 0. arguments about priority between supporters of the two men. is the cornerstone of statistical practice.Z2) v'21T exp 2 .2) . Abraham DeMoivre derived the normal distribution as early as 1718 as the limit of the binomial distribution as n becomes large. (5. proved in advanced calculus texts that f +'" -oc 72 (/2) dt = v'21T .2. At about the same time. Gauss. in his early nineteenth-century work with astronomical data. used it as a law for the propagation of errors. M. F. John Copyright © 1990 by John Wiley & Sons. and the mode of the distribution arc all at z = o. The normal density function cannot be integrated by the ordinary methods of calculus.2. This distribution is sometimes called the Gaussian distribution after K. It is perhaps too extreme a simplification to say that it is called the normal distribution because it is the distribution that naturally occurring random variables normally have. INTRODUCTION The normal distribution. or probability law. The mean. who.2.1) Its graph is the familiar bell curve shown in figure 5.Statistical Methods in Engineering and Quality Assurance Peter W. However. 5. it is true that many random phenomena have probability distributions that are well approximated by the normal. which is also the maximum value. so there are. It is. of course.2. exp -2 (5. Laplace published the same distribution in his book on probability theory. Inc CHAPTER FIVE The Normal Distribution 5.1. the median.

iii c 0.2.tl] q.2.3) The graph of q. We show later that the farameter (T is the scale factor.. V(X) = (T . E(X) = J.l_J__'__L.t.-.1....J..t. (T Then....2.l__L_L~...(x) looks exactly like figure 5. (5..1 . It is the standard deviation of X.: J(z) dz ::.t z=--.t and (T2. q.. J..t and that the scale is changed. The density function for X is 1 [-(x-J. Probability density function for a normal distribution...73 THE NORMAL DENSfIY FUNCflON - 0...3 .2 8 0.1.-. except that it is centered at x = J.N (J. we have dP ::. 0 .(x) = (Tv"fiT exp 2(T2 . (T2) to denote that X is normalll distributed with mean. and setting x-J..l_._l.l_. V(X) = (T .......-.I..(x) dx • where dz = dx /(T.l_~Iio.- ~ .. - -------~--------I I I I ~ . Z is said to have . and variance...l_J__'__l.J__L_L. The general form of the normal density is obtained by introducing the two parameters._. >< 0.. We write X . - -------0---- oL.l. writing dP for the clement of probability. or expectation._J -5 -3 3 -1 5 x Figure S..

3. Let X .9500 0. Only one observation in 400 lies outside the bounds set by J. From this table. one observation in 800 on the high side.0013 .J.5). Entering the table at z == 1. x :::.0. + 1. 1).5% of the time it will be in the upper tail.645 l.3. Probabilities for Special Values of z I. For 95% of the time.1.5). 2. given E(X) and VeX).0228 and 0.96. Z> +1.9554.575 2. 0'2).96.96. DISTRIBUTION Table I (see Appendix) lists values of F(z).OO5U 0. we can. Example 5.1584 0.025.0047 0.00 2. this translates to the following two statements that are each true with probability 0. we see that the values of F(z) change from 0.N(J. i. P(X> J. From the symmetry of the curve.74 THE NORMAL DISTRIBUTION a standard normal distribution or to be a standard normal variable. so that P(Z> 1.1. 96a .(XI 1.025.1. Z < -1.00).0228 O. Several other useful values of z are listed in table 5. 5. we also have P(Z < -1.3.96)=0. THE TABLES OF THE NORMAl.L .0250 0.60 J. and (c) P(S6.5% of the time in the lower tail.L + 1. we see that F(1.96) = 0.96 2. then (X .0). and one in 800 on the low side.95: J.0250 and 0. 1).3.9750 to 0. and 2.6R32 0.1. By writing X == J.3.96U') = P(X < (5.2) If we enter the table at z = 2. (5. J.9544 0. Find (a) P(x > 93.e.9974 0.0500 0. Table 5.L + ZO'.96) == 0.3.9900 0.NCO.96:S Z:s 1. 96.96.. 96U' :::.025 and P(-1.L. find values of F(x).L .0 < X < 98.0 rather than 1.9906 0.O(l z P(Z > z) 0. (b) P(X < 81.L ± 3U'.9()00 0.1) J.9750.N(89.96). 36. The change is small enough for liS to take as a rule of thumb that 95% of the members of a normal population lies within the two sigma limits.1.96a) == 0. We have seen that if X . We write Z .L + 1. We see that 99% of the population lies within the 2.6 sigma limits.95. a standard normal variable will lie in the interval (-1.L)/a . within a distance ±2CT of the mean.96)=0.N(O.

75 THE MOMENTS OF THE NORMAL DISTRIBUTION (a) The mean of X is 89.0. and so P(X> 93. and E(X) = p. Z = (93.5) .1 + 1'(0. wc have fez) = f(.0 = 0.F(1. Hence.I + 0.0) 16.6247.5) = P(Z > 0.7734 = 0.5.75) = 1 F(0. We need to calculate F( 1. Since the standard normal density function is symmetric about the line z = 0. so that (-z)f(-z) = -(z)f(z) and foo zf(z) dz = - r'~ zf(z) dz. Z=-7. P(Z< -1.0=-1.0.0. and the third and fourth central moments of the normal distribution. the standard deviation is 6.4.5) . E(X) = uE(Z) + p.5) = 1'( 1.0.z) .9332 .1056.75) = 1 . A similar argument shows that all the odd moments of Z are zero.0. and the rth central moment of X is (rr times the corresponding moment of Z.75..5 . Z = + 1.F( -0. From symmetry. It follows that the third central moment of X is also zero. (c) When X = 86. E(Z) = L: zf(z) dz = f~ zf(z) liz + Lh z[(z) dz = 0. we calculate thc expectation.5. THE MOMENTS OF THE NORMAL DISTRIBUTION In this section. Our procedure is to calculate the moments for the standard normal distribution.8944 = 0. We then argue that since X = uZ + p.5. When X = 93. .5.25.89.. 5. (b) When X=R1.5) = 0.2266.5/6.25) = P(Z> + 1.25) = 1 . Z = -0.0. the variance. when X = 98.6915 = 0.25) = 1 .

z exp -. By integrating by parts..5.t) == exp ( 2 2t ) (T 2 .1) We actually want the generating function for the central moments. Thus. which is M*(t) = M(t) exp(--. It can be shown that the moment-generating function for the normal distribution is 2 M(t) == exp ( fl. SKEWNESS AND KURTOSIS Scale-free versions of the third and fourth moments are used as measures of the shape of density functions."" z2f(z) dz = r: z[zf(z)] dz . m.r • 5.76 THE NORMAL DISTRIBUTION Since E(Z) = 0.3' c. 5.6. V(Z) = f~. Application of L'Hopital's rule shows that the first term on the right side is zero.r • For a symmetric density function. = .t + c. _00 _00 fez) dz .fl. V(Z) = 1 and A similar argument shows that the fourth momcnt of Z is m 4 == 3. and the 4 fourth moment of X is 3c. meaning that the curve f(x) is symmetric . Thc second tcrm is unity. Differentiating M*(t) as many times as necessary and putting t = 0 gives us the desired central moments.5.r 2t ) 2 . (5. The skewness is measured by g_. THE MOMENT ·GENERATING FUNCTION The results of the previous section can also be obtained from the momentgenerating function. ] [ (2)]+00 + f+"" V(Z) = 21T .

SUMS OF INDEPENDENT RANDOM VARIABLES In the next chapter. Theorem 5. the odd central moments are all zero. Suppose that X has a uniform distribution over the interval (. The kurtosis of the normal distribution is m 4 (Z) = 3. respectively.1. we begin our investigation of statistical procedures. or average.(t) and M 2 (t). Let U = XI + Xl' Denote the momentgenerating function of U by M(t). The odd moments arc zero. we introduce the important central limit theorem. it is possible for two densities to have the same mean and variance and still differ markedly in shape. this density has the same mean and the same variance as the standard normal distribution. It is symmetric about the line X = E(X) = O. They clearly do not have the same shape. which is less than the 0 kurtosis of the more widely spread normal distribution.8. One of the most important statistics we use is the mean. respectively. The kurtosis of a density function is measured by This a measure of the peakedness of the density curve. 8).7.1 . The density is 1120. and moment-generating functions M. The difference is manifested in the kurtosis.SUMS OF INDEPENDENT RANDOM VARIABLES 77 about the line x = E(X). We now consider how the sum of two independent random variables behaves. The kurtosis of the uniform distribution is 9/5 = 1. which is their sum divided by fl.10. Some use the normal distribution as a reference distribution. They subtract 3 from the kurtosis and call the difference the excess.7. In the next three sections. Example 5. The result of this section is expressed as a theorem. The normal distribution has tails going off to infinity. The even moments arc (]2 V(X) = 3 and If (J = 0. Let Xl and X 2 be two independent random variables with density functions fl(X) and f2(X). of a random sample of observations. and so the skewness is zero. we discuss the behavior of sums of random variables.6.8. In section 5. 5. Although the standard deviation is a measure of the spread of a density curve. The graph of the uniform distribution is a rectangle.

we can show that if U is the sum of several independent random variables.2) Similarly.7.7. (5.(O)M. .3) are that the expectation of the slim of independent random variables is the sum of their expectations. = W. + tX z )!\(X\)!2(X 2 ) dx\ dX 2 exp(tx\)!. and then = 2: E(W) = 2.) + 2E(X\)E(Xz ) + E(X.) w. (5. if WI' W 2 .l-t.7.7. Then £(U) = M..5) . Furthermore. To find E( U).4) and 2 W.3) The generalizations of equations (5.(x.. and the variance of the sum is the sum of the variances. we differentiate M(t) with respect to t and equate t to zero. V(W) . ".) and (5.1) o More generally. their joint density function is f~(XI)f~(X2)' and so M(t) = = r:' r: exp(tx.E(X.78 THE NORMAL DISTRIBUTION We wish to find E(tx[ + tx 2 ).2) and (5.) ""' L. its moment-generating function is the product of the individual moment-generating functions.V(X.7. E(U 2 ) = M~(O)M2(O) + 2M. . The details of the generalization are left to the reader.J w.(O)Mz(O) + M[(O)M~(O) = £(X\) + qx2 ) • (5.) dX I fY~ exp(tx 2 )!2 x : dX 2 = MI(t)Mz(t) .7. Because Xl and X 2 are independent. (5.7.(O) + M[(O)M~(O) = E(X. • arc constants. ? (T~ • W is said to be a linear combination of the random variables.

8.7. Substituting in equations (5. each of which has the same probability distribution.4) and (5. Nor do we just set up a booth outside the engineering building or the mathematics department.1) w.7. we have WI = + 1 and W 2 :::: -1. especially in political polling. If W == Xl . .79 RANDOM SAMPLES An important special case involves the difference between two random variables..7. Then the formulas of equations (5. and its precision (the reciprocal of the variance) improves as we take more observations. If we want a random sample of the student population. because that will bias the sample against students who take their lunch in residence halls. in the formulas of the previous section. and sororities. (5.E(X) (5. fraternities.8. There are numerous examples.4) and (5. (5. We say more about this in the next chapter.3) V(i) = VeX) .5) become E(W) = 2: w.xn ' We can treat them as realizations of n independent random variables. but because = = + 1. the variance of the difference is the swn of the individual variances. hecause that will bias the sample against the arts students.. It is not easy to obtain a random sample.7.8. 5.2) and YeW) = 2: If we substitute 1/ n for w.V(X) . Suppose that we do have a random sample of n observations: xi' .4) and . on the average. but had biases built into them. in which the pollsters reached wrong conclusions because their samples were not random.X z . i = E(X). Basically. we see that the expectation of the difference is the difference between the individual expectations. n These equations show that the sample mean provides a good estimate of E(X) inasmuch as. RANDOM SAMPLES A random sample of n observations from a population is a set of n independent observations.S. wi w. we obtain E(i) == E(X) (5. Every member of the population must have the same chance of being included in the sample. Independence is essential. we do not just go into the student union at lunch time.8.5). it is a "fair" sample that is typical of the population being sampled. .

2) which has the same form as equation (S.9.5. then W too is a normal variable.t + " L.7 that the moment-generating function of W is (S. are all normal variables. the moment-generating function of wX is M(wt).J w.2 cr. converges to the form of equation (5. We have shown that if W is a linear combination of independent normal variables. the sample mean has a normal distribution. the distribution of the sample mean approaches normality for large enough n.S.9. It consists essentially of showing that as n increases.10. M(t). For a skewed distribution such as the exponential distribution. How large is large enough depends on the shape of the parent distribution.80 THE NORMAL DISTRIBUTION 5. we take equation (5. which is the logarithm of a normal moment-generating function.J " w. (1/ n As n increases. One approach is to look at the logarithm of M(t) as a power series and to note that the coefficient of t' contains a multiplier. a larger sample is needed. THE CENTRAL LIMIT THEOREM We saw in the last section that the mean of a sample of independent normal variables itself has a normal distribution. It follows from the results of section 5.I). We lean heavily on this in our applications. the higher-order terms tend to zero. For a uniform distribution. LINEAR COMBINATIONS OF NORMAL VARIABLES If X is a random variable with moment-generating function M(l). as given in equation (S. InIM(t») = J-Ll + crf 2 .J-L. .9.9.2). The importance of the central limit theorem is that we can quite reasonably act as if the mean of a random sample of observations is normally distrihuted. 5.1).9. and we arc left with r. The proof of the central limit theorem takes us further into mathematical theory than we want to go in this book.C) 2 ' (5. What if the variables do not have a normal distribution'? The central limit theorem tells us that for all practical purposes.1) and add the exponents to get M(t) " = exp ( L. the distribution of the mean is well approximated by the normal when n is as few as six.1) If the X. no matter what the parent distribution of the population may be. In particular.

z + tz 2 dz ~~ f I '" = \721T .11.z2(l - eXPL 2 2t)] dz.21)" 1 except that the factor I/O' = (1 . The chi-square distribution is a special case of the gamma distribution that was introduced in section 4.11.11.f.81 THE CHI-SQUARE DISTRIBUTION 5.13.2) We recall from example 4. (5.3) with Mw(t).:::o.4) Fortunately. The moment-generating function of Z2 is M(t) = E[exp(z2t )] = -1- v'21T 1 (2 ) f+~ exp . Table IV (see Appendix) gives tabulated values of the chi-square distribution for various values of degrees of fr~edom. and we can use this property to derive the density function. It follows that the moment-generating function of W is (5.11.11.1) This has the same form as the integral for a normal distribution with zero expectation and variance (1 . (5.11. The distribution of W becomes important when we investigate the behavior of the variance of a sample from a normal distribution in the next chapter.3 that the moment-generating function for a gamma variable with parameters a and f3 is (5. '" 2 r . the value of the integral is M(t)=(\ -2t)-1!2. we shall have no occasion in this book to use this formula or to quote it again! . The expression "degrees of freedom" is usually abbreviated as d.10. The random variable W is said to have a chi-square distribution with 11 degrees of freedom. We can now write the density function of W as w.. we see that W has a gamma distribution with parameters nl2 and 2. THE CHI-SQUARE DISTRIBUTION Let ZI' Z2"'" Z" be independent standard normal variables and let W = E Z.3) Comparing equation (5.2t)1 /2 is missing. Hence.

03) . As soon as one lamp fails.11. We showed in example 4..12.e x p y uv'2-iT .f. we see that the probability of a value less than 25. Let Y be the sum of n independent exponential variables with the same fJ.01 .g.f. 2u 2 .2 that the momentgenerating function of an exponential variable is 1 M(t) = 1. What is the probability that the supply of ten lamps will last for a year (8760 hours)? P(Y> 8760) = p( ~~ > 25. 0 5.0 is 0. Entering the chi-square table with 20 d.. (1-2/)'" which we recognize as the m. . 2YI6 has a chi-square distribution with 2n d.1. THE LOGNORMAL DISTRIBUTION The lognormal distribution is another useful probability model for the lifetimes of electronic devices.80. There is a 20% probability that the engineer's ration of lamps will last for a year.. and let Y= E Xl' Then. The model assumes that In( Y) is normally distributed with mean IL and variance u 2• The probability density function for Y is _ 1 1 [' [In(y) . An engineer has a supply of ten lamps whose lifetimes are exponentially distributed with an expected life of 700 hours.f. a new one is plugged in..82 THE NORMAL DISTRIBUTION An important consequence of the mathematical result that we have just obtained is that we can establish a connection between the exponential and chi-square distributions. Example 5.13. The moment-generating function of Y is 1 My(t) = (l-fJ/). of chi-square with 2n d. 0... . We sum up the result of the previous paragraph as follows: Let xI' .' The moment-generating function of 2YI6 is obtained by replacing It is 1 by 2t10..f.IL]2] ji( Y) . xn be exponential variables with the same parameter. Let Y denote the lifetime of a device.

13. Normal probability paper changes the scale on the vertical axis and converts the ogive into a straight line.800. . The 11rst observation. is the third-order statistic. A similar result can be obtained by using normal scores. +(0) along the horizontal axis.1.300 hours.000 hours. 0. The plot of the normal scores (Y) against the observations (X) should be a straight line.2. That is the normal score of the first observation in the sample. It plots the cumulative probability along the vertical axis and X( -00. the fourth observation. Similarly. hence.800 = -1 744 .000 hours? In( 100) = 4.L = 6.605 - 6.12. or lazy S.. This is the familiar ogive curve. We sce it again in chapters seven and eleven.744) = 4%.605 and z = 4. Table 5.15. then the distribution is not normal.L is the expected In(life). is the eighteenth member of the sample.13.00 0. 0 5.13. The lifetime of an electronic device (in hundreds of hours) has a lognormal distribution with J.L) • The expectation is E(Y) = exp( J. It is called the eighteenth-order statistic for the sample. What percentage of the devices fails before 10. THE CUMULATIVE NORMAL DISTRIBUTION CURVE AND NORMAL SCORES The graph of the cumulative normal distribution is shown in figure 5. F( -1. The average value of the eighteenth-oruer statistic from a random sample of 20 observations from a standard normal population is 1.13. It is shown as figure 5. its normal score is -1.13.1. The median lifetime is lOOe = 40.THE CUMULATIVE NORMAL DISTRIBUTION CURVE AND NORMAL SCORES 83 2 where J. Example 5. We can turn this around and argue that if we plot the cumulative distribution curve for some distribution on normal probability paper and the plot is not a straight line. in order of size. only two observations exceed it. 0.4 = 60. only 4% of the devices fail 60o before 10.59.L + ~2) .1 lists a random sample of 20 observations from a standard normal distribution and their normal scores. From the normal tables.0 and u:. and u is the variance of the In(life). -1.13. The median of the lognormal distribution is y = exp( J. the 6 avcrage lifetime is 100e .200 hours.

-I .92 -U.2 shows a sample of 20 observations from an exponential population with 8 = 100 and their normal scores.07 -1. Twenty Normal Observations (Po = 0.59 -0.40 0.4.31 -1.99 -0.52 -{UO -0.19 -0. .92 0.1. I I I - .06 0. I I .97 -0.32 -0.59 -0. Cumulative normal distribution function.1.06 0.36 -0..13..13 -0.59 0.0. table 5.74 -1.80 ··1.13. On the other hand.18 Normal Scores for the Sample 1. One would not expect the order statistics for an exponential distribution to behave like order statistics from a normal population. I I i 0.96 ·-0.40 0.84 THE NORMAL DISTRIBUTION .19 -1.31 1.13 -0.11 -1. and they do not.20 0.74 0.33 1.46 0. The plot of normal scores against the observations is shown in figure 5.8 I -------~---------+-------.3.13.13 0.45 .15 0.52 0. Hi 0.13. I 0.. - I I I 0.87 1.2 ..45 -0. 0...21 U' = 1. It is clearly not a straight line! Table 5.0) -0.87 -0. '--~---------T-------- ·5 ·3 -1 5 3 x Figure 5.

85 THE CUMULATIVE NORMAL DISTRIBUTION CURVE AND NORMAL SCORES Scores * 1. * 0.2 * * * ~r-------~------~------~-------+------~----C11 -2.3.2 * .13.40 0.40 Ohservalions fo'igure 5. 300 .70 0.13..0 2 * * * ** '" * ** * * -1. Normal score plot for an exponential sample.2 * ** * * ** *'" 0.00 -0. Scores * * 1.10 -1.0 - ** ** * * -1. Normal score plot for a normal sample.2 * * * ~r-------4--------+--------~------4--------+----C33 o 60 120 180 240 Ohscrvaliolls Figure 5.70 1.2..

1. : 25 g.5 kg.45 EXERCISES 5.1. Find the probabilities of the following events: (a) Y> 75. the diameters of the sockets arc normal with JL :::= 1.86 THE NORMAL DISTRIBUTION Table 5. and (e) 68. A device is designed to have an average lifetime of 1200 hours.8 cm and (T = 5 mm.: 1. The containers in exercise 5.74 0.19 -1.4 are metal cans. An oil company has a contract to sell grease in 500-g containers. both of which have circular cross sections.0 kg and (T = 2. To what nominal weight should the filling machine be set so that only 2% of the cans of grease fail inspection? 5.5 mm.2.92 0. What is the probability that the rod will go into the socket? 5. Ten of those devices are put on test and their lifetimes are recorded.31 -0.4. A manufacturer makes rods and sockets. Suppose that the lifetimes are normally distributed with JL = 1200 and (T = 400.40 0.5. The lengths are normally distributed with JL = 19.1 < Y < 69.19 -0.13 1.3.13. (c) Y < 69.06 1.3.92 -1.45 0. The inspector weighs the cans of grease and expects them to weigh at least 590 g.5 < x < 20.2. Twenty Exponential Observations (8 24 248 130 76 2 56 86 86 17 1 60 53 =100) 146 80 10 3]4 49 90 -0. . What percentage of the rods meets specifications? 5.: 1. A machine makes metal rods.05 em and (T.40 -0.0 cm and (T. The amount of product made per hour by a chemical plant is normally distributed with JL = 72.2.13 0. 5. An engineer picks a rod and a socket at random. Their empty weights arc normally distributed with JL = 90 g and (T . (b) Y < 74. The quantities of grease that the filling machine puts in the containers are normally distributed with the mean at the designated value and (T . To what value should the filling machine be set if the company docs not wish to have more than 2% of the containers rejected as below specified weight? 5.0. : 8 g.5.8 < Y < 77. (d) 75. The diameters of the rods arc normally distributed with JL .87 -0. Let Y denote the amount.87 -0.59 0. The specifications call for the length of a rod to be in the interval 19.59 69 93 Normal Scores -0.31 0.1.06 .6.74 1.5.: 2 mm.

This verifies that as the number of degrees of freedom increases. equation (5.411l31L ' +6 m21L I 2 . Calculate the skewness. as n increases.90? 5. Show that as parameter a increases.000 hours? What are the median lifetime and the average lifetime? 5. 5.11.7.87 EXERCISES Let Y denote the average lifetime of the devices that were tested. 5. the average of n exponential variables tends to behave like a nonnal variable. It also confinns that we are justified in using the central limit theorem to claim that. The life of a device measured in hours has a lognormal distribution with IL = 8.8.4. the shape of the chi-squared curve becomes closer to the nonnal curve. (b) Y < 1150.-3IL 4 1114 - 5. 5. . What are the first and third quartiles of the average lifetime? How many devices would you have to test if you wanted P( Y > 1100) z= 0. Hint: You should use the following formulas (see exercise 4.6 assuming that the lifetimes have exponential distributions with () = 1200. The lifetimes of locomotive controls (in thousands of miles) have a lognonnal distribution with IL = 5.000 miles? 5.m 4. g3' and the kurtosis.10. and (c) 1320 < Y < 1400. . What is the median lifetime? What percentage of the controls lasts more than 500. Find the probabilities that (a) Y> 1300.1).6. The moment-generating function of a binomial variable is M(l) = (q + pet)" . g3 tends to zero and value of the kurtosis converges to 3. What percentage of the devices operates longer than 10.9.65 and (T = 0.12. Calculate the skewness.700 and u = 0.9): m3 = m~ - 3m~1L + 21L3 . Calculate the third moment about the mean: m3 = npq(q - p). Derive the moment-generating function for the normal distribution.5. g4' for the exponential distribution. Repeat exercise 5.13. g4' for the gamma distribution. g3' and the kurtosis.

M. x J " " . and normal distributions. We consider both point and interval estimates for the parameters. or statistical investigations. A geometer would regard that vector as a point in an n-dimensional sample space. we can write them in a column and denote the column by the vector x. four. John Copyright © 1990 by John Wiley & Sons. we take a sample of n observations. designed to be the foundation for the statistical applications that are the main purpose of this book. They can be written as XI' X 2 .1. In each experiment. or distribution. Before· they leave the plant. exponential. each of which comes from the same population. we select an appropriate mathematical model: the experiments are chosen to illustrate the binomial. Inc CHAPTERSIX Some Standard Statistical Procedures 6. 88 . INTRODUCTION Chapters three. 0 in the exponential.1.Statistical Methods in Engineering and Quality Assurance Peter W. and five can be regarded as a short course in probability theory. 6. The data are a set of n numbers that can be regarded as the realizations of n independent random variables.2. Each component is tested and classified as either defective or nondefective. J1. In this chapter. and make our first venture into testing hypotheses. THE THREE EXPERIMENTS 6. Experiment One We have a process for producing electronic components.2. In each experiment.X"' Alternatively. an inspection is made. A sample is taken from each batch of components. and (1 in the normal. These models involve unknown parameters that have to be estimated from the data: p in the binomial. We wish to estimate from the data the percentage of defectives being produced. we turn our attention to applications by considering three basic experiments.

An appropriate model for exponential model with density function X 2:0.3. or recipe for obtaining an estimate. An estimator. A reasonable estimate is X p= --. day in. XI is the (6. we will get the correct value. Let X he the total numher of defectives in the sample. We wish to estimate the average resistance of resistors being produced by the process that day. THE SECOND EXPERIMENT Let XI be the lifetime of the ith bulb. a hypergeometric model would be correct. An appropriate model for XI is that of a Bernoulli trial. day out. so that E(P) = npln = p. but.4.2. with the batch size 50 times the sample size.2. 6.1) . On the average. We wish to find the average lifetime of the lamps being produced on the line that day. THE FIRST EXPERIMENT Suppose that the batch that was being inspected had 5000 components and that the sample size was n = 100. the resistance of the resistors varies from item to item.89 THE SECOND EXPERIMENT 6. This does not say that the estimate will be exactly equal to p for every sample.2. It does say that if we follow this procedure. with probability of success p that is the same for all n trials.3.4. 6. (It can be argued that since we arc not talking about sampling with replacement.3. the binomial model is adequate. n A (6. Unfortunately. which is unknown. It takes the value one if the component is defective and zero if the component is nondefective. 6.1) We recall from chapter three that E(X) = np. Experiment Three We have a process for producing resistors with a nominal resistance of 90 ohms. on the average. Experiment Two A sample of n light bulbs is taken from a production line. They are put on test and their lifetimes are recorded. XI denotes the state of the ith component tested. the estimate that we have chosen is correct. The data vector is a sequence of 100 zeros or ones. Then X has a binomial distribution with parameters n = 100 and p. the correct value is said to be an unbiased estimator. that has the property that it gives.) We have to estimate p from the data. on the average.

Now we have two parameters. We recall that in the normal case.L. If we were reasonably sure that the true value of the parameter would lie within 0.L and (F2.L. we discussed the probability distribution of i at some length.2) 6. 8. J. or J. In the last chapter. Since E(X) = J.90 SOME STANDARD STATISTICAL PROCEDURES We want to estimate the parameter is (J from the data.5. CONFIDENCE INTERVALS FOR THE NORMAL DISTRIBUTION The estimate. 2: x. of E(X) is a point estimate in the sense that it is a single point. it is reasonable to estimate it by il = i.N( J. p.7. and so X-J.1) We discuss estimating the variance from the data later in this chapter. (6. .1 of our estimate. ( 2). (J=--=i. the average resistance of a large batch of resistors. THE BEHAVIOR OF THE SAMPLE AVERAGE In each of the three experiments. say. with E(i) = E(X) and V(i) = V(X)/n. The simple statement that our estimate is. we have estimated a parameter. 77. 6.9 gives no indication of how precise that estimate might be. i itself has a normal distribution. 6. to be estimated from the data.L. A reasonable estimate . we can use the central limit theorem and act as if i were normally distributed with expectation p and variance pq / n in the first experiment and with expectation (J and variance 0 2 / n in the second experiment.5. by the sample average: the average number of defectives per component. In the other two experiments.4. the average lifetime of the light bulbs. or value. n (6. X. we . THE THIRD EXPERIMENT Let X denote the resistance of the ith item. i. Let us assume that the resista~ces are normally distributed.6.L z::::-- u/Vii is a standard normal variable.

L S x+ Vii .1).x -1. J.9 ± 0.500/2 = 0. S.96.\.7. if we thought that the true value was quite likely to be anywhere in the interval .9 ± 10.575 cm. we were to take samples of size n from this normal population and compute the interval given by equation (6. in the long run.1) Equation (6.95.0.1): . The following statement is true with probability 0. We have (T/m = 0. The average length of the four rods in the sample is 29. [n 2. we should be less comfortable. Assuming that the lengths are normally distributed with standard deviation 0. If.i ± 10.5%.CONFIDENCE INTERVALS FOR THE NORMAL VISTRIBUTION 91 might feel that we had a good estimator.7. and multiplying by -1. The two estimates. are examples of interval estimates. we develop a class of interval estimates known as confidence intervals.L .0.L. (6.7. A sample of four rods is taken from a process that produces rods about 30. J.250.96. x-J. Neyman and E. obtain 90%. We have 95% confidence in the interval because it was deduced from a statement that is correct with probability 0. Pearson.7.1 and 77.L .L would be outside the interval on the high side. Let Z be a standard normal variable. On the other hand. 95% of the intervals would indeed contain J. We start by obtaining a 95% confidence interval for the mean of a normal distribution.5% of the cases. day after day. 5 +1. J.96 5 aIv7i S + 1. They were introduced by J.0 cm in length.965 Z 5 + 1.96.1) is a 95% confidence interval for J.L would be outside the interval on the low side.1.95: -1.500 em.96(T Vii 5J. In this section. 77. 95%.7. 96 (T _ 1. Hence. and 99% confidence intervals for the process mean. The 95% confidence interval is given by equation (6.L.965 a/Vii Then and _ x- 1. Example 6. in the remaining 2.

500) 1.575 + 1. The cost of increased confidence is a longer interval. Then .065.7.575 . (6. how large a sample should the engineer take to have a 95% confidence interval no longer than 0.1): 29. In some problems.7.986 .822 COl.500) 1.L"$ 29.L :s 29.92 SOME STANDARD STATISTICAL PROCEDURES 29. We can start with this statement: With probability 0. A sample of at least 16 observations is needed.1.95.645 for 1.931"$ J.96 in e4uation (6. (6.L"$ 30. i. D Example 6. It sets both upper and lower bounds to the value of E(X).3) For 99% confidence.7.• i ± 0.36 .7.288 cm.164 :s J. D The interval dell ned by equation (6. one-sided intervals are more appropriate.7. 0.4) The length of the 95% interval is 0.96(0.1.7.500 cm.L 50 30. In example 6. we substitute 2. we substitute 1. Shorter intervals can also be obtained by taking larger samples.250cm? We wish to have 0.250) 29.2) For the 90% interval.96(0. On the other hand.2. 15. The 90% interval is shorter.085:-5 J. 96 ( 0. a shorter interval can be obtained with a decrease in confidence.250)"$ J. (6. the length of the interval increases to 1.98 cm.575: 28.219. if we are not content with an interval in which we have only 95% confidence and call for 99% confidencc.7.250 so that Vii '? n'? 0.1) is a two-sided interval.96 ( Vii :s 0.e .645.92 .250 = 3. z ~ -1.

an impurity. (6.!B .7. One example might be water quality.93 CONFIDENCE INTERVALS FOR THE NORMAL DISTRIBUTION and _ Ii?:. 645 CT Ii$X+-Yri .98. we have i == 2. if the vendor wants to send him 65% strength at the same price. We say more about this when we discuss hypothesis testing in the next chapter.68. Z $ whence _ 1. 2.X- 1.745 and (T = 0..58. we can start with this statement: With probability 0. X could be the percentage of some undesirable contaminant.82.645. The value of z that corresponds to a probability of 5% in one tail is z"'" 1.3. Find an upper 95% confidence limit for the amount of butenes present. 2. 2. use two-sided intervals. Example 6. so be it.6) Intervals like those of equation (6. For this data. 2. [J . + 1.15.645CT Vii .95. A good working rule is to use two-sided intervals unless the situation clearly calls for a one-sided interval.7. 2.c.7.84.92.6) are used if the engineer wants assurance that Ii is not too high.5) Alternatively.5) would be used if the engineer wants to be confident that Ii exceeds some lower bound and is not concerned that the value of Ii might be too high.645. we take some action. The choice between using a one-sided or a two-sided interval depends on the application.7.7. The upper confidence interval is given by Ii __ <x + 1.59.73. 2. Intervals Ii ke those of equation (6. If it docs. 2. We wish to be sure that the amount of contaminant present does not exceed a specified level. Ii < 2. 2. Ten measurements are made of the percentage of butenes.15)' vlo ' i. (6. A purchaser of acid might specify that the vendor deliver acid whose strength is at least 60%. Sometimes it is obvious that the situation calls for a one-sided interval. in a crude oil shipment.645 (0. In case of doubt. We arc not concerned about taking action if the water is purer than required.74. The data are 2. 2.57.

and.60 + 1.96V(0. Suppose that the sample of 100 electronic components in the experiment in section 6.8. the confidence interval would have been 0.1) There is an obvious problem.xln for q.1.8.57:5 P :5 0. De Moivre showed that for a fair coin. is well approximated by a normal distribution.7. CONFIDENCE INTERVALS FOR THE BINOMIAL DISTRIBUTION As early as 1718.1) becomes ~ .8.2411000:$ p:$ 0.+ 1.8.24 11000 . This means that we can obtain a 95% confidence intcrval for p by writing z= np -x v'npq. Following equation (6.94 SOME STANDARD STATISTICAL PROCEDURES 6. following the development in section 6. 0.5 nearly 100 years later. We may assume that X is normally distributed with E(X) = np and VeX) = npq.96\1'0.12:5 p :5 0. Laplace generalized De Moivre's results to values of p other than p = 0. n n (6.63 . Then equation (6.96V pqln '5 p '5 . The best solution to this difficulty is to substitute our point estimates for the unknown quantities: p = xln for p.96v'0.28. Find a 95% confidence interval for the fraction of defectives in the whole batch. They showed that for large enough values of II. the number of successes in n trials. p = 20/100 = 0.80.8.5. the binomial distribution approached the normal distribution in the limit as 11 became large. the required sample size increases.3) If the sample size had been 1000 with 600 defectives. the normal approximation will be adequate for a sample of only ten observations.96Y/Jqln '5 p '5 ~ + 1..8)/HlO '5 P '50. and nq > 5. If p = 0. (6.1. The ends of the interval involve pq.8. and we do not know p.96Y pqln .4) . and if = 1 .3 has 20 defectives and 80 nondefectives.96(0'()4) 0.96V pqln . we substitute prior estimates of p and q.2)(0.J.S.20 .60 .8.20 + 1. In these formulas.5. 0.20.1. this leads to the interval x x . n n (6.2). As (J moves farther away from 0. How large is "large enough"? A useful rule of thumb is to choose 11 large enough for np > 5. q = 0.2) Example 6. (6.1. the distribution of X. This was the first version of the central limit theorem.

20 for becomes I03.8.289. and the degree of improvement in the estimate docs not really justify the effort.133 or p::= 0. we have pq = 0. 2 2 A2 P .841' p.84)p + niJ 2 ::= O.21.8. This procedure is clearly conservative.5. which is useful when p is closer to 0. this estimate would give the interval .84r/ .25. In this example.96ypqln or p - p = ± 1.6. is to note that the maximum value that pq can take is 0. It is centered on 0. so that the equation + 4 =0 . whence p = 0.7.1).20.5.20. One is to take the upper and lower inequalities as quadratics and solve them for p.1). this equation becomes the following quadratic in 1': (n + :'\. Squaring both sides. 96y pq / n . when p ::= 0.8.3 or 0.1. The interval has approximately the same length as the interval that we obtained earlier in equation (6. pq = 0.3). and to substitute this value for pq in equation (6. For example 6. so that this procedure gives a confidence interval that is only 9% longer than that from equation (6.84)p2 . but it is moved to the right.1). where p is only 0. The end points of the interval can be written as p = fi ± 1. That is a more lengthy procedure. Even with p = n. When p = 0.8.8. not on fi = 0.(2nfi + 3. It is reasonable for quite a broad range of values.95 CONFIDENCE INTERVALS FOR THE BINOMIAL DISTRIBUTION There arc two other ways of handling the difficulty with the ends of the interval in equation (6.21 and pq = 0.24. this is a point against the method.pp + P A ::= 3·R4p(p-fi) n • When the terms arc rearranged. we substitute 100 for nand 0. o The other approach.458.43.4 or 0.

0 and pq by 1.96 by 2. has won as many as 70% of the games that they played in the season. The equation then simplifies to (6. 0.1). In equation (6.30.8.99* 59. since it is rare for one candidate in a two-person race to receive more than 70% of the votes. 6.I.17 • The opposition vote was split between two candidates. The central limit theorem.1. Applying the central limit theorem to the exponential distribution.34 43. and only four in the American League.5. we recall that V(X) = 8 2• The formula for the 95% . Presidential Election Results Year Candidate 1960 1964 1968 1972 1976 1980 1984 Kennedy Johnson Nixon Nixon Carter Reagan Reagan Percentage of Popular Vote 50.S. Another example is found in baseball.57 50. the distribution of i approaches the normal distribution as n increases. and few of the bottom teams have failed to win at least 30%. replace 1. which is longer than the other two intervals. Since 1910.10$ P ~0.8.09 61. which was introduced in chapter five. says that for most densities.9. CONFIDENCE INTERVALS FOR THE EXPONENTIAL DISTRIBUTION The binomial distribution is not the only distribution whose mean approaches normality for large n. this leads to a quick method of obtaining approximate confidence intervals.56* 60.5) One hopes that this approximation will not be relevant to industrial situations in which p represents the percent defectives! It is a useful approximation for political polling. Finally.91 50. The percentages of the votes obtained by the winning candidates in the presidential races from 1960-1984 are shown in table 6. which is the model in the third experiment. section 6.96 SOME STANDARD STATISTICAL PROCEDURES Table 6.8. no pennant winner in the National League.

Vii sO:5x+ Vii .2) Example 6.10.LE(X) + J.9.4 . (6.. We substitute the point estimate confidence interval becomes x for 0 in each of the cnd points.J. however.9.1.J.1.J.196) 202. We must.L. 0 6.96) sO:sx x vn i (6. i. 968 _ 1. Suppose that the average of n = 100 observations is The 95% confidence interval is = 252.L 2 + J.9.804) s 0 s 252(1. 1. 252(0.1) n If we do not know J.13.1 ) (6.10. From the definition of the variance.L. A preferable method for small samples appears in section 6.: E(X2) -. change the denominator to n .L2 = E(X2) .LZ] ::. whence (6. we can substitute the point estimate. If we know J.L)2.2) .Lx + J. x. and the -(1 +vn. ESTIMATING THE VARIANCE We recall that V(X) = £(X . 960 x. wc deduce that V(X) = (}"2 = E[(X .L2 = £(X2) 2J.L2 . an obvious estimator for the variance is the average of the square of the deviations of the observations.2J.L)2] = E[X2 .6:5 0 :s 301.%) -( l .e .10.2J.1. This change is justified in the next few paragraphs.97 ESTIMATING THE VARIANCE interval is _ I.

" + X-2) X. they are not independent because the deviations add up to zero. Example 6. 4. + I1X-2 -2 nx .1. 6.10. The deviations arc -4. It should be noted that the derivation of S2 in equation (6. For that reason..10..2 - L x" 0 I 2x-L..5) S is called the sum of squares of deviations (of the observations from their average). 4 . Although S has 11 terms. and + l.10. = 2 X. = n( JL 2+ 0' 2) .n (2 (F2) JL +-. The first" .J = L. 8. which leads to an estimate o S" S = .3) Let ~> . Estimate V(X).J " ( X. A sample of five observations is 1. + I.5) does not depend on the data being normally distributed. - -)2" = L. +3. r. . but the last deviation is dictated by the restriction that the sum is zero.J (].(). We estimate the standard deviation of X by the square root of the estimated variance. the estimate of the variance is said to have fl .X- - X.1 of them may take any values. Then .( S) =(n·· 1)0'2. i = 5. and 6. and it is easy to calculate the deviations by subtracting x from the observed values. For this sample.98 SOME STANDARD STATISTICAL PROCEDURES and (6.: 7 .lO. (6.I degrees of freedom. Xi X = "L. -1. lOA) and so we estimate V(X) by 2 S S=--l' n- (6. . and S = 16 + 9 + 1 + 1 + 1 = 28 .

99

ESTIMATING THE VARIANCE

**That calculation worked smoothly because n is small and x is an integer. If x
**

is not a "convenient" number, the squares of the deviations will not be so

easy to calculate, and the method used before may introduce roundoff error.

In practice, it is preferable to compute S by the formula

S

'\.'

2

=,L, X, -

(6.10.6)

n

In this example,

S

.:=..

1 + 64 + 36 + 16 + 36 -

(25)2

T

= 2R .

o

Estimate VeX) from the following sample of six obser-

Example 6.10.2.

vations:

**17.021, 17.02g, 17.026, 17.024, 17'()26, 17.022.
**

The estimate can be ohtained hy following the procedures of the previous

example. It is easier to subtract 17.020 from each observation first; recall

from equation (3.10.3) that VeX - b) = VeX). This is only a shift of the

origin and does not change the spread of the data, which now become

0.001, 0.007, 0.006, O. ()()4 , 0.006, 0.002 .

Multiplying by 1000 changes the data to

1, 7, 6, 4, 6, 2,

which is an easier set of numhers to handle.

Formally, we have made the transformation

Z = 1000(X - 17.(20) with V(Z) = 10 6 V(X) .

We estimate V(Z) by

2

50';:

=

(26f

I + 49 + 36 + 16 + 36 + 4 - --6-

= 30.33

if; = 6.07 .

The estimate of VeX) is 6.07 x 10

6

o

100

SOME STANDARD STATISTICAL PROCEDURES

6.11. STUDENT'S t STATISTIC

In section 6.7, we derived confidence intervals for the mean of a normal

distribution when the variance is known. The intervals were obtained from

the standard normal variable

X-/-L

z == u/v'fi .

**Usually, the standard deviation is unknown and has to be estimated from
**

the data. We substitute s for u in the equation for z. The resulting statistic is

denoted by

x -. /-L

(6.11.1)

(=--

s/v'fi .

**This statistic docs not have a standard normal distribution because the
**

known variance has been replaced by its estimate, which is itself a random

variable. The properties of the t statistic were first investigated by W. S.

Gosset, who was one of the first industrial statisticians. He worked as a

chemist for the Guinness Brewing Company. Since Guinness would not

allow him to publish his work, it appeared under the pen name of

"Student." Thereafter, Gosset was known to statisticians as Student and his

statistic was called Student's t.

The graph of the density function of t looks much like the standard

normal curve, except that it is more spread out. To obtain confidence

intervals, we repeat the earlier derivation starting with t instead of z, and

replacing 1.96 by t*, the corresponding tabulated value of t in Table II (see

Appendix). The value of t* depends not only on the level of confidence

desired, but also on the number of d.f. in the estimate of the variance. With

infinite d.f., the density of t is the same as the standard normal.

Example 6.11.1. In the third experiment mentioned at the beginning of

this chapter, a sample of ten resistors was taken from the production line.

The resistances of the items in ohms were

114.2, 91.9, 107.5, 89.1, 87.2, 87.6, 95.8, 98.4, 94.6, 85.4.

Obtain a 95% confidence interval for the average resistance of the items

being produced.

A dotplot of the data appears as figure 6.11.1 and a boxplot as figure

6.11.2.

•

• • ••

••

•

•

•

-+!--------rl-------;I--------+I--------rl-------;I---- Cl

'14.')

90.0

%.0

102.0

108.0

Figure 6.11.1. Dotplot for exampk 6.11.1.

114.0

CONFIDENCE INTERVALS FOR THE VARIANCE OF A NORMAL POPULATION

--1

101

+

-rl-------+I-------+I-------+I-------+I-------+I----Cl

84.0

90.0

96.0

102.0

108.0

114.0

Figure 6.11.2. Boxplot for example 6.11.1.

**Since there is no indication that a one-sided interval is needed, it is
**

appropriate to use a two-sided interval.

The estimates of the mean and standard deviation are

x==95.17

and

s ==9.36,

**respectively. The value of /* for a 95% interval based on 10 - I
**

read from the table as 2.262. The confidence interval is

Ci

9_.

= 9 d.f. is

17 - (2.262)(9.36) <

. 9S 17

(2.262)(9.36)

-fLs ..

+

ViO

ViO

88.47 S fL

S

101.87 .

**Nowadays, one rarely has to carry out these tedious calculations by hand.
**

The printout for obtaining this interval using Minitab is given in the

following. The data were entered in column one of Minitab's work sheet.

The command TINT 95 CI called for a 95% t interval for the data in Cl.

SET in cJ

114.2 91.9

TINT 95 cJ

N=10

107.5

MEAN =

89.1

87.2 87.6 95.8 98.4

95.170

ST.DEV.

=

94.6 85.4

9.36

A 95.00 PERCENT C.1. FOR MU IS (88.4697, 101.8703)

o

6.12. CONFIDENCE INTERVALS FOR THE VARIANCE OF A NORMAL

POPULATION

We showed in chapter five that the sum of the squares of independent

standard normal variables has a chi-square distribution. Hence,

has a chi-square distribution with n d.f.

102

**SOME STANDARD STATISTICAL PROCEDURES
**

2

**It can be shown that SIif also has a chi-square distribution, but with
**

n - 1 d.f. This property can be used to obtain confidence intervals for the

variance as follows.

**Example 6./2.1. Obtain a two-sided 95% confidence interval for the
**

variance of the resistances in example 6.11. I.

In this example, S = 789.141 and there are n - 1=9 d.f. The distribution

of chi-square is not symmetric. We read from Table III (see Appendix) in

the row for 9 d.f. that the 2.5% value for chi-square is 2.700 and the 97.5%

value is 19.023, i.e., with probability 0.025 chi-square will be less than 2.700.

Then, with probability 0.95, we have

S

2.700$ -2

S

19.023.

(T

**Inverting this inequality leads to the desired confidence interval
**

S

2

S

---<if'<-19.023 - 2.700 .

**Substituting 789.141 for S gives
**

41.48 $ if2

$

292.27

and

6.44::: if::: 17.10.

Our point estimate of the variance is S2 = 789.141/9 = 87.68. The confidence interval is not symmetric about this value. One should also note that

the interval is quite wide. It stretches from 47% of the point estimate to

333%. Admittedly, there are only ten data points, but this docs indicate that

we need considerably more data if we want to get a really reliable estimate

of variance.

0

**6.13. CHI-SQUARE AND EXPONENTIAL VARIABLES
**

We pointed out in sections 4.10 and 5.11 that the exponential and chi-square

distributions are both special cases of the gamma family of distributions. We

show in this section how the chi-square tables can be used to obtain

confidence intervals for the parameter of an exponential distribution.

The method depends on the fact that if we have a random sample of n

exponential variahles, Y = 2 E x,l9 = 2nil9 will have a chi-square distribution with 2n d.f.

CHI-SQUARE AND EXPONENTIAL VARIABLES

103

**Example 6.13.1. Suppose that only n = 10 lamps had been tested in the
**

second experiment, and that i = 252, as before. Obtain a two-sided 95%

confidence interval for H.

In this example, 2 E XI = 5040. We read values of chi-square with 20 d.f.

and obtain, with probability 0.95,

9.591

~

5040

-0--:<;; 34.170,

whence

147.5 ~ 0::5 525.5.

[J

**The method that we used in section 6.9 gives a different inverval,
**

95.8::5 H s 408.2.

**For small n, the method of this section is preferable because it is hased on
**

the exact distribution of the statistic and not an approximation to it. For

larger values of n, the chi-square distribution approaches normality, and the

two methods give almost the same answers.

This method can also he used to obtain one-sided confidence intervals

(upper and lower bounds).

Example 6.13.1 (coni.).

with prohability 0.95,

**To ohtain one-sided intervals, we argue that
**

5040

--o <314

.,

whence

0> 160.5 ,

or that

5040

-()- > 10.85

whence

0< 464.5.

o

(04

SOME STANDARD STATISTICAL PROCEDURES

**6.14. ANOTHER METHOD OF ESTIMATING THE STANDARD
**

DEVIATION

In setting up quality control charts, it has been customary to use a different

method of estimating the standard deviation based on the sample range. The

range is the difference between the maximum and minimum observations in

the sample. The advantage of this method is that the range is much easier to

calculate than i; modem advances in computing have made that advantage

less important. The estimate, 52, that was obtained in section 6.10 is more

efficient than the estimate that is derived from the range. However, for the

small samples that are normally used in x-bar charts (n = 4 or 5), the

differences in efficiency are trivial, and little is lost in using the simpler

range method. The validity of the range method is very dependent on the

assumption that the samples come from a normal population.

The range estimate is obtained by multiplying the sample range by an

appropriate constant. For example, it can be shown that for samples of four

observations from a normal distribution, the expected value of R is 2.060'.

The corresponding estimate of 0' is RI2.06.

The multiplier 2.06 is denoted in quality control work by d 2 • Table 6.14.1

gives values of d 2 for some values of n. The standard deviation is then

estimated by

•

0'=

R

(6.14.1)

d'

2

**The range of the first five observations in example 6.11.1 is R =
**

114.2 - 87.2 = 27.0. The value of d 2 for n = 5 is 2.33. The estimate of the

standard deviation from that subsample by the range method is

_ 27.0

0' = 2.33

= 11.6 ;

**the estimate from the other subsample, the last five observations, is
**

98.4 - 85.4 = 5 58

..

2.33

We cannot say which of these estimates or the previous estimate is closer

to the "true" value for the popUlation that provided this sample. They are

each estimates of the unknown standard deviation. It is obvious that the

highest resistance, 114.7. made the first estimate larger than the second. The

Table 6.14.1. Expected Values of the Range, d z

2

1.13

3

1.69

4

2.06

5

2.33

6

2.53

7

2.70

lOS

UNBIASED ESTIMATORS

**optimist should resist the temptation to calculate several estimates and
**

choose the smallest one!

6.15. UNBIASED ESTIMATORS

Equation (5.8.3) shows that i is an unbiased estimate of E(X), which means

that if we use i to estimate E(X), we will, on the average, have the correct

answer. Before giving a formal definition of the property of unbiasedness,

we define the term statistic.

Definition. Let x be a data vector. A statistic, t(x), is a function of the data,

i.e., a number calculated from the data that does not involve any unknown

parameters; i is a statistic.

0

Definition. A statistic, t(x), is said to be an unbiased estimate, or estimator,

of a parameter, say, l/J, if

E[t(x)J

= l/J .

(6.15.1)

o

Unbiasedness is an attractive property for an estimator to possess, but it

is not adequate just to have an unbiased estimate. In the first experiment,

section 6.3, E(X]) = p. This says that if we throwaway all the data except

the observation in the first component, and say that p = ] if that component

is defective and p = 0 if the component is okay, we will have an unbiased

estimate: unbiased but also unwise! How might one choose between estimators? Which is the best "recipe" for estimating cf>? One course of action

is to use unbiased estimators wherever possible, and, when faced with two

unbiased estimators, pick the one with the smaller variance. It is a good

principle.

In many problems, it is possible to find an unbiased estimator of l/J that

we know to have a smaller variance than any possible competitor. Such an

estimator is called the MVUE, minimum-variance unbiased estimator.

There is an interesting mathematical theory behind the search for MVU

estimators, but to investigate it would take us beyond the scope of this

book. It suffices at this stage to say that under most circumstances, the

sample mean, i, is the MVU estimator of E(X).

Definition. An estimator of l/J that is a linear combination of the observations is called a linear estimator. It can be written as

'-"

a x - L." aix; .

(6.15.2)

o

but we gave little indication of why they were chosen in particular. = 1. The unbiased linear estimator of cf> that has the smallest variance is sometimes called the BLUE. and La.3).5). In the normal and exponential examples. we discuss two standard procedures for finding estimators: the method of moments and the method of maximum likelihood. (6. This idea is best illustrated by a proof of a result that common sense would regard as obvious. Show that the sample mean is the best linear unbiased estimator of £(X). It consists of equating sample moments to the expected values of the corresponding population moments and solving for the unknown parameters. by equation L a. we equated the first sample moment i to E(X) to estimate IL and 8. we have discussed estimates of parameters.7. a.15. an unbiased estimator. MOMENT ESTIMATORS In the previous sections.3) By equation (5. = lin for all i.15. They arc used extensively when we fit equations by the method of least squares.106 SOME STANDARD STATISTICAL PROCEDURES Linear estimators constitute an important class of estimators. We are considering estimators of the form W(x) Since W (5. IS =L a. hence.7. The estimators that we chose were reasonable. E( W) = £(X). The method of moments goes back a long way in the history of statistics. Direct application of the method of Lagrange multipliers shows that this occurs when all the coefficients. .16. 0 6. V(W) = [a~V(X). best linear unbiased estimator.15. Example 6.1. That was the rationale for the estimates that were used in the three initial experiments.E(X) = E(X) . and so we must minimize [a~ subject to the restriction of equation (6. The sample mean is a linear estimator of E(X).4). a" are equal. .x. In the hinomial experiment. Are there perhaps better estimators available? In this section and the next. we equated the number of successes X to E(X) = np and solved for the unknown p. in which case.

The fifth defective was the eightieth item inspected. o Example 6. and so the estimate of 0 is () = 2x.16. Then E(X) "'.24 . m. and so 80= ~ and p 5 p = 80 = 0'()625 . o Example 6. E(X) = 012.3. Suppose that we have five observations: 1. A sample of n observations is taken from a uniform distribution on the interval (0.16) with r = 5. . it is biased on the low side.rip.16. The first two sample moments are 2: x. which is not compatible with the largest observation. 2~ 3.2 = 78. X. we equate the first two sample moments to their expectations and solve the simultaneous equations.8). o This can sometimes give an unreasonable answer. Estimate the variance of the resistances in example 6. The number of items. Estimate the unknown parameter O. and 10. inspected has a negative binomial distribution (section 3. This estimate is Sin rather than SI(n .1)..11. We denote the estimate of the variance obtained by the method moments _7 bY (I-.17 and so we write it == i = 95. = 10 = 9136. Estimate the percentage of defectives in the process.91 . 10.16.2.1.17 and whence . A quality control engineer samples items from a production line until five defective items are found. Then x = 4 and 8 = 8. and x=95. If there are two parameters to be estimated. 4.107 MOMENT ESTIMATORS Example 6. The probability density function is f(x) = 110 =0 OsxsO x> () .1.

Suppose that we have a continuous variable and only one unknown parameter. denoted by cpo The density function can be written as f{x. Find the maximum-likelihood estimate of the parameter in an exponential distribution. X.17. MAXIMUM-LIKELIHOOD ESTIMATES Another standard method obtaining estimates of parameters is the method of maximum likelihood. Consider a sample of observations x = (x l' X2' likelihood of the sample is defined as the product . and 8 =x. Example 6. and P(x).108 SOME STANDARD STATISTICAL PROCEDURES 6. maximizes the likelihood of that particular sample. differentiating.17.. In(L) rather than L itself. we have a probability mass function cp). Fisher. cp) to emphasize that it is a function of both x and cpo Definition. The idea is that we look at the data and pick the value of the parameter(s) that. 0) (1)" exp (_ n. IlX 8" ' . .1. The o In the case of a discrete distribution. which we can write as P(x..). which was developed by R. We have and L(x. This value is usually obtained by differentiation. in retrospect..)-' = '8 In(L) = -n 10(0) - whence. cp). It is often more convenient to maximize the natural logarithm. A. The maximum-likelihood estimate of cp is the value that maxImIzes L(x.

0 which appears as an exercise. There are exceptions..17. it finds a minimum when (I = +00.8)=(~r Differentiating L does not find a maximum. . this estimate is biased on the low side.)2 20'2 Differentiating.)2] 1 L = «(TV21i/ The likelihood function is CXp - 2172 • Then In(L) n) = . Find the maximum-likelihood estimator of uniform distribution. See example 6. The maximum is obtained by taking (J to be as small as we can.17.. One is the gamma distribution. consistent with the data.e. Another is the uniform distribution...3. I.16. the two methods.109 MAXIMUM-LIKELIHOOD ESTIMATES Example 6. .... the maximum-likelihood estimate is 10. Since the largest observation is usually less than (J and never 0 exceeds it. agree on the same estimator. The normal distribution. The likelihood function is (I in the L(X. by setting (I equal to the largest observation. [2: (x. .2.. we have and Solving the simultaneous equations gives the estimates p.( "2 In(21T) - n In(cT) - 2: (x.16. 17 = - n Notice that we would have obtained the same estimates if we had written v = u 2 and differentiated with respect to v rather than u.3..3. Usually. In the data set that follows example 6.=i and 2 S. Example 6. moments and maximum likelihood.

Their speeds in MHz are 10.10 10. 6.30 10.30 10.9 7.10 14.563 0. The resistances arc 7.90 14.5 7.50 10.3. 10. The mean grain sizes in a sample of six thin films of Al-l %Si on Si measured in /Lm arc 0. omitting the eighth wafer.10 10.3. Obtain a one-sided 95% confidence interval that gives an upper bound on the mean grain size.2 6.4 7. Sixteen wafers are tested for sheet resistance. however.70 10.50 10.6. A sample of 20 bearings has an average diameter of 12.4 7.5.3 7.30 14.5 7. a discussion of thcm would take us beyond the scope of this book.4. 6.80 14. Repeat exercise 6. EXERCISES 6. treated in most textbooks for a general course in mathematical statistics.7 7.60 10.3 7.50 14.20 13.061 .61 mm.10 15.4. 6.3. Find a two-sided 95% confidence· interval for the average diameter of the bearings heing produced. The standard deviation of a measurement of the octane number of a gasoline is 0.80 11. however.50 14.22 mm.1.4 7.30.60 11. A sample of 25 devices is tested for speed. . the diameters are normally distributed with if = 0. A machine produces ball bearings. They are.20 10.5 7.6 7.1 numher with 90% confidence? 6.3 7. Obtain a two-sided 95% confidence interval for the sheet resistance.10 10.50 14.6 7. \02 1.934 0.863 I.2.5 7. Obtain a two-sided 95% confidence interval for the mean speed. 6.30 Make a dot plot of the data.40 11.673 0.110 SOME STANDARD STATISTICAL PROCEDURES The method of maximum likelihood has several very attractive theoretical properties. Make a dotplot of the data. How many independent measurements must be taken for an engineer to know the octane numher to within 0.50 10.

)2/3 for each sample and taking the square root of the average of these estimates of (. 6.5 L3. (a) using the sample ranges averaged over the five samples.111 EXERCISES 6.06 by taking several samples of size 4.0 17. CT.7.3. How is that figure calculated? 6.4 17. Twenty devices arc placed on life test. and (b) using the more usual method of computing S2 == ~ (y . A quality control inspector takes four devices off the production line at the end of each shift and tests them for speed.13. The average lifetime of the devices tested is 1832 hours. Obtain a two-sided 90% confidence interval for the variance of the sheet resistances from the sample reported in exercise 6.0 14. If you have a software package that draws random samples from a normal distribution. Obtain a two-sided 95% confidence interval for the percent defective in the batch. 6.12.06.0 19.5 14.2 14. 6.6 15. and showing that the average range is close to 2.0 13. You can do this with Minitab in the following way: . The lifetimes are assumed to be exponentially distributed.10.0 17. (b) the chi-square distribution.3 12.5. He says that the figure 55. Obtain estimates of the standard deviation.2 16. Use the normal approximation to obtain a two-sided 90% confidence interval for the percent defective in the batch. 6.9. Obtain a two-sided 95% confidcnce interval for the average lifetime of a device using: (a) the central limit theorem.4 10.5 15.2 18.11.0 22. A sample of 47 items from a large batch contains 18 defectives.5 13.2 12. computing their ranges.8. A sample of 50 parts from a large batch contains six defectives. The speeds for five such samples in MHz are (samples arc rows) 16.6% in favor has a margin of error ±3%. vcrify that the value of d 2 = 2.2. A television newscaster reports the result of a national poll in which ](X)O people split 556 in favor of a question and 444 against. 6.>.8 17.

6.0 and I: l = 13. A sample of six observations is -3. . rmax c1-c4 c5 rmin c1-c4 c6 let c7 = c5-c6 describe c7 6..15. Usc the method of moments to find estimates of a and p from a sample of n independent observations from a gamma distribution.18. +8). X. Estimate the fraction defective. 6. 6.15. 20 -O<x<+O.16. and +8. The moments of this distribution were calculated in exercise 4. 6.00. A sample of 100 observations from a gamma distribution has I: y = 492 and E l = 1024. Use the method of moments to estimate parameters a and p. normal 0 1.112 SOME STANDARD STATISTICAL PROCEDURES random 500 cl-c4. The beta distribution was introduced in exercise 4.17.. A random sample of 20 observations has 1: y = 16. f(x) = . -2. Use the method of moments to obtain an estimate of 0.!.12. +10. An engineer tests devices until ten defectives are found. =0 elsewhere. -9. . has a uniform distribution on the interval (-0. Use the method of moments to obtain estimates of parameters a and p.14. +5. The tenth defective is the 267th device tested. A variable.

If the point falls outside that acceptance region. The number of defectives is the test statistic. The engineer is testing the hypothesis that the percent defectives in the lot is at some predetermined acceptable value.1. accept or reject the hypotheses. INTRODUCTION Scientists make decisions on the basis of data. In these two examples. p. If there are too many defectives. the engineer looked at a random variable that was taken to be (normally) distributed with a certain expectation. In the second example. John Copyright © 1990 by John Wiley & Sons.Statistical Methods in Engineering and Quality Assurance Peter W. In the control chart. The hypothesis was that JL was equal to some particular value. When he plots a point on the chart. the hypothesis was made about the parameter. he is testing the hypothesis that the process mean is at its usual value. the engineer rejects the hypothesis. is discussed further in chapters 11 and 12 under the heading of acceptance sampling. engineers test hypotheses and make statistical decisions without actually using those expressions. he decides to take action as if the process were out of control and starts looking for an assignable cause for the bad point. of a binomial variable. after analyzing the data. if it is too high and falls outside the acceptance region. Testing for attributes. using the binomial distribution. Inc CHAPTERSEVEN Hypothesis Testing 7. Hypothesis testing is also used in comparative experiments. collect data. An engineer looks at a quality control chart on which the averages of the daily samples are plotted. if it falls in the acceptance region. and. If the point falls within the control lines. A chemical 113 . JL(). the engineer accepts the hypothesis. the hypothesis being tested involved a statistical model. A quality control inspector takes a random sample of items from a lot. In quality control work. This a fundamental part of the scientific method. If one of the points falls outside the control lines. he rejects the lot. JL. M. the engineer rejects the hypothesis and takes the appropriate action. otherwise. he accepts it. the engineer accepts the hypothesis and decides that the process is in control. They postulate (set up) hypotheses.

Our probability model for the process is that the resistance. A few runs using sodium hydroxide and a few using potassium hydroxide are made and their averages arc compared.2. Suppose that we purchase 2oo-ohm resistors from a supplier. a large batch is delivered. One morning. we develop the theory of testing hypotheses about the mean of a normal distribution in the framework of an example. This is the classical hypothesis-testing situation. He wants a rule for saying yes or no. The inspector docs not want a confidence interval for the fraction defective. AN EXAMPLE In the next eight sections. If the interval included zero. We wish to determine whether they meet the specification of 200 ohms. and calculate the average resist- . the choice might be made on cost or other grounds.114 HYPOTHESIS TESTING engineer may have a choice of two alkaline reagents in a process. The quality control engineer and the inspector both need rules to apply to take appropriate actions. In the previous examples. the hypothesis of equality would be rejected. our experience with this supplier has been that their resistors have a standard deviation of 8 ohms (a number chosen to make the arithmetic simple). We do not expect that each resistor will measure exactly 200 ohms. The confidence interval and the hypothesis test arc mathematically the same. the engineer should calculate the interval and report that as well. We can live with that amount of variability. The engineer is testing the hypothesis that the means for the two reagents are equal against the alternative that they are not. There is a strong connection between confidence intervals and hypothesis testing. The information on the size of the difference between the means is important to future decision making. of an item is a normal random variable with expectation fL and standard deviation R. In this case. The engineer may conclude that one reagent is clearly better than the other or else that there is not an important difference between them so far as the quality of the product is concerned. Our problem is to decide whether the average resistance of the items in the batch is 200 ohms. The data are compatible with that hypothesis. 7. the engineer could accept the hypothesis that the means were equal. the emphasis was on what are called decision rules. The chemical engineer in the laboratory could set up a confidence interval for the difference between the two means. We wish to test the hypothesis We decide (arbitrarily for the present) to take a random sample of n = 16 resistors. For the latter. measure the resistance of each. X. If the interval did not include zero.

since P(i ~ 200. THE DECISIONS There are two decisions that can be made on the basis of the test data. one risk can only be reduced at the expense of increasing the other risk. Those limits are unreasonably restrictive.10) == 0. with acceptance limits so far apart. 7. When the acceptance limits are wide. refusing to buy that batch. the hypothesis of innocence is accepted. the prisoner may actually be guilty. and.2) == P(i:5 198. but the evidence is not strong enough for conviction. We can accept the hypothesis or we can reject it. respectively. How do we decide'! If i is close to the hypothesized value of 200. we should. We can make two errors in the decision process. On the other hand. Otherwise.8) == P(z ~ 0. If i is not close to 200. The type I error is to reject the hypothesis when it is true. We reject the hypothesis if i is "far" from 200. Hypothesis testing is like a judicial process. How do we define close? Look first at two extreme possibilities. and the middle ground-not proven.2. Rejecting the hypothesis means deciding that the average resistance is not 200 ohms. For a given sample size. accepting the hypothesis does not really mean agreeing that the hypothesis is correct. Both risks can be reduced by increasing the sample size at the price of increased inspection costs. We might decide to accept the hypothesis if i fell within the range 150 < i < 250. reject 92% of the batches for which fL was actually equal to 200. Accepting the hypothesis means that there is not strong evidence to reject it. not guilty. The probabilities of making these errors are conventionally denoted by alpha and beta. we argue that the sample is compatible with the hypothesis. We know that it is an unbiased estimator of fL and that its standard deviation is 8/V/i = 2. i. but. The interval 150 < i < 250 would be the acceptance region. This will be our test statistic. The choice of a suitable acceptance region involves balancing these risks in some way. and we buy it. Scottish criminal law used to allow three possible verdicts: guilty. If we accept the hypothesis. if the acceptance interval were 199. Neither we nor the supplier would doubt that the batches we rejected were indeed substandard. On the other hand. The two intervals i ~ 250 and i:5 150 would constitute the rejection (or critical) region.8 < i < 200. we are strongly persuaded by data with i outside those limits that the hypothesis is false.THE DECISIONS liS ance. The prisoner is declared to be guilty only if there is a preponderance of evidence that causes the jury to reject the hypothesis of innocence.3. . many bad batches would get through. We start by assuming that the prisoner is innocent. we decide that the batch of resistors meets our specification. and reject if i fell outside. The type IJ error is to accept the hypothesis when it is false.46. presumably. we argue that the hypothesis is false and reject it. There is strong evidence that the hypothesis is false.

If :i :s 196 or if i 2: 204. We mean by the acceptance region the set of values of the test statistic that result in our accepting the hypothesis. denoted by H a . ACCEPTANCE AND REJECTION REGIONS The usual procedure in designing a test to choose the test statistic and the desired level of alpha. the alternate hypothesis is It is the two-sided alternative. If 196 < :i < 204. In this example. and average the 16 readings. When we reject Ho.0 .0 + 1.96(2) 196. The other hypothesis.116 HYPOTHESIS TESTING 7. is strong evidence that the null hypothesis is false. a two-sided 95% .4.0. test them.1<:i<203. which is so far from the hypothesized value that it could only have happened less than one time in twenty. then i has a normal distribution with mean 200. The null hypothesis is to be rejected if the average resistance is either much less than 200 or much greater than 200. Now we have a decision rule. Values of the test statistic that are in the critical region arc said to be (statistically) significant. 7. An engineer testing with a = 5% is arguing that a value of i.1. The other values of the statistic constitute the rejection region. when we accept Ho. we reject H". we accept Ii. In this example.91. therefore. there is a very strong connection. or HI' is called the alternate hypothesis. reject the batch. accept the batch. and then to calculate the acceptance region. The acceptance region is.5. NULL AND ALTERNATE HYPOTHESES We actually consider two hypotheses. to contain :i 95% of the time.96(2) < i < 200.. The hypothesis that we have mentioned. The rejection region is chosen so that i will fall inside it only 5% of the time. from scrapping the whole batch to testing 100% of them. rejecting the batch may mean several possible courses of action.. Iill' is called the null hypothesis. or the critical region. or test procedure: take 16 resistors at random from a batch. we argue that if HI) is true. and so it is defined by 200. Note that the null hypothesis gets the benefit of the doubt-the cases in which the old Scottish juries would have returned a verdict of not proven. To calculate the acceptance region with a == 5% tor the resistor example. In the example of the resistors. The traditional choices of level for alpha arc 5% and 1%.0 and standard deviation 2. The acceptance region that we have just obtained looks like a confidence interval.

) The buyer wants to have gasoline with an octane number of 90.3. The vendor would prefer a situation in which the customer had to buy the batch of gasoline unless it was established that the batch was below specification.92 .. The rejection region that the buyer chooses is the upper tail of the distribution of i. which is identical with the acceptance region. and only if.0) and When the null hypothesis is rejected.92 < J. ONE-SIDED TESTS Suppose that a company that runs a large fleet of cars contracts to purchase gasoline in large quantities from a major oil company. unless. i > 90.92>200. 196.t < i + 3. (In the real world. where c is a value calculated for this test.e." so the buyer will use a decision rule such as "buy the load if. this would be very unlikely because few buyers have such test facilities. The truckload will only be accepted if i exceeds 90. The vendor may look at the problem differently.r . but does want protection against gasoline with an ON less than 90." In terms of hypothesis testing.e.t = 200. A tank truck of gasoline arrives at the buyer's garage.3.0 or higher. i.1.0. 7.92< 200 and i + 3. and the buyer will buy the batch only if the data convince him that the gasoline is not below specification. i.6.t is i . or some other figure.117 ONE-SIDED TESTS confiden~e interval for J.e. This is a one-sided test. if i .. The buyer does not care if the oil company supplies higher-octane gasoline than specified.. The interval contains the hypothesized value. the set of values defined by i> c.t = 90.0 (or ::590. i. the buyer would take for hypotheses Ho: J.1 < i < 203. J. Several samples of the gasoline are drawn and their octane numbers are measured.9. the buyer agrees to buy that load of gasoline.0 by some "safety factor.

0 with a = 5%. Notice that the upper limit in the one-tailed test is lower than the limit in the two-tailed test. i >203. we reject the null hypothesis.3. The chemists in the laboratory come up with a possible new process. By choosing the critical region appropriate to the one-sided alternative.== 90. We can have either one-sided or two-sided alternatives to the null hypothesis.5 would call for accepting Ho in the two-tailed case and for rejecting it in the other. If in the example of the resistors. we may not care about that.118 HYPOTHESIS TESTING was significantly less than 90..645(2) .0. we have improved the power of the test to spot departures from specification on the high side. or if i is either too high or too low? The correct choice is usually clear from the context of the problem. This example illustrates two points. different parties may choose different alternatives. If the average yield with the new process is significantly greater than 60. we would like to increase that figure. This means that we decide to carry out further investigation into the new process at the pilot plant level. Suppose that we arc considering rcplacing our present process for making a chemical product by another process. This is illustrated in the following example. The choice between one and two sides rests with the person designing the test. A value i = 203. The vendor would prefer the hypotheses Ho: iJ. the alternative had been Ji.L > 200.0.7. The essential question is this: Do we want to reject flu only if i is too high.0. each party is looking after its own interests.0 (or 2::90.: f. 7.0) and They are looking at the situation from two different sides. We make some runs with their new process and calculate the average yield. the critical region would have been i > 200 + 1. The cost that we pay is that we can no longer spot departures on the low side. In the same situation. The current process converts 60% of the raw material to finished product. or only if i is too low. The cost of a type II error is . A good rule of thumb is to usc a two-sided alternative unless a convincing case can be made for either of the singlesided alternatives. The cost of a type I error is a few weeks' work on the pilot plant. but in a particular situation. We wish to test Ho: iJ- = 60.0 against Ha: IL > 60. THE CHOICE OF ALPHA The choice of alpha depends on the consequences of making a type I (or a type II) error.

We can regard i as a summary. The new drug will be approved only if the patients who receive it have significantly fewer attacks per person than the control group. Indeed. it is the best estimator. a very conservative test.15: i is the minimumvariance unbiased estimator of the parameter that is being investigated. or reduction. At this stage we can afford to take a fairly large value of alpha (and a correspondingly small value of beta). It is normally distributed. of the set of n data points into a single value. the consequences of an incorrect decision are different.119 THE Z-TEST the loss of an exciting new process that could make the company a lot of money. The hypotheses tested after the pilot plant runs are the same. One group is given a course of pills made from the new drug. This brings us back to the subject that was only briefly touched upon in section 6. The null hypothesis is that the new drug is of no use-the two means are equal. THE z. a small beta would be nice. we will be allowed enough time and research budget to achieve that also. Now we had better be sure that we do not erect a costly monument to our misjudgment. We can rephrase the development of the test in the following way. We could just as well use any equivalent mapping. which calls for a low value of alpha. Thus. The real line is then divided into two regions. that property was used to obtain the acceptance limits. the test has a one-tailed alternative. there is the test. The usual procedure is to select two groups of patients. We want alpha to be small. The others are given the placebo-pills that do not contain any drug (although the recipients are unaware of this). that is a matter of opinion. As for beta. That is a very serious step. Suppose that a pharmaceuticat company proposes a new drug that allegedly alleviates the symptoms of some illness. acceptance and rejection. The responses of the patients are noted and a test statistic is calculated. by most standards. It is a good estimator of IL. At the next stage. Rejecting the null hypothesis means approving the new drug for use. and that i takes values (at least in theory) anywhere on the real line from -00 to +0:0. i is a mapping of that point on to the real linc. The last example in this section concerns drug testing. 7. The second virtue is that wc know how the statistic behaves. It might be the difference in the numbers of attacks per patient in the two groups.TI':ST There are two important advantages in the choice of i as the test statistic in the problems of the previous sections. but now the consequence of rejecting the null hypothesis is that the company will choose the new process and build a new plant at a cost of several million dollars. We do . With luck.S. We know that i is the statistic that we would use to estimate /J. Unless the scientists think that there is some danger that the new drug will actually make the patients worse. The mathematician sees the sample as a point in ndimensional space. too..

and when p. With CT = 8 and n = 16. Beta is the risk of failing to reject the null hypothesis when we should do so.7 = -O. Thus. = 200 against the alternative. Measuring in units of the standard deviation of i. > 200. Then (3 = Fz ( -0. = 205.205) /2. The alpha risk is 5%.855CT(i). 7. the rejection region is i > 203. p.3 . and the mean resistance is not 200.0. the value of beta is seen to depend on the value of p. for example.9.20. We write FAz) for the cumulative distribution of the standard normal distribution. The OC curve for this example is shown in figure 7. It measures the ability of the test to discriminate between p. The z-test is no different from the test using i itself as the statistic. we have 203.) = F (p.0 and standard deviation 2. is the type II error when p. and the value JLo in the null hypothesis.0. of being more general in its statement and of pointing out more clearly the connection betwecn tests and confidence intervals.3.1. Similar calculations show that when p. When the null hypothesis is true.0? In this case. and the corresponding z statistic is (i . We can use any function of i that has a one-to-one correspondence. z has a standard normal distribution.96. Instead of focusing on i directly. we focus on x .855) = 0. if.iJ-o z = CT/v7i ' where the null hypothesis is Ho: p. A plot with p.0.{3.0. {3 = 56%.0 = -1. but has some other value? What. Thus. along the horizontal axis and the power along the vertical axis is called the Operating Characteristic (OC curve) for the test. The OC curve is the plot of (c-p.-c) crVii ' 1 . = 204.. at least pedagogically. we accept the null hypothesis if Izl < 1. This is the rationale for the z-test. i is normally distributed with mean 205. we wish to have a two-sidcd test with a = 5%.205.120 HYPOTHESIS TESTING not have to use i. The power of the test is defined as 1 . THE TYPE II ERROR The one-sided test that was developed earlier for resistors tests p. = iJ-o.9. the beta risk is 20%. for example. What if the null hypothesis is false. = 203. It has the advantages. So we may as well focus on a function of i that we can handle.Fz crVii z . {3 = 36%.

L = 203.~ I I I I "0 ~ ~ I I 0. How should the test be designed? The engineer will choose a one-sided test with the critical region defined by i> c.6 -------~---------+---------~---------~----I .121 THE TYPE II ERROR r I J. we have c = 200..4 I r I I 2 I I I r 0. It is the cumulative normal curve.9.l. -_.~ 0. (7. It is then determined by only two points.. Two numbers have to be specified: c and the sample size.645)( ~) .0 ohms.-1- ~ __ _ _ •• __ • __ 1_ _ _ _ _ •• _ _ _ I I I .0 and the same standard deviation. (7._____ _ I I I I I I I I :z2' ~ . ___ _ 0. which leads to the next consideration.28)( :n) ..9.0.0 + (1.0 with standard deviation 8/VTi.2 _______ IL _______ _ -------+---------~---------~---------~I I I r I 1 I ..9. To satisfy the requirement that a = 5%.1. When it is plotted on normal probability paper. . where the rejection region is i> c. or ogive.0 ohms. Suppose that the engineer is prepared to take a 5% alpha risk of accepting a batch with resistance as low as 200.2) .(1. r 0 190 193 196 199 202 205 208 Mean Figure 7. i is normally distributed about a mean 200. - I I I I I I I 0. The power requirement leads to c = 203. n. the graph is a straight line. Suppose also that thc engineer wants to have a 90% power of rejecting the null hypothesis if the resistance is as high as 203.0 .1) If J. i is normally distributed with mean 203.8 I I I . OC curve. When the null hypothesis is true.

. 0 .1) t= ..122 HYPOTHESIS TESTING Solving equations (7. which is the tabulated value for fl . If ex = 5% with the two-sided alternative.I d. In example 6. and so there are fl . The derivation of a general formula is left as an exercise for the reader.746 is less than 2. In this case. .. Suppose that we wish to test Ifu: IL = 90. of the variance.262. The average resistance was i = 95.10.9. and the appropriate tabulated value for ( with nine d. The normal test statistic z is replaced by Student's t: x .1) and (7.5% in each tail.0 9.746.L and the desired value of alpha. The test statistic is / = 95.7. the estimate is obtained from a sample of n observations.3) 7.36/VlO = 1.2. they were 1. respectively).17 with estimated standard deviation s = 9.<.262. The t statistic has thc same number of degrees of freedom as the estimate. and let the difference between the means in the two hypotheses be 5.9.645 and 1. We did this earlier in section 6.10.1.17 -. we get n = 61 and c=201.f. the null hypothesis is rejected. Then the sample size required is given by (7.ILl' (7. is to< = 2.11.f.36.0. Let za and z/3 denote the values of z that correspond to our choices of alpha and beta (in the example. we have to estimate it from the data. The value of t obtained from the sample is compared to t*. Example 7. and so the null hypothesis is accepted. a sample of ten resistors was taken and their resistances were measured.10.1.11 with confidence intervals.- s/vTl .1 d.9.28. THE I-TEST If we do not know the variance of the hypothesized normal population.90. there is to be probability 2.: IL "" 90.0 against If. If the observed value falls in the critical region. The calculated value 1.2).

68. The observed difference between i and IL would have been declared significant if.11. we might accept the null hypothesis at a = 5% and reject it if we chose a = 10%. in some problems.746. one cannot conclude that IL =F 90.1 and 6. for some peculiar reason. would be significant. the data are compatible with the null hypothesis. the engineer had chosen to assign alpha a value of O. 7.123 TESTS ABOUT THE VARIANCE The engineer could just report the bald fact that the t value was not significant.000 VS MU N . and we calculated a 95% confidence interval for the variance 41.75. That is not good enough.11 The P value is the smallest value of alpha at which the observed value of t. /* decreases. It is the area under the density curve for the { distribution between 1. (T2 :s 292.8 MTB>end MTB > ttest 90 ell TEST OF MU = 90.000 N MEAN STDEV SE MEAN Cll 10 95.1 87.2 87. Thus.170 9. The interval gives us a range of values of IL. Clearly. and.48:s The point estimate is / =- 87.1 both deal with the sample of ten resistors. therefore.364 2. TESTS ABOUT 1'81-: VARIANCE In section 6. The sum of squares of deviations is S = 789. The 95% confidence interval obtained earlier is 88.961 98.6 85. we should have had t* = 1.87 .9 107. we used the chi-square distribution to construct confidence intervals for the variance of a normal population. which is much closer to the calculated value of 1. We can also go back to the tables and note that had we taken alpha to be 10%. We can see from the confidence interval that a larger sample with a correspondingly lower value of t* might have led to rejection of the null hypothesis.2 91.0.75 0.27 . We can construct tests in a similar way. As the sample size increases.6 95.4 94.12. The Minitab printout for the {-test is as follows: MTB > set in ell MTB> 114.75 and infinity and can now be easily calculated by modern computers.141.833. There is much more information here. but only barely.47:5 IL :5 101.12. II or higher. 1. .E. Calculating and printing the P value clearly avoids having to look up (* in the table.0. Examples 6.5 89. it contains the hypothesized value 90. 90.11.4 T P VALUE 1.

92. 16. We can rewrite the test statistic.1.68)/60 = 43.153 < 16.13. from the tables.68.5 has a chi-square distribution with 20 d. The same approximation can be used for testing hypotheses about the percentage. the null hypothesis would have been rejected. of which 20 were defective. To test the hypothesis Ho: 8 = 160 against Ho: (J > 160.f. With ex = 5%. only nine d. Even though the point estimate of 87. 87.124 HYPOTHESIS TESTING Suppose that we wish to test the hypothesis against Ha: u 1 > 60.1 )S2/U 2.12. S/u 2. TESTS FOR THE PERCENT DE}t'ECTIVE In example 6.f. Then the test statistic would have been 30(87.8. that the hypothesis is false. There were ten lamps in the sample.4. The reason is that there was not enough data.05.153 has a chi-square distribution with nine d. 7. p.13.13. we considered a sample of 100 components.84. In example 6. with alpha set at 5%. we compare this value to the 95% value.88 is nearly 50% higher than the hypothesized value. therefore. as (n . . For a test with ex = 0. we obtained a 95% confidence interval for the parameter of an exponential distribution. In that case.l' the statistic S/60 = 13. We obtained a confidence interval for the percent defective in the population by using a normal approximation to the binomial distribution. based on 31 observations.5 to the tabulated 95% value.92. If Ho is correct. This is illustrated in example 7. Suppose that we had the same estimate.= 20(252) 160 = 31. which is greater than the tabulated value of 43.f. we compare the calculated value 3]. Under lI. and their average lifetime was 252 hours.f. THE EXPONENTIAL DISTRIBUTION Chi-square statistics can also be used in tests ahout exponential distrihutions. 31. and reje<-'t the null hypothesis. we cannot say.iO has a chi-square distribution with 2n dJ.00.77 with 30 d. we recall that 2 ~ x. Since 13. 7. we accept the null hypothesis.1. the statistic 2 LXI -(J.1.

The chi-square test statistic is [n this example. the expected numbers are 25 and 75. beginning with another look at the binomial test of the previous section. [n 1900.np -5 z = Vnpq = 4. respectively.1. the history of chi-square goes back earlier.SQUARE AND GOODNESS OF FlT We have been using the chi-square distribution as the distribution of the sum of squares of standard normal variables.155 . The observed numbers in the bins are 20 and 80. It would not be strong enough for the one-tailed test with the alternative HI: p < 0.25 = -5 and 80 .25 either.14. The test statistic is x .25 against the alternative HI: P . and the evidence is not strong enough for us to reject the null hypothesis. U 25 25 = 25 + 75 = 1.13. the number of defectives. em.33. we discuss these goodness-of-fit tests.13.75. respectively.).14.125 CHI-SQUARE AND GOODNESS OF FIT Example 7. has a normal distribution with expectation np = 25 and variance npq = 18.14. This is shown in table 7.1 (cont.05 the null hypothesis: Ho: P = 0.33 = 1. We consider a model with two "bins": defective and nondefective.1.E Defective Nondefective 20 25 80 -5 +5 75 . The deviations in the bin numbers are thus 20 . Table 7. Test at a = 0. Example 7. However. It has led us to tests about the variance of a normal distribution and the expectation of an exponential variable. In this section. X.25. respectively (notice that the deviations sum to zero). We argue that under the null hypothesis. 0 7. Karl Pearson introduced chi-square tests in the context of binomial and multinomial distributions.75 = +5. A sample of 100 components has 20 defectives.1 Observed (0) Expected (E) Deviation (dev) = U .to.

84 is equivalent to comparing L. We wish to test the hypothesis Ho: PI = 0. MUL TlNOMIAL GOODNESS OF FIT This test can be extended to the multinomial distribution with several bins. The extension is illustrated by two more examples. It is essential that the test be applied using the actual numbers in the bins and not the percentages. In tahle 3.155)2 and the tabulated value of chi-square is 3.f. Since U > 5. we listed the frequencies of the digits 1 through I) in a sample of 320 digits.2. U = 225 225 75 + 225 = 4.1. 7. 5.. and P3 = 0. Stage 1 Stage 2 Pass o 18 E 24 -6 20 32 -12 104 +18 O-E 122 36 144 324 U=24+ 32-+104=9.25. Comparing 1. This equivalence is always true for the binomial test.33 < 3. Had there been 300 components with 60 defectives. because the two deviations arc forced to sum to zero. The frequencies were .15.84. U = 1. and since 1. lJ Example 7.15. the derivation appears as an exercise.33 = (1. In the example.99.126 HYPOTHESIS TESTING We compare the value of U to the tabulated value. the percent defective would have he en the same. It had heen expected that 15% would fail at the first stage and 20% at the second. for chi-square with one d. two d. We note again that the sum of the deviations is zero. 3.15.33 to 3.f.155 to L. 3. with 65% passing both stages.L.15. we reject the null hypothesis.84.65 against the alternative that those arc not the correct values.96. There is only one d.84.2. but the value of U would have been tripled. the z-tcst and the chi-square test are mathematically the same.12. therefore. Out of 160 components tested. pz = 0.99. There are. Suppose that an electronic component undergoes a two-stage testing procedure before being put in service. 18 failed at the first stage and were rejected. accept the null hypothesis that p = 0. and the others passed.96)2. 20 failed at the second stage.00 o which exceeds the critical value. and we compare U to the tabulated value of chi-square.84=(1.20. Example 7.

20 11.2. The frequencies of the devices in MHz were 10.5.90 5% the hypothesis 11.8 79.L = 8.L 0.270.1. 7. 7. In exercise 7. Test at £l' = 5% the hypothesis that the octane number is 79. the expected number of occurrences is 32.60 9.92.170.25.7 against the alternative that it exceeds 79.0? . 8 -3 -3 4 o 2 -2 -6 -I and U = 144/32 = 4.2 The standard deviation of an octane determination is 0. Five measurements of the octane number of a gasoline are 80.260.0 }. which is 16.4.25 vs.Lm.50 11. A sample of nine of their films gives the following thicknesses: 0. 7.f.Lm against the alternative that it is not. A sample of ten devices was tested for speed. The deviations are.00 }.3.200.7.250.170.2 }.6 80.80 12. That is considerably less than the tabulated value of chi-square with nine d.90 8. how many measurements should be made if {3 is to be 10% when the octane number is 8O. the alternative }.90 (~ = 7. therefore. and £l' = 5%.30 11.190.3.11 0. Is the data compatible with the assumption that each digit occurs \0% of the time in the parent population? For each digit.00 Test at 10.17 Test the hypothesis that the actual average thickness by their method is indeed 2. 0 EXERCISES 7.£ 8. A research group is trying to produce silicon-on-sapphire films with a thickness of 0.2 80.3.0 79.127 EXERCISES frequency o 1 2 40 36 29 3 33 4 5 29 34 6 32 7 8 30 31 9 26 A quick glance might suggest that there arc too many zeros and not enough nines.

5.L = 12. how many observations should we take in order for a 50% increase in the sample variance. and red flowers ought to occur in the ratios 9: 6 : 1? 7.L ~ 12. Assuming that the lifetimes are exponentially distributed. Test.5.0 against the alternative hypothesis (T2 > 4. a sample of 50 from vendor 8 has MTBF = 451 hours.13. In exercise 6. A company buys components from two vendors. Following exercise 7.2. test the hypothesis Ho: tive I. Out of 1300 voters polled.3. Test Ho: p = 0.7.00 against the alterna- 7.04. A sample of 50 components from vendor A has a mean time between failures (MTBF) = 402 hours. 7.50 against the alternative Ha: p > 0. In previous years. at a = 5%. In this an unusually good year? 7. 20 are red.0 at a = 10%. test the hypothesis Ho: tive I.50.7. particolored. HYPOTHESIS TESTING I. Let p denote the fraction of Democrats in the electorate.L > 13. the hypothesis (T2 = 4. A samplc of seven items from a normal distribution has a sample variance S2 = 6.10. over the hypothesized variance to be significant? 7. Test the hypothesis that the average MTBF is the same for both vendors against the alternative that it is not. A poll is conducted on the eve of a closely contested congressional race.6. .L = 13. 703 are Democrats. and the rest are particolored.128 7. Is an apparent 50% increase in the variance significant if it is based on only seven observations? 7.31. 81 are white.5 against the alterna- I.9. using a = 5%.0. test the hypothesis Ho: (J = 2400 against the alternative Ha: () > 2400. In exercise 6. What is the value of f3 if 0 = 3000? 7. 7. A sample of 18 items are put on test. The average lifetime is 2563 hours. When they bloom. Is this sample compatible with the claims of the nursery that white.11. the fraction of students exempt was p = 0.8.12. 32 were exempt from the first semester of calculus. In a samplc of 80 freshmen engineering students. S2. The company gardener plants 120 flowers in a large bed outside the main entrance to the factory. We wish to test the variance of a normal distribution.

u.2. and. when the variances have to be estimated from the data. COMPARING TWO NORMAL MEANS WITH KNOWN VARIANCE Suppose that we have two random samples. Inc CHAPTER EIGHT Comparative Experiments 8. The first. We turn now to comparative experiments in which we compare two populations and ask whether they are the same or whether they differ. . consisting of Y 1> Y 2' . .1.1L2. for example. IL. Then we discuss comparing the variances of two normal populations and comparing the means of two exponential populations. . estimating and testing hypotheses about the mean. ILl . 129 . Y n' comcs from a normal population with unknown mean IL2 and known variance We wish either to estimate the difference. when their variances arc known. The chapter ends with a discussion of comparing two binomial populations and the use of chi-square for analyzing 2 x 2 tables.Statistical Methods in Engineering and Quality Assurance Peter W. later. . John Copyright © 1990 by John Wiley & Sons. This is followed by Wilcoxon's nonparametric test. Is the yield of our plant the same whether we use hydrochloric or nitric acid as reagent? Is the yield of wafers the same with two different etching regimes? Do we get less variability in our product whcn wc lower the operating temperature? We begin by comparing the means of two normal populations. comes from a normal population with unknown mean ILl and known variance The second sample. tTi. of a normal distribution from a sample of n obscrvations. which are similar problems. we discussed some common statistical procedures in which the emphasis was on drawing conclusions about a population from a single sample. We considered. first. XI' x 2 ' . 8.X m . Since the first sample has m independent observations.•. which does not assume normality. INTRODUCTION In chapters six and seven. M. u 2. and variance. i is normally distributed with expectation ILl and variance u7lm. or to test the hypothesis Ho: ILl = 1L2.. We estimate ILl by i.

1) and (8. = 11-2 is 1.2) If u~ i - = u. .1 and y= 72. If.96\1'6/12 + 4/12 < 11-1 . a z-tcst for the hypothesis 110: 11-1 .R 72.1.0 70.2. 96uV 11m + lin < 11-1 . (8. u.7 68. A chemical engineer has a process in which either of two reagents.2.y and ulYfi by Yu~/m + u. Example S.2.5 75.11-2 = 0 is obtained by setting (8.4 68. A or B.79 3. d = i -)1. The two sample means are i = 71. is an unbiased . we obtain the following two-sided 95% confidence intcrval for 11-.11-2 Wit variance u. . A dntplot of both samples on the same scale (see Figure 8.6 73.0.1. and the variance for B is 4.2.1 72.96uv'TTm + 1In (8.2.6 72.L2 . can be used. The z statistic for the hypothesis that 11-.2 70./-Lz: i - Y- 1.96Y u~/m + u.1) Similarly.3) and x-y -====== (8.2 74.93.ln. Y- equations (8. Their difference. o .ILl < i - Y + 1. ») . Twelve runs with each of the reagents are made and the following yields are observed: A(x): B(y): 71.ln < 11-1 .2.8 71.2 72.93 .2.1. = u 2.62 < 11-1 .5 74.3 70.8 70.7./-Lz < -0.1 75.h ' estimate 0 f 11-. -.3 74.1 72. If we assume that the variance of A yields is 6.4) z== ITv'T1fn""+ lin .1 73.1) suggests that the yields with B might be higher. a 95% confidence interval for the difference between the population means is 71./-Lz < i - Y + 1.21 m + IT 221 n.10 -72.2. which is barely significant.130 COMPARATIVE EXPERIMENTS Similarly.1). in equation (6.ln.N(J.913 = 2.9 69.83 z = 0.0.7 74. we replace i by or .96Y uilm + IT.ln).00.04 .1 74.H3 + 1.3 66.11-2 < -l.2) take the simpler forms 1.

2 d.541.96 in equation (8. m + (n ) 2 -~ (8.2. and so .2 d.1L2 < i - Y- t*sVl 1m + lin . the test statistic becomes x-y / ' ' lI'' 'm=''=+=::l=::/='' (=s-Y (T in (8.1 (cont.1.1.0 B Figure 8.). s.2) This statistic has Student's t distribution with m + 11 .f. and 5 2 1(Tl has a chi-square distribution with n . UNKNOWN VARIANCES 111e situation when the variances are unknown has to be separated into two cases. s.2 d.2.3. 8.f.3.2.2.0 • •• • • • • • • I 72.1 ) + n-2 is an unbiased estimate of (T2 with m + 11 . (m .0 • •• A •• I 76..592.I d. two vanances are equaI to (T 2• Let and Then 5 l /(T2 has a chi-square distribution with m .0 •• • I 68. . where t* is the tabulated value for t with m + n . By substituting s for equation (8. the confidence interval is obtained by substituting s for (T and t* for 1. We deal first with the case in which it is reasonable to assume that the .3. If we do not assume that the variances are known.4).f. (8.0 I 70.1 d.3. Dolplol for t!xample 1l.L In a similar way.2.1.131 UNKNOWN VARIANCES •• I 66. Example S.t'. and E(5J = (n .3).J)(T2. we calculate estimates from the two samples: = 6.1)5.0 •• • • I 74.3) We illustrate this by returning to example 8.2. The pooled estimate of the common variance is S2 = 5. i - Y- t*sVl 1m + I In < ILl .513 and = 4.

and so the data are compatible with the hypothesis Ho: 1-'1 = 1-'2' The (-test statistic is t =- 1.917 = -1.1 ) The mathematical problem is that this statistic does not have Student's distribution and the actual distribution cannot be derived in a tractable form.2) Example B. in which case a 95% confidence interval is given by . J) has a normal distribution.1 (cont.82 < 1-'1 .i - Y + 1.4.83 + 1. and so we do not reject the hypothesis of equality.99 .3. and so the two-sided 95% confidence interval for the difference is calculated by equation (8. you are not going to get into serious trouble by acting as if equation (8. value of I' For this data set.2.2.In .S41/6 < 1-'1 . There does exist an approximation.ln < ILl .074VS.96Ysi/m + '\'. than the tabulated value for alpha = 5%. the Minitab program gives the as i' = -1.1-'2 < -1.1-'2 < 0. but now it is routinely available in many software packages.96Ysi/m + s. This interval contains zero.f.9] . .90.JLz <.4. If m and n are greater than about 20.132 COMPARATIVE EXPERIMENTS The 5% value for / with 22 d. in absolute value. 2. which is less. We can certainly estimate the two variances by 2 81 m -] S =-1 and and we can then write the test statistic as (8.3.074. (8.074. this approximation was awkward to use.4. Ll 8. before the days of computers.).16. is (* = 2.83 0.83 -.i - Y- 1. UNEQUAL VARIANCES When it is not reasonable to assume that the two variances are equal.4.3): --1. the situation becomes difficult mathematically and is known to statisticians as the Behrens-Fisher problem.

+ ez. for that stage and that stage alone. of wafers is split into two halves for one step of the processing. The test procedure consists. In the earlier treatment of the reagent data. Suppose that the engineer was aware that there were two sources of variation in the process: random noise and also variability between batches of raw material. ) = V(Y. + (]'2.1 (cont.) = u. there are 12 wafers receiving treatment A and 12 receiving treatment B. which we assume to have the same variance (]'2. Other expressions are also used. V(x . we had a simple model: and where i-Ll and P-z are the unknown constants whose difference we are trying to measure..1.. u 2 and u. x.133 THE PAIRED t-TEST which should be compared to the tabulated value of t with approximately 22.Y. in each pair and carrying out a one-sample t-test on the differences. are independent random errors. To illustrate this. the other sources of variation have canceled out.4 d. THE PAIRED t·TEST We treated the data in example 8. took 12 batches of raw material and divided each into two halves. Now we add the batch term and write and y. and the differences: The data have been rewritten to show the pairs . free of the batch effect.P-z. where f3. we take another look at the data of example 8.2. In semiconductor work. The variance of a single observation has two components.) = 2u z.5. is The batch component has vanished and V(d. therefore. Example 8. one-half received reagent A and the other received reagent B. and ell' ez. Then the difference between the two observations made on the same batch was a measure of i-Ll .). the variance between batches. denotes the contribution from being in the ith batch. This is called a paired experiment. split-lot experiments are run in which a "lot. The engineer. The difference.2. 0 8. The value of t' in this case is not much different from the t value of the previous section. therefore. ." perhaps 24.f.2. which had canceled out. .1 as if the 24 observations were all independent of each other. and the appropriate analysis is called the paired t-test. of subtracting Yi from x. = i-Lz + (3.

and so on.5 72.53 with 11 d. H. WILCOXON'S TWO-SAMPLE TEST During World War IT. we are testing the equality of the population medians rather than their means. the superiority of the (-test over Wilcoxon's test is not great even then. One chooses whichever . but if the variance between batches is considerable.1 75. At about the same time.1 -3.1 73. The first step in this procedure is to arrange all m + n observations in increasing order of size.8 -1. Frank Wilcoxon. the average rank of the X variables should be about the same as the Y average.3 69. the largest has rank m + n.6. working at Ohio State University.1 12 68.134 COMPARATIVE EXPERIMENTS Pair A B d 71.7 70. o 8. an industrial statistician. which is clearly significant.8 10 11 74.0 Pair A B d 7 73. the X obscrvations will tcnd to he clustered to the left and the Y observations on the right. Whitney. If there are tics.f.1 0.7 ··-1.1 8 66.9 -2. Wilcoxon's test can be as good or better than the I-test. developed a similar test that bears their names and is mathematically equivalent.2 -3. The smallest observation has rank one.3 70. we give each of the tied observations the average of their ranks. the twosample I-test is the "best" test when the conditions of normality and equal variance are met.6 The one-sample {-test on the differences gives {= 4. However. a test that does not depend on assuming that the populations arc normally distributed. the increase in precision from eliminating it will more than compensate for that increase in the critical value of I.0 0. . we work with the ranks of the observations. The test statistic is the sum of the ranks of either the X or the Y observations.1 70.7 75.9 9 72. Formally.2 -2. Mann and D. Fewer degrees of freedom means that a higher value of /* must be overcome to establish si'gnificance. From now on.6 0.2 2 68. they add up to (m + n)(m + n + 1)/2.1 72. If the medians are the same.6 3 74.e. Theoretically.6 74.3 -2. the Mann-Whitney version is more popular among social scientists. R.8 74.2 4 72. When there are departures from normality.5 -2. i.8 1 5 71.6 6 70. Notice that the number of degrees of freedom has dropped to 11 (12 .2 72.4 74. developed a nonparametric test. If the X median is appreciably lower than the Y median..1).8 -1.

1 66. They are XXXyyy XYXYXY YXXXYY YXYYXX XXYXYY XYXYYX YXXYXY YYXXXY XXYYXY XYYXXY YXXYYX YYXXYX XXYYYX XYYXYX YXYXXY YYXYXX XYXXYY XYYYXX YXYXYX YYYXXX The sums of the X ranks for the 20 sequences are W = 6 7 898 13 12 13 14 9 10 15. For this test. we can act as if the sum of the X ranks is approximately normal with E(W)=m(m+n+l)/2 and V(W)= mn(m + n + 1) 12. Note that we are not making any normality assumptions about the actual data. When m and n are ten or more.1 and ignoring the remarks about pairing that were made in section R.. The theory of the test can be derived by thinking of a box with three red balls and three white balls. each of those scores has probability 1/20. Consider the simple case where m = n = 3.e.4 X 8 70. the sum of the Y ranks has E( W) = n(m + n + 1) 12 and the same variance. 10 11 12 9 10 11. a = 1/20 + 1/20 = 0. In the Mann-Whitney test. and only if.0 Y 6 70. three red and three white.5 X X X The 24 ohservations in ascending order are 4 69. namely.). We suppose only that we have 12 observations on A and 12 on H.1 X 7 70.5. II 12 The lowest value is 6.05. usually the sum that has the fewer observations to bc added. and so there are 20 possible orderings (ignoring ties) of X and Y. There arc 20 possible arrangements of six balls. We are merely applying that approximation to the orderings of m red balls and n white balls as they come out of the box! This is illustrated by going back to the original data of example 8.2 Y 5 70.3 2 68. each X observation is given a score equal to the number of Y observations that exceeds it.2. We remove the balls from the box one at a time and note the order of the colors.13S WILCOXON'S TWO-SAMPLE TEST is more convenient. Example S. We can now formulate a simple test for the hypothesis that the two populations have the same median. Tables of the critical values of Ware available for various values of m and fl. reject the hypothesis if. the highest 15. i. if X has the three lowest observations or if X has the three highest observations. and the test statistic is the sum of those scores.1 (conI.9 Y .2.3 3 68. W = 6 or W = 20.

and 13 in order are all equal. but it is easy to use and the table of critical values can be carried in your head. The test statistic. Under these circumstances. o 8. "not only quick but compact. we subtract 1 from D.1 74. The test statistic is Z =: 121.8 Y Observations 11.150 == -1 67 V 300 . 10. John Tukey (1959) presented a simple test that he had constructed to meet "Duckworth's specifications. Suppose that the smallest observation is from the X population and the largest from the Ypopulation.. They each receive the same rank.8 16 73. W is normally distributed with IL = 150 and (1'2 = 300.7. The sum of the X ranks is 1 + 2 + 3 + 6 + 7 + 9 + 10 + 12 + 14 + 17 + 18 + 22 = 121 . If D 2!! 7. is the sum of the two overlaps. the table of critical values consists of the three numbers 7.7 15 72. It is preferable that the two samples have approximately the same number of observations. The test only works if the largest and smallest values of the observations eome from different populations.1 Y 12 13 72. 13 is the 0. 10 is the 1% value.7 75." Duckworth wanted a quick·and-easy test for comparing the medians of two populations that did not need any tables and could be used for a wide range of m and n.136 COMPARATIVE EXPERIMENTS 9 71. and 13.6 X Y Y 14 72. too.6 X 10 71.1 Y 72. or vice versa. (It is a good idea to check your calculations by adding the Y ranks. (11 + 12 + 13)/3 = 12.2 X 11 (72.1) X 18 19 74.5 Y X Y 75.8 23 24 74. 12. If either 3 + 4nl3 s m s 2n.2 20 21 74.3 X Y Y 22 74. the number of X observations that are smaller than the smallest Y plus the number of Y observations that are larger than the largest X.1 % value. that total is 179. we reject the hypothesis of equal medians at a 5%. D. or at least that neither mIn or nlm should exceed 2. in his words.) Under the hypothesis of equal medians. the two should add to (24 x 25)/2 == 300. Tukey produced a test that is. .1 X 17 73." This test is not as powerful as some of the more elaborate procedures. THE DUCKWORTH TEST In the first issue of Technometrics.

The use of the table is illustrated in this example.0.8. . .f. We compute the variance ratio with the larger estimate in the numerator: 80 F(1O. we accept the hypothesis that the variances are equal. we hypothesize that the two variances are equal.137 COMI'ARING VARIANCES Example S. In the present situation. which is not significant at a =. 15 d. which we can denote by 4>1 and 4>2' respectively.-.1). and s~ = 40.2.2.f. 15) = 40 = 2. we note that there are three X observations below all the Y's and one Yabove all the X's.'/O'i S 2 F= -.'1 (8. some hooks economize by letting be the larger of the two estimates and s.8. The F statistic will sometimes be denoted by F( 4>\.0. o 8. which implies that only values of F greater than unity need to be given. 4>2)' Table IV (see Appendix) lists critical values of the F statistic.1) If F is close to unity.S. In section 8.1).f. in the numerator and the number of d.). each divided by its degrees of freedom. . 5%.1 (cont. How do we test the hypothesis o'~ = The test statistic is the variance ratio 0'. we obtained estimates s~ and of the variances. we start with the ratio JO' 21 s. si Example S..8.1). The total is D = 4. To derive the distribution mathematically. the smaller.4. and F reduces to the simple variance ratio s. The distribution of F depends both on the number of d. and so F is the ratio of two independent chi-square variables. a complete table would occupy many pages.1./s~ of equation (8.0. The numerator is (Sl/O'~)/(m . Because there are two parameters involved.l. Suppose that two samples have the following estimates of the variance s.t. COMPARING VARIANCES s. we conclude that the variances are different. in the denominator. 10 d. Using the Duckworth test for the data of example 8. = 80. the denominator is (S2/(T~)/(n . If F is large or small.

In fact.1 ) One more difficulty remains.9. The confidence interval that we are seeking is thus (8. the value of F that appears on the right-hand side of equation (8.1) is found in the table under a = 0. good estimates of variance need plenty of data. It is perhaps discouraging to see that even though the one estimated variance is twice the other. therefore.a)% confidence interval by writing then.9. and estimates based only on a few d. The value on the left side is not in the tables.2) .138 COMPARATIVE EXPERIMENTS The table gives the value of F that corresponds to the given percentage in the upper tail. construct a (1 . dividing through by sils.L can be a long way off. CONFIDENCE INTERVALS FOR THE VARIANCE RATIO We saw in the previous section that the statistic that actually has the F distribution is We can. and so we have to switch the subscripts throughout.9. It can be obtained by using the following equation: (8.05 in the tenth column and the fifteenth row: F*(lO. we get Unfortunately.54 .9. we want to compare F with the value that would be exceeded by chance 5% of the time (not a/2). 15) = 2. For a 95% interval. this is upside down. The appropriate value is found in the table under a = 0. 0 8. that difference is not significant.025. Since we have already taken care to put the larger estimate in the numerator..

We assume that . (xly )F..2) V2 Example 8. Twenty components from supplier A are put on test.Yn' comes from a population with expectation (J2' We estimate (JI by x and (Jz by y. 5) 3. therefore. we can act as if x and yare both approximately normally distributed with variances Xl and y2... XI' x 2 ' ••• . and take the ratio. n _81 / <-. COMPARING EXPONENTIAL DISTRIBUTIONS Suppose that we have samples from two exponential distributions. Yi> Y2'" ..' ral2 (2 2) m. A (I ~. (Tz 8. (T~ < (2.. (8. If we divide each of them by their d. the variance ratio: We can now obtain a 95% confidence interval for . The first sample. . (·_1) IT. _ _ ? II -./2(2n. and then follow the procedure of section 8.139 COMPARING EXPONENTIAL DISTRIBUTIONS Example 8.10. Method 1.00. o (TI 0.2n) distribution.82<"2 <8.. respectively.a)% confidence interval for (J1/82 can be obtained by the methods of the previous section as ily £.. First..52) ( . their average lifetime is 178 hours.xm • comes from an exponential population with parameter (JI.5)(3.). we have an F statistic: has the F(2m.f.06 < 2 . respectively. 2n). We recall that 2 ~ x/81 and 2 ~ y/82 have chi-square distributions with 2m and 2n degrees of freedom.10. We can. _m) . There is an alternative way that has the virtue of not being an approximation.1) to the tabulated values of F(2m.10.10. We can then compare (JI and 82 in two ways.1 (cont. test the null hypothesis (J\ = ()2 by comparing the test statistic Ho: (8.2.8. The second.1. 30 components from supplier B have an average lifetime of 362 hours.

178)( 1 ) 01 (178) ( 362 Fu u2s(40. COMPARING BINOMIAL POPULATIONS A manufacturer receives supplies of a certain part from two suppliers and wishes to compare them. and at a = 5%. Method 2 362 F= 178 =2.1. the common value p is estimated by pooling the two samples: . Arc the two suppliers producing at the same rate of defectives? We can act as if the fraction defectives in the two samples are normally distributed and construct a test and a confidence interval along the lines of section 8. J78 .362) .140 COMPARATIVE EXPERIMENTS _ V(x) (178)2 = --W = 1584. A 95% confidence interval for the difference between average lifetimes is (178 . 60) < 02 < 362 [FO. Suppose that the first sample contained x defectives out of m parts and that the second contained y defectives out of n parts. 025 (60.40)] 0..2 . o 2 8. ~ =Y -.03.2 + 4368. a random sample of 100 parts from supplier B contains six defectives.96\1'1584. 40) The confidence interval is = 1. A random sample of 200 parts from supplier A contains 30 defectives. n We recall that the variance of the number of defectives in a sample of size n is npq.02 < -184 + 151. Under the null hypothesis that PI = P2 = p. the estimates of the binomial parameters are X P\ =m A and A p. we would decide that the reliabilities differed. to be compared to FO.1 < 0\ .88..362 = 2 38 v'V(i) + V( y) .2.33 .2 z = and _ V(y) (362)2 = 3 ( ) =4368.05(60.11.335 < 0\ .28< 8\ 8" <0.1.64.02 < .

26.yIn z = Vpq(llm + 1 In) = pqln.:: pA2 .06 z = \1(0. m 0.0.15 .06. m Example 8.09 + O'(17 0.]6. the table would be Supplier nondef.11.15 p. For the confidence interval. y = 6.12)(0. and P2 = 0. P2q2/n interval is = 0.:: 36/300 = 0. and the (0.l m n -1. V(y).96Y(V(xlm) + V(yln» .OO12 < PI . A B 170 30 94 6 .1.12.pz < 0. Pooling the samples.88)(1/200 + 111(0) = 2.0006375. x = 30.CHI-SQUARE AND 2X2 141 TABLES X +y P=m+n· A In constructing the z statistic.1.pz <0. S. we no longer have to assume that PI We take the best estimates of the variances: = Pz. (8.P2 < ~ . For the confidence interval.0. = 200.06) .1.1) .02 < PI . For this data set.96Y(V(xlm) + V(yln» <PI . CHI-SQUARE AND 2 x2 D TABLES A commonly used alternative to the z-test of the previous section is to set up the data in a 2 x 2 table (a table with two rows and two columns) and make a chi-square test.11.12. PI = 0.15 . n For the data at the beginning of this section. n = 100.96v'0.:: 0. Plqllm. n and A two-sided 95% interval is given by ~.000564. we take V(xlm) whence = pqlm and V(y/n) xlm .l . def.

88.7 63. 0..5 31.3 Control 59. .. The deviations all have the same absolute value..7 55. we have for that cell 0= 170. and d: a c (/+c b d b+d a+ b c+ d N=a+h+c+d The deviation in each of the four cells is ±(ad . +6. respectively. Similar calculations show that the expected values in the other cells are 88.o. A B 170 30 200 94 6 100 264 36 N = 300 If the probability of a nondefective were independent of supplier. there is only one degree of freedom. 176 + 88 + 12 + 24 = 5.7 31.2 54. the expected number of nondefectives from A would be 300(0.4 57.9 46. h. EXERCISES 8.C)-:2---:-:--c-:(a + b)(c + d)(a + c)(b + d) .3 66.E E = 176. def. c.88)(2/3) = 176. The yields were 54. -6. nondef.1.2 45. The value of the chi-square statistic is U = 36 36 36 3 6 .11 = z· In the general case. wc ean denote the cell frequencies by a. Twenty wafers were sent to a vendor for a boron transplant. Twenty received the standard deposition.6 46.9 52.. The chi-square statistic may be calculated by the formula: u= --:-----:-:-:--N. After the treatment.bc)/N. with deviations +6.4 44.3 34. and 24. and the probability that it carne from supplicr A is 200/300. .. = -6. the probability that it would be a nondefective is 264/300 = 0.5 48. Thus.(a_d:-:--. 12.1 55. all 40 wafers were processed together and the probe yields were measured.142 COMPARATIVE EXPERIMENTS We can add the marginal totals and see immediately that if a part were to be chosen at random from the combined sample.4 48.4 .-_h-.1 62.7 43.

Their observed frequencies in MHz were A: 16. 8. and Duckworth's test.0 13.7 12. Denote the MTBF by (I.7 12.7 9. a layer of gold.5 84.0 14.8 Additive average mpg = 32.5.1 74. The mean times between failures (MTBF) of an electronic component have an exponential distribution.7 13.6 12.4 18.9 12.6 16. 8.4 13.6 9. the following results were obtained: For vendor A.6 Do the devices from the two manufacturers have the same average speed? Make dotplots of both samples on the same scale.8 12. Use three methods for this exercise: the t-test. s = 1.8 13.0 13.9 17. Devices from two manufacturers were said to have the same nominal speed (frequency of operation).1) 12. The engineers in the research group take tcn cars and run them on the company's regular brand and another tcn cars that they run on the regular gasoline with additive. In a comparative test of two vendors.7 12. The specification calls for (I to be 325 hours or longer.7 48.3 52.5 12. Eighty failures were investigated and the mean time to failure was 282 hours.5 16. 8. 32 out of 45 units tested were void-free.4.1 B.6 17.8 84.4 Is the new additive effective in increasing the mpg? Is there greater variability in mpg with the new additive? .8 49.7 13.6 15.3 16.4 49.3 57.3 12.1 14.3 13. An oil company is considering introducing a new additive in its gasoline that it hopes will increase the mileage per gallon.9 17.7 13. 3000 Angstroms thick. Test the hypothesis Ho: 0 = 325 against the alternative HI: (:J < 325.2 12.5 10. 39 units out of 76 were void-free. Test the hypothesis that the percentages of void-free units for the two vendors are equal.1 B: 16.7 13.143 EXERCISES 54.7 11.7 52. A summary of their results is: Control average mpg = 31.2 13.2 82.9 14. s = 2.2 13.2.3.2.0 13.2 61.8 13.4 55. For vendor B. Wilcoxon's test.3 54.4 12. During wafer preparation. Twenty-two devices from manufacturer A and 25 from manufacturer B were tested at room temperatures.6 49.6 Boron 51.9 17.5 52.5 56.9 13.8 75.8 14.0 16.2 13. is sometimes sputter-deposited onto the back of the wafer.5.3 Was the boron implantation effective? 8.1 34.

and there is variability in the raw material. which is statistical jargon for saying that a deviation of a few degrees in the oven temperature will not seriously affect the palatability of the product. if we try hard enough. Components in the production machinery wear out. or within a tenth of a degree. life is not like that. we can eliminate almost all the noise. John Copyright © 1990 by John Wiley & Sons. and out of the other will come a steady succession of objects. The latter cost more. called the product. Whether we like it or not. Inc CHAPTER NINE Quality Control Charts 9. all we have to do is to put in raw material at one end. Indeed. INTRODUCTION A great deal of the industrial production in this country comes from production line work-a method of production that calls for carrying out a repetitive process again and again and again. If the cake recipe is robust to temperature changes.1. These measures may be discrete. you would do well to have a mix that is robust to the fluctuations in ovens from house to house. We also assume that we have some measure of the quality of each widget. Some of the noise we cannot eliminate. we cannot persuade the hens to lay eggs that are absolutely uniform in size or the cows to produce cream that does not vary in the percentage of fat from day to day. We arc going to assume in the next few chapters that we havc a production process. Perhaps. out of which comes a product. if you are selling cake mixes to be made into cakes in the huyers' own kitchens. M. We can construct ovens that maintain a desired temperature within 5 degrees. it will not be cost efficient to invest in the highest-costing ovens. It would be nice to think that once a production line has been set up. which we can call noise. each production process has built into it a certain amount of natural variability. we cannot construct a process that will continue forever to produce absolute clones. as in chapter 144 . No matter how hard we try. that are identical with one another and each conforming exactly to the standards that we had in mind. It is convenient to say that we arc producing widgets. although we can reduce it. Unfortunately.Statistical Methods in Engineering and Quality Assurance Peter W. In making a cake on a production line in a bakery. both in initial capital investment and in maintenance.

The hasic idea is that we take a sample of four. Then each widget is classified as either acceptable or not acceptable. or five. We can get into arguments when we try to measure characteristics. It is often rather haphazard. and grade 4 is inedible. What happened in those days in too many shops. These charts are then used to tell us whether or not the process is in control. In this chapter. cut down on the number of unacceptable widgets that leave the premises. at least. In 1931. Perhaps they make some ad hoc adjustments to the machinery. grade 3 is sold at a discount to college residence halls. In the jargon of quality control. 9. If we either accept each cake or reject it. If the process has gone out of control. They continue to produce widgets as long as the items look satisfactory and there is not a preponderance of complaints from the clients. We then prepare two charts. widgets off the line at regular intervals and measure their lengths. Grade 1 cakes we sell to the best restaurants at the premium price that they deserve. there is a stir in the shop. and still does. it is the subject of the next two chapters. which seems to improve things. Perhaps they introduce inspection of the outgoing product so that they can. the research arm of American Telephone and Telegraph Company. the manager gets a signal to take action. The measure of quality is something like the weight or length of the widget. is that people set up the machinery and start production.2. . grade 2 goes to the grocery stores. defective or nondefective. At that stage. Production continues until it dawns on someone that they are now producing unacceptable widgets. On the other hand. such as palatability. Walter Shewhart. we clearly have the attribute case. The clients in this sense may be the actual end users or they may be the people in another plant some miles away who are using the widgets in the construction of some more complex pieces of equipment. QUALITY CONTROL CHARTS Statistical quality control charts were introduced about 60 years ago by Dr. What Shewhart did was to introduce a simple graphic procedure for monitoring the output of the process that enables the manager to tell whether the process is in a state of control. That is a more complicated situation than we want to discuss at this time. he wrote a book entitled Economic Control of Quality of Manufactured Product.QUALITY CONTROL CHARTS 145 three. We plot the average length of each sample on one chart and the range of each sample on the other chart. conforming or nonconforming. that situation is described as sampling and classification by attributes. that arc difficult to quantify. we could grade each cake on a scale of 1 through 4. "tweaking" this knob or that. a scientist at Bell Labs. we discuss quality control charts for continuous variables.

The other is that in a random process. there is a certain amount of regularity. We can now give a definition of control in this context. the probability that a point falls outside those limits is only one in 400. may turn out to be something serious that calls for corrective action such as replacing a part of the machinery or an operator who has not hct:n properly trained. or once a shift. THE x-BAR CHART At regular intervals. The piece of paper on which the sample means are plotted has three horizontal lines. is normally distributed with expectation /J. The average length of our widgets may not be what the customer wants. the random variable. Under the null hypothesis of control. when found. The first we have mentioned earlier: a certain amount of random noise occurs naturally in any production process. we seek an assignable cause. If a point lies either above the upper line or below the lower line. If the probability . Is it moving along steadily? 9. we say that the process is under control.146 QUALITY CONTROL CHARTS Shewhart's ideas depend upon two statistical concepts. The lower line is 3uivn below it. usually denoted by i. only one time in twenty will a variable differ from its mean by more than two standard deviations. Commonly used values of n are 4 or 5. In the United Kingdom. i. we say that the process is out of control. A process is said to be in (statistical) control if it is performing within the limits of its capability.09uiv'fi above and below the center line. This cause. or the variability may be too great. with time. or rejection region. that the product being manufactured and the customer's specifications are some way apart. in the jargon. How do we make adjustments to get the process to meet specifications? That is the topic of process improvement (off-line experimentation). we carry out a test. but only about one time in 400. which is to be discussed in the final chapters. From the point of view of hypothesis testing. we have a null hypothesis that if the process is under control. we take a random sample of n widgets from the production line.3.and variance u 2in. such as every hour. With each sample. Some engineers call each sample a rational subgroup. We stop production and. we are concerned with the stability of our process. The upper control line is at a distance 3u/vn above the center line. It could have happened by chance. or at our estimate of that distance. For the present. along the vertical axis. along the horizontal axis. The area outside the outer control lines is the critical area. that the capability of the process is not what we would wish. The center line corresponds to the process mean. As long as the plotted points fall between the two outside lines. it is more usual to place the outside lines at a distance 3. when we look closely. or sample number. It may only have been a passing phenomenon that is easily explained and is not expected to recur. With a normal distribution of noise. We may find. We plot the sample averages.

4.326 0.577 0.880 1. We define another multiplier. In practice.0025 that we will mistakenly stop production and that there will be no assignable cause to find. That figure is the alpha risk. 1t can be divided by d 2 .147 SElTING THE CONTROL LINES distribution of i is really N( j. We have to estimate those two parameters from a pilot set of data taken from actual production. we are talking about the mean and variance of the process as it actually is and not about the specifications.729 0. to obtain an estimate of the standard deviation.06 for II = 4 and 2. Everyone. We now have a simple graphical procedure that shows how the process is behaving. The upper and lower control lines are then set at Values of d 2 and A z are given in table 9. the probability is 0.I)J 1 A2 Eff. as in section 6.000 . The average of the individual i is denoted by { and called x-bar-bar.12R 1.992 2.4l-l3 0. Table 9. Its simplicity is one of its great virtues. 9. rule. Then we can multiply that estimate of the standard deviation by 3/vn. The_range.023 0.L.534 (l. It provides our estimate of 1-1-.4.1. can see how their process is doing. The two steps are combined into one. (T21 n).693 1. or decision.704 O. workers as well as management. Everyone can focus on the problems of quality. SETTING THE CONTROL LINES When we speak of i having expectation j. We recall that d 2 = 2. One of the workers is assigned to make the entries.1. A pilot set of about 20 rational subgroups usually suffices to get started. and fixes the center line of the chart.4. Factors for the x-Bar Chart n 2 3 4 5 6 7 d2 1.955 2.33 for n = 5. Everyone is involved. R" of each subgroup is recorded.4II) O. the procedure is a little different.933 2.059 0. Their grand average is denoted by R. The chart can be kept on the shop floor. and a simple action. 1.L and variance (1'2In. The standard deviation has traditionally been estimated from the ranges.975 2.14.

but the concept of range as a measure of variability is easier to understand than the concept of standard deviation. Values of D3 and D4 are shown in table 9.1. The primary advantage of using the range to estimate u is its ease of calculation. 9. every modern engineer carries a hand calculator that can compute /. The center line is set at R.183w 2 and sd(w) = 0.5. we want everybody to be able to relate to it.12. one could obtain an unbiased estimate of the variance from the squared deviations in the usual way. Denote the range by w.~ are the topic of section 9. be dismissed.12. where c 4 is a multiplier whose values are given later in table 9. s. The sample range.076 3. It can be shown that if the observations come from a normal population. It can be argued that this advantage is less important today than it was 25 years ago. the average from the pilot set.12. R. The upper and lower lines are obtained by multiplying R by D4 (upper line) or D3 (lower). Charts based on . The range estimate for u has very high efficiency by comparison to s/c 4 • Those efficiencies are also given in table 9.5.1J04 1.114 2. is not an unbiased estimate of the standard deviation. The chart is meant to give everybody a picture of what is happening. The simplicity should not.924 .5.1. however. there are three control lines.775Ru 2• Substituting w/d z for u in the latter expression gives Yew) = O. The unbiased estimate is s/c 4 .282 2. The rationale for computing multipliers D3 and D4 is now shown for the case of n = 4.059u = d 2 u and that Yew) = O.148 QUALITY CONTROL CHARTS Alternatively. A similar chart of the sample range keeps track of changes in the variance. Again. Table 9. THE R CHART The x-bar chart keeps track of changes in the process mean over time. For each sample.267 2.4) -I. The asymptotic value of 11 c4 for larger n is t + (4n .1. - i)2 n -1 The square root. one computes S2 = L (x. Multipliers for the Range Chart n 2 3 4 5 6 7 o o o o o 0. This is a diagnostic tool. E(w) = 2.574 2.> is plotted along the vertical axis.1. Not only can the worker on the floor easily calculate the range of a sample of four observations. and s/c 4 in an instant.428w .

AN I<:XAMPLE The following pilot set of 20 subgroups of four observations each was used to set up x-bar and R charts for a process. even though inflated ranges may make the control limits on the x-bar chart far enough apart to include all the points.149 AN EXAMPLE where sd(w) denotes the standard deviation of w. The charts of the pilot set arc in figures 9.6.30. we .82) = 11. Had that value been.428)w . The R chart is obviously sensitive to outliers.729)(1. However.2.6.428)w = 2. even when the observations are normal. instead. It can be argued that the engineer should look at the R chart before looking at the x-bar chart.82) = 8.1.729)( 1. the process is certainly not under control.13 . the average range is 1.1 and 9.(0. There is a tacit assumption here that w ± 3sd( w) are the correct limits and that w is normally distributed.80. 11. The only point that comes close to an outer control line is the seventh. A single bad observation can make the range of that sample so large as to exceed the upper control line. which has a sample mean 11. Following the same procedure as for the x-bar chart.6. 9. That should only be done if the engineer is very sure that it is justified. It is possible that the search for an assignable cause will find a reason that could justify the engineer in throwing out that point and recalculating the estimate of (T without that sample.13 + (0.82. To compute 0 3 . but this quantity is negative. If the variability of the process is out of control. as manifested by the R chart. it is an observation.13. and a process that produces outliers has problems. The data are in table 9. we set the upper control line at 0 4 = W + 3sd(w) = w + 3(0.45 and 10. Remember that.284w. and so we replace it by zero.284 and the actual value of 0 4 = 2. The grand average i for the 20 groups is 10. whether you like it or not.50. this is the rationale that has traditionally been used. The difference between the factor 2.6.282 is due to roundoff in the calculations. the upper and lower control lines are set at 10. The process is clearly rolling along steadily. we should take 03 =W - 3(0. which is not true. The distribution of w is certainly not symmetric. For the x-bar chart.

..2 11.0 10.6.7 10.150 QUALITY CONTROL CHARTS Table 9..15 10.6 10.8 f I .00 9.0 2.. _..5 11..3 10.3 11.4 11.6.2 1...7 9.0 1. l ..85 10.9 9.1 10...3 9.90 11.....3 10.9 11.5 9.7 10.2 10.4 9.7 11...6 3.3 I::---t------ til ..0 x 9.9 2..5 10.2 11._ ' _ _ ' _ .5 8..5 8.9 1.0 1. _.9 11..6 10.---+-+:+----t=I 10.---------~---------~-----I I I I 1 I I I I .8 o I -------+---------~I I I I I I I I I I ~.9 9..45 2....2 1O.8 9.4593 I I 1 I I I I I I I I I I I ~---------4----------~t I I ...7 1.4 11. l ..8 H>.1 9.80572 ...6 10.6 11.3 1.50 10.6 10.4 1..I 9.. 16 20 8._ ' _ _ ' _ .1325 10..1 11.2 9.7 9.5 9.5 11.3 10.. l ...3 8.60 10.63 10.4 to.3 9.. Twenty Samples 2 3 4 5 6 7 8 9 10 to.7 9.2 1t 12 13 14 15 16 17 18 19 20 11.43 9.10 9..7 10..8 10.8 7.1 9.6 8.9 9. I I I I ' I I I I I I I .0 8.9 10..83 9.7 10.....53 10. _.30 10.8 I -------~ I ______ - I I I I I I S ~ 1 -.13 9.7 11.4 to.9 to.6 9.8 I I I I I I I 9.00 10.1..6 8.1 10.7 1.2 11.50 11._ ' _ _ ' _ . 11..5 10.0 8.8 0.9 0._'_"___' 4 8 12 Sample number Figure 9.1.3 I I I I I I I I -------+------ 10..20 9.9 10....6 9..5 2..70 9..1 11..1 9..8 8..8 1.8 8.5 10. °nlC x-har chart..28 10....6 10.1 2.4 9.7 1. t i R 10.0 8.2 8. I •••••••••••••••••••••••• 1•••••••••••••••••••••••• 1•••••••••••••••••••••••• 1•••••••••••••••••••••••• 1•••••••••••••••••••••••• 11.5 10..5 11.9 11.60 R 2.2 2.8 8.1 9.5 10. t I I I ~r:---------+---y-----------------+:-::-..6 to...

82) = 4. All the points fall between the limits.151 ANOTHER EXAMPLE I I I I 4 ························1························1························l······ . One might suspect the following scenario. The range chart.. would have noted that it was above the upper control line and proceeded to look for an assignahle cause.1 is..--..282)(1. The process has an unfortunate tendency for the mean to increase. -------~---------~---------~---------~------ 4.15 ...I ---------T---I I I I I I I I I I ----'1'------- I I I I I I I I I I I Sample number Figure 9. One outside point in a string of 20 points may not signify anything serious.15356 3 2 I--+---rl--+--. the lower limit is zero... . ANOTHER EXAMPLE The process that is charted in figure 9.82 I I I I I I I -------'t-----I I I I -.. ····· .7. for example.6.2. It could... Certainly. the operator .-+----. As soon as this is noticed..7. ·········~· ...--f-~r-Ir---\---I 1.········. on the other hand. It could occur by chance. an example of a process that is manifestly out of control. the (supposed) problem seems to have been temporary.. 9. The upper limit for the range chart is taken at (2.. in this case. There are numerous points outside the limits on both the high and low sides. be due to a new operator who was a bit heavy handed until he acquired the knack.

We obtained it from the ranges of the individual samples.. 8...... .... I ..........152 QUALITY CONTROL CHARTS 12. 4.. 11...... ... What if the outside points had not occurred in such a systematic pattern. 1 .. tweaks one of the variables to bring the value of the mean back down.......6864 1 1 I I I I -of-I I 11....... the variance that we have measured will be relatively small-the variation between four items produced on a precision machine under virtually idcntical circumstances..... .. at random among the 20 points recorded? How might such a phenomenon be explained? It is important to recall how the estimate of the process variance was obtained. It is a measure of the variability of four items made on the same machine on the same shift...... who might adjust the machine in different ways when they start their work turn. I 8 12 16 9... it could also include differences between batches of raw material....1.1 -------~----- I I I I I I I I 1 I 1 I 1 1 1 I I I I ....... ... I I ... and usually overdoes it...... seemingly....... ... but came.. Then another cycle starts.. The process drifts upwards and is "adjusted.1........ But the variability bctween shifts could include differences between operators..1 1 I I I I I ~~----~.......1 I ~- o 4 I I I ... I 1 . ......7... I . The x-bar chart.~--~--~10.00364 20 Sample number Figure 9...345 I 10....1 + I --------~- ------+---------+------- . ...~--~--~---.---+~~~----.." One piece of evidence to support this theory is that points above the upper line are immediately followed by points that arc markedly lower.1 I . ....... I 1 I ..... and other external sources of variation..... In some cases. It does not take into account variability bctwcen shifts.. I 9.

J. Thirty more samples have been taken and added to the previous 20..60 1UO 9..65 10.I-...8.88 11..---.J.23 9.-L. After the thirtieth sample (the 20 in table 9..13 10..75 10.3 10..L....J.4593 11. 15 samples after the change had taken place... That happened at the forty-fifth sample.1 is an x-bar chart for the same process that produced figures 9.4~4i-.3 I I I I + _________ .18 10... Their averages are given in table 9.I-. there was a value of i that exceeded the upper limit.1325 ell I 9.L. 11.00 10..70 11..S..23 11.00 10.J... Is that an unreasonable delay in detecting a change? In the sections that follow.80575 o 10 20 30 40 50 Sample number Figure 9..65 10...1).8..8....6.2.1 and the first ten in table 9.95 9.J'--l..S.25 10.J 8..8.1 and 9....25 lU18 11.60 10.j 10.18 10...I-..90 11....63 10..1.8 Ii.6.23 10.30 11.3 b--h..8 L-..1-A--~----.-4-*". DETECTING SHIFTS IN THE MEAN Figure 9.J'--l.L.1...6. e -a5 10....95 9...1.153 DETECTING SHIFTS IN THE MEAN Table 9.93 10.....I-...L........L. After a while.88 10. .J'--l.58 11.-L. Values or i ror 30 More Samples 9.J'--l. The x-bar chart... There was an increase in IL of about one standard deviation.... something happened to the process.-L..30 11..28 10.-L....I I I I I I I I I I I I I I I I I I I I I I --------~---------~-----I I I I I I I I I I 8.....8 -+---------~------ I 9..35 10. we discuss alternative stop rules and a criterion for assessing them: average run length.

These lines are used for the second rule. Our only stopping rule so far has been Rule J. One could have too many runs in the extreme case of two operators working alternate shifts if one operator consistently made the widgets too long and the other consistently made them too short-the sawtooth effect. There are also rules based on the number of runs. We have been assuming that we are dealing with a random normal process with mean JL and standard deviation u. We choose the .016. the situation is the same as a sequence of eoin tosses with heads for points above the line and tails for points below. Too few runs might indicate a slow cyclic trend in the process average. 0 In figure 9. The probability of a run of seven is 2(11128) = 0.8. either both above the upper warning line or both below the lower warning line. roughly half the points should be above the center line and half should be below it.1. A stopping rule is a rule for making the decision that the process no longer satisfies the original conditions.0a/vn above and below the center line. there is a run of five points below the center line from sample 8 through sample 12. alpha is the probability that we (wrongly) trigger a stop rule whcn the process is still in control. In the data of table 9. The R chart has a run of four above the center line from 9 through 12.154 QUALITY CONTROL CHARTS 9. Rule 3. If our process is behaving as we expected. we spoke of the alpha and hcta risks. This leads to two classes of rules based upon runs. Rule 2. A run is a string of successive points. A run of seven. and call them inner control lines. or warning lines. this rule would have been triggered after the thirty-fifth sample.6. too many or too few. ALTERNATIVE STOPPING RULES The term stopping rule is used by statisticians working with stochastic (random) processes. we would fail to detect it. Two consecutive points. One point outside the three sigma lines. 0 There are also rules that are based on the simple coin tossing model. or more. points. AVERAGE RUN LENGTHS In hypothesis testing. In the context of control charts. o Some engineers draw two more lines on their charts at a distance 2. either all above the center line or all below it.9.1. either all above the line or all below it. 9:10. Since they should occur at random. beta is the probability that if there had been a shift in the process average.

the emphasis changes slightly to a different criterion-the average run number.6 0. on the average.10.R 0.0 93 72 56 44 35 28 22 18 15 Rule 2 799 349 238 165 117 84 62 46 35 27 22 17 14 12 12 10 9 10 7 8 7 6 6 .1.9 2.5 161 0. Using rule I. With control charts.L to /. while the standard deviation remains the same.8.6 1. the number of samples until one exceeds the limits has a negative binomial distribution with p "" (1.L + ulvn. As long as the process remains in control. How long a run will it take.4 l. The word run is used in a different sense from the previous section.8 1. the process average changed between the thirtieth and thirty-first samples.4 200 0. Suppose that the mean shifts from /.0 122 1. We assume that our estimates of the mean and the standard deviation arc correct.0cTlvn below the upper line. If the samples are independent. Table 9.9 1.7 1.3 1. to detect a change in the mean? We consider rule 1 in some detail.1.02275 and the average run length (ARL) is 44.2 310 0. but the chance that a point will fall above the upper line is 0. the average run length when there is a zero shift in the mean is 370.ISS AVERAGE RUN LENGTHS test that has the smallest value of beta for a given alpha. In figure 9. The chance that a point will now fall below the lower line is virtually zero. Here it refers to the number of samples that arc taken before thc rule is triggered.7 O. Now the process is operating about a new center line that is only 2.1 1.00135). The change was detected in the forty-fifth sample-a run of 15 samples. Average Run Lengths to Detect a Shift d(u/Vii) in the Mean d Rule 1 0.3. but is 4(Ti-v7i above the lower line.2 1. Its expectation is lip"" 370. the ARL is reduced to 6. since the distance to the upper linc is now reduced to one standard deviation of i. For a shift of 2u/Vii. the chance that a point will be outside the control lines is 2(0.()()27.5 1.

S that charts can be based. using rule I and rule 2.2 s. the engineer sets the limits at UCL= Hi" and where the values of B3 and B4 are obtained from tables. C 4 "" 0.3. s" are plotted along the vertical axis.10. . and so the standard deviation of sis 0. S = E sJ N.9213. For small samples. It can be shown that the variance of s is given by the formula For n = 4. 9.1. The formula is (1 + p)/p2. 9.156 QUAliTY CONTROL CHARTS The ARL for rule 2 can be calculated by setting r = 0 and m = 2 in formula (13. However.2 66U C L = s + . the calculations arc easily made. if we wish to detect small shifts in the mean within a reasonable average run length. we can use larger samples. the relative efficiency of the range estimate to s is close to unity. We mentioned in section 9. The center line is set at the average of the sample deviations. In practice. SETTING THE CONTROL LIMITS FOR AN s CHART In these charts. Some values of c4 • B 3 • and H4 arc given in table 9.. three standard deviations above and below the center line. the sample standard deviations. This is shown later in table 9. such as n = 4 or 11 = 5.9213 s = .f/c 4 for (T and set the upper control limit at . for several values of the shift in the process mean. Table 9. We now substitute . s..12.11.0. J contains average run lengths.4).( 0. not on the range. and little is lost by using the method that is simpler arithmetically.12. from the N samples in the pilot set. With modern computing facilities. as usual. we have used the R chart for the control of variability. where values of C 4 are given. but on the sample standard deviation. in which case the relative efficiency of the range decreases.1. The control lines arc drawn.389u. One can also make charts based on the sample variance in a similar way.12. s CHARTS So far in this chapter. where p is the probability of a point outside a warning line.389 ) .

derived from the statement 0.0638 1.07172 < 3i < 12.9835 0.448 0.9862 0.1. respectively.f. assumes that the distribution of s is normal.9794 0.725 0.911 0.12.572 1.406 0. With n = 4. calculate better limits in this case because we know the exact probability distribution of s when the data are normal. We can.0180 1.!H4 0.0168 1.0157 1.9400 0. after taking square roots and simplifying.0210 1. are 0.0140 1. ALTERNATIVE CONTROL LIMITS In the previous section. the upper and lower 0.030 0.869 0.831 0.679 1. therefore.646 1.751 n.07172 and 12.000 9.5% values of chi-square.0854 1.266 2.0510 1.2533 1.761 1.552 1.9845 0.890 0.9693 0.. Nevertheless.0423 1.534 1.975 0.0194 1. We now develop these limits for the case of samples of size 4.716 1. and wrongly.482 0.970 1.0229 1.8381 .955 0.882 1.118 0.781 0.382 0.068u .712 0.497 0.992 0.933 0.239 0.321 0. As in the R chart.098 1.518 1.0363 1.12 the procedure for obtaining a confidence interval for the variance of a normal population.510 3. . it is the standard procedure.9754 0.766 0.9854 0.700 10 11 12 13 14 15 16 17 18 19 20 1. with 3 d.185 0. however. Constants for s Charts n c4 l/c 4 B3 84 Efficiency 2 3 4 5 6 7 8 9 0.9515 0. the control limits were calculated as the center line plus or minus three standard deviations.9727 0.618 1.503 1.8862 0.284 0.9823 0.0317 1.850 n.1284 1.594 1.13.0252 1. The reader will recall from section 6.267 2.9213 0.797 0.9810 0.0148 1.9869 1. -? u- Then.568 2.7979 0.428 0.9650 0.354 0. 0.490 0. this procedure tacitly.157 ALTERNATIVE CONTROL LIMITS Table 9.0281 1. A two-sided 99% confidence interval for s is.0133 0 0 0 0 0.466 0.9594 0.1546u < s < 2.9776 0.8381.185 1.738 0.

UCL= 2. be under control but be way off specification! Two criteria tic process control and specifications together. . closer to the center line th.168. such as the length of the item. Instead of having only one chance in 400 of a point outside the limits under normality. The situation with the R and the usual s charts is different. Even if the data are normal.14.2455 and LeL = 0. Our emphasis in process control has been that the process should be roIIing along steadily. The robustness of control charts under non normality has been investigated by Schilling and Nelson (1976). the x-bar chart is robust to moderate departures from the normality assumption.168. overreact to this.2455 . and the lower limit is positive. We saw in chapter five that the distribution of the sample mean i approaches normality as n increases.Lo + 5) .9213 and obtain 0.~ . thus. Even for sample sizes as small as n = 4 and n = 5.m the usual limits.158 QUALITY CONTROL CHARTS We now replace u by slc 4 = 5/0.15. 9. and it still serves as a powerful (and simple) diagnostic tool. J. one in 200 rather than om: in 400. A process can. has to fall in the interval (J. The control limits are. The measured characteristic. the distributions of Rand s are not normal. Notice two things: the limits are tighter. in theory. 9. One should not.5 < s < 2. the principle of the R chart is sound. How essential is this? It is not serious as long as the distribution is roughly normal. however. We consider the case in which the specification is two-sided and symmetric. PROCESS CAPABILITY Nothing has been said yet in this chapter about specifications. the risk of a false stoppage may increase twofold or more. and so the rule of thumh of drawing the control lines at plus or minus three standard deviations does not pass muster mathematically. Even if the actual alpha risk is a little cloudy. NONNORMALITY The derivation of the control charts depends on the assumption that the observations are normally distributed. They are measures of process capability.Lo 5.

Ik ¥ Iko' The process capability index. If Ik """ f.73% of the items will be within specifications.k). k =0 and Cpk = Cpo A desirable aim for a process is to have Cpk > 1. Cp increases.ko + 2CT. respectiveIy. ell' is defined as the ratio of the specification width to the process spread: C = 2(5 6CT p lJSL . and only 97. Ik = Iko + CT. We denote the actual average value for our process by Ik (as represented by the center line on the control chart). only 84. where k = Ilko - 5 Ikl . We define two new indices CPU = US~O'- Ik CPL = Ik . so that the process mean is indeed at the target value.73% of the items will fall in the interval (Ik .73%.13% will meet specifications.159 PROCESS CAPABILITY Iko is called the target value of the characteristic and 25 is the specification width. if the process is off target.(5. as CT decreases. If. and 3CT If Ik = Iko = (USL + LSL)/2.27% will fall above the USL. It was reported a few years ago that the minimum acceptable value of Cpk in some Japanese . the specification limits wiJI be LSL = Ik . If the process is on target-if Ik is actually equal to the target value Iko-a process with Cp = 1. Ik + (5).4CT USL = Ik + 20' . and Virtually every item produced will be above the LSL. Cp measures the potential cability of the process. the percentage of items within specifications will fall below 99.LSL 6CT where USL and LSL are the upper and lower specification limits.0 has (5 = 3u and is capable in the sense that 99. however. We now introduce another measure of process capability that includes the failure to be on target.LSL . both these indices are equal to Cpo The second criterion is Cpk "" minimum (CPL. If the process is correctly centered. for example. the process is not properly centered. If. CPU) = C/l. but 2.0.

Denote its average by i.83 9.629.53 12 10.20 . in the semiconductor industry.16. Then r. which corresponds to a fraction 0.50 4 10.66i from the center line.16.66(0.128 = 2. either to use the sample range or the sample standard deviation.13 + 2. The average of the moving ranges is i = 0.LSL = 120.00 20 9. .e.6.50 = 1. is called the sequence of moving ranges. Nowadays.. Therefore. manufacturers are striving for processes with Cp = 2. What can be done when the samples are individual observations.4 defective parts per million.128.13 5 6 9.28 10. 9.160 QUALrIY CONTROL CHARTS industries is 1. which represents about 3.70 11 i 9. We have a set of twenty individual data points: 1 2 x 10.517.70 - 9. LCL= 8.33.63 17 10.60 and r2 The first two values of r.13.00006 (6 in 100. control limits are set at veL = 10.1 had been reported as single observations without any information about CT.1-£01 = 1. This can be achieved by reducing the standard deviation until USL .is given by it d2 = it 1. There are two choices for estimating the standard deviation.5. = IX'+l .80. are rI = to.85 18 to. The estimate of 0.x.46. Suppose that the sample averages in table 9.70 - 10.28 = 0. denote the value of the ith individual.30 8 to.and reducing the deviation of the mean value from target to IlL . I CHARTS Thus far we have discussed setting up x-bar charts when the sample size is greater than n = 1. The standard deviation is estimated from the moving ranges of pairs of adjacent observations. and the center line is at x = 10.60 15 10.43 16 9. n = I? Such a chart is called an I chart (individuals).000) of nonconforming units. Let x. i.l is the range of the ith pair.90 7 11.1. Example 9.15 14 10. 10 9.50 19 11.0 and Cpk = 1.20 10 9.00 9 3 9. The control lines are drawn at a distance ±3it 1.42 = 10. The sequence of the values of r.629) = 11.45 13 10.

75 LCL =8.48 24.09 20.76.70 26.'0s: • 10.26. 22.00 * -6 .62. The Minitab I chart for this data is shown in Figure 9.42.83.25 * <:.39 23.24 25.10 25.17 25.23 26. 22.90 23.57 25.456 o 10 5 20 15 Observation number Figure 9.55.19.61 21.39 23.22 25. 23.15 24. 2l. It will be recalled that the control limits in the original x-bar chart were set at 11.l :::I . I chart for the averages in table 9.55 18.70 28.52 25.76 25. 25.82 21.S3. 23.88.29 21.6.76 23.80 25.64 23. 24.s • * * :Q * * * * * * MU = 10.3S.76.10 23.32. 25.12 23.13 22. each with three observations.84 25.80. 24.94 24.86 23.1.99.77 20.45 and 8. 28. 26. 22.71 23.01 25.02.13 * • * * 8. 26. 24.37.73.32 23.54 23.51 23.0S 21.69 2S.S9 26. using all three stopping rules.82. 24. 2S.31 25. * * c. .j :::I . 22. 22.16.41.72 23. The first three samples are in the first row. 26..1.48 23.61 27. 27.83 25. 21.10.84 25. 22. 23.75. 20.77 22. The following data sct shows 30 samples.60 22.57. 25.23. Make an x-bar chart and an R chart for the data and mark any points that are out of control.96 23. 28.1.06.38 19.S4..11 25.83 28.04 26. 22.27 25.16. 26.86.02 22. 23.58 24.50.51 22. 23.l.91 2S.10 24.16.161 EXERCISES UCL'"' 11. o EXERCISES 9.22 23.02.78 25.80 11.95.14.52 22.

4 65.5.6 64.0 20.3 15.3 18. 18.0 66. 17. 63.8 62.9.6 64.6.4.8 20.2 64.5 16. Make an x-bar chart and an R chart of the data and note which samples are out of control. This data set contains 100 observations taken from a production line in 25 samplcs of 4 each.4 64.0.2 16.2 20. 20.4 18.2 18. Do your conclusions about points being out of control change? 9.8 62.7 18.6 63. 17.8 18.4 18. Uti IS. 19.8 62.7 16.1 assuming that you were given standard values IL == 24. The first row contains the first three samples.3 18. 15.9.8.6 16.6 65.4 64.0. 65.162 QUALITY CONTROL CHARTS 9.4 65.0.1.8 63. 62.8 63.2 65.4 62.0 and (T = 1. 67.7 18.9 17.0 IX.6 67.5 17. 18.4 16.2 64.6 18.6 65.9 17.7.8. 64.2 66.4 17.2 19. Make an x-bar chart and an R chart for the data and mark any points that are out of control. 67.6 65.0 66. 64.6 18. and so on.4. 17. 67. 65.5 17.4 64.0 60.6.2 65.0 and the standard deviation was 1.0.6 17.5 17. using all three stopping rules.9.7.8 16. 67.4 20. 59.8.0 65.4 62.0.5 16.8.8 64.2.5 18. 16.6 61.8 67.6.2.8 62.5 17. 64.8 62.4 65.2 63.4 65.8. 64.8 64.5. 18.2 64.4 60.0 69.0 66.6 18. 65.6 64. 65. 62.0 17.0 64. 66.4 17.8 17. 64. The first two samples are in the first row. 16.7 17. Samples of three items are taken from the production line at the end of each shift for tcn days (30 samples).6 18. 65.2.0 15.4.0. 9.4 17. 64.5.6 66. Repeat exercise 9. 63.8 68.1 19.2 62.0 65. This data set consists of 90 ohscrvations in thirty samples of three observations each.9 15.4 63.8 66.0 67.7 un 17.2.0 64.2 61.4.4 66.4 19.8 19.0 63. 62.2.6 66.2.6. 18.4.8. 18.6.6 63.6 18.4 18.5. 17. 17.0 18.1 17.0 17.0 67.4 18.5 17.6 62. Make an x-bar chart and an R chart and mark any points that are out of control.4 62. The measurements of the items are given below with the first three samples in the first row.8 18.3 16.6 9. 16.2 66.5. 64.2 17.6 65.9.4.3 17.8 62.7. When the process was under control. 18.8 64.5.5 19.0 65.4 63.1 17. 65.0 63. 17.0 19.0 65.0.6. 18.2.3 18.6 63.8.4 17.6. 65.2 66.9 17.0 65.0 16.3.5.4 62. 18.2 17.8 60.2 64. .0 62. the process average was 64.2 16.7 18.0 65.8.

84 39.94 40.34 .07 40.57 41.36 38.15 40.53 41.41 40. 9.9.92 40. Make an s chart for the data of exercise 9.25 40.65 39.60 40.16 40.16 40.07 39.80 41.19 40.55 40.86 39.18 39.163 EXERCISES 40.58 38.98 39.8. 0'.84 39.7.14 40.66 39.68 41.10.01 39.79 40.43 39.6.95 40.87 39.69 40.S.30 39.1. Assuming that £(s) = c4 0'.02 40.55 39.33 40.49 40. Make an s chart for the data in exercise 9. 39.86 41.32 38.93 38.80 9.48 39.33 41.67 40.79 39.90 41.53 41. 9.76 40.13 40.38 40. prove that Yes) = (1.52 39.35 38.92 40.29 39.47 39.73 41.14 40.15 41.20 41.1.94 40.4.53 40.01 40.97 40.95 40.46 37.92 40.44 40. that E(s) # 9.e.57 40. Make an I chart for the data in table 9.31 38.41 39.C~)(T2.20 40.68 41. i.38 40.99 40.54 40.56 40.54 41.98 39.14 39.77 39.97 40.38 40. Prove that s is a biased estimator of 0'.83 40.95 40.56 39. 9..17 41.80 39.10 38.47 39.

no-go: either the itcm is acceptable (go) or it is nonconforming (no-go).. An item is examined and classified as either conforming. in which case it is rejected. if the number of nonconforming units has a binomial distribution with parameters nand p. One can picture an inspector drawing a random sample from a large batch of components and counting the number of nonconforming units. in which case it is accepted..Statistical Methods in Engineering and Quality Assurance Peter W. 10. However. In this chapter.2. In order to bring U. we discussed control charts in which the measurements were continuous random variables. Many engineers use the terms interchangeably. Inc CHAPTERTEN Control Charts for Attributes 10. we can reasonably act a. or testing. An inspector draws a sample of size n" of 164 . if the sample consists of only a small fraction of the batch. In the first part of the chapter. producing parts of which a proportion p do not conform. we present control charts based upon the binomial distribution. by attributes. We can associate with each item tested a random variable x that takes the value zero if the item is acceptable and one if it is nonconforming. terminology more in line with international standards. Either the item has the attribute of acceptability or it does not. INTRODUCTION In chapter nine.12 and 6. We arc sampling.3 that if the inspector takes a random sample of parts. M. We recall from sections 3. Another term used is go.1..S. BINOMIAL CHARTS We assume a process rolling along under control. we look at the situation in which no measurements are recorded. where n is the number of parts sampled. Those are known as control charts for variables or control charts for measurements. or as nonconforming. and p is the proportion of nonconforming units in the batch. Nonconforming units replaces the use of defective as a noun. the number of nonconforming units theoretically has a hypergcometric distribution.. Then we introduce another series of charts that use the Poisson distribution. the words nonconforming and nonconformity have lately replaced in some industries the older words defective and defect. John Copyright © 1990 by John Wiley & Sons.

10. an Associated Press report.1 i(n - (10. the sample size varies.) = npq = . quoted an Air Force report that a certain defense contractor had. over a 12-month period. The fraction nonconforming for that sample is X.005.2. On the other hand. is normally distributed. and think in terms of upper and lower control lines at a distance of three standard deviations from a center line as before. we will need samples of 1000 items! The value ofp varies from application to application.2) i) In Table 10. The Numbers Nonconfonning in Samples with n 150 = 6 4 8 1 5 10 9 3 8 3 8 4 4 6 5 6 12 5 4 3 4 8 9 5 4 . reduced its overall defect rate from 28% to 18.3. When we get the fraction of nonconforming units down to 0. the average of all the x. How large should n be? A commonly used rule of thumb is to take a prior estimate of P and choose n so that np > 5. n The upper and lower control lines are drawn at veL = i + 3'.3.. is estimated by i(n .1) P. Some semiconductor manufacturers are working in some stages in the region of one defective unit per million. If n is large enough. Then the variance of x. we can act as if P. iln is our estimate of p. This means that if the fraction nonconforming is thought to be about 5%. 1989.1 shows a control chart for an inspection scheme in which samples of n = 150 were taken from each batch.3.165 BINOMIAL CHARTS FOR A FIXED SAMPLE SIZE which Xj are nonconforming. BINOMIAL CHARTS FOR A FIXED SAMPLE SIZE Figure to. One can either plot Pi along the y-axis.1.1 %.1. nj where Pi is an unbiased estimate of p.3. It is a random variable and its variance is pqln. or else one can plot Xi and obtain what is called an np chart. printed in the Austin American Statesman on December 24.=. The first has a fixed sample size. The process is in statistical control. There are two equivalent methods of making a chart. Two examples arc enough to illustrate the general procedure. (10.i) (10. The data are given in table 10. in which case it is called a p chart. We will construct an np chart.3. In the second.3. a sample size of at least 100 is recommended..1) Vex. The center line is set at x-bar.

...... -_-_-_-_-_-_~ 5..... the center line would be labeled 3.. LCL is set at zero. ·.....3... The only difference between the np chart and the p chart is in the scale of the vertical axis.3......84% and the VeL 8.. ·· . The VCL is calculated by equation (10. ·rI ......76... All 25 points lie between the control lines.3) is negative.. I I ---~---------+-----I I I I I t - J I I ~I --~-----I I I I I I I I I • I I I I I I I I I I I I I I I 6 1-~++__... ·· 12..... In this example. which corresponds to approximately a 4% nonconformance rate...... ...3y i(n ... In the p chart. and the seventeenth only one..30 and so the lower line is set at zero.. In these two extreme cases.53%.-~. ···· ..... which is often the case...· ..._IIi_+_-~+~----+--..820 12 9 I 1 I -------~---------~------I J I -~---------~-----I I I I I I I I I I I I I I I I I I . hut there are two close calls...... Binomial control chart... The center line is set at this value.1.3...+--+--+------+t.I.2) as 12. . ( 10.i) In... The fourteenth sample had 12 nonconforming units.... ·......... The average number of nonconforming units per sample is 5.. I I I I I I I I ....3) gives a value of -1..3.3.... Equation (10.76 I I ----1"------I 3 I I I I I 5 10 15 20 Sample number fIgure 10..7%..3) If the value given by equation (10.... and LCL = i . we plot the percentage nonconforming. ··........166 CONTROL CHARTS FOR ATTRIBUTES I I I I I ..8.. the percentage of nonconforming units in the samples was as large as 8% and as small as 0...

I 0...~~~lT=f=... Serious questions have been raised about the practical efficiency of 100% testing.1 is a p chart for a process to produce electrical parts. However. automated. The test can merely be a matter of plugging a component into a test machine and seeing if the light goes on. especially when testing is destructive.or+.. The important difference between this example and the preceding one is that the sample I I I I 0.. with batches of about 2000 items subjected to 100% inspection... VARIABLE SAMPLE SIZES Another strategy is to sample every item in the batch: 100% sampling.. . ---~ 0. .:r::::' :':'.: ::':::':'f:':'.1 ."... ....4..:::: '':::':'f:': '':::':'.. I .... the test destroys the item. inspectors tcnd to become inattentive.. It would seem that this method ought to spot all the nonconforming units. but in practice it does not.1206 0.. Sometimes 100% sampling is clearly out of the question.. If the method of testing a fuse is to exposc it to increased levels of current until it blows. The p chart (unequal sample sizes). or actually..167 VARIABLE SAMPLE SIZES 10.1004 -: I I .. Especially when the nonconforming rate is low and the procedure is tedious.~~N:'..O_o..f1' ~=-=". ..... and 100% testing would leave the engineer with no product.'igure 10. 100% sampling can be virtually.. in some cases...4..6=...4=. 0. I I ~~~~~~~~~~~~~~~~~~~0..""1. ..OO02 15 Sample number .4..':': '.12 'e5 I I I I I I I I I I I I I I I I I I I I I I I I I . I I I I I I I .t.. ...1. or of having a piece of automatic testing equipment installed on-line...::::. 30 ... -------T----I I I .11 ~ I - 5 VJ I I t I I I I I I :: I I I G) I i-------.. ':':':::: '':::'::':: :':':::':':: :':''::~'::::''::::'':: :':':: '. --. . Figure 10.09 - I ..I : ~ ~ -~----- I 0.... I I I I I I --..

but for the close cases.1004.1. 16 and 29.2 6 2103 29 27 28 30 1983 15l:l4 1901 2374 234 171 156 197 11. Point 13 is now out of control because it was the largest batch in the group. The outer lines are no longer horizontal. % noneonf. 2153 249 11.8 11. The batch size varied from day to day for various reasons. This variation makes the simpler np chart inappropriate. The usual procedure is to compute the values for the outer control lines from equations (10. The percentages of nonconforming parts ranged from 8.4 8 1904 172 9.!n.3.2) and (10.::: lOOp).2 23 1774 194 10. (10. This gives values 0.6 5 1796 209 11.3. % nonconf.4 2086 242 11. 2015.3).2 16 1842 151 8.0802 and 0. In this data set. The lowest points.3 17 1755 18 1633 154 9.2 21 2047 192 9. ISO 8. .7 26 2231 254 19 177 8.4 R.0 13 2488 295 11.6 20 2276 205 9. using the average batch size.1206.8 10. A chart prepared under these conditions is shown in figure 10.9 24 2183 201 9. the average of the Pi (some engineers use P:.1.0 batch size nonconf. The data are given in table 10. Table 10. 1 1705 180 10.6 12 1884 213 11. % nonconf.6 9 2171 182 8. we calculate the limits p ± 3YP. although point 13 on the high side and points 16 and 29 on the low side come close.2. 1819 213 11.168 CONTROL CHARTS FOR ATIRIBUTES size is not constant.6 21 batch size nonconf.1004 .2% to 1t .4 10 2383 224 9.4. the lower line is set at zero if this formula gives a negative value.3 Average batch size = 2015. No points are out of control.2 R.1) Again.6 4 2322 245 10.6 2 1854 204 11. we must calculate the limits using the actual sizes.7 15 1549 143 9. The center line is set at 0. 100% Sampling of Batches of Components batch size noneonf.9 14 2451 261 10. For each batch. are smaller batches.0 3 2319 199 8. Control lines based on the average batch size are adequate to get the general picture.4.4.q. the largest batch had 2488 parts and the smallest 1549. We can make a chart that ignores the variation in sample size.4.4 22 1918 176 9. p = 0.4 11 bateh size nonconf. % nonconf.4 7 1950 222 11.9%.

!:.... . h. we made a passing reference to the question of handling outliers in the data set that is used to set up a control chart. ----i-------t--.~: . ... INTERPRETING OUTLYING SAMPLES In section 9. 10..5. . the search for an assignable cause may lead to a reason. ~ : ~: n~~~~~~~~~~~~~~~~~~~ o 5 10 15 Sample number 20 25 30 I<'igure 10. -----.' :... An unreasonably large range can give the engineer an inflated estimate of CT. I . .. I I I I .. ... 87 ' '' ~----I I I I I I .5..169 INTERPRETING OUTLYING SAMPLES (X10·3) 127~-r~-r~-r~-r~-r~-r~-r~~~~~~ :.. L. ..1.2..-.· 1 :. Nothing was said about samples in which R was too small.. I I ..--..· L. . . .1004 97 . . . If a batch has an unusually high fraction of defective parts. . ll.. The interest then was in R charts. .: .L.- .t-: . "'-: . the lower control limit on the R chart is zero. I I I I f L_____ I L___ • f _ IL ___ _ I I I I I I f I .: :. The p chart (unequal sample sizes). I I ...' . That point can then be dropped from the data set and the control limits can be recalculated.a--:~ 0. ___ --L ___ _ I I .H-Ht---t. I I I I . I .: L. because with the usual sample sizes of 11 = 4 or 5.'::l~'.. I I I ___ L 107 I I ..--t-------t-------- 117 I .'1 ' .. I I ..4. . t. ....'I---+t-'--l-h'--44-#:--. .. t---'rl-. I" ... . : .. This will lead the engineer to set the control lines for the x-bar chart too far apart and to be lulled into a sense of security when all the averages fall comfortably between the unrealistically liberal limits.-.:. such as a malfunctioning piece of equipment that is replaced. . fT~..l :. ____ --~ " " ~-- .' ---.. Similar problems arise with p and np charts. I ! .. :".. . 1 .

..5.5. There is a temptation to greet such points with applause.1. The following data set illustrates the difficulty. Unfortunately..94 • * • * +----------------------np'" 18.00 +--------------------.1.LCL '" 6..05.. 19.5... The average value (center line) is np = 18. This difficulty also occurs with c-charts. The UCL is at np =. There are three points below the LCL-numhcrs 18. 32. They are the numbers of defective items in 25 samples of n = 150 items each.... The observations are shown in table 10..5.-• UCL = 29.+ .1. it often happens that the low point is too good to be true. The last sample is now below the UCL and is under control. 25 .0.5. Numbers of l>efect~ in 2S Samples In 17 13 19 17 18 24 24 17 20 17 23 21 15 16 31 22 19 19 22 =150) 26 20 21 234 Points that fall below the LCL may present a different problem. Look how well we can do when we really try hard! It is just as important to search for an assignable cause for a low point as for a high point....170 CONTROL CHARTS FOR ATI'RIBUTES Table 10.55. J. . The new center line is at the new average.. The np chart for table 10. One of the standard reasons for low points is that they have been reported by an inexperienced inspector who fails to spot all the defects.. Suppose that the three points below the LCL arc dropped from the data set and that the control lines are recalculated from the remaining 22 points. The np chart is shown in figure 10.1. The last sample has 31 defectives and lies above the LCL. and 20..060 * 0. np = 20...0 o 5 10 15 * * 20 Sample number Figure 10.

expressed in radians. It can hc shown (and it appears as an exercise) that the LCL will be set at zero unless np > 9( 1 .4661 0.3281 0. the transformed values are 0.3. and the control limits are set at Nelson (1983a) suggests an alternative transformation: x = arcsinl v' x(n + 1)] + arcsin! V(x + 1)! (n + 1) I . 0. Jt is also claimed that the transformed variable has a distribution that is closer to normal than does the binomial.4027 0. LCL = 0. doubts were cast about the importance of observations that fell below the LCL. That should not be interpreted as meaning that all points below the line are false.2838 0. The variance of x is I! n. One can argue that when the LeL is zero.3281 . is applied to the data in table 10.2838 0.4661 0.4027 0. the engineer loses power to detect genuine improvements in quality. x = 2 arcsin( yp). in the sample and replaces it by x = 2 arcsin( yp) .171 THE ARCSJNE TRANSFORMATION 10.3281 0.4949 0.1395.6294 and There are no points outside the limits.5735 0.3844. The control limits are UCL = 0.3281 The center line is at 0. THE ARCSINE TRANSI<'ORMA TION In the last section. When the arcsine transformation.6.4661 0.p).1.4661 0.ft). The difference between thc two transformations is a matter of taste and is not important. 0. This is one of the reasons why the arcsine chart has been proposed as an alternative to the p chart when the sample size is constant. In applying the transformation.2838 0. where arcsin(u) is the angle whose sine is u. Another reason is that the arcsine transformation makes the plotted variable independent of p.3672 0. the percent nonconforming.1635 0. The LCL for the np chart is set at the larger of zero and nfi .3672 0.3Vnj}( 1 .3281 0.4949 0.5223 0.3672 .4027 0.3672 0. one calculates p.3281 0.

. The c-chart..... the yarn will be weak enough to break. I 1 82 1 I 1 I I -----~-------~-- . 34.I .·...L to denote the parameter of the distribution..... The charts shown in figures to... there arc.1... five nonconformities per reel. At various places in a spool. ten reels were inspected in the course of each day. The average number of nonconformities per day during that period was c = 56.... The letter c is used instead of I..... The center line of the chart was set at that level... The data arc given in table to. r·I ...7..7.L = 5...172 CONTROL CHARTS FOR ATfRIBUTES 10...... I ... c-CHARTS Suppose that we are looking at the output of a machine that makes yarn for knitting and weaving... If the number of nonconformities per reel has a Poisson distribution with I...·....... ·· ....95 ± 3(7..7. 79..... Charts for the total number of nonconformities..1 and 10.55....L = 50..95. 7......952 1 1 1 1 1 ------r---.... that total will have a Poisson distribution with I...2 are taken from a process similar to that described before.3. That is a nonconformity.592 .7...55) = 34....1. 1 1 1 1 -----l-------~-------iI I I I 1 . If we take a sample of ten reels and count the total number of nonconformities.7. · I I I I I I I I I I Sample number Figure 10.·.-\--~ 42 .....312 ... . ..6.I .. 56. .. are called c-charts. Since the mean and variance of a Poisson variable are the same... on the average...1•••••••••••••••••••••••••••• I 79.... 1 1 62 r---+I-t-#-hM-f-~f--II~+f-\--I+-.... and the control lines were drawn at 56..I .·. Figure 10. The output of 50 days' work was inspected. based on the Poisson model.. . ....... .. and the total number of nonconformities in the ten reels was recorded.1 is a c-chart made from the first 21 points. the standard deviation of the process was taken as 7....I .

... he missed quite a few weak spots and reported too few nonconformities...... Her duties were taken over temporarily by another employee who did not know exactly what to look for.... Throwing out those three points would have increased the average number of nonconformities to 59...312 Sample number Figure 10. Unfortunately.592 1 I I ' 1 I ~---------L------ 1 I -*--z'"rio-*~ 56.7... ........ 1...173 C-CHARTS 1 1 1 82 ________________ 1 1 1 1 +1 _________ ~---------L------ ... A temporary repair was made and production resumed on Monday. and the engineer noticed it immediately without the need for a chart.. 1. As a result.. There are three points outside the lines........ Investigation over the weekend found an assignable cause in a part of the machine......... 62 ... ................ I I I I . 1 __________ 1 79...1....... 1....... closer investigation revealed that the regular inspector was sick on those two days..2.... This occurred on a Friday.......... Point 10 is too high... Assignable cause-inadequately trained worker. That was not done because a new part Table 10... I I I I I 1 I ...952 F--Hr+if+i--\-+-++ifr'1----+ 1 42 34.. It would be nice to conclude that the process had suddenly pulled itself together and that those points might set a standard for future performance.....2....... Points 15 and 16 are below the lower line...... The c·chart...7.. Number of Nonconformities in Ten Reels of Yarn 77 64 59 54 49 56 54 49 38 59 75 41 54 76 60 51 43 59 41 46 45 24 40 41 51 61 22 46 43 59 49 69 43 50 49 65 59 49 50 59 45 45 5S S6 53 85 67 43 42 S3 .

The improvement in quality after the new part was installed is obvious. and let them have Poisson distributions with parameters c l ' c 5 ' c lU ' respectively. one point. no doubt it would have heen eventually.2 shows all 50 points plotted with the same control lines that were calculated from the first 21 points. we have assumed that one nonconformity is no better or no worse than another. Figure 10. five points. particularly the run of 13 consecutive points below the line. itself. That may not be so. and so it does not. however. than computing an unweighted percentage figure. arc merely cosmetic. have a Poisson distrihution. 10. x s . A chart of the last 29 points shows a process under control at the new level of c. During the last 29 days. Let the numbers of occurrences of these defects be denoted by x .7. A more serious defect may carry a penalty of ten demerits. some companies use a system of demerits. A small defect may carry one demerit. it is not the simple sum of them. The total number of demerits is then Although Y is a linear combination of Poisson variables. and ten points. Some defects. but it still left room for further improvement. The replacement resulted in an immediate improvement. + 25c s + lOOc lO • We then set the center line from the pilot data at y = i l + 5i s + lOXIO = Yo . Charts for demerits are similar to c-charts. Suppose that a process has defects with three demerit levels.2.174 CONTROL CHARTS FOR ATTRIBUTES arrived on the afternoon of the twenty-first day and was substituted next morning for the part that had been temporarily repaired.S. others are functional.2. the average number of nonconformities per day dropped to 49. DEMERITS In constructing c-charts. What justifies our concluding from the chart that there has been an improvement is the preponderance of points below the old center line. That represented a 10% reduction in the nonconforming rate. and x 10' respectively. To handle this situation. such as a scratch in the paint. to which reference was made in section 10.. Jt is interesting to note that rule 1 of the previous chapter-seek an assignable cause if there is a point outside the outer control lines-was not triggered. We can. This might be a more appropriate procedure in the evaluation of the overall performance of a defense contractor. readily calculate its expectation and variance as and V(Y) = c.

1. The average batch size is 2013. Make arcsine charts for the data in tabletO.5 and mark any points that are out of control: 13 9 10 l) X 17 14 12 18 12 12 9 15 10 10 11 14 13 19 15 8 11 10 14 8 10. Batch 2 has the fewest defectives.2.5? .6.5. Use I-t = 49. The batch sizes and the number of defectives are given in the following. Is the process under control at the new level of defects? 10. The average number of defectives is 73. Twenty-five batches of devices were subjected to 100% inspection. Make a c-chart for this set of data assuming that the average number of defects is 9. 4 3 7 4 288 4 7 R 2 11 13 5 R 787 7 5 Is the sample with 13 defectives out of control? 10. The number of defectives in the samples are given in the following. Is it out of control? 10.3.4.EXERCISES and the control lines at EXERCISES 10. Make a p chart of the data. Twenty samples of 200 items each were taken from a production line. but it is next to the smallest batch.5. Make a (Poisson) c-chart for the last 29 observations in table 10. Do your conclusions agree with those of section 1O.1.2. 11= 1953 70 1446 47 1441 55 1954 x= 2450 2448 1753 85 83 64 2549 90 1850 2154 90 1950 80 2340 82 64 1450 51 1554 57 1852 80 2038 89 2248 75 2450 1552 54 2449 120 2552 1746 49 1949 2049 84 2149 74 78 66 65 88 Batch 16 is clearly a bad batch. both with and without the three low points. which were made after the new part was installed.7. Make a p chart and a np chart for this data set.

and so the defects cannot be regarded as occurring at random. they are indeed good.6. When the devices are good. denote the number of devices that have n i defects. This data set was constructed with 450 observations from a Poisson distribution with /L = 0. A summary of the data is n= x= o 274 1 138 2 37 3 11 4 9 5 31 (i.176 CONTROL CHARTS FOR ATTRIBUTES 10. >4) The average number of defects per device is 0.0. on the average. Let x.. they arc dreadful. This corresponds to a process that produces "good" items with an average rate of one defect for every two items and is contaminated by about 10% "bad" items that have. .5 and 50 from a Poisson distribution with /L = 5. five defects per item. Show that the data are most unlikely to have come from a Poisson distribution. Five hundred devices are inspected and the number of defects in each device is recorded.97. when they are bad.e.

**Statistical Methods in Engineering and Quality Assurance
**

Peter W. M. John

Copyright © 1990 by John Wiley & Sons, Inc

CHAPTER ELEVEN

Acceptance Sampling I

11.1. INTRODUCTION

In developing the theory and practice of acceptance sampling, we introduce

two people whose attitudes have traditionally been those of adversaries, the

vendor and the buyer. The vendor manufactures widgets in a factory. When

a batch of them is made (we henceforth use the jargon of acceptance

sampling and use the word lot instead of batch), the lot is presented to the

buyer, with the claim that it is of satisfactory quality. Before accepting the

lot, the buyer calls for an inspection to determine whether the lot meets

requirements. If the lot passes inspection, it is accepted. If the lot does not

pass inspection, it is rejected. The reader will already have realized that we

are going to talk about a special form of hypothesis testing. In practice, the

role of buyer can be played by the actual purchaser or by the vendor's own

quality control inspectors who stand between the production line and the

factory gate.

The emphasis in this chapter is on single sample plans. This is the

simplest case. The inspector takes a random sample of n items from a lot

and rejects the lot if the sample contains more than c defective items. The

numbers 11 and c are predetermined. The discussion is, for the most part,

confined to sampling by attributes. Chapter twelve begins with multiple

sampling plans and sequential sampling. It ends with a description of the use

of one of the major sampling schemes, MIL-STD-I05D, that is commonly

used in defense work.

The field of acceptance sampling covers a very broad area and we have

space for only a fraction of the topics that could be covered. The reader who

wishes to pursue the matter further is referred to the books by Schilling

(1982) and by Duncan (1986).

11.2. THE ROLE 0.' ACCEPTANCE SAMPLING

When a buyer is offered a lot, there are three choices:

(i) accept the lot as satisfactory without any inspection;

177

178

ACCEPTANCE SAMPLING

r

**(ii) inspect every item (100% inspection);
**

(iii) use an acceptance sampling scheme in which only a fraction of the

items are inspected.

There are several arguments against 100% inspection. Among them arc

the following:

(i) if testing is destructive, e.g., if testing consists of twisting an item

until it breaks, the buyer will be left with no items;

(ii) testing introduces a chance of damaging good items;

(iii) the cost of testing every item may be excessive;

(iv) when the fraction of defective items is low, 100% inspection can

become a tedious task, with the result that too many defects are

missed.

A desirable goal would be a manufacturing process in which the first

option-zero defects-zero sampling-is valid. That is the aim of manufacturers who seek first-class quality and first-class competitiveness in world

markets. This is already happening in situations where a major manufacturer has built up such a strong, close relationship with a supplier that the

expenditure of time and money on acceptance sampling is no longer

warranted. In such a case, nonconforming units are so rare that the

occurrence of one will justify a very serious investigation to identify the

error and to eliminate it.

There is also a mathematical point. Whereas only a few years ago

manufacturers talked about defective rates of 1% to 10%, we arc now

seeing in the microelectronics industry processes that have a defect rate as

low as 500 or even SO parts per million. If a manufacturer is only producing

one nonconforming part in 10,000, there is only about a 1% chance that a

sample of tOO parts will contain a defe·ctive part. If the nonconformity rate is

one in 100,000, only about one such sample in 1000 will contain a defective.

The situation described in the last two paragraphs is a worthy aim.

However, many processes are far from that ideal. For that majority,

acceptance sampling remains a major feature of the production system. It is

there to give protection both to the consumer and to the producer. Schilling

(1984) argues that acceptance sampling has other uses than merely deciding

the fate of individual lots. He argues that "when applied to a steady flow of

product from a supplier it can be made a dynamic element supplementing

the process control system." It can be the buyer's quality control chart for

the vendor's production.

**ll.3. SAMPLING BY ATTRIBUTES
**

Each item in the sample is tested by an inspector who rates it as either

defective or nondefective. The words conforming and nonconforming are

SINGLE SAMPLING PLANS

179

**often used instead of the older terms defective and nondefective. We stay
**

with the older terminology, although we sometimes find it convenient to call

items "good" or "bad."

The quality of a lot is measured by the percentage of defective items: the

lower the percentage defective, the higher the quality. Deciding whether a

lot should be accepted or rejected is called lot sentencing.

When a lot is rejected there are several choices:

(i) The entire lot can be scrapped, which may incur a large financial

loss.

(ii) If the defects do not render them unusable, the items in the lot can

be sold on an "as is" basis at a lower price. This can happen in the

garment industry, where batches of shirts can be sold at discount

outlets as "seconds."

(iii) 100% sampling can be made of the items in the condemned lot and

the defective items replaced by good items; the lot is then said to

have been rectified.

These choices are sometimes referred to collectively as lot disposition

actions.

The standard inspection system for sampling by attributes that is used by

the U.S. Department of Defense is MIL-STD-lOSD. It is discussed in

chapter twelve.

**11.4. SINGLE SAMPLING PLANS
**

We mentioned in section 11.1 that, in the simplest case, an inspector draws a

random sample of n items from the lot and notes the number of defectives.

He works according to a sampling plan that tells him how large the sample

should be and gives an acceptance number, c. If the number of defectives

found in the sample is c or fewer, the lot is accepted; if there are more than

c defectives, the lot is rejected. Some use Ac (short for acceptance number)

instead of c and Re (short for rejection number) for c + 1. The main

question is how does one choose the values of nand c'?

How large a sample size do we need? We will be taking samples that are

only a small proportion of the lot, so that we can assume that the number of

defectives has a binomial distribution. A small handful of items will not give

enough power to discriminate between good quality and bad. Samples of

about IOO or 200 will be the norm. It will not matter whether the lot size is

2000 or 5000, what will matter is the sample size.

A common mistake is always to test a fixed percentage, say, 10%, of a

lot. This can lead to ineffective samples from small lots and unnecessarily

large samples from big lots. Cynics have suggested that an unscrupulous

vendor. who realized that the fraction defective in his manufacturing process

180

ACCEPTANCE SAMPLING I

**had increased, might make it a point to present the substandard material in
**

smaller lots. Then, since small samples have less power to reject null

hypotheses than large samples, he could increase the chance that the poor

material would pass inspection!

The quality level of a process is the percent defective when it is under

control-the center line on the control chart. We denote it by Po' The

vendor wants a situation in which only a small portion of the product will be

rejected when the process is under control. That is the vendor's risk, alpha.

How small alpha should be depends upon the consequences of the rejection

of a lot. If having too many lots rejected means loss of business to

competitors who have better quality, or if it means large amounts of money

spent on scrap or rework, thc vendor is under pressure to work at a low

value of alpha.

The buyer wants good product, with a low percentage of defectives. Zero

defectives is a nice slogan and an important target, but it is not always

practical. In some situations, one can obtain zero defectives by very slow

and cautious workmanship at greatly increased labor cost. Perhaps it is in

the buyer's intcrcst to accept a small fraction of defectives to obtain a

reduction in unit cost. This will depend on the consequences to him of

recciving a defective item. If your office manager buys pens by the gross and

the pen that you pick does not work, you can throw it away and take

another without too much loss. On the othcr hand, if the lot consists of vital

parts whose failure is a matter of life and death, that is a different situation.

The buyer has learned that he can manage comfortably with a certain level

of defectives. This is the target level.

It is convenient if this target level, which we denote as the acceptable

quality level (AQL), coincides with the vendor's production level. On the

other hand, the buyer also knows that the fraction defective in the lots

received from even the most competent of vendors will vary; there is some

upper bound on the fraction defective in a batch that can be accepted

without extreme inconvenience or annoyance. This level is called the lot

tolerance percent defective (LTPD). The buyer will want a sampling plan

that gives a low risk, beta, of accepting so bad a lot.

11.5. SOME ELEMENTARY SINGLE SAMPLING PLANS

**A single sampling plan is fixed by two numbers, 11 and c. Why should one
**

choose one plan over another? The decision should be made on the basis of

the relative alpha and beta risks for certain values of p. In this section, we

look at four plans with small values of n. These plans are quite unrealistic.

They arc included only to give the reader some simple illustrative examples.

In the next section, we look at some more realistic plans.

For purposes of illustration in this section, we make the following basic

assumptions to make the arithmetic easy. The vendor has a process that,

SOME El.EMENTARY SINGLE SAMPLING PLANS

181

**when it is under control, produces items that have p = 10% defectives. The
**

buyer has learned to live with this rate of defectives and is prepared to

accept lots that bave a slightly higher percentage, but does not want to

accept lots that have as much as 20% defectives. Thus, alpha, the vendor's

risk, is the probability that a lot with p = 0.10 is rejected; beta, the buyer's

risk, is the probability that a lot with p == 0.20 is accepted, an unfortunate

situation for the buyer. We use the symbol Pa ( 7T) to denote the probability

that a lot with percentage defectives equal to 7T will be accepted.

We can write

and

We assume that the number of defectives, d, has a binomial distribution

with the appropriate values of nand p; a is evaluated at p = 0.1; {3 is

evaluated at p == 0.2.

Plan A. n

=3, c = 0

**Draw a sample of three items and accept the lot only if all three are good.
**

If = O. to, q == 0.90, the probability that a sample will pass inspection is

(0.9) == 0.729.

r

= 1.0 - (0.9)-' == 1 - 0.729 = 0.27

{3 = (0.80)3 = 0.51 .

a

**Approximately a quarter of the vendor's "good" lots will be rejected. On
**

the other hand, if the vendor presents lots that are 20% defective, about

half of them will pass inspection and the buyer will have to accept them.

Plan B. n =5, c =0

a == 1.0 - (0.9)5 == 0.41, {3 = (0.80)5 == 0.33. This plan is tougher on the

vendor, but it gives the buyer better protection against bad lots.

Plan C. n =5, c =1

a == 1.0 - P(d == 0) - P(d == 1)

== 1.0 - (0.9f - 5(0.9)4(0.1) = 0.082.

{3 = (0.8)5

+ 5(0.8)4(0.2) == 0.738.

**This plan gives much more protection to the vendor than the previous plans,
**

but it is completely unacceptable to the buyer.

182

Plan D. n

ACCEPTANCE SAMPLING 1

=10, c =1

**a == 0.26, /3 = 0.38. The two risks are more nearly equal, but they are clearly
**

too big for practical purposes. We need to take larger samples.

**11.6. SOME PRACTICAL PLANS
**

In this section, we consider three plans that arc of more practical use. Two

of them have II = 100; the other calls for 11 = 200. In comparing the plans,

we assume that the vendor and the buyer have agreed on a target rate of

p == 2% defectives.

Plan 1. n

=100, c =4

**Draw a sample of 100 items and accept the lot if there are four, or fewer,
**

defectives.

To evaluate alpha, we need to compute, for p = 0.02 and q = 0.98,

a = 1.0 - qlllU _

100q~9p _

(100)(

-' (lOO)('J'J)(9:)qY7p' -

91) q9Sp 2

(100)(99)(98)G~)q~Op4.

**This quantity is not easy to compute because of the number of decimal
**

places required. During World War II, it was very difficult because electronic computers were not yet available. Statisticians turned to the Poisson

approximation to the binomial, which is close enough for practical purposes

and is, nowadays, easy to compute on a hand calculator. There arc now

good tables of cumulative probabilities available, from which we can read

a=5.1%.

To obtain the Poisson approximation, we equate the parameter, /-L, of the

distribution to np. In this example, /-L = 2.0, and

P( d

~ 4) =

'

e - p. ( 1 + /-L +

= 7e- 2 =

2

,\

4)

~ + ~ + ~4

0.947 ,

a=S.3% .

Table J J .6.1 gives both the binomial probabilities of accepting a batch for

several values of p and the Poisson approximations.

Table 11.6.1. Values of Pa for Different Percentages l>efective (n

P

Binomial

Poisson

0.02

0.949

0.947

0.03

0.818

O.SIS

(1.04

0.629

0.629

0.05

0.436

0.440

O,Cl6

0.277

0.2X5

=]00, c =4)

0.07

0.163

0.173

0.08

0.090

0.100

183

CHOOSING THE SAMPLE SIZE

Table 11.6.2.

,,= 200, c =7

0.03

0.746

P"

0.02

0.951

Plan 2. n

=200, c =7

p

0.04

0.450

0.05

0.213

(l.O6

0.083

0.07

0.027

(U)R

0.008

**This plan also has a at approximately 5%, but it is more favorable to the
**

buyer. The values of beta are less than those for plan l. The sample size has

been doubled. The values of P" are given in table 11.6.2.

Plan 3. n

=100, c =7

**This plan is the most favorable of the three to the vendor. It gives him
**

enormous protection with an alpha risk of only 0.1 %; the buyer will accept

87% of those lots that arc 5% dcfc<.:tive. The sample size is the same as plan

1. but the acceptance number is the same as in plan 2. The prooabilitics are

given in table 11.6.3.

**11.7. WHAT QUALITY IS ACCEPTED? AQL AND l:flJD
**

The buyer defines two particular levels of quality. The ac<.:eptable quality

level (AQL) is the worst average level of quality that he is willing to a<.:<.:ept.

Often this is a level of percent defective that the buyer has learned to live

with over the years, and both the buyer and the vendor may agree that such

a percentage is reasonable for both sides.

There is also a lower level of quality (higher value of p) that the buyer

finds particularly offensive (unacceptable). even in single lots. This is the lot

tolerance percent defective (LTPD).

The buyer wants a plan with a low probability. beta, of accepting a lot at

the LTPD. The vendor wants a plan that has a low probability, alpha. of

rejecting a lot that is at the AQL. Example 11.8.1 shows how one might

design a sampling plan with the AQL at 2% and the LTPD at 7%.

**11.8. CHOOSING THE SAMPI.E SIZE
**

In chapter seven, we showed how to calculate the sample size and the cutoff

point for a one-sided test of the mean of a normal population. The same

principle is used to construct a single sampling plan. Suppose that we wish to

Table 11.6.3. n = 100, c

p

p.

0.02

0.999

=7

0.03

0.989

0.04

0.953

0.n5

0.872

0.06

0.748

0.07

0.599

0.08

0.447

the defective items in the sample are replaced by good items and the rectified sample is returned to the lot. When a lot is accepted. . THE AVERAGE OUTGOING QUALITY.05 n = 124 and 138 11. we make the following assumptions about the inspection procedure. and (T2 = np. AOQ AND AOQL Both the vendor and the buyer may also be interested in the average quality of the lots that pass inspection with a given plan. each lot accepted by the buyer contains (N .• c=5. When a lot is rejected. on the average.q.8. o 11. Thus. We can calculate nand c for the test (sampling plan) in the following way.Po . The remaining N . This means that it is subjected to 100% inspection in which every defective is (we hope) detected and replaced by a good item. if P = PI' whence V1i= z"VPoqO+Zfl~ PI . and. . and {3 == 10% when P = 0. Two measures are used: the average outgoing quality (AOQ).9. The average outgoing quality is the quality that one gets by applying a sampling plan to a process in which the average percent defective is P and rectifying all the lots that fail inspection. In calculating the AOQ.1.n)p defective items.28v'O:063T __ 0. Then. Thus. using the normal approximations to the binomial distributions involved. if P = Po.Oi% + 1.n items in the lot may include some undetected defectives. Suppose that the engineer wishes to design a sampling plan with risks a = 5% when P = 0. this assumption may be too optimistic.02. the rejected lots are replaced by lots that have zero defectives.07: V1i = l.64Sv'o. and the average outgoing quality limit (AOQL). Example 11..184 ACCEPTANCE SAMPLING I test the null hypothesis Ho: P = Po against the alternative Ha: P = PI at given levels of a and {3. it is rectified. If P = P" the number of defectives is normally distributed with J. Given the problems that exist with 100% inspection.L = np.

951 1.04 0.90 p 0.24% at p = 0. 91 % of the lots will be rectified. will be rejected and rectified. 90%.07 0.027 0.66 0. it is 2. is thus only fractionally lower than p.2) AOQ= Pap. Note that under this scheme. the average number of defectives per lot is seen to be (11.08 0.9. The AOQL for plans 1 and 2 are underlined in table 11. and so few are rectified. Average outgoing quality values for plans 1 and 2 of section 11.08 0.18 0. 2.03.277 1. with p = 2%. Pa .07 0.213 1. the worst fate that can befall the buyer. the AOQL is 2. The AOQL represents the worst long-run average percent defective that the buyer should expect to endure when that plan is used.02 0.52% at P = 0.090 0.1.818 2. bad lots come out better than good lots. few lots are rejected.50 0.14 0.24 0.05 0.9.1) and so the AOQ is If nl N is small. In plan 1.90 0. Note that we speak of "long-term average" and "expect to endure.05 0.008 0. on the average.19 0.949 AOQ (%) 1. 1. When these are combined.746 2.06 0.9.07 0.1.04.06 Plan 2 p Po AOQ(%) 0.6 are shown in table 11. On the other hand.03 0. of the lots will pass inspection. 1·_· Pa .450 1. AOQ for Plans I and 2 Plan 1 Po 0. if the quality drops to 8% defectives.163 1. this quantity is well approximated by the formula (11.52 0. on the average.98 .083 0. and for the second. will occur in the case when the vendor produces 4% defectives.436 2." We are saying that for plan 1.9.02 0. AOQ AND AOQL A fraction.24% defectives. A fraction.629 2. The average outgoing quality limit (AOQL) is the maximum of the AOQ for a given plan. For the first plan.03 0.72 0. Note well "on the average"- Table ]1. Then.45 0. with this sampling plan and rectification. 9.ISS THE AVERAGE OUTGOING QUALITY. the A OQ.04 0. the buyer will receive. virtually all the lots will be subjected to 100% inspection and the AOQ falls to less than 1%.06 0.1.

chain sampling. There are other possihle scenarios. who pioneered the field of acceptance sampling during his career at Bell Laboratories. we will detect (and rectify) more of the bad lots. 1977).ll. When the percent defectives is small. We can estimate the cost of inspection using this procedure. Dodge and Romig (1959) published tables for choosing values of nand c based on . skip-lot plans. In the next chapter.8. in eaeh rejected lot. 11. we consider multiple sample plans and sequential sampling. In the remaining sections of this chapter. the reader is referred to the bookf> by Duncan (1986) and Schilling (1982) that were cited earlier. and the overall quality of the product that the buyer actually receives will improve.10. this procedure gives values of the AOQ and AOQL that arc very close to the values for the scenario that we considered. For further details. which in turn almost implies that the inspection is taking place at the vendor's plant before shipment. 1I. reprinting in that issue nine of his most important papers (Dodge.l) In section 11. All four of these schemes-rectification sampling plans. F. The average total inspection (ATI) is then given by (lJ. We have only discussed one way of defining AOQ. RECTIFYING INSPECTION PLANS We assumed in the previous section that every rejected lot would be subject to 100% inspection.11. OTHER SAMPLING SCHEMES We have confined ollr discussions to single sampling plans for sampling by attributes. N items will be inspected. we make a few remarks about four other sampling schemes. Each accepted lot will have n items inspected. In 1977 the Journal of Quality Technology devoted an entire issue to his memory. the lot size N did not appear in the calculations. and continuous sampling-are associated with H. Dodge. Our scenario implies that there is a supply of good items that can be substituted for the defectives. A different procedure for testing at the buyer's site would he for the buyer to carry out 100% inspection of the rejected batches and cull the had items (which would not be paid for). we chose a sampling plan based on desired values of AQL and LTPD.186 ACCEPTANCE SAMPLING' some days the buyer will fare better and some days the buyer will fare worse! The interesting fact to note is that if the production line deteriorates and the vendor produces marc than 4% defectives.

But if there is a defect. we make substantial reductions in n. In chain sampling. or can. The idea here is that after the vendor has established a past record for good quality. CHAIN SAMPLING PLANS We have built up a theory for handling individual lots. and by doing so save money on inspection? This is the rationale for chain sampling. H. which appearcd in 1981. Rather. but nand i. If the number of defectives exceeds one. a single defect will be excused. F. perhaps. we will still accept the lot. 11. SKIP LOT SAMPLING There is another way of rewarding past good quality.CONTINUOUS SAMPLING 187 other considerations. The buyer might agree to test roughly half the lots and choose them by tossing a coin eaeh time a lot arrives. we should not insist on inspecting every lot.l2. test only the odd-numhered lots that are presented. we take that into consideration. p. that claim of previous virtue is lost. and sct c = O. we have envisioned the vendor presenting the items to the buyer in (large) lots. Which lots are chosen to be tested is decided by a process of randomization. A pressure that is. It is skip lot sampling. 11. They assumed that the objective would be to minimize the A Tl for given values of the AOQL. The vendor must start again from scratch. the lot is rejected. in future. which could be applied to a situation in which the inspector saw a continuous flow of items passing by on the production line. These plans were subsequently refined by Dodge and Torrey (1951). which was introduced by Dodge (1955a). not so subtle is put upon the vendor. and N. Dodge (1943) proposed a scheme for sampling by attributes. should. But if he is fairly steady. A listing of continuous sampling plans is givcn in MIL-STD-1235B.13. CONTINUOUS SAMPLING So far. building up a record of pcrfect samples until there is again a backlog of at least i without defect.14. That is appropriate if the vendor is erratic. 1I. The constants that define the plan are not nand c. If there is exactly one defective item in the sample. That is very different from telling the vendor that the buyer will. which also was introduced by Dodge (1955b). provided there have been no defective items in the previous i samples. . we should skip some lots and test only a fraction of the lots that are presented. As long as the vendor's past record is free of blemishes.

sampling by variables has the advantage of requiring smaller samples. What is the probability of accepting a lot with p = 0.06.2.15.: : O. and 1l.4.6. Find the AOQL for plan 3 of Section 11. EXERCISES 11. A single sampling plan has n:.08'1 What is the AOQ for p :. for each item. compared to a critical value.06? 11.03'1 What is the probability of failing to reject a lot with p = O. The set of n resistances is reduced to a single statistic. When it is appropriate. which implies a multivariate testing situation. There can be difficulties when thc conformity of the item calls for its being satisfactory in more than one characteristic. Design a single sampling plan that has a f3 = 15% when p = 0.03? What is the AOQL for this plan? You may use the Poisson approximation.188 ACCEPTANCE SAMPLING I 11. which is. The engineer accepts the lot if there are four or fewer defectives.:::: 150.03? What protection does the buyer have against accepting lots with p :.: : 0. for example.03. in turn. = 5% when p = 0. A single sampling plan has n = 200 and c = 5. the resistance. What is the probability of accepting a lot with p = O.3. SAMPLING BY VARIABLES The procedure for sampling by variables is similar to the procedure for sampling by attributes. say. such as the mean or standard deviation. 1l.1. One draws the sample and measures a characteristic. .

and (. thus far we have ignored the cost of inspection in the discussion of sampling plans. It used to be customary in military procurement. the buyer gets 100 fewer items per batch than otherwise. If it is a very bad sample. we take another sample to settle the issue. It seems a foolish waste to keep on inspecting the whole of a large sample if it is obvious that the vendor is producing at excellent quality with a percentage defective well below the target value. If the number of defectives is neither so large nor so small as to make a decision obvious. If it is a very good sample. DOUBLE SAMPLING We will investigate sampling plans with two samples. If the testing is destructive. either as a direct charge for the inspection at the buyer's site or as an overhead item figured into the vendor's bid for inspection at the vendor's factory. We take an initial sample from a lot. John Copyright © 1990 by John Wiley & Sons. This is necessary condition. not a condition of the modern MIL-SID-105 tables. the buyer could argue in favor of plan 2 because that was the plan that gave him the best protection. it can be argued that it also called for inspecting n = 200 items rather than n = 100. There are acceptance numbers: CI' c 2 . This is more expensive. In theory. The ultimate refinement is the method of sequential analysis developed by Abraham Wald (1947). n 2 = 2n\.Statistical Methods in Engineering and Quality Assurance Peter W. 12. we accept the lot.1. Inc CHAPTER TWELVE Acceptance Sampling II 12.3' items not a but is three 189 . In our examples. The first has n] and the second n 2 • ]n many double sampling plans. one could continue this procedure to a third sample or even a fourth. On the other hand.2. we reject the lot. THE COST OF INSPECTION Except for defining A Tl and mentioning the Dodge-Romig rectifying inspection plans. M. The extra inspection cost will be borne by the buyer. One way of getting around this problem is to adopt a double sampling procedure.

. Let d 1 denote the total number of defectives in the second sample. n l = 200.028. Let"l = 100.0000 .2579 + 0. or £II == 5.02.0902 0. If dl:s c i • we accept the batch with no further sampling. Summing. 0 0. d I ' of defectives.02. We draw another random sample of items.0002 d2 5 5 d z 54 d~:<. The expected number of items to be tested is E(n) == (0.0114 O. a = 4. > 9) E(n) == (0. 0 A single sample plan with Po = 0.S59)(loo) + (0. and let £I = £II + d 2 • We accept the lot if £I :s ('3' If d> c J ' the lot is rejected.1. If d l > c 2 • we reject the batch outright. PI = 0.2.(Xl31 0.0710 0.190 ACCEPTANCE SAMPLING" We draw the first random sample and note the number. 3 dz-.2. we usc the binomial tables. so that a = 4.05.714)(300) = 243.05. (J007 0.258 = 0. c 1 = 3.0176 0. The vendor who is producing good quality items is rewarded by a marked decrease in inspection costs. "2 Example 12.0049 (I. inasmuch as only two-thirds as many items have Table 12.0222 0.958.141)(300) == 128. we give the lot a second chance.2.0175 = 0. there is probability 0. When p == 0.859 that we will only need the first sample. and find that the probability of acceptance is 0. Suppose that p ~ 0. We then sum the products of the probabilities of li l and d 2 to obtain the desired probability. We illustrate this method of double sampling by an example. we note that P(d..6288 0. Acceptance after the second sample can take place in several ways.2%.275. with n = 100 and P = 0. When p = 0.1 First Sample dt lit dt dl dt dt =4 =5 =6 =7 =8 =9 Prohahility Second Sample Prohability Product 0. the probability of acceptance on the second round is 0. The possibilities are listed in table 12.141. and so on.5% relJuires a sample size about II}O. Such a plan requires us to take n = 190 every time.859 and the probability of nonacceptance is 0.1. The double sampling plan may require either 100 or 300 items to be inspected.0894 0.02.0989 and the probability of acceptance overall is 0.0001 0.4315 0.05. and f3 = 27.1 %.028)(100) + (0. If P = 0. d 2 :s 4.7867 0. we can show in the same way that the probability of acceptance is 0. For the first sample.02.O 2 dz s 1 d2~'. and c 2 = c 1 = 9.0007 0. and so + 0.2351 0.0353 0. If c 1 < d 1 :s c z . We can have £I I = 4 and £1 2 :s 5.

• Suppose that the density function for X is j~l(x) under the null hypothesis and II (x) under the alternative. we accept 110 . We keep on sampling until the line crosses into either the acceptance region or the rejection region.3. we could keep sampling forever. we count the total number of defectives so far and make one of three decisions: accept the lot. After each observation is made. this is theoretically possible. It would seem that with bad luck. if L < k o. The vendor with poor quality has to pay for inspecting more items. The items arc sampled one by one.4.91 to be sampled. The basic ideas have heen given in the previous section. 12. .4. The total number of defectives at each stage is plotted against the sample number on a chart that has two lines drawn on it.x n . against a simple alternative. but Wald showed that in practice. . THE SEQUENTIAL PROBABILITY RATIO TEST Wald's sequential probability ratio test was developed during World War II and published in 1947. H Il . his procedure called for testing many fewer items than the traditional fixed-sample-size procedures described earlier. identically distributed random variables: XI' x 2 ' . SEQUENTIAL SAMPLING The procedure of sequential sampling was developed by Abraham Wald for the United States during World War II. 12.. just as it is theoretically possible that we can toss a coin for months before getting the first head..THE SEQUENTIAL PROBABILITY RATIO TEST 1. If (12. and no decision. These lines divide the paper into three zones: acceptance. we accept . • . we calculate the likelihood ratio: We calculate two numbers. if L > k . ko and kl' to correspond to the preassigned values of alpha and beta. HI' about a parameter 4>: . reject it. Suppose that we wish to test a simple null hypothesis. . or keep on sampling. The line starts in the no-decision region. The plotted points are joined by a line as in a control chart. and We observe a sequence of independent. rejection. After each item.1 ) we take another observation.

the bounds on Y given in equation (12. .5. the inequality of equation (12.4.lLo).1) If we plot the data with n along the horizontal axis and Y vertically. We have and For convenience.5. we continue to take more observations.192 ACCEPTANCE SAMPLING II HI.S. In the first.5. THE NORMAL CASE Suppose that X is normally distributed with known variance and unknown mean. in the second. so that in practice we use the approximations k o =--L t .4.ex and 1. We write Yn for the sum of the first n deviations from lLo: Yn = E (Xi . corresponding to sampling for variables. It is also useful in practice to replace the expressions in equation (12. we assume that {j = ILl .1) by their natural logarithms and to write (12.4.2) is reduced to (721n(ko) l> < y n{) n-T< (T 2 In(k) {) (12.5.2) and (12.1) become a pair of parallel lines: Y= (72 In(k o) nl> +{) 2 (12. 1 sis n. X will have a Bernoulli (binomial) distribution. After some algebra.3) As long as the path of Y remains between the two lines.2) We now consider two examples. X will be normally distributed. The calculations of the correct values for ko and kl are very difficult.lLo > o.~ ex' k =-I which are very good for small values of alpha and beta. The testing stops when the path crosses one of the two boundary lines. 12.

0.5. and Consider the following sequence of observations: n X Y 5n -28 5n + 36 4 46 17 3 53 30 -18 46 -13 51 1 47 7 50 -23 41 2 5 6 47 36 50 46 -8 56 ··3 61 53 2 66 7 54 67 8 48 49 75 84 7 71 12 76 17 81 9 The path of Y goes across the upper boundary at the ninth observation. the graph enters the critical region at the ninth observation.89.-JLr. Alternatively. The boundary lines of the critical region are Y=5n . we write z. In(k.95 = 0. 0.4) and and the plot looks like a Shewhart control chart. AN EXAMPLE Suppose that Vex) Then = 125.25.x.::. 2 lj and :.193 AN EXAMPLE If instead of considering deviations from JA-o. = --2.= JA-l = 50. Again. therefore. = 0.105.05 In(k o) a = 18.=x. = 50. and we. JA-. 12.90 = 0. we can write X Z Z 47 2 2 50 5 7 53 8 15 46 1 16 50 5 2] 47 2 23 54 9 32 48 3 49 4 35 39 The upper and lower limits are Z = 36 and Z = -28.)-'2 the two boundaries become the two horizontal lines (12. accept the alternate hypothesis that JA. .10 ko = 5%. This is particularly true if a = (3.) = 2.28 Y= 5n +36. l> = 10.6.- + JA-u JA-. JA-o = 40. Then the boundary limits are at the same distance above and below the center line Z = o. and (3 = 10%. k. 0.

12.10. the boundaries are two parallel lines.7.Ob)' = In ( 0.02 Ho: with a = vs. . k k 0<" Y. In(k o ) h = ··2. The two hypotheses are and We continue to take more observations as long as Y n Y .7. has a binomial distribution.7.Y27.94) = 1. Plq. = In(94/98) = -0 . In(q1) Po lJo and (12.7. In~.98.197 • (l.. the boundaries for Z are horizontal lines.6 )3 5 h .02 g (0. + g.t. Y n = L: XI' 1 S i :s n. HI: P =0.14 • -In 0.·l'< I ' Puqo (12.. AN EXAMPLE OF SEQllENTIAL SAMPLING BY ATTRlBUTES Suppose that we wish to test P = 0.2) where we have written h = In(PI) .06 f3 == 0.1) which reduces to In(k ) In(k1) h h o --<Y+ng<-- (12.S..194 ACCEPTANCE SAMPLING II 12. and XI = 0 if the item is nondefectivc. If we write ZI = X. = 1 if the ith item is defective. SEQUENTIAL SAMPLING BY ATTRIBUTES We now tum to the case of sampling by attributes and let x.) = ±1..3) Again.

We therefore accept III if (i) (ii) (iii) (iv) the first two items are defective. have to be considered in terms of integers.0365n:5 Y:5 ] .#-to). Similarly. The limits. respectively.0365n ± 1. we will have Y = 2 when n :=. This means that if we have an initial string of nondefectives corresponding to the line Y == 0. we continue sampling. If the first two items are defective. arc broken into two single-sided tcsts. The lines mark off a V-shaped region on the graph paper.927 + 0.927 + 0. 1. The path of Y is a horizontal line when there are no defectives. . the limit is 2. It is unity for n = 80.79. The lower limit is negative if 11<52. and we reject Ho. HI bccomes or with the risk of type I error set at a 12 on each side.0365n .93 + 0.927. we note that for n = 2. and the path of Y will cross the upper line if there are three defectives before n = 29. we accept lIu .195 TWO-SIDED TESTS We continue to take more observations as long as -1. We again plot Y = E (x. (ii) if there arc no defectives in the first 53 items tested. . each defective causes a jump of one unit. TWO-SIllED TESTS Tests of a simple null hypothesis against a two-sided alternative vs. Thus. (i) we cannot decide to accept Ho if n < 53.0365n = 3 when n = 29. and so on.19. 12. there are four defectives in the first 56 items.: 2. (iii) if there is exactly onc defective in the nrst 53 items. are set at (31(1. there arc three defectives in the first 29 items. and so on. Corresponding lines in the pairs intersect on the center line.(/2) and (1.39. there arc five defectives in the first 84 items.9. 0. Y = O. For the upper limit. The inequalities for the likelihood ratio define two pairs of parallel lines.(3)/(ex/2).39. We accept Ho if there are no morc defectives until n = 81. The bounds k() and k.000. the path will not cut the lower-limit line until n = 53.

•.•••. The lines on the bottom half of the paper are their reflections in the center line: and 12.+I •••••. Twu-sided sequential test for section 12.... 10 12 .•. corresponding to 5% in each tail....... We should have V(x) = 125.. Then In(k o ) == -2....196 ACCEPTANCE SAMPLING n The lines above the center are and y == ( ~Z) In( k J) + (~) n ..... but with a = 10%.....---------+---------~-----I I I I I I I .•.89 as before...25 and In(k J ) = 2.10.. +I . 0 = 10.•. AN EXAMPLE OF A TWO-SIDED TEST Suppose that we had elected to carry out a two-sided test in the example of section 12.10......••...10.. and (3 == 10%.1......•• I -20 I I I I I t I I I -------+---------~---------T---------~-----I t I I I I I I I I I I I I I I I I I r I I I I I I I • -----~---------~---------~-----I I I -60 I I I I I I 2 4 6 Sample number- 8 Figure 12.. 11-0 = 40. a == 10%.. The pair of parallcl lines abovc the center line are I I I I I 60 I -------~---------~-----I I I I I I I 20 I I I I I -------.6..

Department of Defense issued a system for sampling by variables. no tables arc included. MILITARY AND CIVILIAN SAMPLING SYSTEMS The standard for attribute sampling used in defense contracts in the United States is the official system called MIL-STD-I05D. For the one-sided test of section 12. the American National Standards Institute and the American Society for Quality Control produced a civilian standard. parallels MIL-STD-IOSD.L > 40. Band C.1 and y = -5n + 2R. and some multiple sampling plans involving more than two stages. we see that the cumulative sum of the deviations. The 1981 revision of this standard contained the change in terminology for defective to nonconforming and similar rewordings. In it. MIL-STD-I0SD The MIL-STD-lOSD system contains numerous tables of plans for sampling by attributes.36. which appeared in 1963. 12.11. the graph would be the upper half of figure 12. double sampling plans.1 and y = 5n . A complete account of these systems can be found in the latest edition of the book by Duncan (1986).6. This system.! . It includes the CSP-l plans of Dodge (1943) and the CSP-2 and CSP-3 plans of Dodge and Torrey (1951). in 1957. It has not been changed to keep pace with the changes in MIL-STD-lOS that came with the current version. The U.10. This sampling system contains a collection of sampling plans. ANSIIASQC Z1.12.1. MIL-STD-414. It closely paralleled MIL-STD-105A.28.L = 40 should be rejected in favor of J. The tables consist of single sampling plans.10.4. indicating that the null hypothesis J. crosses the line between n = 8 and n = 9.9.1. The two parallel lines below the center line are Yn = -5n . Y". Although sequential sampling is mentioned in the accompanying handbook. . It went through two revisions. before major changes were made in the current standard 105D.197 MIL-STD-105D Y n = 5n + 36. A modern civilian version of MIL-STD414 was brought out in 1980.1. called ANSI/ASQC Z1. In 1971. The 105 system first appeared in version A in 1950. MIL-STD-123SB is a collection of continuous sampling plans for attributes. 12. The plot of this two-sided test is shown in figure 12. D.S.

If the inspection is to be carried out by the producer in his plant. .13.198 ACCEPTANCE SAMPLING II The tables are based upon the AQL. day after day or week after week. or values. The buyer contracts for a quantity of items that meets a set of standards. indifference quality. Consider. and tightened. for example. the MIL-STD-IOSD procedure follows several steps. The buyer and seller agree upon the AOL and the general inspection level (which is a function of the importance of the item being inspected). then the buyer profits too by receiving the better quality product. " The term lot tolerance percent defective (LTPD) is replaced by limiting quality (LO). This can produce hard feelings. but they are not in common use. for the purpose of sampling inspection. If single sampling inspection is to be done. good records must be kept to which the buyer must have access. The producer of poor quality has higher costs. Some people design plans based on the indifference quality." The handbook adds that "AOL plans arc designed to protect the supplier from having good lots rejected. the producer hegins by looking in the master table for normal inspection. for the given AQL. Code letter K calls for a sample of 125 items. reduced. Reduced inspection means increased profits. The implication is that the producer is paying for the inspection. The buyer's inspectors must also be allowed access for occasional supervision of the actual inspection carried out by the producer. The decision whether to use single or double sampling may be left to the producer. can be considered satisfactory as a process average. The producer of good quality product is rewarded by reduced inspection costs. reasonable costs for inspection arc included in the price agreed upon beforehand. THE STANDARD PROCEDlJR"~ Once the buyer and the producer have agreed on the AOL to be used. The consumers' risks of accepting product of inferior quality are only indirectly considered by studying the OC curve for the AQL sampling plans. The producer then finds the sample size code from a table and looks in another table to find the critical value. This is the quality for which Pn (the probability of acceptance) is SO%. a producer who is producing lots of ISOO items under general inspection level II. A new term. But if the producer is thus nudged to improve quality. 12. The procedure calls for three levels of inspection: normal. That lot size corresponds to sample code K. which is defined therein as "the maximum percent defective that. We discuss the situation in which the producer is making batches of the same size. is introduced.

which is used when there is no reason to believe that the quality level is either better or worse than has been specified by the AOL. the criteria for tightened inspection .1. Continuing with the example of an AQL of 2. This is as close as MIL-STD-105D comes to sequential sampling.5%.5%) Rejection No. Criteria are given for switching from normal to tightened inspection and hack. Multiple Sampling for Sample Size Code K (AQL Sample Number Sample Size Cumulative Sample Size Acceptance No. If there are three or fewer defectives. 1 2 32 32 32 64 3 4 5 6 7 32 32 32 32 0 1 3 5 7 10 13 32 96 t28 160 192 224 (Ae) =2.5 and sample size K. After the first sample is drawn. The acceptance and rejection numbers after each sample arc given in table 12.14. III == 1/ 2 = 80. Suppose that the AQL is 2. the lot is rejected.1. 12. the lot will be accepted if there arc three or fewer defectives and rejected if there are seven or more. After the second sample. c = 7. Inspection usually begins at the normal level. If the producer chooses double sampling. the critical number.5%. c (or Ac).15. is three.199 TIGHTENED VERSUS NORMAL INSPECTION Table 12. if there are four or more defectives.13. 12. TIGHTENED VERSUS NORMAL INSPECTION Tightened inspection usually calls for the same sample sizes. If it is clear that the quality level is very good. reduced. (Re) 4 6 8 10 II 12 14 If the AQL is 1%. SEVERITY OF INSPECTION There arc three degn.13. If it becomes apparent that the quality level has deteriorated. but the requirements for acceptance are more rigorous. If the AQL is 2. tightened inspection is required.:es of severity of inspection-normal. the supplier may he allowed to go to reduced inspection. and from normal to reduced inspection and back. This is a change from the older procedure in which 1/ 2 = 2n I' The multiple-sampling choice allows up to seven samples. the lot will be accepted if there are eight or fewer defectives in the 160 items and reject if there are nine or more. the lot is accepted. and tightened. each of 32 items.

This denotes that one cannot accept a lot on the basis of the first sample. Rejection No.1. The use of this table and the apparent Table 12.1 the acceptance number for the first sample under multiple sampling is replaced by an asterisk.16. Rejection No. 7 '" 5 Multiple 13 26 39 52 65 78 91 0 I 2 3 4 6 4 6 7 8 9 \II .1.16. AQL =2. Single 125 5 6 80 2 5 160 6 7 32 '" 4 5 6 Double Multiple 64 1 96 128 160 2 3 5 8 192 7 9 10 224 7 9 are given in table 12. We continue with our example and give the criteria for reduced sampling in table 12.15. REDUCED INSPECTION In reduced inspection. Reduced Sampling for Sample Size Code K. In table 12.16.1. the sample size is reduced to approximately 60% of what is required for normal inspection.16.200 ACCEPTANCE SAMPLING II Table 12. Tightened Inspection.15.15. This also occurs in table 12.1. AQL =2. one can only reject it or take a second sample.5% Type Cumulative Sample Size Acceptance No.5% Type Cumulative Sample Size Acceptance No. Sample Code K.1. Single 50 3 6 Double 32 1 64 4 :. with a corresponding change in the cost of inspection. 12.

C. If two lots in any sequence of five are rejected. three series of plans covering the situations in B. Plans arc given for one-sided and two-sided specification limits. We are speaking here of rejection on the original inspection. Part C has plans for use when (F is estimated from the sample standard deviations. the number of defectives exceeds the acceptance number.ACCEPTANCE SAMPLING BY VARIABLES 201 discrepancies between the acceptance and rejection numbers are explained in the next section. and D.18. A lot that is rejected on the original inspection and then accepted after rectification is regarded as a rejected lot. SWITCHING RULES We begin with normal inspection. 12.17. There are. Part 0 handles the situation when u is known. 12. and a search is made for an assignable cause. If the number of defectives faJls between the acceptance and rejection numbers. but inspection goes back to normal anyway. Inspection and production will resume when it is thought that proper quality has been restored. therefore. the producer must switch to tightened inspection. the inspection is stopped. Notice that in reduced sampling. the acceptance and rejection numbers are not consccutive integers. If five consecutive lots are accepted under tightened inspection. has switching . the process has not won its way back to normal inspection. and (ii) if the total number of defectives in those ten lots is less than or equal to the acceptance number for the gross sample that is given in a second tablc. the producer must return to normal sampling. the lot is accepted. ACCEPTANCE SAMPLING BY VARIABLES The MIL-STD-414 document has four parts. If the number of defectives is greater than or equal to the rejection number. If.9. the producer may return to normal inspection. If after tcn lots have been inspected. The producer may continue on reduced sampling as long as the number of defectives in each lot is less than or equal to the acceptance number in the table. Part A is the general description. Tightened inspection then continues until either of the two following events occurs. The more modern civilian system. Part B has plans based on the use of the range to estimate the (unknown) standard deviation. ANSI/ASQC Z1. in any lot. The producer is allowed to go from normal to reduced inspection if (i) the preceding ten lots have been accepted. the lot is rejected.

1 103.1.8 96.8 99.7 101.3 1O~U 95.0.4 96.15 when J1.0 109.8 106.6 102.4 \03. 12. 174.6 105.0 98. the reader is referred to Duncan (1986).7 107. The standard deviation of the characteristic is 17 = 6.0 111. and f3 = 0. 175. and rejects it if d>7.8 104.0.2 102.8 L05. What is the probability of accepting a lot with p = O.= 100.06.2 96.03? .42.4 96.3 98.4 107.03.7 (ii) 102.7 87.1 to the following data sets. When would you make a decision and what would it be? (i) The first three items are defective.3. 190.4.6 104.9 99. 135.202 ACCEPTANCE SAMPLING II rules between normal inspection and reduced or tightened inspection that arc similar to those of MIL-STD-105D. Apply your sequential sampling plan of Exercise 12.3 87.3 109.1 103. 101.3 97. and 67 are defective.0 95.2 109.9 95.3 99.05 when p = 0.5 108.8 101.9 104.5. (ii) Items 1. Design a sequential sampling plan for attributes that has ex::: 0.9 98. 12.2 101.20.9 92. EXERCISES 12.4 102. (iii) Items 75.3 99. The engineer accepts the lot on the first sample if ds3. Design a sequential sampling plan for sampling by variables with the following specifications. The lot is accepted after the second sample if the total number of defects is eight or less.15 when p = 0. 101.5 102. A double sampling plan has n I = n 2 = LOO.4 85.7 103. and f3 = 0.2 93.1 111. and 202 arc defective.7 98.3 to the following three data sets.4 102.3 103.3 98.2. We wish to have a = 0.1.= 103.9 92.8 12. When would you make a decision and what would it be? (i) 98.2 113.0 108.63.3 102.8 108. 12. For further details. 91.8 92.6 103. 12.6 100.5 101.8 97.2 103.0 107.0 109.3 105.7 100.37.9 109.5 108.9 106.2 105.05 when J1.4 103.4 99. 17. Apply your plan from exercise 12.6 93.8 109. The target average for the characteristic being measured is 100.

Statistical Methods in Engineering and Quality Assurance Peter W. Inc CHAPTER THIRTEEN Further Topics on Control Charts 13. in particular. o Rule 2. INTRODUCTION In the first example of an x-bar chart in chapter nine. we can use several other charts whose purpose is to enable us to detect more quickly changes in the process mean. the cumulative sum control chart (Cusum). The alpha risk is kept small. For convenience. 0 203 . we now repeat the three rules that were proposed. We begin the chapter with another look at the stop rules that were considered in chapter nine. on combining rules 2 and 3 with rule I. but at sequences of several points. which is the risk that we will not stop the process when we should? In addilion to the standard Shewhart charts. We are not advocating replacing the Shewhart chart with these new chartsfar from it. M. we will rarely (one time in 400) stop the process when we should not. a shift in the mean of the process occurred after the thirtieth run.1. That problem was even more conspicuous in the example of the c-chart in chapter ten. We are suggesting that the engineer should keep several charts simultaneously. and the geometric moving-average or exponentially weighted moving-average (EWMA) chart. How about the beta risk. How can we speed up the detection of changes in mean? It is done by looking not just at the individual points on the chart. focusing. We discuss three of these charts: the arithmetic movingaverage chart. It became clear that the traditional rule-take action if there is a point outside the outer control lines-did not do a very good job of detecting that shift. The Shewhart control charts arc conservative in the sense that as long as the process is rolling along with the process mean equal to the target mean. since we needed 15 more runs to trigger it. John Copyright © 1990 by John Wiley & Sons. Rule J. One point outside the three sigma limits. Two consecutive points either above the upper warnmg line (two-sigma line) or below the lower warning line.

8413)7 = 14.8 . Rule 3 calls for action if there is a run of seven points.(0.8413. The probability that a point falls above the ccnter line on the chart is now increased to 0. if the probability of a point above the line is p.2. (Beware of the double use of the word run in this sentence: the word run in ARL stands for t. More generally. t is a random variable. DECISION RULES BASED ON RUNS Rules 2 and 3 are both based on runs of points above or below a line other than the outer control lines. The normal procedure is to combine them into a single rule.8413)7 = 0. Suppose that it takes t points until a run of seven occurs. FURTHER TOPICS ON CONTROL CHARTS Rule 3. rule 2 calls for a run of two points. The probability that the next seven points will constitute a run that triggers rule 3 is P =: (0. so that the mcan changes from JL to JL + if/Vii. Take action if either there is one point outside the outer control lines or there are two successive points outside the warning lines and on the same side. . rule 2a: RuLe 2a. but we can derive a formula for its expected value. In developing the ARL for the combined rule 2a. we can show that when there is a shift of aVn in the mean. whose expectation is the ARL when this rule is used. the ARL for the rule of seven is given by the formula £(1) = 1 . Using the results that are derived in the next section. we follow the argument of Page (1954). But we need to ask a different question. A run of seven points either all above the center line or all below 0 13.1587)(0. which we round to 15. the probability that the next seven in a row will be above the line is p 7.3.30. Suppose that there has been a shift of + a/Vii in the mean. COMBINED RULES Rules 1 and 2 are rarely applied separately.) What can be said about the probability distribution of t? The derivation is beyond the scope of this book.8413f (0. 13. [J The table given in chapter nine considered only one rule at a time.204 U.

with probability p.3. there are again three possibilities: (i) thc next point will be in the good region.2) Eliminating L' between the two equations gives L = _l_+---=q_ 1 . and r (action).205 COMBINED RULES The set of possible values of i can be divided into three regions. Let L denotc the ARL when we start the sequence of points from a point in the good region.1) If we start from a point in the warning region. For rule 2a. where p + q + r::: 1. (iii) the next point is in the action region. Let the probability that a point falls in each of these three regions be p (good). and L' =1 + L.P -. and the action region consists of values outside the action lines.3) A more general form of the rule would require either a run of m points outside the warning lines or one point outside the action lines. there are three possibilities: (i) the next point is good. in which case we start again. and action. which we can call good. and we stop. We combine these possibilities into a second equation: L' = p( 1 + L) + q + r .3. We combine these possibilities into the equation L = p( 1 + L) + q( 1 + L') + r . If we start with a point in the good region.pq (13. and we stop with L' = J. warning. (ii) the next point is also in the warning region. let L' be the ARL when we start from a point in the warning region. The corresponding formula for the ARL is 1 -q L = 1 _ (p m + q) + pqm m = 1 -q In r+ pq • (13. the good region consists of values of i between the two warning lines. the warning region consists of values between the warning lines and the outer (action) lines. q (warning). (iii) the next point is in the action region. ( 13. and we expect L' more points.3. The process will stop if there are two successive points in the warning region or one in the action region. (13.4) . and we have the expectation of L more points: (ii) the next point is in the warning region.3. and we stop with L' = 1.

F(3 . If we let r = 0 and m = 7. 1 . whence 33. = 0. we derive the formula that was used for rule 3 in section 13. The values of ARL for rule 3a are shorter than those for rule 2a.F(d).5) = 0.4) with m = 7. r ~ 0.6.0062. 0 To calculate the average run length with rule 3a for a positive shift in the mean.5) . q = 1'(2. For rule 2a. 13. Then we apply equation (13.206 FURTHER TOPICS ON CONTROL CHARTS We can also combine rules 1 and 3 into rule 3a: Rule 3a.5) = 0. but rule 3a has larger values of the alpha risk. The hasic Shewhart chart with rule 1 uses only the single latest . 13. p = F( 1. = 0.1 gives values of the ARL for various values of the shift in the mean. p = 1 .d) .5.1'( 1. MOVING AVERAGES The charts that are presented in this chapter for detecting shifts in the mean eome under the general heading of moving averages.5.6R53.493 . and p 1.3. r+ pq L = For rule 3a.06. We discuss three such charts.q7 = r -I pq 7 = = 0..4. we let the "good" region consist of the negative values of x and let the warning region run from the center line to the upper three-sigma line.50'Ivn. 13.0062 . We calculate the ARL for the two rules in the following way.3085. AN EXAMPLE Let the shift be dlTlv'Tt = O.0606.2. q L q=l-p-r. Rule 3a is triggered hy a run of seven or a point outside the outer limits. A TABLE OF VALUES 01<' ARL Table 13.9332. r =1- In this example. Take action if there is eithef a fun of seven succcssvie points on the same side of the center line Of a point outside the action lines.5) r = 1 ~ F(2.c/ 2 = 103.

. or time.. 13. we plot not the value of Y. we change our notation to make it more general in its application. In the special case of Shewhart charts. One-Sided Tests Rule 3a Rule d 2a 194 571 273 142 77 0. The moving-average charts use the earlier data to different extents. . the observed response is denoted by Y.207 ARITlIMETIC-AVERAGE CHARTS Table 13. ARITHMETIC-AVERAGE CHARTS The first of our charts for detecting shifts in the mean is the (arithmetic) moving-average chart.2 1.) = (T. We plot the sample number as discrete time.0 1. through the rest of the chapter. Sample number. If k = 4. Rule 2 employs only the latest point and its immediate predecessor. The arithmetic moving average uses the average of the k latest observations with equal weights. but Z" the mean of that and the previous k . EWMA) chart uses all the previous observations. The geometric moving average (or exponentially weighted moving average. The ith sample is the sample drawn at ._--------- 85 44 44 25 17 26 17 J3 10 11 R 7 H 6 5 6 5 observation to make the action decision and pays no heed to any of the previous data. and neglects ohservations made before then.4 1. 1/ k. is measured along the horizontal axis. for the ith sample.6 0. Y . = Yz + )'3 + Y4 + Ys 4 ..5.6 1. Against this. the ordinate for t = 5 is z.I values of Y" The value of k used in the chart is the choice of the engineer.8 1.7. notably in econometrics and in engineering process control.2 0. I. but with weights that decrease as the points grow older. Average Run Lengths to Detect a Shift d(u/v'li) in the Mean. For this reason.0 _. = _t/ and V(y.4 0. Arithmetic and EWMA charts have applications beyond traditional quality assurance. along the horizontal axis. The cumulative sum control chart uses all the observations that have been made with the same weight.1.8 2.0 0. k = 4 and k = 5 are commonly used. the variance of y is denoted by (1"2.

.1 shows a moving-average chart with k = 4 for the data of figure 9.~ '. the outer control lines are pulled in to The shift in the mean that took place after the thirtieth sample is now more apparent than it was with the traditional x-bar chart.<> ~ ::- ~ .J.7 I 1 I .I--I..L. I I I I I I I I I I ---------~---------~---------~-----I I I I I I 9.7.9 10... this is the first average that contains a point with the "new" mean. 10..'---~ 10..1..13 t: « . I I I I I .28 + 10. On the other hand. beginning with Xl + x2 + X3 + x4 = 10..4 . the smaller changes are easier to detect with higher values of k... I I I I . 1525..-. The twenty-seventh average is (X27 + X2l! + x2 .-'--'--'-.208 FURTHER TOPICS ON CONTROL CHARTS Figure 13.j""".) 10...J.13 4 4 = to.} + x30 ) /4.-'-.50 + 10..L.I~--'--'-..<L-.-.I~ o 10 20 30 40 Sample number Figure 13. but at a 11.. .....1.. .I-..J.L-.7..3 E -5 1+-+~--T-4---+--+--+--i-----..I.. these charts detect large changes in the mean quickly.....-j""".793 <> Q/.l-.. Because we are now plotting averages of four samples. 9.6 . There are 47 averages on the chart. Arithmetic moving average.2 10.467 50 . I I ----+---------~-----I . but they are slower to detect smaller changes. For low values of k.8.70 + 9. 10 9.

The engineer uses a V-mask. 13.209 CUMULATIVE SUM CONTROL CHARTS price. S. The use of the V-mask. they are commonly called by the shorter name. are symmetric about the target value. we plot along the vertical axis the sum of all the deviations of the sample average from some predetermined value since an arbitrary starting time. between the edges of the V. i = 1. and are at. they are established by cut-and-try methods.. The latest point to be plotted on the chart is (I" Z'. which is a piece of cardboard or plastic with a large V-shaped notch cut in it.)..Lo is sometimes called the target value. In Cusum charts. The damping effect of using high k values slows the detection of the larger shifts.). using previous data on the performance of the plant. .8.L() ± 8.c. i. I . the two critical values. say. and the angle. CUMULATIVE SUM CONTROL CHARTS Cumulative sum control charts were introduced by E. The process is declared to be out of control if the cumulative sum disappears beneath the mask (crosses the edge of the V). 1976. Page (1961). Often. It has also been shown by Nelson (1983b) that in their effort to smooth out actual time trends in the data. it is usually the value of the process mean under steady state. corresponding to the center line on the Shewhart chart. The lead time is a function of the values of the alpha and beta risks that are acceptable. The apex of the V is at the same level (z value) as the latest point all the chart with a lead distance. Two parameters are involved in the test procedure: the lead time. (13. d. Cusum charts. The choice of the angle depends on how large a deviation from the target value the engineer is prepared to tolerate. The procedure for using these charts amounts essentially to performing a sequential probability ratio test backwards. Thus.8.. Hence. . The values of these parameters can be calculated as one would with a sequential test procedure. !-Ln. 28. d. The horizontal line joining those two points bisects the angle of the V. Lucas has written several papers on the use of Cusum charts including parabolic masks (1973. The mask is placed on the chart with the V opening backwards (». The similarity to the two-sided sequential probability ratio test with its V-shaped critical region will be apparent. implies that the engineer is carrying out a two-sided test. f. The engineer should then choose the angle H so that the . which will happen if i has been rising or falling sharply. these charts may accidentally introduce some specious trends. 1982). thc two values that are used to decide that there has been a shift in the mean. the apex of the V-mask is placed at (d + c/' z. which is symmetric about the horizontal line.1) where f.

The lines intersect at The V in the Cusum chart is facing backwards. Suppose an engineer makes a cumulative sum chart of the data in table 9. where kJ = (1 . a ::= 0.442Y In(36) = 5. Example 13.10. we can follow the argument of section 12.10.25 Cusum E (i .8.40 9 10.88 JO 10.60 3./3)/(0/2). d.66 6 9.13) -0.08 HU() -0.9 that the outer lines of the acceptance region in the two-sided sequential test arc z = ( CT~ 2) In( k 1) + ( ~) n .65 -·1. tan (I will be modified accordingly.76 15 10. and so we take For a cumulative sum chart that is equivalent to a one-sided test.5. is calculated as d = 2(0.1.79 13 11.30 -0.43 -0. In calculating the lead distance.30 .1.25 -.8. = 0. is made with the following parameters: 1-1-0 = 10. which is shown as figure 13.18 2 3 10.1.1 and wishes to check for a shift in the mean after 15 points.()6 0.15 8 9.28 1.01 4 9.23 2.88 --1.05.210 FURTHER TOPICS ON CONTROL CHARTS edges of the V have slopes corresponding to ±8/2.51 12 5 10.8.23 The lead distance. we recall from section 12. and /3 = 0. (0.88 7 10.96 II 11.27 14 11.13 10.35 -1.58 -0. If the scales on the two coordinate axes are the same. otherwise. The chart. The data points and the Cusums are as follows: Sample number Sample average 9.6.50)' The engineer takes a mask with half angle (I = arctan(0.60. The .442.60 -0.25) and places it on the chart with the apex at a distance d to the right of the fifteenth point. which were the process values calculated earlier in section 9. tan (I = 8/2 will be taken.5. and 5 = 0.13 and CT.1.

= O. 0. 0. n .8.33. For this example.: G) "0 G) .1. when t = 13.d) . and so the equation of the lower arm of the mask is the line that passes through the point (15.251. (13..60.33.7 . below 0.23. 3. y.::.08.25.. The fifteenth point has z = 3. its arm will intersect the Cusum graph if there is a value of z. When the V-mask is positioned with its apex a distance d ahead of the fifteenth point.51 < 1.7 "3 § u -1.92.e .40 - n 4' . we have O.. The engineer concludes that there has indeed been a shift in the mean.1 = 1..3 Sample number Figure 13.§ . When the mask is used at the nth point.211 CUMULATIVE SUM CONTROL CHARTS 4. lower arm of the V intersects the plot of the Cusums between samples 12 and 13..92.251 . the ann of the mask intersects the graph between t = 12 and t = U.251 + y" . i.1. When (= 12. the arm of the mask is the line y = Yn + ( ~) (t . it is Y = 0.66> 1.23) with slope 0. > .7 r-r-r-T"" 2.1.08 and z l.25t .00 + 5.:.1..25t - 1.92 = 1.92 = 1. Cumulative sum chart.S. Since z 12 = 0.1.2) .

25 -1.1 2 43.3 \.10 8 44. Data for Example 13. (n this example.65 6.25t . < z" .7 0.05 and f3 = (UO.10.1. The plant has been running at an average rate J.212 FURTHER TOPICS ON CONTROL CHARTS 13.95 -0.9. A HORIZONTAL V-MASK If in the example of section 13.45 -0.35 16 45.8.85 -0.40.2) Example 13.9.9. .25 12 44.60 15 43.9.70 J3 42.55 7 Observation Deviation Cusum Observation Deviation Cuslim 17 IH 43.25 10 44.0 -0.1.0 --1.9.7 0.45 3.4 \.9. The plant manager wishes to be able to detect an increase in production ratc of 0. . z.H5 6 42.9.65 0. and zl2 = -2.30 5 44.92.49< -1. The data in table 13.1) is z.L = 43.55 -0.10 3 42.35 44.40 9 43. (13.20 II 42.1.15 -0.f.45 3.3 -0.7 1.5 with a = 0.45 1.38) = y.60 .55 3.4 -0..15 0.1) The mask cuts the graph if at some previous time t. . Table 13.Lo .25 3.1 arc daily production rates (conversion percentages) of product in a chemical plant.O.7 0.9 0.00 45. the arm of the V-mask becomes the horizontal line z=z.4 0.9. = z" - 5d T' (13. Z 15 = --0.52.40. = 2: (x.95 -0.75 4 43.7 1.7 -0. The general form of equation (13.-1.1.9 2.15 IUS 1 Observation Deviation Cusum 42.7 -0.45 8. we let Z.4 2.15 14 43.0 and standard deviation (T = 1.2 0.05 2.~) = 2: (x.

. .2) are usual. moving-average charts were introduced by S.10.5 In(18) = E (x. Geometric average (r ..-. W.21 ) z. 10.631 ~~ '5 10.r. The plant manager will report the shift in the rate after the sixteenth run.25). (13. Roberts (1959). o 13.2) becomes 1..43. we plot the ordinate Z. 0. Values in the range 0. or exponentially weighted.10. + (1. The choice of r lies with the engineer.10.1.30 (13. = ry.213 GEOMETRIC MOVING AVERAGES The plant manager calculates deviations z.4 j 1--=\-++-+-.10. GEOMETRIC MOVING AVERAGES Geometric.JIrl. -r---------~-----t Sample number Figure 13.10:5 r ::.. = zn - Equation 6.~=----:lOt-I 10 _ _-+-_ _--I10.99. = zn .13 I I ' .1) against time.9.~ 0.( 0.25).8 10.r)z'_1 (13... In these charts.

1) with y.r)y. The sum of squares increases as r becomes larger.10.1 shows these calculations for a set of 20 points for r = 0.214 FURTHER TOPICS ON CONTROL CHARTS The weights given to earlier observations drop as t increases..1). Figure 13.1. The engineer who wishes for a value with more decimal places can use quadratic interpolation with the values 0. r measures the depth of memory that the process itself has.2..10.10.3) To computc the control lines for the EWMA chart. Equation (13. and 0. Substituting for c.r)ly I . hence the name. . is given by The sum of this series for large I is (13.YI' of the predicted response at time t from the ohserved value. . . (13.4) 13. 0.3.11. EWMA AND PREDICTION J. we get Y'+l = ry.11.25 for the data of figure 9.1.r) v .10. instead of Z'_(' In this formulation.8. S. in equation (13. instead of z" and y. This is the same as equation (13. denote the response that is observed from the tth sample.1) where e. He lets y. we note that the variance of z. one notices that this chart detects the shift in the mean faster than the Shewhart chart.1) may be transformed to give z. The value 0.2.11.3.. and 0. The first observation is 23. Hunter (19X6) approaches the EWMA from the point of view of prediction in a stochastic process.10.2) . The lowest value of ): occurs at r = 0.6. These charts are usually preferred to the arithmetic moving-average charts.11..2 is good enough for most purposes. e.2 + . + (1 (13. Again.. and may be estimated from the data by choosing the value of r that minimizes ~ Table 13. and he estimates the response at time t + 1 by the prediction formula (13. or time series.1. 0. in terms of the responses: Z( = t ry + r( 1 .. y. the predicted value of the first observation e. is the deviation. I I + r( 1 .2. like the terms in a geometric series..1 shows a geometric chart with r = 0.11.

63 23. For the data set in exercise 9. on the same piece of paper.22 -0.1 23.71 23.1 24. -.0 23.76 23.~0 23.70 r_.06 24.20 -0.3H 1.15 24.!H 23.3 24.24 0. The change of emphasis is important.35 -0.45 1.1H 3.84 r =0.00 -·0.3 23.4 23.11 0.7H 0.12 3.80 23.9 24. EXERCISES 13.16 24. EWMA I<'orecast Computations for Estimating r Data r == 0.79 23.00 24. (c) a geometric (EWMA) chart with r = 0.1 24.04 24.1.73 23.7 24.5 24.1 make the following charts: (a) an arithmetic average using three samples in each average.18 24.5 24.79 23.54 (l.15 -0. -0.3 24.81 23.31 0.11.1 24. --0_20 0.14 0.06 y. .~4 23.fJ6 0.76 23.1.18 24.75 23.74 23.21 24.92 24.94 24. This is not true for the arithmetic .78 23.16 24.14 0.1 23.1. (b) an arithmetic moving average using four samples.40 O.RO 23.14 0.35 24.OR --0.()4 0.40 0.04 0.7 23.69 23.79 23.14 r = 0.32 0.41 1.3 24.12 -0.0.07 0.24 3.12 0.HO 23.90 24.31 0.85 23.66 23.2 23.8.81 0.74 0.45 -0.33 0.08 0.6H 23.4 23.80 23.39 -0.18 24.05 0.12 0.27 0. .70 0..25.75 23.27 0.34 0.71\ 23.28 0. Notc that in the arithmetic mean chart with span 3 and the EWMA chart the last point on the chart is close to the uppcr control line and the graph is heading upwards.Y. It turns our attention to the usc of the quality control chart as a tool for process control.68 is the target value. - y.4R 0.23 24.76 23.14 -0.45 0.)4 0.65 0.76 23. The reader is referred to his article for his insights into the usc of EWMA for control purposes.67 23.39 -0.03 24.7H 13.56 0.62 y.64 0.71 23.07 -0.22 24.05 24.16 y.8 23.02 24.43 -0.29 (l. e~ " 23.76 23.20 -0. Hunter (1986) suggests that we plot both )" and y.3 23.39 -0.26 0.1 24.86 23.75 23.49 0.9 24.32 24. 23. We arc seeing a drift upwards in both the observed and predicted values.40 -0.03 24.56 23.9.91 23.215 EXERCISES Table 13.6 23.

3. 13.863 0. 13.5.9.4. 13.862 0. 13.909 0. Make the same three charts for the data in exercise 9. The process mean was 0.5.754 0.808 0.806 0.865 0.2. Repeat exercise 13. The following data set consists of 40 sample averages.L = 17.827 0. and also without a mask. Treat the data of exercise 13.842 0. 13. until you spot a significant shift.892 0.8 from an original mean of J. Make the same three charts for the data in exercise 9.5.797 0.819 0.811 0.85 and (J' =: 0.L =: 39.825.834 0. the standard deviation of the sample averages was 0.8 from a target value of 39. . assuming that you wish to detect a shift of 0.841 0. Note also that the one sample that falls above the Uel in the x-bar chart does not cause an outside point on the average charts.882 0.3.03.827 0. and continue with the 16th. How many samples will you need before you detect a shift? 13. Make the same three charts for the data in exercise 9.216 FURTHER TOPICS ON CONTROL CHARTS averages with span 4.831 0.871 0.910 0. In this example assume that you wish to detect a shift of 0.837 0.838 0..828 0. Start testing at the 15th sample. 13.871 0. Repeat exercise 13. We wish to detect a shift in the mean of as much as 1.S. using a V-mask.878 Make the same three charts as in exercise 13.78.6. Make a Cusum chart to test for a shift with a = 5% and {3 = 10%.801 0.0 from the target value of 64.855 0.797 0.803 0.800 0.850 0.3. 0.7.4.6 for the data in exercise 9. assuming that J.841 0.0 in the data of exercise 9.792 0.2 as jf they were single observations and make an I chart. etc. B.6 for the data in exercise 9.837 0.905 0.846 0.85 with (J' = 0.855 0.4.868 0.3.1.78.850 0.786 0.

the variables are obviously connected. By and large. We can only give an introduction to the topic here. Smith (1981) and Fitting Equations 10 Data: Computer Analysis of Multifactor Data by C. That does not mean that they necessarily rank below the average 217 . Of course.Statistical Methods in Engineering and Quality Assurance Peter W. The reader who wishes to go further will find numerous books on the topic. we have dealt primarily with univariate data. when we look at the whole range of students. Prominent among them arc Applied Regression Analysis by N. In the next two chapters. and more than two variables in the next. Inc CHAPTERFOURTEEN Bivariate Data: Fitting Straight Lines 14.1. When the range of students is truncated and consists only of those who are accepted to study for master's or doctoral degrees. We may have taken n male undergraduate students and for the ith student. there are exceptionsthe short. his scores in the Scholastic Aptitude Test (SAT) or the Graduate Record Examination (GRE) for English (verbal) and mathematics (quantitative). Draper and H. Daniel and F. the connection is not so clear. but not by some algebraic function. each one of which consists of observations on a pair of variables. Wood (1980). Each observation was a single measurement-the length of a rod. our data will be a set of " points. In this chapter. x. tall men are heavier than short men and heavy men are taller than light men. The general topic of fitting lines and planes to data by the method of least squares is called regression. Similarly. y" or else.. fat man and the long. and science students whose verbal skills are low compared to the graduate student average. the better students tend to have high marks on both parts of the test. John Copyright © 1990 by John Wiley & Sons. In both these examples. thin beanpole. We do have a considerable number of arts students who are weak quantitatively when measured against the average for graduate students. the breaking strength of a strand of fiber. R. and his weight. INTRODUCTION In the previous chapters. we turn to multivariate data: bivariate data in this chapter. measured his height. perhaps. but this is not true over a narrow range. M.

A more practical usc would be to predict the yield of a chemical process given the percentage of impurity in the feedstock. It is defined by Covi~. The data will tcnd to fall in the northwest and southeast quadrants where the cross products are negative.23. On the other hand. we introduced the concept of the covariance of two random variables: Cov(X. to predict his weight.2) . if we are told that a student is six feet tall. Thc covariance is then estimated by L (x. When the covariance is estimated from a data set. The correlation. THE CORRELATION COEFFICIENT In section 4.1) Supposc that we draw coordinate axes through the centroid (x . we use in the illustrations edited printouts from the Minitab software package.2. it looks as if there is a straight line around which the points fall.. if Y is the yield of a product and X is the percentage of impurity. In this chapter and the next. Our basic problem in this chapter is to fit a straight line to bivariate data. and the covariance will be negative. Y will tend to decrease as X increases. They vary only slightly in dctail and in the availability of optional features.15. Y) tT)(tT y (14. we will get an elliptical. the cross product is positive.205) =:: 7.218 BIVARIATE DATA: FlTnNG STRAIGHT LINES for the man in the street. Y) = E {[ X .iust that they rank below the average for the subgroup that we have chosen. Often. If there. . In each of these quadrants. and from kilograms to pounds. The value of the covariance depends upon the scale of the variables. we substitute and . We would like to be able.2. or cigar-shaped. cloud of points running from the southwest to the northeast. the covariance is multiplied by (3. - n-l n x for E(X) (14. of X and Y is a scale-free version of the covariance.E( Y)]} . or correlation coefficient.y for E( Y). is a strong tendency for Y to increase as X increases. The reader should check with the local computer center to find out what is available.v) of the data. 14. - x)(y.E(X)][ Y -.28)(2. with the aim of being able to use it to predict future values of Y given X. and so the covariance is positive. as with height and weight. If the scale of X is changed from meters to feet. the data will tcnd to fall in the southwest and northeast quadrants.2. Every standard software package has subroutines for fitting lines and planes. If we take our sample of undergraduates and make a scatter plot of height against weight.

it is a simple algebraic exercise to show that if W = a + bX and U = c + dY. The population of Russia and the output of cups and saucers in the United States have both increased. the sign of r being the same as the sign of the slope of the line.1. and 5. we arc as likely to have X> 0 as to have X < O. hence. the relation between X and Y is close to linear. The multipliers cancel out in the correlation coefficient. 2. In the case where we switched from meters and kilograms to feet and pounds. but the standard deviation of X was multiplied by 3.2. On the other hand. 14. Nor does it follow that if r = 0.219 CORRELATION ANI) CAUSALITY It is estimated from a sample by r. or vice versa. Suppose that X takes the values I. If the line is horizontal.. . where 2 r = lL: (x.1. the covariance was multiplied by (3.2..28)(2. .3).9626 and r=0. U) = corr(X. The covariance of X and Y is zero. the correlation is zero.3) .98.2 = 0. 3. then when Y> 0.205). and. If the points lie on a straight line.0.3.0 s r S +1.205. and their correlation is zero also. - i)2 2: (y. - (14. with one . and that Y = X2. if X and Yare independent. We have already seen this in example 4.y)f --~-- . CORRELATION AND CAUSALITY One should avoid the trap of confusing correlation with causality. More generally. It does not follow that if r is close to unity. One must be careful of converse arguments here. It can be shown algebraically that r must lie in the interval . They arc both positively correlated with time. . -- 2: (x.Y)2 and r has the same sign as the covariance. then X must cause Y. by and large.28 and the standard deviation of Y by 2. the variables are independent. then corr(W. It does not follow that if X and Yare highly correlated. The correlation coefficient is invariant under changes of scale and changes of origin.0. the correlation is :!:: 1. 4. over the past half century.i)(y.16. Y). Then we have x y 1 1 2 4 3 9 4 16 5 25 Applying equation (14.

= a + (3x. (14. feel comfortable about using the cheaper X as a proxy. 14. It would not be appropriate here to speculate on whether the increase of women caused an increase in male enrollment.2) and then Yi =: p-. + e. but we cannot rationally argue that the one caused the other. the observed values of Y will vary. FITTING A STRAIGHT LINE Suppose that we have a set of n bivariate data points.4. or vice versa. e. + e.) . represents the random noise in the system. but we could use the enrollment figures for men to estimate the female enrollment. The weights of students who arc 70 inches tall vary about a value E( YIX = 70). If we take several observations at the same value of X. that e. . are taken as given. We propose to fit a straight line to the data by the method of least squares. . (14.4. with the primary idea of predicting the value of Y given the value of X.1) The coefficients a and {3 arc unknown constants to be estimated from the data. There are numerous examples of these nonsense. (14.220 BIVARIATE DATA: FlITING STRAIGHT LINES another.4. in particular of the "law of universal regression. for Y. University enrollment in the United States has increased steadily since the end of World War II. or spurious.3) We now make our first assumption about the behavior of e" namely.4. if X and Yare two chemical measurements that are highly correlated. is a random variable with zero expectation.). Then p-. On a more practical note. The noted English biometrician Sir Francis Galton fitted a straight line to the plot of the heights of sons versus the heights of their fathers in his studies of inheritance. correlations. ." The name regressiun has stuck to the technique and is generally used by statisticians to describe fitting lines and planes to data. we may. and if X is much cheaper to obtain than Y. . Our model implies that the expectations E(YIX) lie on a straight line. or surrogate. This line is called the regression line of Yon X. The model is y. perhaps. the values of x. The numbers of both men and women have increased. = a + {3x. = E(YIX = x. Let the ith data point be (x" y. We can write p-.

36 3.43 2. and the percentage of alcohol. The printout begins with a statement of the fitted equation. 4.5. On the other hand. 6R 5. 15. 14.40 3. If our straight-line model is correct.5. The details of the printout are discussed as this chapter proceeds. in C2.5. 5. for the regular and light types of beer brewed by eight different producers.Hl 3. 110 70 124 130 lhO X 3.12. A plot of the data is shown in figure 14. To fit the line on Minitab. and we do that later. The standard deviation of Y refers to the standard deviation of the error terms.H9 3.52 3. The t value for the slope of the line. 140 Y X 2. An edited version of the printout is given in table 14. The first eight beers were classified by the brewers as light beers and the last eight as regular. 10. X." We are not going to discuss that situation yet. Y. 97 11. 12. The data are the number of calories. will be a combination of both noise and "badness of fit.14. the t value for the constant term is small. we assume that our model is correct. 6. 13.1 appeared in the Austin American Statesman newspaper in the fall of 1978. AN EXAMPLE The data of table 14. e. 134 14.32 3. as it would be if we were fitting a straight line to points that lie on or about a parabola.5.13. 96 96 134 140 140 129 X 3. It is discussed in section 14.90 . 70 R. Beer Data y l. For the moment.79 3. is comfortably larger than 2. telling the program to regress the Y variable that was in Cl against one predictor variable.2.1. 7.76 3.27 3.22 3.61 2.08 3. 16. we entered the data in columns 1 and 2 of their work sheet and gave the command REGRESS Cl 1 C2. The calculation of those t values is discussed in section 14.1. e j represents random variation. Then the coefficients in the equation are repeated and their t values are given.221 AN EXAMPLE It is an unfortunate accident of history that we usually refer to e j as the error. if our model is wrong.0. It is not error in the sense that someone has made a mistake. X. and we reject the hypothesis that the slope is zero. 9. per 12-ounce can.11. This suggests that it might be appropriate to fit a line through the origin. The derivation of the square of the correlation coefficient and the table of sums of squares that follows it are in section 14.5.89 Y 2.17 3. Table 14.

One argumcnt would be that we wish to confine our investigation to beers of a certain minimum strength.12 The printout ends with a listing.2 12453.5 308. Y RESIDUAL ST.17 ST. -0. For the whole group of 16 beers. PRED.D.00 140. They are very weak beers.8 MS = SS/DF 8138. OF Y ABOUT REGRESSION LINE IS S = 17. 27.08 Y Cl 70. The fitted line predicts only 104 calories for beer with 3. Printout of Minitab Regression for the Beer nata (Edited) THE REGRESSION EQUATION IS Y=-23.15).81.2 (BACK SOLUTION FOR SPECIAL POINTS) ROW 5X fiX 13R X C2 2.18 '2. the correlation coefficient between calories and alcohol content is r = 0.2.71 -0. Y VALUE 72.65 104. has a had fit to the data. 3%.3+41.83 2.30 41.054 T-RATIO = COEF/S.86 35. 14 d. of three "special" points (see sections 14. with some details. the correlation coefficient falls to 0.86 5. numbers 5 and 6 (number 2 comes very close to earning an X rating). The point with the R rating.41. R-SQUARED = 0.04 9. and the t value for the slope falls to a nonsignificant 1.5 4315.RES. 9.384 ST.8087 ANALYSIS OF VARIANCE DF 1 14 15 DUE TO REGRESSION RESIDUAL TOTAL SS 8138. OF COEF'.27 3.14 and 14.654 R = 0.47. When the three lightest beers are excluded. .65 -0.66 4. DEY.25 8.00 70. One might argue that the three weak beers should be excluded. say.30 --0.14 THE ST. those three beers are below specification.5. It seems to have too many calories for that amount of alcohol. The X ratings denote beers that have especially large influence on the fit.4 X COLUMN X C2 COEFFICIENT -23. they stand a long way from the main group.08% alcohol.32 2.f. DEY.56.00 PRED. There are two of them. DEV.71 70. beer 13. number 13 had 140 calories. they pull the line down.222 BIVARIATE DATA: FITTING STRAIGHT LINES Table 14.

we have an estimate of P-" y. = y.1.1 2.' I I I I I • 1 I I I I I . ]4. The method of least squares is to take for Ii and /3 the values that minimize the sum of the squares of the residuals: ( 14.6.8 3.6... .1) The difference between this estimated value and the observed value is the deviation e. (14. Substituting those estimates in equation (14.223 THE METHOD OF LEAST SQUARES • I I 148 ______ I I I 1__________ I ~ ~ I I I I I I I I I 1 I I I I I I 128 ~ _ I I I .5 3.2) This difference is called the ith residual. I I I I I -------~---------+---------+---------~------I I I I I I I I I I I I I I I I 1 1 1 I • I I I I I I I I • • -------+---------~---------~I I 88 ~ 1 I I I I I I 108 _________ I _________ I _________ L I ______ _ I I I I I I I I I I I I • • I -------ot----I I 2. Regression of calories on alcohol. (14.6.4. = Ii + ~x. THE METHOD OF LEAST SQUARES Suppose that we estimate a and f3 hy Ii and ~.3) .7 4 Alcohol Figure 14.6.5.y.4 3.2).

(y. If we multiply equation (14.4) Differentiating Se' in turn. . y= a + /3X. Substituting the estimates a and /3 in equation (14.( Y.9) so that (14.6.12) .7) by E Xi and subtract it from equation (14.11) The prediction line can now be written as (14.x L x. 2 which simplify to 2: Y.) .6. or the residual sum of squares.6) are called the normal equations. -.10) We then substitute this value in equation (14. (14.224 BIVARIATE DATA: FITl'ING STRAIGHT LINES The quantity Se is called the sum of squares for error.7) This says that (x. gives two equations a and to /3.8) We rewrite this equation as (14.7) and obtain a = y .5) and (14.6.a . (14.) == 0 2 L x..6. y) lies on the fitted line. i.2). the fitted line passes through the centroid of the data./3xJ = 0.6.6.6).6. ( 14.6.5) (14. Equations (14.6.6.6. we have 2: x. . = na + /3 2: x. := (14.6.6./3x.6. we have (14.6.5) by n./3x .e. . with respect to derivatives to zero.6) and dividing equation (14.6.y) /3 2: (X. and equating the L (Yi .a . = L xja + /3 2: xi . 2: xiY.

7 31.0x . .752 = 41.1.65RI4.0 2.5 x-x y-y -3.nxy .4 i = 4.v = 2: x. a 14. 1. .0 0. .0 -2. Sxy = 196.3844. + niy = 2: x. Example 14.0 -3.i 2: y.i)(y.9) is SXY = 2: (x.1) . we also see that the multiplier on the right of the equation is (14.0 21.1 -0. and Sx = 28.0= to.7. Then f3 = 196.2 +3. in the algebraic identity.0. .752.6.7.niy .niy + nx.1-12.9 25.0 . and so the term on the left of equation (14. The prediction line is y = 10. .1 +5.8.0 3.0 +1.658.0 7.225 A SIMPLE NUMERICAL EXAMPLE For th~ beer data. y= 114.y. = L (y.0.0 +3. .0.0 6.1 x 1. - i)(y.y 2: x.2 27. If we set x.v 13.0 5.8 --6.6 +9.2) 14.ji).3 16.0 4. = -23.8. (14. - i)y.y. - y)x.niy .0 +2. and fl = .0. = 2: x.y.1 19. .1 + 3.y.0 -1.0 -8.875. AN ALGEBRAIC IDENTITY 2: (x. SXY = 84. Y = 22.3R9.7. A SIMPLE NUMERICAL EXAMPLE This example has been constructed to illustrate the ideas of the previous section. = We can show in the same way that L (x. = y.y) 2: x. so that 22. /3 = 3..297. i=3. and Sx =4.

1 -0. {3 2: (x.f. a and {3.0 21.J x. A := 0. '\. The residual sum of squares is Sr = 0.Y 1.9.12) since and so 2: e.8.8.1 25. have been lost because two parameters.5 13.'" L. That follows from equation (14.8.8. (14.0 3.f i .226 BIVARIATE DATA: FJ1TING STRAIGHT LINES Table 14. THE ERROR TERMS So far we have only made one assumption ahout the nature of the error terms: E(c. (14.1 x y . Three more assumptions arc usually added.. The observations arc uncorrelated: for h =.1.1) Also.2 0. and the sum of squares of the residuals has n . (ii) .42. (i) This assumption is enough to make {3 an unbiased estimate of the slope of the line. have heen estimated from 0 the data.8).1 19.2) So there arc two restrictions on the residuals.4 2R.0 13.I 31.0 7.1 22. One can as well say that 2 d.6.0 6.e.2 degrees of freedom.9 25. Note that the sum of the residuals is zero.1 2.6.)=O. - x) = 0 .. 14.0 e +0.1 The predicted values and the residuals are shown in table 14.2 27.3 16.0 -0.0 4.2 +0.0 5.1 19. = 2: (y.4 +0.1 16. from equation (14.7 31.1 -0. y) .

~.10. ~ We now show that = 2: w. The estimate. 14. x unbiased estimate of the slope. of the slope of the line.x.. i. we develop the properties of the estimate. This implies. = = f3 .N(/J-" (/). the more precise is the estimate of the slope. and (iii). that and y. . Under the normality assumption. (14.) = 2: w. y. (iv) and that the observations arc independent. Note that in showing that ~ is an unbiased estimate of the slope. is a linear estimate of the slope.10. THE ESTIMATE 0:1" THE SLOPE In this section.E(y.. The wider the spread in the values of x. in conjunction with the other three assumptions.X w'=-S. it is a linear combination of the observations. For convenience..y" S is an where X. we have only used the first assumption about the error terms.227 THE ESTIMATE OF THE SLOPE The observations have the same variance: for all i .. {J is a linear combination of normal random variables and is itself normally distributed.ex + f3 L w..1) This is intuitively reasonable. (ii). The last assumption is that the errors are normally distributed.).e. Even if the observations . E(~) = 1:'(2: w. (iii) Assumption (iii) is called the assumption of homoscedasticity.) 2: w. we write S. The variance of ~ is computed with assumptions (i).

14. the central limit theorem justifies us in acting as if /3 were approximately normally distributed. {3.t. f.228 BIVARIATE DATA: FI1TING STRAIGHT LINES are not normal. the sum of squares of the residuals appears on the second line of the section headed by "Analysis of Variance. In the printout for the beer data. We have already seen that the estimate.2 d.8. I·TESTS If the errors are normally distributed.) "" (n . It leads to the tests that are derived in the next few sections. The residuals reflect only the noise in the system. and the locus of E( YI X) is a straight line.2)0'2 • so that S ..8. /3. after some algebra. The square root of that quantity.f. 14." It is 4315 with 14 d. 2 (14.12. We have seen in equations (14. This t statistic can be used to compute confidence intervals for the "true" slope. ESTIMATING THE VARIANCE If our original model is correct.2 d.11. the quotient Se/(T2 has a chi-square distribution with 11 . The reader should note that this is the first time that we have made use of the normality assumption. £( Y) = E( Y) at each point. With homoscedasticity (homogeneous variance).2) that there are two linear constraints on the residuals. 2 Sr =-It - 2 is an unbiased estimator of (T".6. 17. that £(S.1) and (14. appears earlier in the table as the estimate of the standard deviation.1) has a t distribution with n . It follows that /3-{3 t=--- Vs /S. of the slope is a normal random variable.12. It can be shown. which leads to the estimate 4315114 = 308 for the variance.12. The statistic /3 t=--- VS2/Sx (14. the residuals provide an estimate of the error variance..2) .

We recall from equation (14.13.13.13. or. which means that X is of no use as a predictor of Y. can be measured by comparing SR to the estimate of the variance. .1) and the constant is estimated by y. We argue that if (3 = 0.86. The effectiveness of the reduction.e. . to arguing that the evidence is not strong enough to reject that null hypothesis. The I-value for only -0. which suggests refitting a line through the origin. X. reduces the scatter to Se' The amount of the reduction is called the sum of squares for regression and is denoted by (14.6. Sy. therefore.2 d.12) that .13. The reduction is obtained at the cost of 1 d. Similar calculations lead to the (-value for the other coefficient. to the error variance. a. i. corresponding to the slope.1 d.f. Smaller values of t would lead to accepting the hypothesis that the true coefficient is zero.3844 = 5 14 17. worth of noise.229 SUMS OF SQUARES can be used to test the hypothesis that the "true" slope is zero. a is 14. at least. A common rule of thumb is to regard values of t that exceed 2. In the beer data. The scatter. or sum of squares of residuals. This is the F-test. {3.2) The total sum of squares.f. for Se' If the "true" line is indeed horizontal. Fitting the predictor. It is called the (-value for ~. about the horizontal line is Sv == ~ (y. which confirms that the line of best fit is not horizontal. (14. That leaves n .f.f.0 in absolute value as significant. the I-value for the slope is t == 41.6/V 4.752 . has n . SUMS OF SQUARES Another approach to testing the significance of the slope of an estimated line is through the analysis of variance... The analysis of variance describes this division of Sv into the two components: (14.3) We now look at the sum of squares for regression more closely.y)2. the model becomes E( Y) = constant. the apparent reduction should just be equivalent to 1 d.

f=--=t 2 S2 (14. However. the easiest way to compute S. F has the F distribution with (1.2.13.5 = 4315.7) This gives a physical interpretation of the correlation coefficient in terms of the fit of the linear model.5. = 8138.230 BIVARIATE DATA: FlrnNG STRAIGHT LINES so that and Se = 5 y .5) F=2 . whence ( 14.t. This quantity depends on the scale of Y. is ~bmct. Under the null hypothesis that f3 d.13. The analysis of variance also leads to the correlation coefficient.8138.13. n .. Sn s ( 14.658) = ~138.{3s-"y . For the beer data.6) ' and so the F-test is equivalent to the t-test that was described earlier. which is explained by adding X as a predictor.4) Computationally.55/12. = 12.8 . We have derived the sum of squares for regression as the reduction in scatter.654. But we can also write = 0. and SR and . .13.2 and S2 = 4315.2) . {3s.2114 = 308. the fractional reduction is scale-free: (14.3844)(196. Sn whence r2 Sc = (41. is to compute S.453.8 = 0.).453.2~S"y + ~2Sx = Sy . The F statistic. described earlier.

A similar rating can be used in multiple regression.) = Y(y) + (x.0 for the standardized residual indicates a point whose fit is questionable. They earned these ratings because they were a long way from the centroid of the data hase. the authors have changed the cutoff value and those two beers no longer earn that rating! One should be careful not to fall into the trap of automatically dropping from the data any points that have X ratings.1) A similar formula can be derived for y(e. Such action can sometimes be justified.xi)~ J. on the argument that they must surely be extreme. The last column contains the standardized residuals. = . In the current version of the Minitab package. Its choice of cutoff point gave X ratings to beers 5 and 6. (14.). the two weakest beers received X ratings to indicate that they had a large influence on the slope of the prediction line.1) that Y(jl. . point 13 carns an R rating. A value greater than 2.10. it is not always easy to spot the influential points with only a visual examination of the data. INFLUENTIAL POINTS In the heer data. The actual criterion of how far is a long way is a matter of choice. each residual is divided by the estimate of its standard deviation. when Y is predicted by several X variables.i)zY(f3) (T2[~ + ~. In the last part of the printout-the back solution for the "special" points-there is a column for the standard deviation of y.14. in retrospect. Beer 2 missed an X rating hy a whisker. This computer run was made with an earlier version of Minitab.1) with s substituted for the unknown (T. In that situation. In this column.14. Then they might be justified in using a prediction line based only on the stronger beers. STANDARDIZED RESIDUALS It follows from equation (14. This kind of action has to be taken on a case-t~-case basis.14. In the particular example of the beer data. In the beer data.231 INFLUENTIAL POINTS 14. The quotient is essentially a {-value for that residual. .15. and it is flagged by the letter R. obtained from equation (14. a case could he made for setting those points aside if. 14. and only with due consideration. they were considered to be outside the limits within which the scientists wished to work in future.

86. The printout appears in table 14. Notice the change in the analysis of variance table.2 dJ. A confidence interval for the "true" value. No reference is made to the correlation . 14.16.16. X. it has not been adjusted by taking deviations about the mean value. constrained to pass through the origin. It is important to remember that there will be noise in our observation too.3) This can be appreciably larger than V( Yo)' and the confidence interval is correspondingly wider. (14. and so we fit a new line.17.232 BIVARIATE DATA: FITTING STRAIGHT LINES 14.17. We cannot reject the hypothesis that the constant term is zero.2 to 4540.1). Yo' at X = xu' we may wish to compare the observed value with our estimate. PRED.. y. The sum of squares of residuals has increased from 4315. If we now take an observation.x) i)2V(~) = V(y) + (xo =0' 2[ -+ 1 (xo . The sum of squares for Y is now the raw sum of squares. Clearly.. from 14 to 15. but there has been an increase in the number of d. DEY. V(Yo) increases as Xu moves away from the center.1) ""x- This is the formula that is used to calculate the entries in the column headed "ST. ILf). when X = xo' can be obtained in the usual way by Yo - Y t*s*:5 ILo:5 u + /*s* .f. so that the estimate of the variance has actually fallen from 30R to 302. of the data base. E l.1.:::: V(y) + ~(xo .16. and S* is the standard deviation of Yo' obtained from equation (14.16.16. LINES THROUGH THE ORIGIN In the printout for the beer data.X)2 ] co n • (14. followed by NOCONSTANT. the I-value for the constant term is -0. The variance of the difference is (14. TIlis is done in Minitab by two commands. Y" in the printout.2) where t* is the tabulated value of t with n .7. It takes its minimum value when Xu = x.6. The variance of the V(Yo). first REGRESS c1 1 c2. CONFIDENCE INTERVALS FOR A PREDICTED VALUE Suppose that we predict the value of Y when X predicted value is = Xo.

Minimizing the residual sum of squares "\. - '2 f3x.:: y. and so we . It is the loss of that constraint that adds one more degree of freedom to the error term.18.17.D.17. THE REGRESSION EQUATION IS Y = +34.588 ANALYSIS OF VARIANCE DUE TO DF SS REGRESSION 1 219053. because there is no normal equation that corresponds to a constant term.17. NOCONST ANT. 14. Now we ask if it is an improvement over the line y = O.6 Xl COLUMN NOCONSTANT Xl C2 ST.~ L.286 34.) leads to (14.1. COEF'/S. DEV. The least squares estimate of the slope is obtained from the single normal equation.7 coefficient.90 MS = SS/DF 219053. That is the only constraint. We are no longer asking whether including X as a predictor is an improvement over the line y :. and that .4 RESIDUAL 15 4540.233 RESIDUAL PLOTS Table 14. Beer Data (Line through the Origin) REGRESS cl 1 c2.0 26. V(f3) fT =L 2 X2I .4 302.2) The residuals are no longer constrained to add up to zero.J (y.1) It is easily shown that j3 is an unbiased estimate of the slope. RESIDUAL PLOTS We have already mentioned that the residuals (when there is a constant term) are constrained to sum to zero. T-RATlO = OF COEF.6 TOTAL 16 223594. (14. COEFFICIENT 1.

(A plot of the residuals for the beer data is shown as figure 14. perhaps. more or less. Before plotting on the computer was as convenient as it is now. we were wrong to think that the variance was constant'! Maybe the variance is a function of Y.:. Roughly half the residuals should be positive and half negative.2 2. .: : : I : I :. I I I I 33 _.18. Nowadays.) One can notice the phenomena that have just been mentioned. A glance at the list of residuals should show a random ordering of plus and minus signs. If the residuals are alternately plus and minus. ReSIduals plot for beer data. Do the residuals seem to get bigger as X increases? Do they get bigger as Y increases? Does this mean that. Suppose that the data are entered in ascending order of X. :' I -7 I _____ J _______ ~-------~-------~-------~----I I I I I : 13 I I I I : : • I.7 4 . : I : t I I : I 1 I I I I _____ l _______ • _______ + _______ + _______ L ___ _ I I I . If you have one large positive residual and the others are small and negative. . In that case.1. or close to. we may have fitted a straight line to a sine curve! If there is a string of positive residuals followed by a string of negatives and again a string of positives. 3. the ohservation with the smallest value of X being number I and so on. : -----1-------~-------~-------~-------t--~• I I I I I . all the points but one. and perhaps something else. I I I I I I I I I I I I I : : : I I • : I I I I I I 1 :. we may have fitted a straight line to a parabola or a hyperbola (see the example in the next section).1. perhaps there really is a straight line passing through.5 3. these precautions of checking the randomness of the plus and minus signs were standard practice. Some like to make a normal plot of the residuals and see whether they lie.18. it is easy to plot the residuals against X.:.234 BIVARIATE DATA: FlTIlNG STRAIGHT LINES should expect them to be more or less randomly and normally distributed. on a straight line. that one point is an outlier somewhere above the line.1 Alcohol I'igure 14. I I I I I • I I I I I I I I -27~~~~~~~~~~~~~~~~~~~~~ 2.

shows that the end points lie above the fitted line and the points in the middle lie below the line-a distinct pattern. J. Thcrc is enormous potential for trouble if one tries to extrapolate-to use the equation to predict values of Y outside the range of the data.1.19. Week DeL 50 5 41 30 14 l) 6 4 <) 21 13 17 15 6 10 14 33 18 11 6 3 IS 22 26 to 21 25 8 4 3 .19. we have assumed that our model is correct. Example 14. which is bcttcr than even the most enthusiastic quality engineer would predict. such as Draper and Smith (1981). one might be tempted to think that the straight line is the "correct" model. A plot of the data. With so large a value of r as 0.2 shows a summary version of the printout when a straightline model is titted to the data. After two weeks. The data set is given in table 14. they start to take a sample of WOO parts each week and to record the number of defectives. it will cross the X axis and will predict a negative number of defectives.19. A company sets up a new process for producing parts. In the 1970s. figurc 14. A plot of the residuals against X. 14. A large value of the correlation coefficient tcnds to give credence to that idea.19. Table 14. The reader may wish to refer to a book that specializes in regression. we fit a straight line where a hyperbola is more appropriate. If one extends the line far enough.1 Week DeL 3 7 65 11 15 16 10 12 Il) 7 23 5 20 24 27 Week 4 X 16 Def.235 OTHER MODELS one should be using weighted regression or a transformation. Week Def. The consideration of that complication is beyond the scope of this book.19.2.875.1. figure 14. some economists plotted Table 14. and that there is some underlying linear connection between the two variables-not necessarily a functional relationship. In the foIlowing example. There is no question that Y decreases as X increases.19. reveals this to be incorrect. The straight-line model gives a reasonahJc approximation to reality as long as one stays within limited ranges of the X variable.19. The management is delighted to see that the number of defectives decreases. The points appear to lie on a fairly smooth curve that looks like a rectangular hyperbola. OTHER MODELS So far. Does this mean that fitting a straight line to this data is useless? Not necessarily.

2 The regression equation is Y = 46. 1/ X. some of us are finding that hard to believe now. Extrapolation. reciprocals.19.-------+-------~----I I I I I . square roots. I • 60 .766 s:::= 8. We can fit a hyperbola to the data by introducing a new variable.-------+-------T-------~-------L---I I I I I --~-------~-------t---I I I I I I I I I . very dangerous.2.48 R:::= -0.004 t-ratio 12. I I I I I I I I I I I I I : : : : 1 I I I I I I I I I I I I I I I . I I I I I I I I I I I I I I I I I I I : I 40 I I I I I I I I I --.81 (~) with s = 1.236 BIVARIATE DATA: fTITING STRAIGHT LINES Table 14. That straight line extrapolation forecasted that oil would cost $80 a barrel by 1990." Regression of defectives on week. is very easy-you just keep drawing the line.~ ~ I 8 20 I f ----~-------~-------.236 R2:::= 0. I I I 15 Week Figure 14.94 + 216.22 -8.948 and r = 0.00 X.3586 -2. Predictor Constant Coef 46.36 . and.19. . linear extrapolation. and fitting a straight line with 1/ X as the predictor instead of X. The new "line" is y:::: -3.993. Engineers are used to converting curves to straight lines by using special paper in which X and/or Yare replaced by their logarithms.00174 x Stdev 3. It is also very. etc. in particular.792 0.875 the price per barrel of crude oil against time.

20. I ~ I • . Multiplying both sides of the equation by x gives the rectangular hyperbola: xy + 3. c = In(a). I . We take natural logarithms of both sides of the equation and get Z=c+dX (14.2) where Z = In(Y). This is obviously a good fit to the data. by whieh we mean that the right-hand side is not a linear function of the two unknown parameters. TRANSFORM ATIONS Another model that might be appropriate for a data set that looks like this is the exponential model: Y= ae llX • (14. make it linear by a transformation. Residuals plot for defectives data. We fit the straight line and then . this model is not a linear model. 21 11 I _____ I _______ +-_____ I _______ I I I I I I I I I I I f I I I I I I I I I I I I I I I I I I I I I .-------L-___ _ I I I ~ ----1-------t-------t-------r-------~---: I I ' I ' 1 : I I I I or I : • I I .19. JL -------------T-------T-------T ·---.81 .20. This procedure does some violence to our assumptions about the error term.94x = 216.2. . a and {3. and d = {3.1) As it stands. however.: . • I I ~ • • I • I I I 25 30 Week Figure 14. We can. but it does enable us to fit the model.237 TRANSFORMAnONS .20. o 14. I I . None of the usual assumptions has been violated by using 11 X instead of X as the predictor of Y..

Note that the correlation between the predicted values and the residuals is zero.238 BIVARIATE DATA: FllllNG STRAIGHT LINES take exponents to return to equation (14.1. The problem of finding the best fit in these nonlinear problems without using linearizing transformations is full of mathematical complexities.28 - 0.£)( y . We can also get the equivalent of log-log paper and fit the model y= ax h by taking logarithms of both sides and fitting the line w = c + bz where IV = In( V). b. It does not follow that the pair of coefficients. which corresponds to y = 72.v" Compute the correlations bctwecn . 124. 1: (x £)2 = 92. y)2 = 104. The results that we get with these transformations are only approximations to the best fit. The new regression equation is In(Y) = 4. 14. EXERCISES 14.1. that minimizes the residual sum of squares in the log-log world is the same as the pair that minimizes the sum in the untransformed world..y) = 87. to the following data: X= Y= 13 2 3 4 17 19 12 5 6 7 8 14 29 34 27 9 LO 36 33 Plot Y against X and plot the residuals against the predicted values.124x .0. Test the hypothesis {3 = 2 against the alternative f3 ~ 2. and e.. Fit a straight line. Y" y. and ~ (x .2. and z = In(X). c = In(a). and the reader is again referred to Draper and Smith (1981). E (y -. a = exp(c).20.24e. . • The fit that we have made is equivalent to plotting the data on semilog paper and drawing the best line through the points.O.0 against the alternative f3 /. Fit the line y = (r + f3x to the data and test the hypothesis f3 == 1.1). y = a + f3x. we have E x = 200. 1: y = 810. For a set of 20 observations.

915. Fit a straight line to the following data. m. Readers who are using Minitab should usc the commands REGRESS Cl I C2.p. Since the data in exercise 14. X= 1 2 3 4 5 6 = 3 3 5 9 15 23 Y 7 8 33 45 9 10 11 12 59 75 93 113 14. there is an estimate of pure error between those duplicates. .5. This illustrates how extrapolation from a model that seems to be plausible can be a trap.4 has repeated observations at city = 46 and 38.p. You have fitted a straight line to a parabola! Estimate from your fitted line the values of Y when X = 13.3. Test that hypothesis.3x + 5. city 53 49 46 46 46 43 40 38 38 37 m.e. to test whether the straight-line model is adequate. The residual plot shows a clear parabolic pattern. The table shows the miles per gallon for the ten most economical cars in the 1990 EPA fuel economy survey. the line is not an implausible model at first glance. and compare them with the actual values from the quadratic. You will see that for x> 4. Test that hypothesis.239 EXERCISES 14. as reported in the Austin American Statesman. which is very impressive. Make plots of Y against X and of the residuals against the predicted values. i. PURE. This can be used to check your model. Verify that for each point y = x 2 . and 15. highway 58 52 50 50 50 49 44 42 39 43 Obtain a least squares prediction line to predict the highway mileage from the city mileage: highway = f30 + f3 1 (city) It could be argued that the line should pass through the origin.g. 14.g. 14. Note that R2 ~ 0.4..

50 19.10 16.2.80 3 1.50 26 25.35 10 7. y. engineers recorded the van der Pauw measurements of mobility at both 77K and 300K.e.30 15.60 6 2. X (77K) Y (300K) 3990 3940 3980 3930 3980 3770 9020 8620 9670 9830 11200 7880 l.50 11.10 23. 3. in the model.6. The measurements in meters for 32 trees follow... 6.90 15 15.70 16 15.80 15.531.2 =0.40 5. Suppose that you felt comfortable in arguing that for the data in exercise 14. In exercise 14. 10.50 13 13.80 27 25.50 22.50 19.10 9. 5.30 9.1. ll'.10 22 22.) == 0. Fit a straight line to predict the mobility at 300K from the mobility at 77K. X (77K) Y (300K) 3270 3960 3920 3860 3330 2330 3760 10460 9970 7.40 23.00 16.50 28 27.20 12 10.35 8 3. therefore. This a reason for some statisticians to prcfer to plot against y.) = v'l=? In exercise 14. It is suggested that they should use Vx rather than x as the predictor.40 17.7.20 3.240 BIVARIATE DATA: FIniNG STRAIGHT LINES 14.90 2.60 18 19 9.718 and so corr(l\ )'. Do that and fit a new line. Interpret this.35 21 21.8. A plot of the data will explain why the twelfth sample has large influence and also a large residual.60 IX.70 15.40 17. when the line is not forced to pass through the origin.6.00 20 19.80 23. 12.XO 3. 4. X Y = = 1 0.00 22.78 5 2. Prove that this is always true when there is a constant term.10 14 13. Fit that model and compare its fit to that of the first model.70 9 3. the twelfth sample was far below the range of interest and that you might.tO 24 22.10 7 3. Is the fit markedly better? 14.40 17 15.00 4.50 23 22. 8110 4890 2200 14.50 Il . i.20 4 l. 2.80 22.50 23. In a study of the growth of InP.50 5.20 2. 9.40 5. Two scientists wish to develop a formula for predicting the hcight of an aspen tree (Y) standing in a forest from its diameter at breast height. you showed that corr(e. Fit a line Y = ll' + {3x to the data and comment about your results. reasonably drop it.45 3.20 2 1. )'.40 25 23. rather than )'" e 14. 11.9. which is not trivial. 8. It can also be shown that corr(e.) = O.20 22.

R.7 88.0 against the alternative {3 ¥ 2.7 5 88.5 25 91. Do the calculations for the data of exercise 14.20 23. Another estimate of the slope of a line through the origin is ffi = i/y.4 31 85.1 89.12.2 13 86.4 26 90.40 23. 14. Caleulate its variance and show that it is greater than the variance of the least squares estimate.l) 98.3 14 87.52 + O.13.4 Y= 106.50 32 35. 14.8 89.241 EXERCISES 29 30. Fit a regression line to enable an engineer to predict the F 1 number from the F2 number. Snee (1981) determined the octane ratings of 32 blends of gasoline by two standard methods-motor (FI) and research (F2).7 95. Show that {3 is an unbiased estimate of the slope.3 12 83.50 30 32.50 14.6 8 92. Suppose that the priee had been computed in Swiss francs (1 S. In an octane blending study that will be mentioned again in the next chapter.3 97.2 93.S.2 96.10 23.9 97.0 94.1 29 85.2 99.5 11 86.8 96. D.8 20 85.0 21 22 23 84.1 99.4 97. where y is the cost in U. i 14.3 100.3 91.2 93. E x = 21.0.0 92.7 103.40 22. Express the regression line in terms of the new units and prove that the correlation between price and length is unchanged. = $0.7 98.9 95. E xy = 200.5 90. dollars.4 99.7 32 87.4 4 84.7 97.3 9 94.11. 1 2 X= 105. The data follow with Fl as Y and F2 as X. Fit the model y = {3x.6 15 84.1 7 98. and x is the length in feet.7 6 91.7 93.9 27 93.1 105.83x .7 28 90. when i ¥ O. Fr.2 17 86. E x 2 = 91.8 85.3 24 87. E y == 60.80 31 32. and ~ == 801.4 99.0 90.2 JOl.8 16 83.5 .10.9 19 92.10.5 101.0 81.62) per meter.4 10 18 3 91.4 94.0 99.6 83.5 106. Suppose that for a set of 12 observations.8 30 87. A purchasing agent compares the prices of a certain kind of wire and fits a regression line y = 0. Test the hypothesis {3 = 2.

15. 136 III 153 49 194 93 156 153 112 100 145 147 145 + bX and U ~ 57 172 76 154 c + dY. and it is reasonable to set them aside. then corr(W. Make a plot of the data and explain this. Is this plausible? Is there a marked change in tit when number 11. U) = . Asphalt 4 is seen to be very influential. Y is the penetration at U5°F. too. Y is the percentage of asphaltene in each asphalt. X is the softening point in degrees F.14. They have by far the highest octanes because of a high aromatic content. Drop them from the data set and rerun the regression. In a survey of roofing asphalts. docs that improve the fit? What justification would you have for dropping one. too. number 11 has a large residual. stands out as influential. V).242 BIVARIATE DATA: FI1TJNG STRAIGHT LINES Blends 1 and 10 stand out from the others. Is this suggestion plausible? Is there is a marked change in the prediction line if number 22 is deleted? When that is done. Docs the fit improve when point 4 is dropped? When you fit the data without number 4. These are measurements on II samples of asphalt. Suppose that you drop it. Fit a straight line to predict Y from X. Prove that if W= a corr(X. Fit a straight line to predict the percent asphaltene from the percent resin. X is the percentage of resin. is deleted? X = 22 Y = 35 2 21 35 12 26 33 13 23 31 3 25 4 23 29 32 14 24 15 22 31 36 5 29 27 16 27 26 6 7 26 25 8 27 9 25 29 28 31 17 29 32 18 24 31 10 11 30 21 36 24 39 19 20 21 22 24 29 27 27 24 34 27 23 14. Do you get a better fit to the data? 14. 22 different asphalts were compared. or both.16. of those asphalts in practice? Y= X= 77 158 149 106 119 150 142 14. the old asphalt. It is suggested that number 22 is somewhat different from the others. number 5.

Later. As in chapter fourteen.Statistical Methods in Engineering and Quality Assurance Peter W. At first. or fitting Y to a single predictor variable. and then fit a line to the adjusted values. In that procedure. but nowadays. the labels changed.1. We use two methods. finally. There is no requirement that the X variables be independent of each other in any broad 243 . it is subject to the same conditions. the sheer weight of the calculations involved prevented this technique from being used very much. we express the equation of the last line in terms of the original variables. one has to invert a (p + 1) x (p + 1) matrix.1. M.2. to the more complicated problem of handling several predictors-multiple regression. we make a two-stage fit using straight lines. John Copyright © 1990 by John Wiley & Sons. even if no errors crept into the calculation. when the equation was transformed to x = (y . mUltiple regression is one of the most commonly used statistical tools. This goes back to the terminology of elementary algehra. we progress from the straight line. Inc CHAPTER FIFTEEN Multiple Regression 15. x became the dependent variable and y the independent variable.3)/2. When one took the equation y = 2x + 3 and substituted a value for x to obtain y. Before the advent of electronic computers. Sometimes Y is called the dependent variable and the X variables are called the independent variables. The second approach is the method of least squares. we use matrices to develop the least squares method for the general case with more than two predictor variables. Thirty years ago. x was called independent and y dependent. In order to handle a problem with p predictor variables. We fit the model to the set of seven points shown in table 15. INTRODUCTION In this chapter. We start with a manufactured example to illustrate the underlying theory. we begin by adjusting XI for Xl and Y for X 2 . inverting a 5 x 5 matrix on a desk calculator took several hours. the term e denotes the random error.

1. for v in the last line gives the final fitted .Xl.0. and then to fit a line to the adjusted values. involves fitting three lines: 1. Xl = 2X2 + 6. calculated in this example. The three lines. Xl and X 2 . Our procedure accommodates the polynomial equation by setting X =::: XI' and X2 = X 2 • It also handles the trigonometric model Y = {3Q + (3l sin(wt) + (32 cos(wt) by setting sin(wt) == XI and cos(wt) == X 2 • We do require that XI and X 2 be linearly independent.30x 2 ) • In this procedure. The data for an example are shown in table 15. Xl in terms of Xl with residual v = Xl . we could start hy adjusting for X 3 • and then adjust for Xz' This is a process that soon becomes tedious. arc y == 5.3Sx 2 ) + O. we chose to "adjust" Y and Xl for X 2 .0 + O.819x[ + O.724 + O.819(x l l - == 1.XI y + O. .819v. for example. 2. More is said about this later. Y in terms of X 2 with residual u = y .104x 2 4. u == (3v.30x z .2.35x 2 . y for u and X [ .0 + 0.0 + O.i\) (5. we cannot have. is the fitted value. which means that we cannot have XI being a linear function of x 2 . If there were three predictor variables.819(x u == O.244 MULTIPLE REGRESSION sense. Substituting y model: y= = X[ == 4. 3.2. THE METHOD OF ADJUSTING VARIABLES This is an old-fashioned method that has only pedagogical value in this age of computers. The procedure for fitting Y to two predictor variables.0 . 15. It is left to the reader to show that we would have arrived at the same equation if we had started by "adjusting" Y and X z for XI instead.>" where>.

1 2. and set the derivatives equal to zero.05 11.2 X tl X.9 -0.ffilx tl - ffi1x'l)2 .2.. THE METHOD 01<' LEAST SQUARES We denote the estimates of PlI' PI' and /3z by !3o.1 J() 9 7 7 15.4 9.95 10.9 9. in turn.!31' and !32' respectively. and we choose the estimates so as to minimize the sum of squares of the residuals: S. == L (y. as before.245 THE METHOD OF LEAST SQUARES Table 15. The estimated value of Y when Xl = x tl and X 2 = X.2 . We differentiate Se with respect to each ffi.2Y nffio + ffil X tl X.l + ffi2 L = ffiu L + ffil 2: + ffiz L y.70 2.95 0. the equations are (1) 84= 7ffio+ 7offil+ 140ffi2' (2) 874 = 70ffiu + 740!31 + 1412ffiz ' (3) 1694 = 14offio + 1412ffil + 2840Pz .3.65 13. = L X.4 -3.35 --0.ffiu .6 9.2 is e The corresponding residual is = Yi .7 10.2 X.2 ' X.30 12.4 10.95 1.70 -3.I + ffiz L X.30 11. We subtract 10 X(l) from (2) and 20 x(l) from (3) to eliminate ffio.3 -0. Adjusting Variables y Xl X2 Y U Xl U 15 12 14 13 13 9 8 14 12 11 23 IS 19 23 18 22 17 13.2 • == ffiu + ffi l L X.05 1.9 9.6 -2.6 J. and obtain (4) 34 = 40ffiJ + 12/32 (5) 14 = 12/31 . For the data in our example.1 3. This gives us a set of three equations that are called the normal equations: L L X.1. The summation is made over all n observations.lY L X.70 10. . + 40/32 • .70 -2.05 11.y.

75 -1. We will see later that in this example. We note that L e.29 0.819.75 ':1.43 1.1. /30 = 1. and that the fitted equation is indeed the same as the equation that was obtained earlier by the first method. :::.64.v d 15 12 14 13 13 15. When this is done.23 -0. The estimated values.1 Y .82 could be zero. 0. Also. the new least squares equation is the straight line: y :::.31 LO. Thus.50 + 0.2715 = 3. }: = 10.82) = 1456 =0. In this case.39. and for /32' 12 = 0.72. i = n L~ 3 = !0~72 :::. y" and the residuals are shown in table 15.246 MULTIPLE REGRESSION whence /3. 3.03 -0.97 9.72 . for /3" t.40(T2 A V(. 2.68 with s = 1. Table 15. :::.02. which is estimated by (0.8t) = V(. and to drop x 2 from the prediction equation for y. The sum of squares for the residuals about this line is 11.3. 0.59 13.59 -1. 0. is estimated by SO e.3. /32 = 0. (T2.10. it would be reasonable to conclude that .5% increase over the sum of squares for the model with two predictor variables. which is only a 3.02750"-.80 and . changed when x 2 was dropped.01 (it should be identically zero but for roundoff error).104.69 2. The addition of x 2 to the model with x I alone docs not improve the fit significantly.43 12. : :.71 12. ~ . The variance.8.2715)2.23 I) R .819/0.870x t • The coefficients .

In matrix notation.4) . sines or cosines. It has N rows.4. MORE THAN TWO PREDICTORS We now turn to the general case. leads to the normal equations X'Y = from which we obtain the estimates (X'X)P .Y= Y - XP .3) The estimation procedure calls for minimizing the residual sum of squares. The zero (leftmost) column of X is a column of ones. Let Y= dependent variable.•• . numbered 0 through p. (15. This model is called a linear model because it is a linear expression in the unknown coefficients. it matters little to us whether the x variables are squares or cubes. (1'2. and p + 1 columns. corresponding to the coefficients. in which there are p predictors. = Y'Y . (15. the element X'I in the ith row and the jth column is the value.2) where Y is the N-dimensional vector of the observations. 13. the important point is that the model is a linear expression in the unknown betas. e" namely.4. one for each data point. that they are independent normal variables with zero expectations and the same variance.1) with the usual assumptions about the error terms. Suppose that there are N data points. The matrix X is called the design matrix. we write this model as: Y = X{J + e. of X.4. for the ith data point.247 MORE THAN TWO PREDICTORS 15. Xu' which is always unity. It can be shown that differentiating Se with respect to each of the ~" and equating the derivatives to zero. eaeh of whieh contains p + I coordinates (variables). and e is the corresponding vector of errors.4. {3" by the be the vector of estimated values of the method of least squares. We wish to fit the linear model (J5. The vector of residuals is Xp e= Y . this corresponds to a dummy variable. 13 is a vector that consists of the p + 1 coefficients. of estimates of the coefficients. As we said before. and is associated with the constant term. xI' x 2 ' . otherwise. (15. We wish to obtain a vector.2Y'Xp + P'X'Xp .4. XI"~ y.

They are sometimes called the BLUE estimates (best linear unbiased estimates). f3" is a linear combination of the observations.3) VII 15. The error variance.1 degrees of freedom.248 MULTIPLE REGRESSION (15. This implies that the X variables must be linearly independent.5.4) for the example in section 15. For f3" we have t. the variance of is V ii u 2• Each of the estimates. It is used to compute I-values for the coefficients.2 are as follows: x'x. is estimated by the unbiased estimator S 2 = Sr. if Vj.1) P. Their (15.5) The reader should confirm equation (15. The mathematical justification for the use of the method of least squares is found in the Gauss-Markov theorem.5. In particular.. .4. E( P) = covariance matrix is p. It is obviously necessary that the matrix X'X should not be singular.13. An example of this problem is given in section 15. Ys (15. which means that they must not have a linear relationship among themselves. 15. N-p-l .6. This states that of all possible linear estimates of the unknown coefficients. = . 1412 2840 .3... (15. /3.P . PROPERTIES OF THE ESTIMATES The least squares estimates of the coefficients are unbiased. is the jt~ diagonal element of V.5. in order for its inverse to exist. Y 1 • YZ' .2) This estimate has N .4. MORE ABOUT THE EXAMPLE The X'X matrix and its inverse for the example in section 15.2. f3" that are unbiased.. YN' Such estimates are called linear estimates. the least squares estimates are the (unique) estimates with the smallest variances.5.[ 7~ 140 140] 70 740 1412 . (1'2.

1. 2. A sample of the composition of the earth is taken at various depths and analyzed. We wish to ohtain a linear prediction equation to predict the amount of spherulites from the other variables. 874.816 X3 .] contains such a set of data.462 O.1.0.0. We also see from the matrix X'Xthat VII = vn = 280/10.10).7. 15. Tahle 15. 280 Multiplying X'X hy the vector X'Y. The regression equation is Y == 102 -.tlO5373 t-ratio 41. Much of the analysis consists of noting the percentages of various geologic components that are present in the sample. The next section consists of an edited version of the printout. THE PRINTOUT REGRESS c7 5 c2-c6 This command means regress the Y variable.7.03 X5 Predictor Constant Xl Coef.dev.192 = 0.0275.720 -0. 15.0.1.72. so that. 0.26 . against five predictor variables that are in columns 2 through 6.58 X2 . as mentioned earlier. The first column is the observation number and plays no further part in the discussion.0121 Xl .249 THE PRINTOUT and 10192X'X I == 107856 -1120 [ -4760 -1120 280 -84 -4760] -84 .31 -2.012137 St. Xl is the depth in meters at which the sample was taken.8.7. The remaining columns contain the percentages of the components.82. The data was read into the Minitab worksheet in columns 1 through 7. which is in c7. which is (84.993 X4 . 1694)" we get the I vector of coefficients (1. A GEOLOGICAL EXAMPLE A geologist sinks several deep holes into the ground. 101. as in table 15. 0. There are 37 samples (rows) and six measurements on each (columns).

0 0.3 1.4 6.1 193.2 0.5 0.7 2. X5 = <}~) amygdulcs.9 277.6 89.S 0.6 S9.0 0.1 1.3 S3.2 5.1 0.2 91.0 6.250 MUJ.0 86.5 6.7 220.1 2.7 0.3 77.9 2. Y = % spherulites.9 84.0 0.0 0.S 2.2 1.1 91.5 0.4 2.5 10.6 326.1 lH.7 88.1.1 3.3 1.5 272.8 4.0 193.0 83.5 1.4 0.8 13.2 13. X2 = % phenocrysts.8 445.4 319.2 5.3 0.5 9.9 0.6 4.9 314.0 6.4 5.6 10.6 3.2 0.3 1.1 1.0 0.5 0.S 254.6 6.6 93.1 5.4 1.3 11.9 1.0 0.8 291.9 0.3 0.8 - 1.6 4. Analysis of Geological Samples 1 2 3 4 5 6 7 S 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 2S 29 30 31 32 33 34 35 36 37 Xl X2 X3 X4 X5 Y 155.1 S3.1 89.2 86.6 94.7 6.9 0. X4 = % granophyre.3 0.6 188.9 6.7 86.4 7.1 92.6 94.7 254.1 1.1 84.3 1.7 432.0 0.3 0.0 90.5 0.2 84.7 2.2 7.6 1.2 0.8 4.6 90.1 230.2 4.6 185.0 \.8 90.3 350.9 1.2 1.3 153.3 1.0 2.7 359.0 0.4 1.9 83.1 376.8 1.1 0.1 405.4 81.4 4.8 86.4 323.2 90.5 285.O 88.8 1.7 0.0 7.0 1.6 83.5 3.6 0.1 1.5 0.8 0.8 1.0 0.7 30S.8 1.0 93.3 474.7 81.0 0.8 1.3 9.0 310.2 7.7 1.4 0.S 3.6 283.3 483.5 0.8 258.0 2.3 1.9 3.7 1.9 1.9 6.7 0.8 339.0 0.TJPLE REGRESSION Table 15.1 0.0 2.1 10.6 1.6 7.6 266.0 0.8 1.0 0.4 0.0 2.8 22o.2 2.3 1.7 1.2 3.8 4.0 0.0 291.1 0. .8 1.0 0.2 9.-~~~~~~~~~-~~-~---- 0.5 .3 0. X3 = % lithic fragments.9 10.0 80.4 85.6 2.7 0.0 1.6 XI = depth in meters.0 3.7.2 0.5 1.0 1.1 0.2 0.6 91.8 303.9 89.1 1.8 82.7 1.0 5.4 0.6 289.6 4.1 212.4 1.8 0.1 1.

347 -1. we make a second run. when the percentages of the other components increase.86 We note that the coefficients of all the predictors are negative. at least for X2 .8161 -0. in the numerator and n . They arc the sums of squares divided by their degrees of freedom.508 The total sum of squares.y)2. has 37 .240 MS 94.-508 = 17.9935 -1.491 170. In this example. Later..71 R =0. dropping X2 from the model.491/643.1 == 36 d.L The error sum of squares has 36 .735 = R2. The sum of squares for regression is obtained by suntraction.2544 0.!Q -3. The analysis of variance table shows how the total scatter of the observations has neen divided. the value of F is clearly significant.5 = 31 d. that tells us nothing new necause we have already established by the I-values that several of the coefficients arc not zero. Analysis of Variance SOURCE Regression Error TOTAL DF 5 31 36 SS 472.578 -0.498 F = 5. 94. The column headed MS contains the mean squares. It has 5 d. The F test for the hypothesis that uses for the test statistic the ratio of the mean square for regression to the mean square for error.251 THE PRINTOUT X2 X3 X4 X5 s = 2. The mean square for error is /.X6.f.16. This is compared to the tabulated value of F with P d. 1: (Y. This is reasonable. All except the coefficient of X2 have I-values that exceed 2.749 643. The ratio 472.15 -3. equal to the number of predictors. in the denominator.735 -1.p -.I d.2781 = 0.f.0 in absolute value.1270 0. R = 0. . .0314 R2 1. However. the amount of spherulite decreases.86 is called the coefficient of multiple correlation.f.f.240 = 0.21 -7.498 5.373 0.

There is a trivial increase in s and a trivial decrease in R2.17 -3.9866 R2 =.56 R =0. The geologist should check this observation if possible.29R -3. One should be wary of discarding an observation just because it has a large residual. or even to repeat it if possible.40R -2.869 St. XI Y Fit 10 154 81.041 OJJ05385 0.959 -5. There are small changes in the remaining coefficients (but not all in thc same direction) and in their I-values.38 7.04 -2.92 -3. REG RESS c7 4 c2 c4-c6 The regression equation is y = toO .Fit 1.723 Analysis of Variance SOURCE DF Regression 4 Error 32 TOTAL 36 St.198 -8. . we can conclude that X 2 is not needed as a predictor. 100. we test and accept the hypothesis that {32 = O.8556 -1.987 Predictor Constant Xl X3 X4 X5 s = 2.56 All the i-values are now significant.0.1271 0.9.0117 Xl .85 SS 465.dev. 2. More formally.137 0. If we regard the standardized residual as a I-value with 2.30 5. there may have been an error in the analyis.959 23 327 83.dev.300 88.02 643.0. The presence of a large residual should prompt an engineer to question an observation and to check it.0 corresponding roughly to one chance in 20.657 1.0. Three points have large standardized residuals: Unusual Observations Obs.22 178.24 MS 116.120 -O.700 88.2768 X5 t-ratio 49. THE SECOND RUN Since the t-value for the coefficient of X 2 is not signHicant.856 X3 .0069 -0.252 MULTfPLE REGRESSION 15.120 Residual -4.498 30 483 80.0.01 X4 .Resid.359 Coef.(H1673 -0.1.000 85.94R The residual for observation 30 is about 10% of the observed value. we should not be surprised if about 5% of the residuals earn R ratings. -2.2533 0.169 St.

1.116X .3 7.270 and R2 = 0. tetra mer.93 + 0.013482X 2 Predictor Constant X X2 Coef. at higher temperatures.300 R2 = 0. and carry out the usual multiple-regression procedure with two predictor variables. increasing temperature increases the yield. We substitute 255 for X in the fitted equation. A plot of the data is shown in figure 15.2 . we let XI = X.0 250 81.116 -0.5094X with s = 4. but that could be a mistake. It is clear that fitting a straight line explains a large fraction of the scatter in the data and one might be tempted to stop there.253 FInING POLYNOMIALS 15.025.dev.0. Suppose that we wish to predict the yield at a temperature of 255 degrees.3 + 7. To fit a quadratic model. there is a tendency to overdo the polymerization and to produce pentamer instead of the desired product. The first is the size of the numbers involved.99 R = 0.1O.6 240 78.10. At lower temperatures. Polymer Yields Temperature (X) Ave. This hecomes even more of Table 15. The X variable is the reactor temperature.6 260 86. However. yield (Y) 220 58.10.1 come from a chemical engineering process for polymerization.4 1. FITTING POLYNOMIALS The data shown in table 15.70 6.995 • t-ratio -6. X 2 = X2.043 0. X2 = 65. Y is the yield of tetramer. What we have just done is theoretically correct. -853. 127. The regression equation is Y = --853.862.34 The significant (-value for the quadratic term shows that it was a good idea to fit the quadratic and not to stop with the straight line.82 -6.002128 s = 1. the regression line is Y = -47.0 270 85.l.013482 St. which means that we have to carry several places of decimals in our estimate of the coefficient f32. and we are interested in changes in the yield of a few percent. When the model Y = f30 + f3I X is fitted to the data. hut there arc prohlems.10.9 230 71.

X and X2. we use Z\ = (temp.. . Instead of using as the predictor variable X = temp. 1983. of dubious value. zi . -245)1 5 = -5. which is merely a matter of convenience. Subtracting this from Z~ gives 40/3.. Thirty years ago this would have been a problem because of the inability of the small "mainframe" computers to actually invert the matrix and solve the normal equations. -\.. The problem can be mitigated by changing the coordinates. i. 245 is the average of the X values. Regression of yield on temperature. they will be orthogonal. -8/3. The more serious problem lies in the fact that when the values of X are positive integers. a problem when the X variable is time and is recorded as X = 1982... 1984. and +5. ... + \. the estimates are highly correlated and. -3. while "independent" in the sense that neither is a linear function of the other. This causes the matrix X'X to be badly conditioned. It is more convenient computationally to modify Z~. the denominator 5 was chosen to make the values of ZI small integers.IO. are highly correlated. +3. therefore.1. Even though nowadays we can do the inversion on pes. The average value of z~ is 35/3. Then Z\ and will have zero correlation. . In this transformation.254 MULTIPLE REGRESSION ~1I-'111-'111-'1~1-'1~1-'1~1-'1~I-rl~I-rl~I-r~~~~~ 83 I I I I I I : : I I I I I I I I 78 I -------~---------~---------~----I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I I -~---------+---------~-----I I I I 68 63 I -~----------~-----I I I I I I I I I I I ------""-----+ I --~-----I I ------i---------1r----I + I I -4----____ I _________ I ~ 1 +---------~------ I I I I I I I I I I I I I I I I I I I I I 1 I I -------+---------~---------~---------~-----I t I I I I I I I I I I I I I I I I I 1 230 240 250 260 270 Temperature FiKUre IS. and so we elect to work with the more convenient numbers.e.

255

A WARNING ABOUT EXTRAPOLATION

,

Z2 =

3zi - 35 =5,

--g--

-1, -4, -4, --1,5;

**2J and Zz are a pair of first- and second-degree orthogonal polynomials.
**

Using the orthogonal polynomials has two consequences; the calculations

are easier, and we can assess the contributions of the linear and quadratic

terms independently.

The 111 to this quadratic model is

Y = 76.8833

+ 2.5471Z1 - 0.898822

**with s = 1.300 and R2 = 0.99 as before.
**

We can substitute back for X in terms of Z, and Z2 to obtain the carlier

equation. However, if we only want to predict the yields for particular

temperatures, we can more casily work with Zt and Z2' The predicted yield

for 235 degrees is obtained by substituting Zt = -2 and Z2 = 5 to obtain

y = 74.4.

15.11. A WARNING ABOUT EXTRAPOLATION

**Table 15.11.1 shows the predicted values of the yields at three temperatures
**

by the two models.

The two estimates differ by 2.6 at 235 degrees, but we note that the

observed yield for 230 degrees was 71.6 and for 240 degrees 78.0; both

estimates fall between those two observations. A similar remark can be

made about the estimates at 245 degrees. However, at 280 degrees, the

estimates are far apart; they differ by 12.6. As the temperature increases,

the linear model keeps climbing at a steady rate of 0.51 per degree, and will

continue to do so. The quadratic model, on the other hand. is beginning to

lose steam; the estimates are starting to drop.

Here lies the trap of extrapolation. For some sets of data with relatively

small variance, the linear and quadratic models give predictions of Y, within

the ranges of the independent variables for which data were taken, that are

rather close to one another; the engineer might not get into serious difficulty

by using either model. However, the engineer who extrapolates is asking for

trouble. It is then that the linear and curved models diverge faster and

faster. Unfortunately, the simple first-degree model is a very appealing

model. Sooner or later, somebody, at a safe distance from the plant, is going

Table 15.11.1. Predicted Yields

Temperature

Linear

Quadratic

235

71.8

74.4

245

76.9

R{U~

280

94.7

82.1

256

MULTIPLE REGRESSION

**to notice that for the reported data, yield increases at a rate of five points
**

per ten degrees, and will surely draw a straight line and expect you to match

that line outside the range!

**15.12. TESTING FOR GOODNESS OF FIT
**

In the previous sections, we fitted our polynomials to the means of observations at six temperatures. There were actually four observations at each

temperature, and we can use this data to illustrate a method of testing the

adequacy of the fitted model.

The residual sum of squares is the sum of the squares of the deviations,

L (y, - .9,)2. If the model is correct, this deviation is due entirely to noise,

both the noise in the observation Yi itself and the combination of noises in

the observations that went into computing y,. If the model is incorrect, the

deviation also contains a component because E( y,) is not the same as E( y,).

As we square and sum the deviations, these discrepancies from the

inadequate model accumulate. The residual sum of squares thus consists of

two components: noise and a lack of fit. In the usual situation, we cannot

separate the two. However, there are two cases in which we can examine

the residual sum of squares and obtain a test for "goodness of fit," or, more

appropriately, lack of fit.

The first case appears in the next section in an example on octane

blending. With octane measurements, experience with the testing procedure

has given the engineer a good estimate of u 2, both from previous work and

from the work of others. The engineer can compare the mean square for

residuals, S2, to the prior value, (T2. If i is considerably larger than u 2, that is

evidence of a lack of fit in the model.

In the case at hand, we can use the variation between the duplicate

observations to obtain what is called an estimate of "pure error," the true

value of u 2• The actual data arc shown in table 15.12.1; some minor

adjustments have been made to eliminate roundoff problems.

The differences between the four observations at 220 degrees have

nothing to do with whether we chose the right regression model. They are

due entirely to noise. Their sum of squares, L (y, - y-,)2, is an estimate of

Table 15.12.1. Polymer Yields

Temperature

220

230

240

250

260

270

Yields

60.2

59.2

58.9

57.3

72.6

70.3

72.3

71.2

77.1

77.5

77.5

79.9

80.7

80.7

81.9

83.1

86.4

85.5

84.4

86.6

84.1

85.7

H5.6

86.5

257

SINGULAR MATRICES

**with 3 (U. Pooling this with the similar estimates from the other
**

temperatures provides a sum of squares for "pure error" with 18 d.f.

When a straight line is fitted for yield against temperature using all 24

observations, we obtain the same fitted line as before when we used the

means. The sum of squares for error is 313.2 with 22 d.f.; the sum of squares

for "pure error" is 21.44 with 18 d.f. The difference, 313.2-21.4=291.8,

measures error and a lack of fit with 22 - 18 = 4 d.f. We divide each sum of

s'l,uares by its d.f. If th~re is no lack (!f fit, we should ha~e.two estimates of

(7-. We compare the raho of these estllnates to the F statistic. In the present

example, we have

3(72

291.8/4

F= 21.44118 = 61.2

to bc compared to F"'(4, 18) = 2.93.

In the general case, jf there are q d.f. for pure error, we denote the sums

of squares for error and for pure error by Sc and 51'<' respectively; the test

statistic is

F = (S, - Spe)/(n - 1 - p - ..q)

Sp,lq

with n - 1 -- P

q and q d.f.

**15.13. SINGULAR MATRICES
**

We have already mentioned that the matrix X'X must be nonsingular (a

singular matrix is one that does not have an inverse). This means that the

columns of X must be linearly independent. The following example illustrates how such a singularity can occur in practice. Suppose we are mixing

three component gasolines to make blends, and that the volume fractions of

the components in any blend arc denoted by x" x 2 , and x]; the sum

x I + x 2 + x] is identically equal to unity. If we try to predict some response,

such as the octane number. by the eyuation

**the X matrix will have four columns, but its rank will be three. The sum of
**

columns 1 through 3 is a column of unit elements, which is identical with

column O. In this case, we will not be able to find a unique solution to the

normal equations. If (3 = «(30' (31' (32' (33)' is a solution, so is the vector

«(31) + 3/, (31 - I, (32 - t, (3 .. - t)' for any value of t. There is clearly one

variable too many. The solution to this difficulty is to drop one of the

columns from the model.

258

MULTIPLE REGRESSION

**15.14. OCTANE BLENDING
**

The following data are taken from an octane blending study reported by R.

D. Snee (1981). The complete study involved six components. We confine

ourselves to the blends involving only three components: alkylate (ALK),

light straight run (LSR), and light cat-cracked (Lee). The response recorded is the research octane number of the blend in the presence of an

additive. The data are given in table 15.14.1.

The usual approach, recommended by Scheffc (1958) is to drop the

constant term from the model and fit the new model:

**Minitab achieves this by adding the subcommand NOCONST ANT. The
**

data Y, XI' X 2 , and X3 are read into columns I, 2, 3, and 4, respectively.

The variables arc denoted by Y = OCT, Xl = ALK, X 2 = LSR, and X) =

Lee.

REGRESS c1 3 c2-c4;

NOCONSTANT.

The regression equation is

OCT = 106 ALK + 84.1 LSR + 101 LCC

Predictor

Noconstant

ALK

LSR

LCC

Coef.

St.dev.

t-ratio

106.054

84.0741

100.876

0.779

0.6873

0.686

136.15

122.33

146.95

s == 0.9608

Table 15.14.1. Octane Blends

y

X,

Xl

X,

106.6

t\3.3

99.7

94.1

l.00

0.00

0.00

0.50

0.50

0.00

0.00

0.00

0.33

0.00

1.00

0.00

0.50

0.00

0.50

0.25

0.75

0.33

0.00

W:U

93.6

97.4

8ltS

97.4

D.()O

1.00

0.00

0.50

0.50

0.75

(US

0.34

259

THF. QUADRATIC BLENDING MODEL

**This formulation is the usual linear blending model. The individual
**

coefficients are estimates of the octanes of the pure components. For the

prediction of the octane of future blends, we can act as if the octane number

of the light straight run is 84.1.

We could, instead, have dropped one of the gasoline columns and fitted,

for example.

Y = f3() + f3 I + f3~ .

With this model, the fitted equation is

OCT = 100.9 + 5.2 ALK - 16.8 LSR.

This model amounts to using the light cat-cracked as a base fuel; its octane

is estimated by the constant term. The other coefficients represent the

differences hetween the component and LCC. Thus, the estimated octane of

pure alkylate is 100.9 + 5.2 = 106.1, and of light straight run 100.9 - 16.1; =

84.1.

**IS. 15. THE QUADRATIC BLENDING MODEL
**

The fit of the linear blending model to the data in table 15.14.1 had s = 0.96.

The standard deviation of an octane determination is about three-tenths of a

number. Clearly. there is strong evidence that the linear model is not

adequate, and that there is some curvature, or synergism. The engineer

should try a quadratic model. The complete quadratic model. under the

restriction that LX, = 1.00, is

**Y = f31X1 + f32X2 + f3.lX~ + f312 X 1X 2 + f3n X I X 3 + f3UX2Xl .
**

(15.15.1 )

A term such as f3Xi is redundant, because

X7 can be written as

**its inclusion would only lead to another singular matrix.
**

Let us continue with the octane blending example. The fitted quadratic

equation is

**Y == 107.0 ALK + 83.2 LSR + 99.8 LCe
**

- 2.84X1X 2 + O.05()X1X 1 + 8.73X2 X 3

with s = 0.1955. This is clearly a more satisfactory 11t.

260

MULTIPLE REGRESSION

EXERCISES

IS. I. The data set used in exercise 14.4 contained a third column. This was

a composite mileage, obtained by combining the city and highway

mileages:

compo

= f30 + f3) (city) + 132(highway)

M.P.G. CITY

M.P.G. lII(iHWA Y

M.P.C;. COMPo

53

58

49

55

45

46

52

50

50

50

43

49

40

44

42

46

46

47

47

47

45

42

38

38

39

39

38

37

43

40

**Use least squares to calculate the coefficients f3u' 131' and f32' In
**

retrospect, the composite value for the second car is clearly wrong,

probably a misprint; why? Drop that car and recalculate the values.

**15.2. The plot of the data in exercise 14.6 shows that the appropriate
**

model is a parabola rather than a straight line. Fit a parabolic model

**to the data.
**

15.3. The values of x and x 2 in exercise 15.2 are highly correlated. What is

their correlation? 3700 is a good approximation to i. Fit the

parabolic model:

**Notice that the t-value for the quadratic term is the same as it was in
**

exercise 15.2, and that the fitted curve and i are, of course, the

same. Why do the t-values for the first-degree term differ in exercises

15.2 and 15.3'1

15.4. An engineer wishes to predict the mean annual runoff of rainwater.

He has observations from thirteen regions for the following variahles:

261

EXERCISES

**Y: mean annual runoff in inches
**

Xl: mean annual preciptiation in inches

X2 : area of watershed (square miles)

X3: average land slope (%)

X 4 : stream frequency (square miles)-I

No.

Y

XI

X2

X3

X4

1

2

3

4

5

6

7

8

9

10

17.38

14.62

15.48

14.72

I!U7

17.0]

18.20

18.95

13.94

18.64

17.25

17.48

13.16

44.37

44.09

41.25

45.50

46.09

49.]2

44.03

48.71

44.43

47.72

48.38

49.00

47.03

2.21

2.53

5.63

1.55

5.15

2.]4

5.34

7.47

2.10

3.89

0.67

0.85

1.72

50

7

19

6

16

26

7

1.36

2.37

2.31

3.87

3.30

1.87

0.94

l.20

4.76

3.08

2.99

3.53

2.33

11

12

13

11

5

18

21

23

5

**Fit the linear model
**

y=~=+~~+~~+~~+~~.

**Is it reasonable to regard point 7 as a special case? Assuming that it
**

is, refit the model, omitting that point.

15.5. Coking coals were investigated by Perch and Bridgewater (Iron and

Steel Engineering, vol. 57 [1980], pp. 47-50). They observed Xl =

percent fixed carbon, X 2 percent ash, X J percent sulfur, and Y =

coking heat in BTU per pound. Fit the prediction model

**The first coal seems to differ from the others, and to earn an X rating
**

from Minitab. How does it differ? Omit the first coal from the data

and rerun the regression. Do you get a better fit? In what way?

1.

2.

3.

XI

X2

X3

Y

83.8

78.9

76.1

11.2

5.1

5.3

0.61

0.60

1.65

625

680

680

14.

15.

]6.

Xl

Xl

X.l

Y

55.6

54.7

53.4

6.6

6.5

4.5

0.90

1.54

1.10

715

705

730

3 27.2 11.: penetration at 71°F X.36 1.1 59.2 7.I : percentage of insoluble n-pentane Xi: flash point (OF) y 71 149 III 49 57 76 106 119 93 153 112 100 XI X2 X3 X4 X5 158 136 153 194 172 154 150 142 156 145 147 145 2] 18 20 16 14 12 17 10 18 35 38 34 26 27 26 28.3 56.9 lU 6. Fit Y to all five predictors.9 61. Then eliminate the predictor that has the smallest I-value and fit again.99 0. 8.70 0.8 61.8 10. Continue this process.6 1.6.91 1. 12.0 25. Yet the best subset of four predictors does not .8 57. (A continuation of exercise 15.4 60.6 9.76 1.2 8. 18.8 55.5 6.06 1. 23. 72.6 8. What is your final prediction equation? 15.8 6.90 0. 9.9 61.93 710 710 685 705 685 680 700 720 705 730 17. 13. 22. The measurements are Y: penetration at ] 15°F Xl: softening point CF) X z: penetration at 32°F X. You will notice that XI is the predictor with the highest correlation.41 1.1 73.3 33. 6.4 56.7 63.262 MULTIPLE REGRESSION 4.8 6.7.09 0.0 59.6.8 70. to.08 1. These are measurements of properties of twelve samples of asphalt.3 l. 25.8 26.71 1. 19.0 27. 21. until all the predictors left in the model have significant [-values.2 30. II.) Find the correlations of each of the predictors with Y. 24.74 1.6 6.3 8.85 0.0 73.75 0.0 7.1 5.4 7.02 0.9 26.9 30.8 635 590 550 625 595 625 625 590 550 550 545 595 18 38 26 32 41 14 29 12 32 We want to predict the penetration at 115°F from the other variables.0 70.1 33.07 725 710 710 700 715 710 740 730 730 15. 60.6 68.4 9. 20.8 6.31 1.6 27. 5. called backwards elimination. 7.4 31.03 0.8 61.6 7.

9. you might have decided that Xl was of no use as a predictor.EXERCISES 263 contain XI' Find R2 and S2 when Y is fitted to Xl alone and compare them to the corresponding values for the best subset of four. . Prove that they give the same equation for any linear model with two predictor variables. In the previous exercise. point 3 had a large residual: y = 111.) When you fitted Y to Xz.76.8.2.7. and X s . Xl' X 4 . Drop that point from the data set and repeat the backwards elimination procedure used in exercise 15.0 and y = 124. Prove that the least squares estimates are unbiased (section 15. (A continuation of exercise 15. 15.1. This peculiar behavior docs sometimes happen. 15.2 and the method of least squares give the same fitted equation for the data in table 15.5). The method used in section 15. 15.10.6.

A fuller treatment of this subject can be found in John (1971). An agronomist plants crops in a field divided into small plots. The basic idea of the chapter was that the engineer took two samples. Alternatively. we extend those ideas to the situation in which we want to compare more than two populations in the same experiment.2. we considered experiments to compare two populations. mean. these arc the data. such as different fertilizers or different methods of cultivation. John Copyright © 1990 by John Wiley & Sons. 16. or grand. which correspond to different sources of variation. This is done by the analysis of variance. In this chapter. and test certain hypotheses using F-tests and I-tests. The two different catalysts compared in chapter eight can be 264 . and compared the sample means by the two-sample I-test. At harvest time. different varieties of some crop are sown. usually one variety to a plot. the same variety might be planted in each plot. The analysis of variance was originally used in agronomic experiments. INTRODUCTION In chapter eight. In those plots. and so the jargon of agronomy continues in the field. Fisher about 60 years ago. and then different treatments applied.Statistical Methods in Engineering and Quality Assurance Peter W. this is called the total sum of squares. THE ANALYSIS OF VARIANCE The analysis of variance was introduced by R. We then subdivide the total sum of squares into components. It is convenient to continue to use the word treatments in this chapter as a general expression. The essence of the procedure is that we take the sum of squares of the deviations of all the observations in an experiment about the overall. The reader will notice the very strong connections between the analysis of variance and multiple regression through the underlying principle of least squares.1. M. A. That procedure included obtaining an estimate of the variance from the experimental data. the yields of each plot arc recorded. one from each population. Inc CHAPTER SIXTEEN The Analysis of Variance 16.

Table 16.5 45. The n.97 . denote the average of the observations on the ith treatment and y denote the average of all N observations.1 43.9 46.6 42.3. are the (unknown) treatment means that we wish to compare. Table 16.1)u 2 and 11. Later in the chapter. observations.3. .6 42. E (y" .3.t.5 43.1 d.4 41.y.265 THE ONE-WAY LAYOUT called two treatments.3 43. .8 44.1 42.72 43. = L L (y" .H 46. It is now common to replace the name analysis of variance by the acronym ANOVA.9 41. The jth observation on the ith treatment is denoted by y". .1 ) The parameters J. usually denoting a "run" made in a chemical or other plant under a certain set of operating conditions.1 shows a set of data for an experiment with six observations on each of five treatments.2 45.yy. observations on the ith treatment provide a sum of squares of deviations.C. 16. (16.3.60 B C D E 42.97 41.5 42.1 44.1 41.)2 .1 42.1 45.1 44. Summing these terms.0 43. we have S.25 42.2) . Suppose that the engineer has samples of observations from each of { treatments and that the sample from the lth treatment contains tI. We can call y" the response observed on the jth run with the lth treatment.9 42.3. The agricultural word "plot" is often replaced by the word rUI1.8 45. more complicated experimentstwo-way layouts and three-way layouts-arc introduced.3 42. observations with a total of N = ~ 11. the six temperatures in the example in chapter fifteen can be regarded as six treatments. THE ONE-WA V LA VOUT One-way layout is jargon for the simplest experiment in which we compare { different treatments.1 A Averages 45.7 45.0 42.3 41.3 44.3 43. with expected value (n.9 43.H 42. the e" terms arc the random noise with the usual assumption that they are statistically independent normal variables with the same (also unknown) variance u 2• Let y. The mathematical model for the data is (16.

05. The F statistic tests the hypothesis that all the treatment means.08 .76 at (~ = 0.3) The term S. It is easier to proceed as follows.4) and that its expectation is E(SJ = 2: n. The formulas that were given hcfore are not the formulas that are used in practice.380 25 29 MS 12. SS for error = Se = Sy~~ S.05/25 = 0.. Then we compute the sums of squares: The total sum of squares = Sy = L. """ are equal (in which case. 12.333 0. M.t) d.f. = E (T. The mean square for treatments is M.C.266 THE ANALYSIS OF VARIANCE We now write Sy ::=.3.08 to the tabulated value of F for (4. with a little algebra.5) where ji is the average of the "".682 = 18.J(t . - ji)2 + (t . SS between treatments = S. N . with n . which is called the correction for the mean. s S. = Ny.2. L.3. We compute C = G 2/ N. the expected value of the numerator of F is (T2).3. error TOTAL DF SS 4 49. G = 1: 1'.25) d. ( 16. y~ .682 F 18. = S.I) = 49.3.33/4::=. These slims of squares are combined in the analysis of variance table 16.333.y)2.f.330 17. 52 = Sf/(N .3. Table 16.1)(T 2 ..t d.682. Their ratio is the F statistic: F= 12. that (16.2. which is 2.t) = 17. S" has t. It can be shown. and (16. Suppose that there are n.1 d. Let G be the grand total of the N observations.) .C. ANOVA Table SOURCE treat. 1n. The sum of squares.08.050 66.333/ 0.L.I(t-1) 2= has (t .I. and reject the null hypothesis. . We compare the value 18.f. is called the sum of squares for treatments. L (y. The F statistic.("". observations on the ith treatment and that their total is T.

. E. This does not imply that they all differ from each other. we conclude that A> 8.97 44.4.682 and n = 6. Sample Means B D E c A 41.I > l*(sYl Inh + I In. we declare that Ilh "" Il. C. we have for ex = 5% with 25 d.4.t. the LSD is 0. equation (16. Il" arc equal.f.06. E. such as the example of the previous section. IYh - Y. Details are given in the manuals. Some statisticians argue that Fisher's LSD is too liberal and that it declares too many differences to be significant. and Duncan.97 42. Some software packages compute these difcrences automatically or on request.267 THE ANALYSIS OF COVARIANCE Table 16.25 45.5.72 42. C> B. Table 16.4. E>B.4. THE ANALYSIS OF COVARIANCE We can sometimes sharpen our ability to distinguish between treatments by taking into account and adjusting for c()variatcs.4.4. Equivalently. if. Newman and Keuls. Other formulas for significant differences have been derived by Tukcy. With / = 0. 1L2. where the sample sizes arc all equal to n. we cannot conclude that IL4 "" ILs or that IL4 . and only if.4. I. or. i" in increasing order.) .1) reduces to ( 16.60 16. f. 1* = 2. Applying this LSD to the averages in table 16. It is called Fisher's least signifkant difference (LSD).2) applies to all pairs of treatments. D. (16. In the example. D.1.98.t d.1) In the particular case. 16.2) The term on the right side of equation (16. We would reject the hypothesis ILh == ILl if where (* is the tabulated value of ( with probability a 12 in each tail and N . WHICH TREATMENTS DIFFER'! We have just reached the conclusion that it is not true that all the population means.1 lists the treatment averages. as they arc often called.4. .

It is clear that the yield decreases as the amount of impurity increases.5.7 51. and the weight gains are compared.57 3. The data are shown in tahle 16.38 3.1) where x" is the value of the covariate for the ijth observation.29 2.48 3. the slope of the line is the same ({3) for every treatment. which ignores the levels of the impurity.1 51. contained an impurity. A common situation occurs when each run is made on a separate batch of raw material and we may want to "adjust" Y for the amount of some impurity in the batch.3 B X Y 2.9 50.42 3.17 3.1) and write (16.6 51.6 54.31 2.1.1.72 3.3 50.22 51. Three reagents for a chemical process were compared in a pilot plant. The raw material.86 100. Yields and Impurities y 54.5. The adjustment for the covariate is linear.81 MS 8. Y denotes the yield and X the percentage of the impurity in the raw material for each run.268 THE ANALYSiS OF VARiANCE Table 16.3 53.2.5.76 54. by and large.6 56.9 52. Nevertheless.4 51. the yields with treatment A are lower than the yields with C.16 2. The plot of Y versus X is a straight line (except for random noise) for each treatment and.5.1 47. One-Way ANOVA Ignoring Covariate SOURCE Treatments Error TOTAL OF 2 21 23 SS \6.7 5\. This could be called a first-order adjustment.0 55. the one-way ANOYA in table 16. We illustrate the analysis of covariance with the following example.73 2.99 F 2.41 2. furthermore.5 53.7 52.6 54.2 49.1 53.2.16 concomitant variables. does not Table 16.1 52.19 2.45 3.12 . Eight runs were made with each reagent (treatment).5.40 2.5.79 3.99 2.3.1 51. We add a term to our earlier model in equation (16.43 2.23 3. The model implies two things. unfortunately. In animal nutrition experiments where some young animals are fed ration A for a few months and others are fed ration B.48 3.78 2. Example 16.5.9 A X Y 2.48 3.1J6 83.17 2.9 C X 3. one might take the initial weight of each animal as a covariate. Figure 16.1 is a plot of Y versus X. and that.1.4 50.

0 e B Y A A e B B e 52. = 14.6512 4. and we are able to conclude that the three catalysts are not all equal.16. Table 16. The F ratio increased to (14.437.32/2)/0. Analysis of Covariance SOURCE Covariate Treatments Error TOTAL OF 1 2 20 23 AD] SS 70.269 THE ANALYSIS OF COVARIANCE e 56. we can establish that there are differences between treatments. Table 16.162. which is significant.3832 F 108. The two smallest yields for Care 51. but those values of Y occur with relatively high values of X.43 and 3.70 3.5.99 .400. which is somewhat lower than before.3.32 13.5. a value that is exceeded by three runs with A and by five runs with B. After adjusting for the covariate.6.1589 0.99. In the next section. and we cannot conclude on the basis of that analysis that the treatments differ. 3.40 2. S.0 A 2.6512.5 e B A A A e e Be A B A8 B 49. namely.1.77 10.5.5. we show how the figures in table 16. B = 52.81 MS 70.8331 7. If.3 shows the printout from an analysis of covariance program. and S2 = 0. which is much lower.3 are obtained. we adjust for the amount of impurity on each run by the analysis of covariance.00 Percent impurity 3.6512 = 10. Plot of yield vs. impurity. give a significant value of F.32. The treatment averages were A = 51.02 100.30 l'igure 16.60 3. c = 53.83 14. however.

2) The common slope of the three lines is hi = {3.66 = 0.s rather than just one line is 27.6.2.6023 0.02 = 14.651 F 44.024 100.919 -3. and b 3 = 1L3.02. Predictor Constant Xl X2 X3 s = 0.1.3454 0.92 .6.000 .S070 Coef.6. We tlrst fit a single straight line through all 24 observations with the model (16. we refer back to the one-way analysis of variance.8799 R2 St.13.3. 1. see the accompanying table 16.32.270 THE ANALYSIS OF VARIANCE 16.2).dev. table 16.88 X3.3. X3 = I if the observation is made with catalyst C and zero otherwise.1. Let Xl denote the percentage of the impurity present in a run. on the other hand.871 Analysis of Variance. The reduction in S" achieved by considering three separate parallel line. b 2 = iL2 . SOURCE OF Regression 3 Error 20 TOTAL 23 SS R7.5. X2 == 1 for B.263 0. 61.4035 0. The reduction in Se that occurs when we include the covariate is Table 16. one for each treatment. Xl = Impurity. Regression The equation is Y = 61.813 MS 29.7445 1. Sr drops to 13.3 can be seen if we approach the problem from the point of view of regression. (16.1) The sum of squares for error about this line is 27. The following model fits three parallel lines to the data.ILl' With this model.6.94 P 0.10.5. We next introduce two indicator variables: X 2 = 1 if the observation is made with catalyst B and zero otherwise. THE ANALYSIS OF COVARIANCE AND RE(. If.86. b o = ILl' the intercept for the line for the first treatment.ILl.744 X2 + 1. the sum of squares for error when we ignored the covariate was 83.07 . equation (16.048 0.789 13.6.43 1.5.34 .4038 t-ratio 59.60 Xl + 0.85 4.342.RESSION The rationale for the analysis of covariance table 16. This is the (adjusted) sum of squares for treatments in table 16. X3 = 1 for C.6.

13. We conclude that catalysts A ami H do not differ significantly.4 86.5 77. but that C gives significantly higher yields than A.YJ 170 == 2. QUANTITATIVE FACTORS In section 15. 1. Polymer Yields Temperature 220 230 240 250 260 270 Yields 60. 16. ? L zi Table 16.5 85.7 8\. -I.2 58. The term quantitative is used for a factor whose levels are expressed as quantities. which is repeated as table 16. and 5..00 " = -84.7 80. e.86 . we introduced an example in which a quadratic polynomial was fitted to the yields of a polymer plant.271 QUANTITATIVE I'ACTORS 83.801.44 . The analysis of variance table for all 24 observations is shown in table 16.V) = -75. The corresponding slim of squares is z.6 86.00. Since 1. 22 zi the factor 4 in the numerator is the numher of ohservations that were made at each level of temperature.6 84.9 83.10.5471. the linear polynomial.1 77.7.02 == 70. We recall.85 < 2.9 80.1.5.7.1 86.66 for C.1 85. Plymouth. and Chevrolet.3 72. We look at it again as an example of one-way analysis of variance with a factor. we can take components with single degrees of freedom for the linear and quadratic trends. we cannot conclude that b l "" 0.85 for B and 4. Out of the sum of squares between temperatures. The data were shown in table 15.7.Lz .7. were -5.3 71. We notice that the I-values for the two indicator variables arc 1. or that J.12.1.1 for convenience. We can also establish by similar calculations that C gives signifkantly higher yields than B. as opposed to a qualitative factor whose levels are not numerical. A similar argument defines the quadratic contrast as L (Z\I.Il-\ "" O.3. The coefficient in the regression equation was E (z I. that has six levels.3 72. This quantity (allowing for some roundoff error) appears in table 16. -3.9 57.62.5 and the corresponding sum of squares as 5 Q == 4(quadratic c()ntrast)~ 22.12.4 85.2.g. temperature.5 79.3 as the (adjusted) sum of squares for the covariate.5 84.= 271. with E = 70.84.2 59. := 4(linear contrast)2 = 1816.6 70. make of car with levels Ford. that the values taken by Z\. 51.2 77.7 . from section 15.

Y" are orthogonal if E a. Single degrees of freedom for orthogonal contrasts can also be isolated with qualitative factors. Chevrolet. F(3.b. Mazda. = O. The contrast compares the American cars as a group to the foreign cars. The F statistic. with n ohservations on each make.62 F 271. Its sum of squares is nA2 nA2 SA=6=~ 2 ' L. Plymouth. Mercedes.44 6. Residual TOTAL OF SS I I 1816.19 = 5.7.19 5. Cubic etc. Temp. Temp.3. The reader will notice that this is the same as the pure error test for goodness of fit that was used in the previous chapter to test the adequacy of the simpler first-degree model.272 THE ANALYSIS OF VARIANCE Table 16.79 MS 1816.62 271. Two contrasts.76/1. and B = E b.44 3 18 23 20. Quad.67 1.44 2129.79 We can now amend the analysis of variance table in table 16.44 MS 421.35 21. and Toyota.19 F 354.2.7.01 2129. 18)::: 6.68 .3. Analysis of Variance SOURCE Lin.76 1. a. A = E ad. Table 16. Suppose that we have as the levels of a qualitative factor six makes of car: Cadillac. Analysis of Variance SOURCE Temperature Residual TOTAL OF 5 18 23 SS 2108.68. Its sum of squares is nB2 nB2 SIl=12=~2' "-' b. indicates that the model with only the quadratic trend is not entirely adequate and that there is still some unexplained curvature..7.29 21. The orthogonal contrast compares the luxury cars to the ordinary cars.

TIle engineer can arrange the data in a rectangular array.27 11. P(3.55 2 3 4 Sum 9.1.89 11. The two new contrasts arc orthogonal.8. The corresponding Fstatistic is F(3.88 lUIS 11. Example 16.48 S.8. We could just as well have five temperatures and six pressures. B can be divided into two contrasts: (luxury vs. ignoring the fact that the observations were made at different pressures.06 43. and makes one run with each combination of temperature and pressure-16 runs in all. The fact that in this example the two factors each have the same number of levels is irrelevant.273 THE TWO-WAY LAYOUT Indeed.59 9.13 . This is called a two-way layout.32 47.70. We can analyze the data as if there were two one-way layouts--one for rows and one for columns.1. = 20. ordinary for imported cars) . with the columns corresponding to the four levels of temperature and the rows to the levels of pressure. A Two-Way Layout Temperature Pressure 1 2 3 4 Sum 8.f.I7 13.44 12. A.49.W 40. a one-way analysis for Table 16.47 41.11 49.99 40. 16.1. Similarly.95 to.96 11.8.84 = 1.97 174. at four levels each. ordinary for American cars) and (luxury vs. 12) which is not significant.8.67 = 1. The analysis is illustrated in the following example. THE TWO-WAY LAYOUT Suppose that a chemical engineer wants to investigate two factors. If we were to make a one-way analysis for the temperatures. both to one another and to the first contrast.28 44. temperature and pressure.60 9. The data set for an experiment like that which has just been described is shown in table 16. = 3.10 40.76 9.52 with 3 d.03 11.f. we would get S( = 8. 12) 2.06 with 12 d.54 12. and S.

denote the sum of the observations at the ith level of A and T. Two-Way ANOVA SOURCE temp. or we can. we can take out of the total sum of squares both the sum of squares for temperatures and the sum of squares for pressures and obtain the following ANOVA table.936 28. for the sum of squares for error.839 5. and (0 . Each temperature appeared exactly once with each pressure.8.126 4. the two factors arc said to be orthogonal to one another. However. Orthogonality is a very important property in .f.200 the pressures.274 THE ANALYSIS OF VARJANCE Table 16.. and similar contrasts for the pressures. error TOTAL DF 3 3 9 15 SS 8.. for B. we let T.2.1) d./ has dropped to 0.I d. h . there will be a .042 0.9.4 to see which temperatures differ.86. Then the sums of squares for A and Bare and The sum of squares for error is obtained hy subtraction as o 16. To compute the sums of squares for A and for B. table 16. contrasts for linear temperatures. and so when two temperatures are compared. if appropriate. ignoring temperatures. where there are two factors. quadratic temperatures.518 15. In the general case. The F statistics are compared to the tabulated value F*(3. We can go ahead and apply the methods of section 16. This balance has the technical name of orthogonality. ORTHOGONALITY The reason that we were able to take out the sums of squares for each of the two factors in the prior example is that the experiment was balanced. and we now conclude that there are differences both between temperatures and between pressures.180 9. A and B. J denote the sum of the ohservations at the jth level of B. Notice that the value of . respectively. apply the methods of section 16." and vice versa.8.580 MS 2.l)(b . 9) = 3. press.548 from its earlier value of 1.L for the sum of squares for A. also does not give a significant F value.2.67 when we looked at temperature alone. with a and b levels.f. the pressures "cancel out. and cubic temperature.f.I d.548 F 5.7 and take out single d.

'4 = c.520 = -0.Ml .1) where m represents an overall mean.048 -0.868 .9.9. and we will see morc of it in the next three chapters. 174.615.337.936.040 -0. '2 = = -0.325 0. Residuals -0.570 0.105. is the extra contribution for being in the jth column.9.082 0.055 0. We can use the following model for the observation in the ith row and the jth column: (16. " is the extra contribution for being in the ith row. there is a total of nine cells that can be filled freely. the entries in the other seven cells are forced by the conditions that the rows and the columns sum to zero. and the residual in that cell is 8. average. C4 = -0. the fourth is fixed.495 . given the first three entries in each row.868.017.=+1. The sum of the squared residuals is indeed 4.2.95 -.1. the first three entries are random. The sums of the residuals in each row and in each column are identically zero.625 -0.9. We can now see why the sum of squarcs for error has nine d.0. CI We can go further and calculate an estimated value for the observation in row i and column j as so that . .13/16:: 10.160 -0. " = -O.570.701 1. For we subtract the grand average from the avcHlge of the observations in the first row: 'I' 'I = ·-0.8. Similarly. -0.520.495 = 9. similarly.603 0.275 ORTHOGONALITY Table 16.061 0. Thus. C2 = +0. or grand.883. The complete set of residuals is shown in table 16.277 -1.485 0. In each of the first three columns. +1. m is estimated by the overall. arc both identically zero.f. but the fourth is fixed because the column total must be zero. In our example.257 (J.0.1. as was shown in table 16.484 an experimental design.911 = 10.858. and c.5S7 -0.883 . The sum of the " and the sum of the c.

Instead of taking 2n units of raw material and assigning n to each treatment. and so on. Then the agronomist would take n plots and sow variety A in them.0 87. Thc technical term used for the strips is blocks. Our engineer.11. of plots available. INTERACTION The model.0 70.0 49.10. we should.0 45. and so the field might be divided into strips of u plots each that arc fairly homogeneous and each variety planted in one plot chosen at random from each strip. The name carries over to engineering applications.0 34.9. and the batches are the blocks. and. We can return to our example and replace the word pressure by the word block and go through exactly the same calculations. The portions of raw material play the role of the agronomist's plots. But often there is considerable variation in fertility over the whole field. and assign one of the portions to each treatment. divide each batch into ( equal portions. similarly for each of the other varieties.0 55. then a column term.0 8H.276 THE ANALYSIS OF VARIANCE 16. we treat the blocks as if they were the levels of a second factor. A semiconductor manufacturer could take a boat that holds 32 wafers in an oven and load it with J6 wafers that have received one treatment and 16 that have received another. and the experiment is called a randomized complete block experiment.0 57.0 70. Filling Weights of Cans 68. In the analysis.0 52.0 52. if possible.0 73. take n units.0 61. One experimental design would be to choose the n plots for A at random from the total number.0 65.1.0 32. 16. equation (16.0 84.0 4!U) 36.0 47.0 65. n for variety 8. it is important that each treatment appear the same number of times in each block in order to achieve orthogonality-to make treatments orthogonal to blocks. Again.0 56. might take n batches of raw material.O 52. split each unit in half.0 50.0 40.0 52.0 .0 75. we add to the mean first a row term. An agronomist who is carrying out an experiment to compare v varieties of barley would divide a field into plots. he would call it a split lot.0 51. and run one-half with one treatment and the second half with the other.11. who wants to compare t treatments.0 45. we noted that the precision of the experiment can be improved by pairing.1). Table 16. RANDOMIZED COMPLETE BLOCKS In our discussion in chapter eight of the two-sample (-test. Uti. that we have used so far is a simple additive model.0 50.

11.50 "17. There is no significant difference between heads.40 -6.30 7. When there is only one observation in each cell. like the residuals in a regression.11.70 0 . because its column contains the four largest residuals. no matter what the pressure. but rigid.217 INTERAC'TION Table 16. E.47 -26.13 8.11. which is discussed in the next section. We can sometimes. The failure of the data to follow this simple.50 2.33 4.3. with the benefit of hindsight. but it is easier to spot this kind of anomaly from the table of residuals.2. we see that head 5 exhibits some very erratic behavior.11. This implies that the improvement in yield by increasing the temperature from level 1 to level 2 is the same. But when we look at the residuals.70 5.l. O. When there are several observations in each cell of our array. Example 16.1 are the coded weights of the amount of drink that the head put into the can. The data shown in table 16.00 l.3. It can be argued.70 -4. and is correspondingly inflated.67 -5.90 -7.2. should not show any pattern.00 ·-1.20 -0. The analysis of variance table is table 16.47 -8. we have no such test. that we could have spotted this peculiar behavior by looking carefully at table 16.93 7.11.60 -6. pattern is called interaction.13 15.28 245.07 130. It is also rather restrictive because it implies that the amount added to each observation because it is in the first column is the same in every row.90 -4. The sum of squares for error measures both interaction and error. ANOVA Table SOURCE times heads error TOTAL OF 4 5 20 29 SS 2601.12 5.88 finally. Snee (1973) reported an investigation of the heads of a multi head machine for filling cans of a soft drink.20 23.30 7.27 -0.13 1225.10 6. Ott and R. They took samples of cans filled by six heads of the machine every hour for five hours.97 MS F 650. Residuals 4. however. R.37 2602.27 1.13 -4.07 9. Perhaps so. we have a test for the existence of interaction.1. an error term.20 -8. spot interaction by examining the table of residuals. Table 16.47 6428. The residuals in the table.30 -0.47 -2.11.10 0.11. or nonadditivity. table 16.

00 70. i. To compute the sums of squares for A and for B. 77 78 80 R2 80 83 '157 89 656 3. Consider an experiment with two factors. INTERACTION WITH SEVERAL OBSERVATIONS IN EACH CEU~ When there are several observations per cell.1. The sum of squares for error is then obtained by subtraction as Sc "" Sy .Sb . The analysis of variance table is table 16.2.12.79 3.25 174.00 MS 21.Sa .12. Example 16. we let T" denote the sum of the observations at the ilh level of A and the jth level of B.Sab .00 330.e.12.00 11. Data II III IV Ruw sum J. This is done in the same way as in regression. Then the sums of squares arc the following: Sb = L ( :r: J ) - C.278 THE ANALYSIS OF VARIANCE Table 16. Analysis of Variance SOURCE A B AxB Error TOTAL df 2 3 6 12 23 SS 42.12.2. where we divided the residual sum of squares into two portions: pure error and goodness of fit. The data are shown in table 16. in the ijth cell. Table 16.12. RO 7'15 81 78 8R 86 Rl 657 85 477 491 503 521 1992 Cu\. R3 RI R6 R4 85 82 90 88 679 2..1. A (rows) with three levels and B (columns) with four levels. one due to interaction and the other to error.13 58. we can split the residual sum of squares into two components. totals 16. and two observations in each cell.12.29 .75 43.58 F 3.1.

1 for B.12. h . for the slim of squares for error. We note that in every column save the third. . 83. and Care computed as before.1) d. f.. To see this more clearly.3.5 89 77. table 16.L for the AB interaction and the remaining ah(r . Cell Means 82 85 83. perhaps. is significant. which arc now denoted by 1'. and have a . and so on . THREE FACTORS With three factors. there will be ahr . 12) = 3.1 d. . /c' Then So = 2: T.1. T. b .5 79. for A. and c levels each. we look at the cell means. 3. b. the mean in the first row is at least three points higher than the mean in the last row. A and B.1.29. the jth level of B.5 88 83.L for the total sum of squares.279 THREE FACroRS Table 16. the interaction sums of squares are given by .5 86. the last cell is appreciably higher than the others.l)(b .5 The value of the F ratio. A.-.1 d. and the kth level of C is denoted by Y Ilk' The sums of squares for A. In the general case of two factors.5 79 81 81. J. . and T .b ' . column 4) should be looked at carefully. the analysis proceeds in the same way as for two factors except for some extra terms in the table. o 16. column 3) and. we have a third subscript on the totals. . One suspects that the observations R6. B.12.13. and C at a.5 (row 3.C.00. respectively. B..f. The observation at the ith level of A. F*(6. together with (a .f. and c . This will be divided by the ANOVA calculations into a-I d.3. and r observations in each cell.5 (row 3. . with a and b levels. In the Ilrst two rows.. c Similarly. and there is dear evidence of interaction.1) d. as before.

five. in sequence. pausing after each to decide where to go next. the remainder is the sum of squares for error.Ibrm. There arc two reasons for this. one after another. these calculations were tedious. 16. These remarks are. Sabe' which will have (al)(b -l)(c .1) d. Years ago.1. we turn to a group of factorial experiments that are commonly used in industry--experiments with several factors at only two or three levels-and develop some of the strategy of sequential experimentation. Do the gasolines differ significantly in their octane numbers? Can you recognize any of the gasolines as being different from the others? . In the next chapter. but they point out a fundamental difference in experimental strategies in the two fields. or six levels is more appropriate to agriculture than to engineering.2. of course. In the formulas for the sums of squares. then the agronomist has to wait until the end of the season to harvest the data.1) d. SEVERAL FACTORS The methods presented in this chapter for the two.f. we can also take out a component for the three-factor interaction. the agronomist has to plant all the plots together in the spring and the plants grow side by side. . The engineer makes runs. and is therefore more able to conduct a series of small experiments. The large factorial experiment with several factors at four. A research engineer for an oil company wants to compare four gasolines. generalities. they are easily done for us on a Pc. The engineer makes five determinations of the octane number of each gasoline. Anything omitted has to wait until next year. Nowadays.and three-way layout can be extended to several factors. lbr become T. After all these six terms are subtracted from the total sum of squares. The data are given in the following..14. The cost per plot in the agricultural experiment is usually much cheaper than the cost per run for an engineer. The residual sum of squares is then with abc(m . with m> 1.280 THE ANALYSIS OF VARIANCE If there are m observations per cell.. terms such as Tj2. EXERCISES 16. Furthermore.f.

2 80.1 80.2.7 71. the engineer was not able to make the same number of plant runs with each of the acids.4 SO.5 81. Is there a significant difference between cars? Which gasolines differ? Cars Gasolines A B C D E I 88.2 85.8 80.5 85.0 ~n.0 70. The pcrcentages of product from three sources of raw material follow. Do the sources differ in the amount of product? A = B= C= 72.8 86.1 IV 86.0 86.9 79.4. In another octane study.5 71.7 II 86.9 86.0 V 87.281 EXERCISES B 80.4 16.3. The cnginccr takes live cars and makes one determination of the octane number (on the road) for each gasoline in each car. Carry out the analysis of variance calculations and find which acid differs from the others (if any).7 80. Unfortunately.7 71.8 72.3 81.5 72.4 73.9 72.6 86.7 80.1 86. There were seven samples from the first source and four from each of the other two.1 85. the engineer wants to compare five gasolincs.6 C D 79.0 71.5 88.2 80.6 87.5 72.0 72.1 72. B A 73 75 78 73 C 78 74 79 71 76 78 74 75 79 78 80 81 77 71 16.9 86.6 80.3 A 81.6 16.0 78.3 80.7 89.6 80. Thc figures shown are the percentages of raw matcrial converted to product. An engineer compared acid catalysts from thrcc suppliers in a chemical process at the pilot plant stage.2 86.1 86.2 69.6 87.4 80.3 86.8 87.9 III 88.4 80.5 71.2 .0 79.6 86.6 86.

Temperature Machine I II III IV A B C D E 21.282 THE ANALYSIS OF VARIANCE 16.6 22. Five wafers. We may assume that the .2 25. the columns represent different positions on the wafer.9. 134. 136.7. 3. 125. 126 135.4 Supplier B 130. Three components are tested under each set of conditions. B. Two subcontractors are invited to make five samples of the material prepared by the old method and five samples prepared by the new method.6 24.) 1736 1665 1623 1696 1711 1725 1657 1647 1725 1712 1726 1674 1685 1735 1742 1730 1693 1721 1735 1744 1659 1637 1738 1735 1701 16. were compared for thickness. 127.7 21.1 24. Is there cause from this data to think that there are significant differences between positions on the wafer? Docs the thickness at the center differ from the average thickness on the edge? 16.5 21.0 22.9 21. 137.5 22.5 23. 12R 16. and two power ratings. The components come from two different manufacturers. Is there a difference between the methods? Is there a significant difference between suppliers? Is there significant evidence of interaction? Method Old New Supplier . Analyze the data. A company wishes to consider changing the way in which one of the materials that it uses in its fabrication process is made. 129 125. Positions (columns) 1. 127.7 21. fabricated under different conditions.3 23. Five measurements were made on each wafer. In exercise 16. Do the wafers differ significantly in thickness? (Wafers are rows. the rows correspond to four machines and the columns to nve levels of operating temperature. A. 128.6 23. In a two-way layout. 133.7 26.3 24.6.7 16.8. The response is a measure of the tensile strength of the material and a higher value is desirable.9 23. The measurements in column 5 are made at the center of the wafer.8 22. 124.5. The following data are the lifetimes of components. They are tested at four operating temperatures.2 21. and 4 arc 90 degrees apart on the edge of the wafer.129. C.2 24. 2. 122 12R.6. 126.127.

BI 82 B3 B4 1252 2952 2892 2184 C. 2544 2288 3076 2828 C2 1848 2092 2328 2416 2664 1960 2896 3200 3024 3360 3108 2668 290R 2212 3368 3148 Manufacturer A l C2 CI BI 2088 B2 2452 2824 3172 B1 114 2316 2124 1836 2412 1796 2088 278() 252R 4068 2188 2520 4176 3448 2548 3200 3236 3472 2392 2764 3U64 .283 EXERCISES lifetimes arc normally distributed. Manufacturer A. Which are the important factors? Make a two-way table of means to explain the B*C interaction.

in chapter eighteen. M. Box. His first example dealt with using fertilizers to help in growing potatoes. His three factors were nitrogen. The engineer carefully decides beforehand to make. and Statistical Design and Analysis of experiments by P. P. J. During and after World War II. applications to chemical engineering were developed by George Box and others at Imperial Chemical Industries (ICI). phosphorus. We only have space for an introduction to factorial experiments and their fractions. and W. applications that have come to be associated with the Japanese engineer and statistician G. In this chapter. N. INTRODUCTION Chapter sixteen was a general survey of the analysis of variance. and in chapter nineteen.1. W. which were applied at two levels: zero and four pounds per plot. Hunter. Yates (1937). for example. We turn now more specifically to applications of experimental design to engineering problems. M. Inc CHAPTERSEVENTEEN Design of Experiments: Factorial Experiments at Two Levels 17. one at each of five levels of A <lnd at each of four levels of B. The reader who wishes to go further will find fuller discussions in the books Statistics for Experimenters by G. That design gives a good experiment with the important property of orthogonality. each of which has exactly two levels. and potassium. K. 20 observations. John Copyright © 1990 by John Wiley & Sons. S. An experiment with 11 factors. It ended with a discussion of factorial experiments. is n called a 2 factorial experiment. P. we consider factors at two levels. They were first discussed in a systematic way hy F. using factorial experiments or fractional factorials. especially in manufacturing engineering. who was using them for experiments at the Rothamsted Agricultural Station near London.Statistical Methods in Engineering and Quality Assurance Peter W. Hunter. E. G. John and in articles in stich journals as Technomelrics and the Journal of Quality Technology. The factorial experiments are designed experiments. Taguchi. These experiments playa very important part in modern engineering experimental design. Now they are widely used in 284 . factors with more than two levels.

With four factors. This important property holds for the 2" factorial and will also hold for the fractions that we will use. and it also makes the analysis much simpler. sometimes denoted by t' \ with 32 points. This means that in the analysis. they have been adapted successfully for many years by G. Orthogonality makes it easier for us to understand what is going on in the experiment. Each level of factor A appears the same number of times with each level of factor B.1 factorial would be an experiment in a pilot plant with three factors: temperature at 200 or 300 dcgrees. In the chemical experiment. This reduction in the number of points does not come without cost. thc book by John. EXPERIMENTING ON THE VERTICES OF A CUBE The two experiments that were mentioned in the previous section come from vastly different fields.250 50 pres. 32 runs. A chemical engineering example of a 2. We will see in scction 17. We discuss a one-sixteenth replicate of a 27 factorial. 17.525 25 ' rate . so that when we arc estimating their effects. for example. or balance. the complete factorial calls for 2 x 2 x 2 x 2 = 16 runs. the factors are independent of each other. but they are beyond the scope of this book. Instead of running all 64 points in the factorial. which we denote by 2 7 .10 --2---' . His ideas arc now being applied extensively in the West.2. Taguchi and his associates. That many runs may tax the budget of time or money too highly.EXPERIMENTING ON THE VERTICES OF A CUBE 285 chemical engineering and in the semiconductor industry throughout the world. we can let the three factors be A (tempcraturc): B (pressure): C (flow rate): XI = x2 = X3= temp. which were introduced by David Finney (1945). the latter standing for seven factors at two levels each in eight points. which increases the precision of the estimates. with five factors. we can use averages. 1971). . . and flow rate at 8 or 12 gallons per minute. it is necessary to assume that some of the interactions are zero.4 or 2 7 / / 8. or a quarter replicate with only 16 points. pressure at 500 or 550 pounds per square inch. or half replicate. 64 runs. so we turn to fractional factorials. There arc nonorthogonal fractions that are useful (sec. but thcy are mathematically equivalent. In Japan. Each can be reduced to experimenting on the vertices of a cube with coordinates ±1. factorial experiments have the important property of orthogonality.12 that when we use fractions. and with six factors. As we noted in the previous chapter. we can run a well-planned half fraction.

we can arbitrarily call one of them the low level of the factor "catalyst" and the other the high level. we multiply (1). the one point with all three factors at their low levels is denoted hy (1). then. The extension to more than three factors is obvious. ae. B. The points are usually written in standard order: first (1) and a. The experiment has eight points: (I). bd. abo To add C. bcd. he.3. getting c. we can talk about the high and low levels of the factors. In a 24 factorial. b. we add eight more points: d. In any case. Yates gave a useful notation for denoting the various treatment combinations. ac. h = 52. The notation serves double duty. The point with A. we can let A.286 DESIGN OF EXPERIMENTS: FACTORIAl. Each vertex of the cube represents a set of operating conditions. a = 48. abd. sometimes called a treatment combination. A~ EXAMPLE OF A 22 EXPERIMENT Suppose (1) = 36. P. 17. With more than three factors. a.2)/2. at its high level and the other two factors at their low levels is denoted by a. Many agronomists use levels 0 and 1 rather than ± 1. and K. The point with A and B at high levels and C at its low level is denoted by abo The point with all three factors at their high levels is abc. and also the observation (or average of the observations) made under those conditions. c. a. h. and ab by c. ah. and abc.ls by 1 and 2. cd. and abc. If a factor is qualitative. = (amount . and C correspond to N. as we will see shortly. This formulation of the experiment was introduced by the scientists at leI. With only two factors. such as a choice he tween sodium hydroxide and potassium hydroxide as a catalyst. multiplying by b to include the second factor. h. be. we are. experimenting at the vertices of a unit square. aed. and ah = 54. ad. The letter b denotes both the point with high B and low A and low C. We can present the data at the vertices of a square as follows: lib = 54 (1) = 36 a = 48 The (main) effect of the factor A is the average of the runs at high A minus the average of the runs at low A: . respectively. EXPERIMENTS AT TWO LEVELS In the potato experiment. Taguchi denotes the leve. In the three-factor experiment. and abed. we are experimenting at the vertices of an n-dimensional hypercube. with X.

ll.4. X has two columns corresponding to A and B and four rows corresponding to (1). b.52 = 2. Interaction plot.52 + 36 = -10 .12"'. the interaction is (2 . and ohtained (lib .(1) = 48 . In this example.[b .1. The interaction can be displayed graphically in an interaction plot. X. The difference is 2 .48 . The main effect of B is similarly defined: 36 + 48 _ 1 0 _ 52 + 54 2 2 -1 . We could just as well have compared the effect of changing the level of B at high A and low A. the effect of A is II .3.instead of + 1 and -1.-10. figure 17. If there were no interaction. is an array that shows the levels of the factors at the points of the design.(1)l = 54 .1'. at low 13. Is the A effect the same at low 8 as it is at high 8'! Do we get the same improvement in yield with a ten degree increase in temperature at high pressure as we do at low pressure? At high B.3.b = 54 . THE DESIGN MATRIX The design matrix.36 = 12.0-44. B'- Since there are two levels for each factor. The A B interaction is a measure of the failure of the simple additive model. each of these effects has I d. .0. .0=7.287 THE DESIGN MATRIX A= 48 + 54 36 + 52 2 2 =51.a) -. 17. w-----------------------------------~=:~ ab54 b 52 48 (\) 36 High b Lowb Figure 17. and abo We usually write + and . the two lines on the plot would he parallel. the effect of A is ab .1.12)/2 = -5.

Xl X2 XI X2 + X== + + + + + Notice that every pair of columns contains (-1. An important consequence of the orthogonality of the design is that we are able to increase the precision of the estimates by using averages in this way. the estimates of the effects are obtained by dividing the appropriate contrast by N /2 or 2" -I. The numerators of the fractions that give the estimates are called the A. abe . be.: (X2 = +1) . + 1) exactly one time.5. ac. (-1. -1). c. This is orthogonality.L (x 2 = -1) 2 -.: (XI == +1) . ab. 17.2. a. -1). We can add another column to the design matrix to correspond to the interaction term. and AB contrasts.: (XI = -1) 2 md 2. We note also that so that AB corresponds to the product X I X 2 . b. In the general 2" design. THREE FACTORS With three factors there are eight points. and ( + J. which can be represented as the vertices of a cube. +1). (l ). There are seven effects .288 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS A B (1) X= y= + + + + + a b ab The estimated main effects can be obtained by multiplying the vector Y /2 on the left by the transpose of X: A= B= 2. (+1. B.

ignoring B. and e contrasts are calculated by multiplying the Y vector hy the appropriate column of the data matrix. AC (XIX)). Table 17. and the three two-factor interactions: AB (X 1X 2 ). is the coded yield of product. B. B = 7. we can make columns for XIX".S. B. Their estimates are obtained by dividing their contrasts by 4. and BC (X 2X 3 ). Y. There arc the three main effects. temperature. To calculate the contrasts for the interactions. acid strength.1.f. This is shown in tahle ]7. each corresponding to one of the seven d. The A. and ABC = 4. .5. The interactions are AB == 4/4 =: 1.1 A (XI) IJ (xJ y C (Xl) (1) (l b ah 40 48 54 56 + + + + + + + + + + (" lie + be abe + A -40 +48 -54 +56 -44 +84 -42 +92 +100 B -40 -48 +54 +56 -44 -84 +42 44 84 42 92 C +92 -40 ···48 -54 -56 +44 +84 +42 +92 +28 +64 The main effects are obtained by dividing these contrasts hy 4. They are A = 25. The three factors were A. This data comes from a chemical experiment. The response. The design matrix and the data are given in table 17. and C. pressure. Example 17.2.289 THREE FAC.5.ORS of interest. AC = 20. and C = 16.I. An explanation for the apparently large A C interaction can he found either by making an interaction plot or by making a 2 x 2 table of the totals for the four sets of levels of A and C. He = -4.5. A. B. and e. X I X 3 ' and X 2X 3 ' and then proceed in the same way.

THE REGRESSION MODEL The calculations of section 17.10 = 100 o < 17.5.6.94) = 110 .1) .6. They can be madc more easily on a PC by using a regression program to fit the following model: y:= f30 + {31X 1 + {32 x Z + {31 X 1 + f3J2XIX~ + f313 x l x 3 + f323X2x3 + e.2 AS AC (XIX~) < (x IX~) + + BC (X2X.290 DESIGN OF EXPERIMENTS: FACroRIAL EXPERIMENTS AT TWO LEVELS Table 17.86) . (17.5.(104. although simple.) Y --~~-~---< (I) a b ab c ac be abc + + 40 4g 54 56 44 84 42 + + 92 + + + + + + AB AC BC +40 -48 -54 +56 +40 -48 +54 < 56 +40 +48 -54 +44 -44 -84 -42 +92 +g4 -42 192 -44 -84 +42 +92 +4 +80 --16 -56 C A I Iigh Low Total Low lO4 94 High 176 86 180 198 262 460 Total 280 The A C contrast is (176 . can be tedious and error-prone when the number of factors increases.

50 Analysis of Variance SOURCE DF Regression 6 Error I TOTAL 7 xlx2 + 10.00 F 14.1.6.6.g.00 32. including the constant term.00 x2x3 SS 2694.5 xl + 3. we will restrict the word interaction to mean only two-factor interactions unless we make a specitic statement to the contrary.50 x2 + g. We could add another term.291 THE REGRESSION MODEL The coefficients in the regression equation are multiplied by 2 to obtain the effects.202 .2.00 2726.03 P 0. This is illustrated in tahle 17.00 MS 449. That would make a model with eight terms. which would force a perfect fit. flI23X)X2X3' to eljuation (17.0 x Ix3 .6..OO x3 + 0. corresponding to the three-factor interaction. the estimates of the main effects and of the two-factor interactions will be the same whether we include or exclude the higher-order interactions. We usually make the working Clssumption that interactions involving three or more factors are negligible a priori and omit them from the model. Fitting the Regression Model for a 2 Factorial MTB >set xl in cl DATA> -1 + 1 -1 + 1 -I + 1 -1 + 1 DATA>end MTB > set x2 in c2 DATA> -) -1 + 1 + 1 -1 -1 + 1 + 1 DATA>end MTB > set x3 in c3 DATA> -1 -1 ·-1 -1 +1 + 1 +1 +1 DATA>end MTB > let c4 = c1 *c2 (This puts xlx2 in c4) MTB > let c5 = cI *c3 (This puts xlx3 in c5) MTB > let c6 = c2*c3 (This puts x2x3 in c6) MTB > set y in c10 DATA> 40 4g 54 56 44 84 42 92 DATA>end MTB > name cl 'xl' c2 'x2' c3 'x3' c4 'x Ix2' c5 'xIx3' c6 'x2x3' MTB > regress c 10 6 c1-c6 The regression equation is y = 57.5 + 12. and eight points. A = 2{3j. It is important to note that because of the orthogonality of the design. For the remainder of this book.1).00 32. which is an edited regression printout from Minitab. ABC. e. I. 3 Table 17.

They contain + 1. Yates (1937) presented an algorithm for calculating all the contrasts simultaneously. and --1. and abc. +1 twice. sec tahle 17. In this section. we can rewrite the design matrix to incorporate columns for the higher order terms.6. we notice the orthogonality.b. ab. through column n + 1). c. We mention this again in section 17. followed by the differences: a . ac + c. which appears in the first place. we illustrate the algorithm by applying it to the 2 3 example of section 17. the total of their sums of squares can provide us with an error term. together with the grand total. + 1 twice. When we omit the higher-order interactions from the model.5. 17. a.(1). With the model that includes all the interactions.6. YATES' ALGORITHM This is another way of calculating the contrasts that docs not require a PC with a regression program. ac .9.7. we divide every entry in column 3 by 4. Column 4 contains the contrasts in the standard order.7. -1. including those with more than two factors.5. and enter them in column 1 of the work sheet. in order.2 A B 2 (1) a b ab AB 3 C 4 + AC 5 Be ABC 6 7 + + + + + + + c (Ie + be abe + + + + + + + + + + + + + + + + + + + + The sum of squares for an effect is obtained by squaring the contrast and dividing by 2" (or. b. except for the total. and abe + be. -1 twice. Take any pair of columns. be. Thc differences are always taken in the same way-the second observation minus the first. The first step in the algorithm is to writc the observations in the standard order: (1). Again.be. are the sums: a + (1).292 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS Table 17. by squaring the effect and multiplying by 2"-2). ab . Column 2 is made up of sums and differences of pairs of observations. as we did in section 17. ab + b. We then go through repetitive cycles of adding and subtracting. and then column 4 from column 3.2. and abc . . -1 twice. It is much faster than computing each contrast separately.c. Column 3 is ohtained from column 2 in the same way. ae. (In a 2" factorial. the operation is continued for n cycles.1. see table 17. equivalently. In column 5. the entries. + 1.

the weight of the sample. C. these are the effects. We can argue that an effect will not be significant unless the absolute value of its estimate is greater than twice its standard deviation: ()' leffectl > V2"-*. Column 1 contains the data. column 5 the estimated effects. these are the sums of squares for the effects.8. C. A sample of the compound is placed in a vat and mixed with heads driven by a motor. The output from applying Yates' algorithm is shown in table 17. 17. and D..- This is sometimes called the minimum hurdle. the temperature of the vat. column 4 the contrasts. He was investigating the homogeneity of mixing a vinyl compound used in manufacturing tires.5 25 7 4 1 64 16 20 -4 4 61 26450 Mean 1250 A 98 B 2 AB 512 C 800 AC 32 Be 32 ABC . Yates' Algorithm for 2 3 C 3 41 8X 198 460 110 262 IOO 128 iO 28 90 22 6 -6 80 -16 10 16 2 c 40 48 54 56 44 ac 1:14 134 8 2 be abc 42 92 40 50 (1 ) a b ab 5' 57. and 2-'. whether the sample is preheated (no = low. The response recorded is the torque of the motor when the heads are running at a constant speed. AN EXAMPLE WITH FOUR FACTORS These data come from an experiment conducted by A.293 AN EXAMPLE WITH FOUR FACTORS Table 17. . we can argue as follows. Its variance is (}'2/8 + (}'~/8 = (}'2/4. yes = high).-2. It is clear that the main effects of Band D are very much bigger than the other effects. an effect is the difference between two averages of eight points each. the speed of the motor. Church (1966) at the General Tire and Rubber Company.7. With 2" points. we should divide the contrasts by 2" -\ and their squares by 2". and that those two factors arc surely important.8. the variance of an effect is u 2/2. With 16 points.1. Column 6 is made by squaring the entries in column 4 and dividing them by 8. In the general case.1. and column 6 the sums of squares. 2 . An engineer who plans to conduct several 3 4 factorial experiments can make macros for 2 . which is divided by 8. The four factors are A. B. It is also clear that C is unimportant. What about A and AB? If we know u.

BCD. In the example in the previous section. interactions with three or more factors arc negligiblc.c .50 20. it can be estimated by taking duplicate observations at the points of the fraction or by taking scveral center points.75 15. i. ACD. This gives a pooled sum of squares 5625 + 900 + 2756 + 16. Yates' Algorithm for the Church Data OBS (1) a h ab c ac bc ahc d ad bd abd cd aed bed abed DATA 1460 1345 990 1075 1455 1330 1000 1065 2235 2070 1795 1730 2540 2100 1700 1670 CONTRAST 25560 -790 -3510 900 160 -270 -470 300 6120 -610 -590 120 200 -210 -510 320 EFFECT 3195.75 37.61.294 OESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT lWO LEVELS Table 17.00 SS 40832100 39006 770006 50625 1600 4556 13806 5625 2340900 23256 21756 900 2500 2756 16256 6400 RANK 16 12 A 14 B 13 AB 2 C 5 8 6 15 D 11 10 1 3 4 9 7 17. The following alternative procedure is sometimes suggested. must bc due only to noise.5) is 6. points where each x. In the absence of such duplicates. ESTIMATIN(.256 + 6400 = 31. is midway hetween -1 and + 1. Instead of restricting themselves to using the higher interactions for the error term. This is what happens when we use a regression model that has terms only for thc main cffects and the two-factor interactions. too. whence 52 = 6387.9.25 -73. one could then declare as significant any effect whose sum of squares exceeds 6. ABO. and so we can pool them to give us a sum of squares for error.8.00 -98. and ABCD. The 5% value for F( 1. It is fraught with danger and should 1101 be used.00 -76. we have a problem. as a working rule.937.75 -58.75 -438.00 25. A traditional approach is to decide that.75 112.00 ---33. .50 765.75 40.1. we would pool the sums of squares for ABC. THE VARIANCE If (T is unknown.25 -63. Their sums of squares. and come very near to declaring A to be significant.. engineers might set some arbitrary ad hoc level of smallness and pool all the effects that arc less than that standard.00 -26. therefore.61 x 6387 = 42218. and AB to be significant. We would thus declare D. E.

17. The list contains six effects: A. /. totaling 24. 7) is 5. (A similar phenomenon occurs in comparing all the treatments in the one-way analysis of variance. This has lately given way to normal plots.10. in which he plotted the absolute values of the effects.000. sec section 16. the engineer might decide that W. and BD! The risk in this procedure is that we are using a hiased estimate.9 was a standard procedure until 30 years ago. ABC.OOO is a fairly low value for a sum of squares in this group and pool all sums of squares that are less than 10. AB.337 with 7 d. B. beginning with Cuthhert Daniel's (1959) halfnormal plot.59 x 3477 = 19436. NORMAL PLOTS The procedure that was described in the first part of section 17. it led to the introduction of alternatives to Fisher's least significant difference.295 NORMAL PLOTS In this example.2 ** * • * 2 0.59 and we should declare any effect to be significant if its sum of squares exceeds 5. AD. 750 .4. We introduce it when we construct the pooled sum of squares by loading it with the smallest terms that we can find.L and / = 3477. The bias makes the estimate too low.0 * * * -1.1. of the variance in the denominator of the F statistics. AC. when it hecame apparent that it led engineers to declare too many false significant effects.1 contrasts for the various effects are orthogonal to one another and are linear combinations of D * 1.) Since then statisticians have turned more toward graphical procedures. ACD. That would give a pool consisting of C. Thc rationale of the normal plot is that the 2" . ABD. Normal plot for Church data (2'). D.2 * ** * B * -500 -250 o 250 500 Figure 17.10. The 5% value of F( I. and ABCD. CD.

and thus accommodate seven factors in eight runs? The answer is yes. use those four degrees of freedom for extra factors. seven degrees of freedom. The only other way to add a third column that is orthogonal to the first two is to use . either positive or negative.296 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS normal variables. a. each with variance 2n(J2 and zero expectation. but the points for the large effects will appear as outliers. We used three of those degrees of freedom for the main effects of factors and the other four for interactions. If we were to plot them on normal probability paper. including A and AB. Figure 17. and abc. THREE FACTORS IN FOUR RUNS The complete two-factor design has four runs with three degrees of freedom. the points ought to lie more or less on a straight line. The three columns are orthogonal. We added a third column to the design matrix to include the interaction.1 independent normal random variables. The famous 7 4 industrial statistician Cuthbert Daniel would call it a 2 . as in chapter five. lie on a straight line. instead. If there are a few large effects. hence. 17. Could we.a . If the effects were all zero. b. Normal scores for the 15 contrasts are calculated by computer. the plotted points for the others will still lie on a line. We get a 2 II4-a half replicate-consisting of the points c. I<'RACTIONS In the 2 3 experiment that we described earlier. or write 27// R-to denote a seven-factor experiment in eight runs. and B on the negative side in the lower left.X 1X 2 instead of +x\x 2 • Suppose that we add a new factor.b 2 .1 is a normal plot for the Church data.10.12. we would have 2" . The estimate of f33 would be half the C contrast: abc + c . They were introduced by Finney (1945). We could go ahead and fit a main-effects model for three factors: y = f30 + f3I Xj + f3 zx 1 + f33 x 3 + e. The normal scores arc then plotted against the actual contrasts. Such designs are called fractional factorials. giving it the values in column 3 of J the matrix. C.11. The complete 27 factorial calls for 2 x 2 x 2 x 2 x 2 x 2 x 2 = 128 runs and we will run only eight-a one-sixteenth fraction. The other contrasts. we had eight observations and.fraction. 17. at a price. It is obvious that there are two extreme contrasts (two significant effects): D on the positive side in the upper right of the plot.

we are obtaining a reduction in the number of runs in our expcriment at a price-we cannot distinguish bctwccn main effects and intcractions. Two factors in a design are orthogonal if the products of their coordinates sum to zero. E X . A design Iikc this in which all the factors are orthogonal to each othcr.6. The technical term for this is that Cis aliased with AB.297 FRACTIONS WITH EIGHT RUNS What price have we paid by doing this? We have set X3 = X I X 2 • The main effect of C is completely confused with the AB interaction. AC with BD. we can say that this fraction is defined by the relationship X 1X 2X 3 = 1. The fourth factor. However. It follows that XI = X 2X 3 ' and so A is aliased with Be. some say confounded. X 1X 2X 3X 4 = +1. equivalently. we must be prepared to assume that it is due to the main effect A and not to the interaction BC.X 2 = E x IX 3 = E xzX 3 = 0. Since x. and C. == 1 at each point. where main effects were aliased with two-factor interactions. is callcd an orthogonal array. the two-factor interactions are aliased in pairs. and be.. and all four main effects are aliased with highcr-order interactions that we arc preparcd to rc¥ard as negligible. by setting X 4 = X1XZXl or. and AD with Be.l. It is a cost that we mayor may not wish to pay.2. If we see a large A contrast.13. or X I X 2X 3 = -]. The design matrix for this half replicate is shown in table 17. AB with CD. Notice that the D column is identical with the ABC column in table 17.:::: -X 1X 2 . B is aliased with AC. factors A and B are orthogonal. Thus. ac. D.x 2 = 0. In that sense. Table 17. If we set x. we obtain the complcmentary half replicate: (l). FRACTIONS WITH EIGHT RUNS Suppose that we were to take thc 2 3 factorial and add a fourth factor.c. 17. In either case. is orthogonal to A. B. we are better off than we were in the 2 I case. if 2: x . D. Similarly. ab.13. i.13. The cost of using the fraction in order to save time and money is that the main effects arc aliased with two-factor intcractions. Taguchi calls them lattices.1 A B C D (1) + + + + + + + + + + + + + + + + ad bd ab cd ae be abed .

we can write the four effects in an alias chain: A + BE + CF + DG . SEVEN FACTORS IN EIGHT RUNS We said earlier that we could obtain an orthogonal array for seven factors in eight runs.298 OESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVF. Table 17. and ABC. are called the defining contrasts. F to AC. We have equated [) to ABC. AB. which define the fraction. we see that we actually have a fraction defined by or.CF = DG. and ignoring the terms with more than two or A = BE "'. by the relationship = ACF = BDF = 1== ABCD == ABE == CDE = ADG BCEF = ADEF = BCG = ACEG = BDEG = ABFG = CDFG = Multiplying through by factors. we have set These products. for new factors.1.14. Taking all the products of these defining contrasts. BC. equivalently.LS 17.1 A efg adg C -I- + F G + + ·1 + + + + I- + I- + D + + + beg abcdefg E + Mf abe cde acf B + + + + + + + + + + + . AC.14. we see that XI EFG = ABCDEFG . and G to Be.14. Alternatively. We take the design matrix for the complete 2 3 factorial and use all four interaction columns. E to AB. That procedure gives us the design in table 17. The main effect A is aliased with three interactions.

and one can confirm from the interaction table.1. chooses four columns of the lattice for the factors. an experiment with four factors. Table 17. which is shown in table 17. we maintain orthogonality and get another fraction in the same family. F= -AC. The engineer who uses this lattice to design. this says that the A B interaction appears in column 3. etc.BE . that this Table 17.and +.DG. i.CF ..15. and G in table 17. and so that column should not be used for C.15. F. for example. The alias chains are changed to A . any factor assigned to column 3 will be aliased with the AB interaction.e.2 shows both the design matrix for this lattice and also the interaction table. and G = .15. It is just that some like to have the base point (1) in their design.14. Taguchi changes the order of the columns and writes 1 and 2 where we have written . From a statistical point of view. That leaves column 7 free for the fourth factor. E = -A8. Suppose column 4 is chosen for C. Suppose that column 1 is chosen for A and column 2 for B. The entry in the interaction table in row (1) and column 2 is 3. He calls the design his L(8) lattice.1 A B + + C + + F + + + G + + + + + + E + + + + + + + + + D + + + t + (1) adef bdeg uhfg edfg ueeg beef abed . and the BC interaction is in column 6.15. we have D = ABC.299 THE L(S) 1.BC. one fraction is as good as the other. THE U8) LATTICE If we multiply the columns for E. This time. The AC interaction is in column 5.ATneR There are six similar chains: B+ AE+ CG + DP C + AF + BG + DE D + AG + BP+ CE E -I- AB + CD + FG F+ AC+ BD+ EG G + AD + BC+ EF 17.1 by -1.

I A 2 B 4 C 7 D 1 2 1 2 1 2 1 2 1 2 1 1 1 1 1 1 2 1 2 2 1 2 2 2 1 2 2 2 2 1 1 2 (1) cd bd be ad ac ab abed This is the design that we obtained before in table 17.1. THE L(l6) LATTICE The method that we used in section 17.J5.2.300 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS Table 17.14. (1) I (3) 1 (5) 5 2 3 (6) 3 2 1 (7) assignment of factors to columns gives a design with main effects clear of interactions. the following design results: Col. No.13. 17. No. can be extended . Seven Factors in 8 Runs Design Matrix for L(8) Col. No. of adding extra factors by equating them to interactions in the basic factorial design. 2 1 3 4 5 6 7 1 1 2 I 1 2 I 2 2 1 2 1 2 1 2 2 1 2 1 2 1 2 2 1 1 2 2 2 2 2 2 2 2 2 2 1 2 1 2 I t 2 2 I I 2 1 2 Interaction Table for L(8) 2 3 4 5 6 7 3 (2) 2 5 6 7 (4) 4 7 6 7 4 6 5 4 Col.16. If the engineer goes through with that assignment of factors.

1. or nearly saturated. I 2 3 (I) 3 (2) 2 1 (3) 4 5 5 4 6 7 7 6 (4) 1 (5) 6 7 7 6 5 5 4 2 3 3 2 (6) 1 (7) 4 8 9 \0 11 12 13 14 15 (8) 9 10 11 11 8 10 9 13 14 12 15 15 12 14 13 1 2 (9) 3 (10) 8 II 13 12 15 14 14 15 12 13 15 14 13 12 8 9 10 11 9 8 11 10 10 11 8 9 11 10 9 8 4 5 6 7 5 4 7 6 6 7 4 5 ( 11) 7 6 5 4 (12) 1 2 3 ( 13) 3 2 (14) I 10 9 8 15 14 13 12 3 2 1 to generate designs for 15 factors in 16 runs.16.16. In designs that are saturated. Fifteen Factors in 16 Runs Design Matrix for L(l6) 2 Col. 17.1. the design is said to be saturated. No. 31 factors in 32 runs.17. SCREENING EXPERIMENTS When all seven columns of the L(8) lattice or all 15 columns of the L(16) lattice are used for factors.301 SCREENING EXPERIMENTS Table 17. No. I 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 1 1 1 2 2 2 2 1 I 1 I 2 2 2 2 3 I 1 1 1 2 2 2 2 2 2 2 2 I 4 2 2 1 1 2 2 1 1 2 2 1 I 2 2 5 6 7 1 1 2 2 1 1 2 2 2 2 1 1 1 1 I 2 2 2 2 1 1 2 2 1 2 2 2 2 2 2 2 2 1 1 2 2 1 1 1 I 2 2 1 8 9 I 1 2 1 2 1 2 1 2 2 1 2 1 2 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 2 10 11 12 I I 2 1 2 2 1 2 1 1 2 1 2 2 1 2 2 1 2 2 1 2 1 2 1 2 2 1 1 2 2 1 1 2 2 1 1 I 2 1 1 2 1 2 \3 2 2 1 1 2 2 1 2 14 15 1 2 2 1 2 2 2 1 2 ] I 1 2 2 1 1 2 I 1 2 1 2 2 1 2 I 1 2 12 13 14 15 1 2 2 I 1 2 2 I 1 2 1 2 2 1 Interactio1l Table for L(16) Col. The L(16) latticc is shown in tablc 17. and so on. the main effects are all aliased with .

1.2 22.76 1. etc.4 26. The engineer assumes that only a few of them will be important.5 2.1.7 1.6 3 43.5 89.8 45.4 1.725 1. they are used mainly for screening experiments. and wants to spot those important factors to be investigated more closely in a subsequent experiment.76 A B AB C AC BC ABC The D effect is . In a screening experiment.175 0.2 4. In this case. we should carry out the algorithm for 2 in ABC and then equate D to . and G = ABC.8 23.53 0.7 7 SS 16.875 -0. 2 (1 ) a(deg) h(dfg) ab(ef) c(efg) ac(df) bc(de) abc( g) 17. the F effect is .6 21.31 11.3 9. The sums of squares are not affected by the changes of sign. F = . we can carry out Yates' al3 gorithm. the /:.2 -2.6 21.9 4.2 24.3 7. 173.225.15 35. The engineer argues that the few important factors will stick up through the undergrowth and be detected. The order of the columns and the assignment of factors to columns is slightly different from the design in table 17.425.05 2.2 19.1. and C by setting D = .6 40.17. (An example of a screening experiment. If we know what defining contrasts were used to ontain the fraction.4 8.8 4 84.075.7 2.8 -4. we have three choices.) An LU. As a consequence.5 5. Table 17.2 19.17.BC.17.AB = +4. The Data A H C D E + + F G (1) adeg bdfg abef cefg aed! bede abel{ + + + + + + + + + + + + + + + + + + + + + + + + + -+ Y 17.15. The lattice and the data are shown in table 17. E = .425 -I.3 -3. To calculate the effects.AC.7 11.6 -13. It is obtained from the 2~ factorial in A.7 18.6 .] -16.' effect is _.2 24.) lattice is used in a screening experiment for seven factors.6 5 6 Eff.7 ]8.70 2.075 2.9 43. Example 17.9 4. the engineer considers a relatively large number of factors.AB.He = -1. and the G effect is + ABC = 2.2 22.275 -4.n5.1.225 1. B.302 DESIGN OF EXPERIMENTS: fACTORIAL EXPERIMENTS AT TWO LEVELS several interactions.4 26. AC = -D.8 23.AB.

Table 17.8 +23.2 -22.6 -21.7 + 1.4 +26.18 +4.14.7 -18.6 +2U! +23. because their defining contrasts have at least four letters.7 + 18.2.6 -21. FOLDOVER DE.2 -24. We see that A.2 +19.303 FOLDOVER DESIGNS Table 17.1 is also a resolution IV design.18. as in section 17. the engineer can use the method of section 17. as does X 1X ZX\X 4X'X"X 7 .1 in the following way.4 +26.1 has resolution 1II because . and the 16 points satisfy the defining relations or 1= ABCD = BCEF = ADEF = ACEG = BDEG = ABFG = CDFG .6 -17.1 + 1l. This procedure is known as folding over.17. In this larger fraction.2 -24.IiIGNS The array in Table 17. Take each point in the first design and change the levels of every factor.2 ~ 19. the main effects are aliased only with higher-order interactions and arc "clear" of two-factor interactions.7 ··HU + \\)..5 or regression.2 -\9. D. The combined fractions form a 16-point design.72 -1. Such fractions are said to have resolution IV.2 -22.2 +24.6 -17.6 +21.7 + \8.8 +23.7 +18.2 +22.6 -17.4 -26.5.4 +26. Then e!g becomes abed. The design in table 17.7 18. The design in table 17.2 122.2 . such as X 1X 2X" drop out.7 + 16.2 -19.17. The three-factor defining contrasts. Calculating the Effects A B C D E F G --17.88 A +4.9 -2.3 +9.6 -21.22 D -0.4 -26.2 +24.9 -4.28 t2.2 +19. and G stand out as candidates for further investigation.2 "24.2 -22.14.6 -1.2 +22.7 +HU -19.4 -26.4 +26.42 G ---------- If the defining contrasts are not known.2 -24.13.. 22.S Dividing by 4: --0. and so on.08 + 2.6 -17. fJ 17.8 +23.8 "23.6.1 can also be obtained from table 17.6 -17.2 + 24.2 shows the calculations for the method of section 17.6 +21.6 -17.6 +21.15.8 23.8 -23.

FRACTIONS WITH 12 POINTS During World War II.19. B to column 2. In resolution III designs.20. 17. D to column 8.20. developed an orthogonal Tahle 17. 17. each twofactor interaction is aliased only with a three-factor interaction. This fraction can be obtained from the L(16) lattice by assigning A to column 1. ae. de. R. ab. bcde. Eleven Factors in 12 runs (PiackeU and Burman. Each main effect is aliased only with a four-factor interaction. some main effects are aliased with two-factor interactions. ce. the two parts combine to form a resolution ]V fraction.304 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS some of its defining contrasts have only three letters. and E to column 15. C to column 4. Whenever a resolution III fraction is folded over. J. Plackett and J. two British statisticians who were engaged in war work. A useful example is the half replicate of the 2~ factorial defined by It consists of 16 points: (1). abde. Burman (1946). abce. abed. acde. ac. be.1. 1946) B C [) E F G H J K 2 1 t 2 1 2 2 1 2 I 1 2 1 2 1 2 I I I 2 I 1 2 2 I I 2 1 2 I I I 2 J 2 2 2 2 1 2 2 2 2 2 1 2 2 1 2 2 2 1 2 2 A 1 2 2 2 I 2 1 2 2 2 2 2 1 2 1 2 2 1 2 1 1 2 2 I 2 2 2 2 I I 2 1 2 2 1 L 1 2 2 2 1 2 2 1 2 2 2 2 1 2 2 1 2 I 2 1 1 2 (1) abde/k bce/Kl acdfgh bdegilj cefhjk dfgjkl aeghkl abfhjl abcgjk bcdhkl acdej/ . P. RESOLUTION V FRACTIONS Thcre are also fractions with resolution Y. bd. in which we can estimate all the main effects and all the two-factor interactions clear of one another. ad. be:. cd.

54. Calculate the contrasts for the main effects in this 24 factorial.2.6. and E.7. 43. abd.1. 58. e. bede. abed. 64. The following data come from a 27 4 fraction. aed. 29.2 .6. and G = -ABCD. 42 efl!. 46. B. bd.4. Match each of the factors with a column in the L(8) array. 40.4 . 40. C.20.1 . abe. 20. adeg. be.2 . be. Note that in some of them you will find that you reach different decisions about which factors are significant depending upon whether you rely upon normal plots or regression! 17. The derivation of this array is quite different from the derivation of the other fractions that we have discussed.305 EXERCISES array for 11 factors in 12 runs. 67. and C contrasts.7. 44.8. These are the data from a 2 3 factorial experiment.0. abeg.2. These 12-point arrays should not be used when there are interactions. a. ae.8. b. Which columns in the L(16) array correspond to the seven factors? (1) 95 def!!.6. abef. 92 c:de 9 beg 90 bdf 65 beef 15 bedg 3 . 24.2. The fraction was constructed by taking a full factorial in A. 48. 26. 42. Which effects are important? 17. This fractional factorial for seven factors in 16 runs was used in investigating a stitch bond process. bdfg. The response measured was the percentage of defective stitches. 49. B.41.6. 20. and what we have said about aliasing does not apply to it. 56. 23. F= -CD. 59.BD.2.2. eefg.0. b.1. Which effects are important'? (1). 49. and setting E = . 46. ad. (1). 26.4 . abc. see table 17.5 . cd.3. ab. Do any of the factors seem to be important? (1). 27. ae. 47. bcd.0 .4. Calculate the contrasts. 43. d. 46.0 17.0.3. aedf.8. EXERCISES These exercises involve 2 n -k factorials. 47.68. e. a. 59. 43.6.0.4 17.6 Calculate the A.2. ab.4.

47. acd.0. hc. F = ACD. An engineer carried out a 2 3 factorial and obtained the following set of data: a.5 .6. 4R. and G = ABD. ahe. be. lib.2. Find a 16-point fraction of a 2" experiment (find an assignment of the six factors to the columns of the L(16) lattice) that will enahle you to estimate A and the five interactions that contain A whether or not the other interactions are zero.7. 56. Suppose that a fifth factor had been added to the example in table 17. assuming that the only interactions that might exist are AB and AC. 5t. Which columns correspond to the interactions? Show that the fraction (1 ).2. so that the fraction was the half replicate defined by XIX2X~X4X5 = -1 and the experimental points became .3 .9.6. abo 52. 44. a. cdc. 46. (1). Which interactions are aliased with A? with f. ae. 47. abc.306 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS ag 94 adef 4 acf 32 acdeg 5 abe 95 abdfg abcefg 24 6 abed 3 Calculate the contrasts and identify the important factors. If you want to estimate AR and CD instead of AB and AC with an L(S) array can you do it? 17.8. Show that you can also estimate the other five main effects if the other interactions are zero. abee meets the requirements.4. C is significant? 17.1. An engineer makes a 16-point fraction for seven factors by setting E == .6.9.5.S. C. 46.6 The experiment is repeated later and provided these data. 44. 56. lIC.? 17. h.8. 47. Find an assignment of factors to columns that achieves this aim.6 Was there a significant difference between the two runnings? Which of thc factors A. 47.7 .l . c. An engineer wishes to look at five factors in an L(R) array. (1). 46. B.5. llhd. 17. 46. bc:. £lC. b. bde. Which points are in the fraction and which interactions are aliased with A? Which columns of the L( 16) lattice give you this fraction? 17.ABCD.2. 56.

He measured two responses: Y1 is the average thickness of the films on four wafers at each set of conditions. ae. Each degree of freedom corresponds to either a main effect or an interaction.4 14. B is the temperature of the photoresist. You can make a normal plot in the usual way.9 12. abde. Which lines in the Yates table now correspond to the main effect of E and to the interactions that contain E? Notice that you now have a saturated fraction. ad. It is clear in exercise 17. they constitute factor D. Three factors were involved. Arc any of the other factors significant'? Are any of your results shown in interactions? 17.4°C and 23.10 that the uniformity is greater at the higher level of the ambient temperature.11. Will the plot that wc made in the text he changed? How could you handle the analysis using regression? What could you use for an error term? 17. abed with the same data. ac.307 EXERCISES (1 ). The wafer is first placed on a cold platc for 30 seconds to stahilize its temperature. Consider the smaller factorial that consists of the eight points at high A. A is the ambient temperature. A. Yz is a measure of the uniformity of the film. Which are the important factors? Is there any significant difference between the two materials? 17.5°C.9 16.7 54.6 33. ce. Fish patties were made at the University of Florida from a fish called mullet.6 65.8 50. Cis the temperature of the cold plate. Then the photoresist material is applied. (1) a b ab c ae be abc 256 767 325 805 389 737 440 942 30.9 Answer the following questions for each of the two responses.1 13. The levels of A were 20. aede. t 11. First the patties were . be.0 44. ab. de. Suppose that we decide to operate at that level of A. bd. be. These data are taken from an example that is quoted by Cornell (1981). He used two different photoresist materials.0 d ad bd abd cd aed bed abed 389 765 412 857 457 738 540 880 36. cd.6 15. KTI 820 (low) and KTI 825 (high). He does not mention the levels of the other factors. McBeth (1989) investigates the effect of three temperatures on the thickness of the film of resist that is put on a wafer.0 32. bede. abce.10.6 42.12.8 55.

14. The factors are A. adg.13. ae.0. C. acde. 28.4 . ac. acd. 67. be. ad. Show that it is a foldover design. 62. bdeg. abe.2. c. 1. bcde. edfg.4. cd. 140. ahe.0.13. 32.6. 68. 73. each at two levels. beef. ae. carbon dioxide. cde. de. 81.32. ace. 3. efg.7 . 36. e. D. 3. b. 64. (l). (1). 29 . ab. 16. 2.4. bee.13. 38. steam. abee. 36. Which are the important factors and interactions? Explain. 55. abc.308 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT TWO LEVELS deep fried (factor A) for 25 or 40 seconds. carbon monoxide. A petroleum engineer investigated dynamic control of the production of synthesis gas from underground coal gasification and determined an accurate rate equation for new catalysts that are resistant to sulfur poisoning by developing a simple model using five factors. be. 17. II . 86. 25 or 40 minutes. bd. 78. 29. 56. d.65. 140. ab. abcdefg. abde. 77. 17 . and not to the others? Make up a two-way table to explain that interaction. hydrogen. 1.84. 47. 17. The term involving A F is also significant. 32.6.9. bdf.0. 66.01 . 15 .7.6 . 63. ede. 62. Which other interactions are aliased with AF? Would you be content to attribute all that sum of squares to AF. the design used was a 25 factorial. 2. a. 120. What interactions are aliased with the main effects of the factors? Show that A and F are significant factors. 13. 4. abede. 67. 41. ade.7. . 4. Fit a model to the data using Z = In(Y) as the response. 68.59.7. abed. adef. 30. 42. 81 . 26. 66. Then they were cooked in an oven at either of two temperatures (factor B). ee. 61. The response recorded was a measure of the hardness of the texture of the patty. abd. Thc data are a. e. beg. 375 or 425 degrees. abed. 39 . 65. 53 .86. ahfg.04. the temperature. Y is the coded rate constant as determined by a complex chemical equation. 59. (I). 61 . acf.8. bcd. Charles Hendrix of Union Carbide gives the following example of a fraction for seven factors in 16 runs. aeeg. abc. be. B. 140 . 23 . bde. for a given time (factor C). b. and E.

-}. AC. b.21. X5::: XIX).15 the responses in the third row (the duplicated portion) are higher than the responses in the first row.1. D.1 . This design is a three-quarter replicate (John.309 EXERCISES 17. 27. We can estimate from the 12 points all four main effects and all six interactions. -}. -1. (1). In the data table in exercise 17. We cannot use Yates' algorithm for this problem. ae. 24. Suppose that the last four points had actually been run a week later using a different batch of raw material. X6 == X 2 X 3 · Make two fits. Notice that AB. + 1.2. abc. e. .3. and from row 2 + row 3.16. -1. letting Xl be the coordinate of A. 25.1 . 23. be. Otto Dykstra (1959) gave an example of partial duplication of a factorial experiment. repeat your analysis. A. '--1.3. AD.9. (1). and C are estimated from the last eight points. 25. and CD are estimated from the first and third rows of the data table. 18. Are the interactions orthogonal to the main effects as they were in the L(8) array? Can you estimate the main effect of A by subtracting the average at low A from the average at high A? 17.3 . 26.S. The values of the predictor variables are Xz X3 -I -J +1 +1 +1 -] +1 -1 +1 -1 +1 +1 XI -·1 +1 -1 -1 +1 --1 +] +1 -I -1 -I +1 -1 +1 --1 +1 -1 -1 +1 +1 --1 -} +1 +1 We can add the interactions in the usual way by letting X 4 ::: X 1X 2 .2. 1(71). ab. 29.6. be. ae. + 1. . which takes the values: -1. and BC are estimated from only the first eight points. and so on. + I. BD. + I.15. 20. ab. We can use multiple regression.6.I.2. and then including the interactions. 25. B. D is estimated by the average of the two estimates from row 1 + row 3. 24. a. . Include raw material as a fourth factor. first with only the terms for main effects.

522. beefgl. 484. dfgjkl. 702. 586. The engineer begins with seven factors in eight runs using an L(8) lattice: (1). The following data come from an experiment using the Plackett and Burman (1946) L(12) lattice in table 17. befg.87 . in standard order: 138 145 149 157 154 166 159 158 124 153 151 148 158 150 152 150 One of the observations seems to be a bad observation.33 . bcdhkl. abgh. bdfh. (1).310 DESIGN Of EXPERIMENTS: FACroRIAL EXPERIMENTS AT TWO LEVELS 17.17. 389 .18. adfg. A 24 experiment has the following data. aeghkl. which are the sets of conditions that minimize and maximize the delay. bceh. 5.08 . 5. 6. Short times are desirahle. and then folds the lattice over and makes eight more runs degh. 6. bedg. 521 . abde.1. aceg. acdfgh. acdh.44 . 452.475. 5.82 . bdeghj. 5. 562. 517 . abcdefgh. cdef. 5.48 . abef~ 568. 4.50 . efgh. aefh. What are those conditions? What would you estimate the delays to be in the two cases? 17. 7. Calculate the contrasts for the 11 factors and decide which are important.02 . 490. 506. .48 . Which is it? What would you suggest as a value to replace it? 17.20. The engineer is interested in finding the hest case and the worst case. 483.55 .55. 5. 399. 561.00 . 7. abcgjk. In a simulation study an engineer measures the delay time of a device. 4. cefhjk.19. abfhjl. acdejl. abdefk.

and the residual and/or A x B interaction with four d. and latter cannot be included because each factor := + 1 at every point. and 2 by To. Therefore. T l • and 1'2' respectively. There is. we will see an argument in favor of this approach when we consider fractionation. TWO FACTORS The two-factor experiment is an ordinary two-way layout with two factors. x.. John Copyright © 1990 by John Wiley & Sons.Statistical Methods in Engineering and Quality Assurance Peter W. In order to incorporate quadratic terms in a model or to estimate operating conditions that optimize a response. 2. they cannot handle quadratic models. we need at least three levels of each factor. each with two degrees of freedom.1.x" etc. for example. that we denote the sum of the observations at A =0. n factors each at three levels. a difference of opinion about notation. we turn to the 3" factorials. 0. M. but not in x. which may be a complete factorial or a fraction.1. 1. The analysis of variance table gives a subdivision into three sums of squares: the main effects of A and B. and that there are N points in the design. Some statisticians denote the three levels by -. but because they have only two levels for each factor.f. The " appears at only two levels. Inc CHAPTER EIGHTEEN Design of Experiments: Factorial Experiments at Several Levels 18. we can break the sum of squares into linear and quadratic components. Others denote them by 1. and +. Yates (1937) used 0.2. FACTORS WITH THREE LEVELS The 2" factorial designs are flexible and powerful. and 2. The model for the 2" contains terms in X" x"x xllx.. each at three levels. and 3. Suppose. again. The linear and quadratic contrasts for A arc given by 311 . We discussed in chapter sixteen how the sum of squares for each factor can be divided into components with single degrees of freedom. 18. In the case of factors at three levels.

and 200sccm. Example 18. uniformity. 0.2. With all the degrees of freedom used for the factors. the other two are left as exercises for the rcader. The nine points in the fraction are shown in table 18. X3 = 2 + 2 = 4. and selectivity. 125. and D is the flow rate of the etching gas. for example. There are four factors: A is the power applied to the cathode. 1987). FRACTIONS: FOUR FACTORS IN NINE POINTS The 34 . 160. B is the pressure in the reaction chamber. etch rate. C is the gap between the anode and cathode. 275. They are as Table 18.1 A B C D 0 0 0 I 1 0 1 2 0 1 2 0 0 1 2 1 2 0 2 I () 0 1 2 2 0 1 1 2 2 I 0 I 2 2 2 . 450. and 550 mTorr.3. and 325 watts. which becomes 1. and 1. which means that the actual numbers are replaced by the remainder when they are divided by 3. The third and fourth factors are introduced by setting X3 = XI + X z and x 4 = 2x\ + x 2 • The sums are then reduced mod(3). C Z F 6 .3. EXPERIMENTS AT SEVERAL LEVELS Lin A = T z . each at three levels. when XI = x 2 = 2.3.1.3.8.2 cm. This example is taken from an experiment to optimize a nitride etch process on a single plasma etcher (Yin and JiIlie. 1.1. We use the notation 3 4 //9 to denote that it is a fraction for four factors. in nine runs. 500.312 DESIGN OF EXPERIMENTS: FACTORIAl.3. 300. there is no error term and F tests are not available.0. We look at the first response.To and and their sums of squares by Lin A 3(Lin A)2 2N and Quad A (Quad A)2 2N and 18.2 factorial is a one-ninth replicate of the complete design. The data are given in table 18. The engineers considered three responses: etch rate in A/min. We can compute the averages and the sums of squares for the individual factors in the usual way.

5 84.5 69. which is tungstic acid.6.1. = 1787.1 0.4.5 57.0 107. together with the contrasts and the sums of squares for the linear and quadratic components. 51.0 59. (iii) the level of catalyst.0 60 gO 70 5 15 25 5 15 25 5 15 25 26.5 676. The totals at the various levels of each factor.5 C 574.0 83.55 .5 67.3 157.5 1.2.4 539.79 222. (%) 0.0 77.13 2.5 43.79 35.12 2.2. (ii) the concentration of hydrogen peroxide.0 77.11 8.5 g4. are as follows: A 503.5 79.2 1787.5 71.2 935.0 43.O 248.0 62.fXI I138.5 R9.45 x 0:00 x=1 x=2 Lin Quad SS Lin SS Quad Table 18.4 203.4. Analysis of Variance SOURCE A B C AB AC DF 2 Error TOTAL 8 26 Be 2 2 4 4 4 SS MS 1871. The data are in table 18.0 686.5 -11. 5.5 78.5 55.5 54.06 1431.5 5555.18 648.0 50.0 278. The sums of squares for the three main effects are S" = 1871.5 72.34 134.0 65.314 DESIGN OF EXPERIMENTS: FAC'TORlAL EXPERIMENTS AT SEVERAL LEVELS Table 18.96 105.5 68.5 79.6 889.5 04.5 72.0 three factors arc (i) the temperature.5 440.0 JOl:I.74 5.48 53. = 107.4.0 B 498.1 Temp (0C) HzOz (%) WO.81 39.30 1.5 75.4. W0 1 .0.0 37.5 606.0 617. The analysis of variance table is table 18.0 66.5 592.2.43 213.62 893.0 590.34 25.66 F 36.

At 60 and 70 degrees. which.0 Sum Lin C Quad C 60 70 80 Sum 140. Table 18.0 686.0 617.0 229. which is F*( I.5 574. for the AC interaction into single d. the linear component alone has an F value of 105. 617.0.4.5 592. Tungstic Acid Totals Temperature W0 3 (%) 0. higher levels of acid arc better.: A/C" ALCU' AUCL .0 -1. The spread in the totals for C is less than the spread for A or for B.3.5 3.4. I t is the difference between the Lin C at high A and Lin C at low A.0 590. (sum at x = 0) == (-.0 199. There arc clearly quadratic trends in A and B.5 -11. they are the following: linear: L == (sum at x == 2) _.5 227. Table 18. For a factor with three levels. 0. if we fitted a parabola.43 = 4.5 1. We notice that the F test for the main effect of C is not significant at a = 5%. Quad: Q = (sum at x = 0)" 2(sum at x = 1) + (sum at x = 2) = (-}.5 200. and AuCo' The Lin A Lin C contrast represents a change in the linear trend in Lin C as we change levels of A. In this case. on the average. the sums of squares are L 2/(2 x lJ) and Q2/(6 x lJ). there is no difference between the levels of tungstic acid.315 THREE PA(. There is thus some evidence for a linear trend. 590. At 80 degrees.TORS IN 27 RUNS The linear and quadratic contrasts for a factor were introduced in section 16.5%. The totals for the three levels are 0.5 2.0 230. the lowest level of acid is best.f.0 1781.0 .12/ 25. However.0 188.3.1 0. Since there are nine observations at each level. How can we evaluate the significance of this switch in sign'! One way is to divide the four d.5 Another way to say this is to note that the linear contrast for C is positive at low temperature and negative at high temperature.0%.f.0 -14. that the maximum response occurs somewhere between x = 0 and x = 2. R) = 3.L 0. and yet there is a significant AC interaction.5 503.0 -18.5 43. 1. although not significant at a = 5%.1 %. I).0 59. . totals for the levels of A and C. It seems at first that. -}). in both cases.46. we should find.5 \97. Temperature vs.5. exceeds the 10% value. shows the interaction. +2.5 163.13.7. 574. but nothing to indicate any curvature in the response.

Its sum of squares is (36.5) .64 5.98 5.(--18.72 4.5.12 5.42 5. and is -59.0) = 22.(-1. The Lin A Quad C and Quad A Quad C terms arc obtained in similar fashion from the quadratic contrasts at the three levels of C.83 5.31 5.63 6.08 . set X 4 =X 1 +X 2 +X 3 ' reduced (modulo 3).1. -1) to the Lin C terms. The lion's share is accounted for by the linear by linear component.69 5.0.0)2/(3 x 2 x 6) = 36.18 6. with SS 484.45 5.0) + 2(3. We can.0. for example. the corresponding sum of squares is (77.0)2 .29 5.27 A () J 2 2 2 2 0 1 2 A B C D Y A 0 0 1 2 0 I 2 0 1 2 1 2 0 2 0 1 0 1 2 6.44 5. SS = (13.1 B C D Y 0 0 0 0 0 0 0 0 0 0 0 0 1 2 0 0 1 2 1 2 0 2 0 1 5.316 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS Since there are three observations at each combination of levels of A and C.84 6.46 5. 0 18.17 6.09 4.5) . = 4. 2.s. FOUR FACTORS IN 27 RUNS 3 We can add a fourth factor to the complete 3 factorial and still have a design that has main effects clear of interactions.24 7.84 5. Table IS.0) = 13.82 6. Their values are the following: Lin A Quad C = (-1.0)2/(3 x 2 x 6) Quad A Quad C = -( -14.01 6.0.7 .0.75 2 2 2 2 2 2 2 2 2 () () 1 1 1 1 1 2 2 2 B C 0 () 0 I 1 1 2 2 2 D Y 0 2 1 2 U 0 1 () 2 2 6. 539.0/(3 x 6 x 6) = 4.3. which was done in the following example.50 1 1 () J 1 2 0 2 .0 + 2(2.3 x 2 x_') = 494.5. The sums of squares for the four components add up to the sum of squares for AC interaction. The Quad A Lin C contrast is obtained by applying ( -1.23 5.85 5. which is analogous to a resolution IV fraction.(-14.0) = -36.0) .!H 5.

The averages for the various levels of the factors are as follows: A B C D 0 5.l.478 0.41.038 6. we ignore A and B and obtain the sums of squares for C and D.031 = 0. the response was the propagation delay in nanoseconds in an integrated-circuit device.781 2 6.043 0.748 S2 Quad 0.158 MS 0.1.317 FOUR FACTORS IN 27 RUNS Table IS. The sum of squares for error is then obtained by subtracting the sums of squares for A.541 I 5. F*(l.164 To minimize the propagation delay.773 1.779 Error 18 0.421 5.028 0.525 5.783 5.161 . Because the factors arc orthogonal. and D from the total. B. This gives us the sums of squares for A and for B and the total. all of the linear terms are.773 1.089 0. On the first pass. C.170 2. we can make two passes on a two-factor ANOYA program. The first pass gives the following table: SOURCE A B interaction error TOTAL OF 2 2 4 18 26 SS 0. and we are only interested in main effects.41s2 = 0.2.896 9. 18) = 4.114.623 5.5. In this experiment.525 5.S. It is not necessary to have a computer program that handles four-factor analyses of variance for this problem.S.567 0.318 6. None of the quadratic terms is significant.000 0. The analysis of variance table is table 18.497 5.567 0.826 5.0286 Example IS. and so a contrast will be significant if its sum of squares exceeds 4.158 SOURCE A B C 0 Lin 0.783 0.018 5.2. and D and the highest level of B.748 5. The data are shown in table 18.686 6. Analysis of Variance SS OF 2 2 2 2 0.5. the best conditions are the lowest level of A.262 2. C.514 TOTAL 26 9. on the second pass. we ignore C and D and do a two-way ANOYA for A and B.

6. we obtained a 2 7 .6. B to column 2. This array is shown in table 18.fraction hy starting with a 2' factorial and adding the four extra factors hy equating them to interactions. C to column 5. The interactions in the three-level Table 18.318 DESIGN OF EXPERIMENTS: FACT0l>IAL EXPERIMENTS AT SEVERAL LEVELS The interaction sum of squares is spurious. but the sums of squares for A and B are what are needed together with the total. in 27 runs. The actual derivation of the array. and D to column 9. 0 18.6. is more complicated than it was in the two-level case and will not be given here.1 can be obtained from this lattice by assigning A to column I.1. THIRTEEN FACTORS IN 27 RUNS 4 Earlier. which goes back to Fisher. The design used in example 18. A similar procedure enables us to derive an orthogonal array for 13 factors.1 1 2 2 () 2 0 1 (J 2 0 1 1 2 0 2 0 1 0 2 2 0 1 2 {) U 0 1 2 2 2 1 2 () 0 1 t 2 1 2 1 2 () (J 1 2 0 (J 2 0 I 2 0 0 1 2 1 () 2 1 0 2 1 0 1 2 0 0 2 0 1 2 2 0 1 2 2 0 1 1 0 2 0 1 1 2 2 0 1 1 2 2 0 1 1 2 2 (J 1 0 0 1 2 I 2 0 0 I 2 2 0 1 . and so is the error tcrm.1.5. The IA27) Lattice 2 3 4 5 6 7 R 9 10 11 12 13 U I) 0 0 0 () {) {) 1 1 0 1 1 1 0 2 t (J (J 1. with three levels each.1 I 2 1 1 0 1 I 1 1 2 0 1 {) {) 0 1 2 {) (J 0 1 2 () 0 0 2 2 2 1 1 2 2 2 2 1 2 0 1 2 1 2 2 2 {) (J () () t 1 0 1 0 I 2 2 2 1 2 1 2 0 1 2 () () 1 2 () U {) 0 2 2 () 2 2 2 2 1 1 () (I 1 1 0 t () t 1 1 1 t 2 2 1 1 2 2 2 2 0 0 2 2 2 2 2 0 0 0 2 2 2 2 2 1 2 2 2 2 2 () 0 0 () 1 I I 2 2 0 () 0 1 I t t 1 1 2 2 2 0 0 0 1 2 2 1 2 0 1 2 I) () 1 1 2 2 0 I 2 0 1 2 0 1 2 0 1 2 0 2 0 1 2 0 0 1 2 I () 2 1 () I 2 0 I 2 0 1 I 2 0 1 2 0 1 2 0 2 I 2 0 2 I) 1 1.

See table 18. and this lattice can be used for main effects only. The L(l8) Lattice A 0 0 0 1 1 I 2 II C 0 I 0 1 2 0 I 2 1 2 2 0 2 0 2 0 I 2 () () 0 1 2 0 1 0 I 2 I 0 2 1 1 1 0 2 2 2 0 t t 2 2 0 1 2 2 D 0 1 2 2 E F G H 0 () 0 I () 1 2 2 2 2 1 2 0 0 I J 0 I () "'- 0 1 2 2 2 0 2 0 () I 2 1 2 2 0 I 1 2 () 2 '") () 1 1 2 0 0 0 0 0 0 0 0 1 1 0 I 2 0 0 2 0 0 1 2 (I 2 0 1 1 1 2 0 1 2 0 IS. We can add a thirteenth factor with three levels to the experiment by assigning four groups to level 0 of the new factor. and four to level 2. IS. We can say nothing about the interactions. The 36 points in that array form 12 groups of three points each. four to level I. which is given in table 18. If.1. The eighteen points fall into triples.319 THE L(36) LA'rnCE lattices form a complicated web.1.8. at two levels by running the first three of the triples at the low level of H and the other three at the high level of H. We can add an eighth factor. THE L(36) LATTICE The last of the standard lattices that we present is the L(36) lattice. and thus obtained an orthogonal array for 2 3 3 13 1/36.7. and there are no interaction tahles for them. In the table. .7. THE L(l8) LATTICE This is a lattice for 37 /118.1.8. The first 12 columns of the lattice form an orthogonal 12 array for 3 . An example of the use of this lattice is given in the next chapter.7. Table IS. we have also added two more factors at two levels.

2 3 tJ lf36 0 0 0 1 2 1 2 I 0 I 0 I 0 I 0 1 0 1 0 1 2 2 2 2 2 2 2 0 1 2 0 0 1 2 0 1 1 2 2 2 1 2 2 2 0 0 0 0 0 1 0 1 0 2 1 2 0 2 1 0 1 2 0 1 2 1 0 1 2 1 2 0 1 2 t 2 0 1 0 0 2 0 1 2 0 0 0 0 t 2 2 0 1 1 2 0 0 1 I 2 2 2 0 0 1 2 2 0 I t 1 0 1 2 0 1 2 t 2 0 I 2 t 0 2 1 2 0 2 0 I 2 0 I 2 2 0 0 I 0 1 2 0 I 2 2 t 0 t 0 2 0 2 2 2 0 1 I 2 0 2 2 0 0 I 2 0 2 1 2 0 1 I () 0 1 2 0 1 1 2 0 1 2 0 2 2 0 1 I 0 () 2 2 0 1 1 2 2 0 2 0 2 ) I J 2 0 () 2 () 0 0 0 0 1 t J 2 0 2 0 1 2 2 0 1 2 0 0 1 2 2 0 0 1 2 0 2 2 0 1 2 2 I 0 1 1 1 0 1 2 2 1 0 1 2 0 2 0 2 2 0 0 I 2 0 I 0 1 2 1 2 0 2 0 1 2 0 1 2 2 0 I 1 2 0 2 0 2 0 1 1 0 1 2 0 1 2 0 1 1 2 2 0 1 0 1 0 2 1 2 () 1 2 1 2 1 2 1 0 0 0 0 1 2 2 0 2 0 2 0 1 2 () 0 2 1 2 0 0 1 1 2 1 2 0 1 2 0 I 2 0 0 ) 2 2 2 I 0 1 2 1 2 0 0 0 1 2 2 1 2 0 2 0 0 1 () 0 0 0 0 0 0 0 1 0 0 0 0 0 0 1 2 0 2 0 1 0 0 2 1 0 0 1 2 0 0 1 2 1 1 I 1 2 I 0 I 2 0 0 1 1 1 1 1 I () 0 0 () () 0 2 2 2 t 2 0 0 0 0 0 1 2 2 2 0 1 2 2 I 2 2 0 0 0 0 1 2 1 I 0 0 0 1 2 t 0 0 0 0 0 1 0 0 0 2 2 2 I 0 0 0 2 0 0 0 0 0 0 2 2 2 We could also start with the first 12 columns and add a Plackett and Burman design.8. .8. The resulting array is an orthogonal design for 2113 12 / /36.2. It is shown in table 18.1. One row of the L(12) lattice is added to each group of three points.320 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS 1 Table 18.

FRACTION Throughout the last three chapters of this book.9.S. we give an example of a nonorthogonal fraction. we are focusing on fractional factorials that are orthogonal arrays.2.321 A NONORTHOGONAL FRACTION Table IS. a Box-Behnken design. A NONORTHOGONAI. In this section. We can only . 2" 3 12 / /36 000 0 0 0 0 0 0 0 0 0 111111111111 2 2 2 2 2 222 2 222 o o 0 0 0 0 0 0 0 000 0 0 0 0 0 0 0 000 0 0 0 II 0 0 0 0 0 0 0 o o 000 0 2 222 1 1 1 1 2 2 2 2 000 0 222 2 0 0 0 0 1 00120220112 1 120 1 200 220 220 I 201 1 200 1 o o o o 202 022101 120102 1 0 0 2 ) 2 o 1 0 2) 0 o 0 1 2 1 0 0 2 1 221 0 120 2 0 2 0 0 2 20 022101102 o o o 2 0 o 2 0 2 1 () 2 2 2 0 o o o o o o 0 0 2 I 0 2 1 2 I 021 1 0 2 1 0 2 021 0 2 2 2 1 021 0 1 021 0 lJ o o () (l I) I) () 0 () o 202 1 1 1 2 0 () 2 0 000 () () 1 1 1 o o o 1 1 1 00010 o 0 0 1 0 o 0 0 ] 0 o 2 I ) () 0 2 1 2 0 2 102221102010 1 1 2 1 0222 21 0 00 1 0 0 0 2 () 2 2 1 2 t 1 2 1 1 I 0 I 002 022 o o 1 o ) o 020 ) 2 ) 2 0 1 2 () 1 0 1 2 0 2 0 ) 220 ) 22010120012 1 o o o (J () o o o o o () 0 0 () 0 0 000 0 o o o o o 0 o () o o () () 0 () 000 000 o o 1 1 1 I) () 2 1 0 0 0 2 2 1 () 000 0 () 000 I) 021 0 2 2 020 1 1 0 2 1 2 0 0 1 () 122 210201 21200 0 o o o () 000 000 1 1 220 1 0 () 2 2 1 1 2 2 () () 1 2 1 I 0 0 2 200112022 )0 1 o o 101 2 000 1 2 2 1 2 0 o J 0 000 1 2 1 000 o o o o o o 000 000 000 o o o o () 0 (J 1 (J (J (J 1 (J 0 0 o 1 000101 o 0 () 1 () 1 11000101 18.

we will look at oxide uniformity.50X 1X3 = 10% are x 2 ' - 8. The center of the system is the set of conditions that maximizes. y. The most commonly used designs handle three or four factors.94xi .3.O. The design and the observed responses are shown in table 18. 0.4 0 --1 0 +1 -1 0 -1 0 3R. and C.- 2.1 25.1.5 () -) 13_9 () -1 -) 0 0 .0 22.9.1. power. parabolas. pulse. + 1.0 25.1 Ratio 0 -\ +1 Pulse Power Oxide Uniformity +1 0 +1 -1 21. The levels of the factors are taken as -).0 45. which is called response surface methodology.6 28.t-! +1 -I 0 -1 +1 -1 0 0 +1 +1 0 -1 0 0 +1 0 0 12. X3' and X2X]. Example 18.4.9.9.29x 1 . The three factors arc A.5 28. The contours for given values of yean be a set of concentric quadratic surfaces.1.{. and the engineer fits a complete quadratic model: 222 Y = 130 + 13I X l + 132 X 2 + {33 X 3 + {3lJX J + (3n x 2 + f333 X 3 + 1312 X IX 2 + f3I3 X IX) + {323 X 2X 3 • The rcader who remembers analytic geometry will recall that this equation is a three-dimensional generalization of conic sections (ellipses.57x 2 + 1O. and hyperbolas). The Box-Behnken designs are. This example comes from an etching study.322 DESIGN Of EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS touch on the area represented by this example. B. By fitting the .27x J x 2 The only significant terms at a . 3" factorials without the vertices of the cube and with several centcr points. the ratio of gases used.67x~ . or minimizes.0 0 (1 +I +1 0 The initial regression fit of the model to the data is y = 30. the response. Table J8.4 1l. + 4.2 12.5 34. Several responses are observed. in essence.5x 3 .1 .0 43.1.57x2X3 .24x.l 37.

1.55 50. Q. Thus. GRAECO-LATIN SQUARES Suppose that we take two Latin squares of side p. 2. and the model reduces to a quadratic in x~ and x" which is a hyperbola.58x 2x) ." all of which arc outside thc area in which the observations were taken.46x 3 . the gas ratio is not important.01 . b. 2 0 2. For this set of data. For p = 3.10. Thc model clearly indicates interaction betwecn the two remaining factors.31. table 18. each at p levels. o 2 1 1. and C because we are using a. the regression equation is y = 27. the points in the first column are at level 0 of Q. They are the points of the L(9) array. the columns represent the levels of the second factor.63 20. o 1. we have a square a h c b C £l cab 3 This is a fraction for 3 in nine points. with the last factor omitted. usc Latin letters for the first s4uare and Greek letters for the second. IS. and R instead of our usual A. o 2 2 2 2. and c as the letters in the square. It is an orthogonal array for three factors. I 0. LATIN SQUARES A Latin S4uare is an arrangement of p letters in a p x p square in such a way that each letter appears exactly once in each row and each column.3. when we put one on top of the . the nine points are o 0 O.11. following tradition.55 24. and so on.8. o IS. or a saddle surface. and the letters the levels of the third factor. The predicted responses at the four "corners.1.323 GRAECO-LATIN SQUARES reduced model. The two squares are said to be orthogonal if. We denote the factors by P. The rows represent the levels of the first factor. arc as follows: XI X2 -1 -1 +1 +1 -1 +1 -\ +1 Estimate 12. and. 2 0. B.4. The points in the first row are at level 0 of P.58x 2 + 1O.

. ) or a power of a prime number . 1 1 2 0. 2 1 0 2. and of an array for 5/J in 25 runs. we get the Graeco-Latin square.13. 0 0 I 2 2 2 2 2 2. Table 18. in turn. 3.. and so no Graeco-Latin square of side six exists. 7. 3 (4:= 2-. The square 4 that we have just shown provides a fraction for 3 in nine points: 0 0 1 0 2 0 0 0. HYPER-GRAECO-LATL"J SQUARES If we can find three or more squares that are orthogonal to each other.1 mutually orthogonal squares when p is a prime number (2. 2 1. each at p levels. each at four levels.12. we can superimpose them to form a hyper-Graeco-Latin square. the columns to the second. each Latin letter appears exactly once with each Greek letter. in 16 runs that we derive from the three squares. FIVE }'ACTORS AT FOUR LEVELS IN 16 RUNS Table 18. 18. On the other hand. 1 2. We 5 will give an example of a square of side four that can be used for a 4 factorial in 16 runs.1. ca a{3 c{3 ay ba We can now make an orthogonal array for four factors by letting the rows correspond to the levels of the first factor. with p = 3.13. 18.. For example..1 shows four mutually orthogonal Latin squares of side four.324 DESIGN OF EXPERIMENTS: l'AC'TORIAL EXPERIMENTS AT SEVERAL LEVELS other. which is the lattice of table 18. provides an orthogonal array for five or more factors. one cannot even find two orthogonal Latin squares of side six. . 1 1 1.3. Orthogonal Squares with h a d c a ~ l) b a d c 'Y {j d a b c Y d c b a a /3 p =4 y a ~ {j 0 ~ a 'Y A D B C B C D C A B D D A A C B . This. au bf3 cy b.2 is the orthogonal array for five facto~s. ).. 5. 0 1. the Latin letters to the third. Algebraists have proved that one can always find a set of p . I].13. we can take the two squares abc b c a cab and u y f3 a f3 y y {3 a Superimposing the squares.13. Table 18. and the Greek letters to the fourth. .8 = 2. 1 0. I.

Analysis of Variance SOURCE A B C D E DF 3 3 3 3 3 SS 7. the purpose of the experiment is merely to detect the one or two factors that clearly stand out as important. FACTORS AND lWO-LEVEL FACTORS Table 18.3. This is a matter of choice.80 23.68 0. 18. and there is no error term for F tests.29 1.11 2. Table 18.98 23.09 22.09 5.43 22.13.37 0.03 It is obvious that D is a major factor and that A is also worthy of attention.89 0.2.14.54 23.10 Table 18. The price of accommodating five factors is that all1S d. they are associated with two of the .05 23. For those reasons.27 22. Data 20.16 24.97 22. FOUR-LEVEL FACTORS AND TWO-LEVEL FACTORS A factor with four levels ean he accommodated in a 2" factorial.87 21. The observations are written in the same order as table 18.58 23. are used for the factors.74 22.3.t. so that they may be the targets of further investigation.f.4. for the four-level factor.86 3. f. The analysis of variance table is table 18.08 MS 2.13.13 21.2.10 21.13.15 26.325 FOUR-LEVEl. 4 5 in 16 Runs A B C J) E A B C D E A B C D E A 0 1 2 3 0 1 2 3 0 1 2 3 2 2 2 2 2 3 0 1 2 0 1 3 2 J 3 () 0 0 0 0 0 0 1 2 3 0 2 3 1 0 3 1 2 1 1 1 1 1 0 3 2 1 3 2 0 1 2 0 3 B C 3 1 3 2 3 3 3 J) E 3 3 3 2 1 0 1 0 2 0 2 1 The data in the example are shown in table 18. Those who use all five factors argue that at the screening stage. and that no formal test of significance is necessary at this stage.13.28 15. There are three d. for the error term in the analysis of variance. some statisticians suggest that this design should be used with only three factors so that there remain six d.13.13.4.

respectively. 9. respectively. 7. ab. 3. ACD. C. The other columns arc available for the two-level factors. we write the levels of the four-level factor by 1.2 with the four-level factor in the first column. and 2 2 becomes 3. 2 1 becomes 1. AB. II becomes the A contrast. 13. Contrasts for a }'our-Level Factor 2 3 1 11 -1 +1 -1 -J -1 +1 III t) -1 -1 4 tl +1 +1 two-level factors and their interaction.2.326 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS Tahle 18. To be consistent with the notation used in the L(8) lattice in table 17. contrast I becomes the B contrast. 2. 2. as shown in table 1S. 2.1. BD. ABCD. We take the L(8) array and assign A and B to columns 1 and 2. and 4 by (1) b.2. The first example is an orthogonal main-effects array for five factors with four at two levels each and the fifth at four levels. If we replace 1. AD. If. and III the AB contrast. BCD.1. BC. We demonstrate the rationale in the next paragraph and follow that by two examples.14. 3.14. ABC. consequently. [J Example 18. We cannot extc!ld this idea to handle two factors at four levels in eight runs. the remaining columns will represent: 3.14. The array is shown in table 18. 5. a. 1 in column 3) becomes level 0. but we can handle five four-level factors in 16 runs. as we saw in the previous section.14. . 1 2 becomes 2.2. 14. 15. 2441 in Eight Runs I 1 2 2 3 3 4 4 1 2 1 1 2 2 I 2 1 2 2 1 2 L 2 1 1 2 2 1 1 2 2 1 2 2 1 2 1 1 2 11.2. AC. ABD. their interaction is in column 3. The combination 1 1 in the first two columns of L(S) (and. in the L(16) lattice. and D to columns 1. 10. We can follow chapter sixteen and associate the three degrees of freedom with orthogonal contrasts. 6. 12.14.1. Table 18. CD. and 8. 4. and 4. we assign A. fl.14. Example 18.

18. 0 Table IS. and 3 gives the array in table 18. 2. lJ.14. 24.327 FOlJR-LEVEL FACTORS ANn TWO-LEVEL FACTORS Table 18. 9. ABD.14. 4. 1.3. ABCD) 7.) . B.1 1. 20.3. 2 5 3 4 1 2 1 2 4 3 3 5 5 4 2 5 1 5 3 2 2 4 4 I 5 3 2 3 4 5 4 1 2 3 3 11. 5. 25.2. 4 s in the l. 10. It is left to the reader to fill in the details of the derivation. I 1 2 3 5 4 2 2 5 S 5 4 5 1 5 3 5 2 13. 11. 3. 11. 8. 15. 10.( 16) Array p Q R S T I I 1 2 2 3 4 I 4 3 3 4 2 3 4 3 4 1 2 4 3 I 2 3 4 4 3 J 2 2 4 3 2 3 4 I 1 1 2 2 2 2 2 3 4 2 3 3 3 3 4 4 4 4 I 2 3 4 2 3 4 2 1 2 1 4 3 3 4 1 2 4 3 I 2 We assign the five factors at four levels to the columns in the following way: Q 1. 15 (AC. 14 (ABC. ACD) P The array is shown in table 18. BCD) I. 3 23. 17. 4 1 21 22. CD) R S T 5. 9.13.IS. 13 (BC. AD. 5 2 2 5 2 4 5 2 1 12. 4 2 5 1 3 2 4 1 3 5 2 3 4 5 S 2 1 4 3 I 3 2 5 3 4 4 5 2 1 2 3 4 1 5 5 4 4 4 1 4 2 4 3 4 2 5 4 I 3 6.3 (A.2. BD. Changing the levels to 0.8. AB) 4. 2. 16. 12 (c. 7. 14. 1 3 2 3 5 3 2 2 4 4 4 5 3 3 3 4 3 1 3 2 3 5 1 3 2 5 4 .

5 186.0 169. A. 1.5 294.3 236. In example 18.2 1 1 1 1 1 1 1 1 1 1 1 1 I 2 2 2 3 3 3 1 1 1 2 2 2 2 2 2 2 2 2 2 3 2 3 2 3 3 1 3 1 3 I 3 2 3 2 3 2 3 3 3 3 3 3 2 3 1 2 3 1 2 3 1 2 3 J 2 3 t 2 3 J 2 3 1 2 3 1 2 3 . B. 2/Co!.4 206.8 267. An application appears in the exercises. we analyzed the response etch rate in the experiment by Yin and lillie.8 187.8 177.5 232.15.2.3 154.7 281.0 208.1 251.3 176. uniformity and selectivity.0 201. Oka (1987) report the use of a 3 x 3 x 3 factorial to investigate differences between two methods of estimating membrane stress.7 198.6 278. each at five levels.1.8 250. 191. The levels of the three factors.9 204.3 175.0 174.3 158.9 250.15.5 295.8 167. EXERCISES IS.5 234. Repeat the analysis for the other two responses.5 349. Oikawa and 1'.1.3 153.5 278.1.3.5 185. and C. the second column gives the value from a more detailed analysis.8 227.0 286.6 235. In a paper. Carry out the analysis of variance.8 170.7 216.1 235.7 171.6 154.8 230.1 245.6 159.6 293.5 201. are given in the last three columns.328 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS 18.0 152. The authors were interested in the ratio of Col.7 213. IS.1 361. FACTORS AT FIVE LEVELS The method of section 18.5 269. The first column gives the approximate value of the stress.1 217.13 can also be used to construct an orthogonal array for six factors. T.1 246. in 25 runs. Such an array is shown in table 18.1 369.6 304.6 369.6 231.

XI 0 -1 +1 5. There arc substantial I-values for each of the predictors and a large value of R2. XI -·1 13. This an important point about the design. 7. + {32x 2 + {3Jx. Fit the model y = {3o + {3.1 . It is adapted from an experiment carried out in the development of semiconductors. perhaps. Drop one of the two terms with the smallest t-value and rerun the regression. 2. there are several terms whose coefficients have small I-values. 0 0 12. Xl z: (power _.3. which might lead you to conclude that the model gave a very good fit to the data. be due to a high level of noise (note the value of s). Show that Xp X 2 . X2 X3 Y +1 -} 0 -1 0 0 0 +1 +1 16 48 43 68 0 30 Xl X3 Y -1 +1 +1 +1 0 7 20 +1 -1 0 0 -I 0 +1 68 0 0 35 26 XI 6. 3. This is an example of a Box-Benkhen design with three factors and three center points for a total of 15. Continue this procedure until you have a model in which every coefficient has a significant t-value. Print out the observed values. and residuals. 10. 20. () The values taken by the X variables are coded values for the levels taken by the factors.x. I.3. 0 0 II. There arc a few residuals that seem to be large-but that could. X2 X3 Y +1 +1 0 0 -I 36 12 -1 14 8. 15. (Continuation of exercise 18. 4. 15. . This is overkill. and X3 are uncorrclated.) Fit the complete quadratic model to the data in exercise 18.3.329 EXERCISES 18.. +1 -1 14. the first factor is the power in Mtorr at levels 10.4. 10)/10. 18. -1 -1 0 0 21 28 9. predicted values. Thus.

15.085 3. has dropped to less than half its earlier value.189 2.685 0. (Continuation of exercise J8.71 19.260 0.18 67. 18.522 7. Y. Compare the predicted values and the residuals in the two fits.177 3.085 1.164 1. particularly for the two points with the highest responses (y = 68).254. Work out the details of the derivation of the lattice array for 4~ in table 18.471 0.6.64? Would your conclusions be changed if you used as the response In( Y) or VY? If the objective was to minimize Y.150 0.005 5.423 1. is the midpoint voltage of the system. 125. The response is the outlet temperature minus 360 degrees.64 81.330 DESIGN OF EXPERIMENTS: FACTORIAL EXPERIMENTS AT SEVERAL LEVELS 18. The observations in the order that is given in the table are as follows: 0.78 14.704 6. The response.7.326 4.14. Fit the model to the data of exercise 18. Notice that there is a marked reduction in the size of the residuals in the second fit.248 1.25 19.391 2. The array that was used is the first five columns of the array in table 18. They are related to components of the circuit.97 A 1 2 B C 2 1 1 1 2 3 2 2 3 2 Y 58. s. each at five levels.03 85.850 0. There arc five factors. (1987). Notice that the estimated standard deviation. The experiment involves a heat exchanger.4).1.066 8.3.917 1.464 Which are the important factors? Which levels of those factors give the largest voltage? 18. 2.326 0. The following data set comes from a simulation study of an output transformerless (OTL) push-pull circuit reported by Wu et a!.3.076 3.90 125. 18.3 and compare the fit to the results of exercise 18.82 Which are the important factors? Do they exhibit linear or quadratic trends? Are these conclusions dominated by the single large response. would the engineer be justified in recommending that A should be at level 3 and that the levels of the other factors are immaterial? .560 0.5.153 1. (1987) also report the data for an L(9) array for three factors. A 1 1 2 3 B C 1 3 I 2 3 3 3 3 3 I 2 Y 54. Wu et al.8.

This is another area in which statistics has played a major role. which were developed by Box and others in the 1950s and 1960s. worked hard at solving it. we painted a picture of the old days when the engineer had a process rolling along smoothly in a state of statistical control. He has been mentioned several times in previous chapters. INTRODUCTION In the traditional strategy of experimentation in engineering. An example of these designs was given in the previous chapter. our attention has been attracted to a third fieldmanufacturing engineering-in which the objective is not to squeeze the extra bushel or the extra octane number. H. This is an area that was not of major concern in the West until recently. Sequences of well-designed experiments lead the engineer to the operating conditions that optimize the yield and also map the region around that maximum so that the operator can adjust for such departures from optimum as thc gradual loss of potency of a catalyst. recognized the problem after World War II and. or can we improve our husbandry to coax a higher yield from our land? They have had enormous success in achieving their aims. The chemical engineer wants to know which levels of pressure and temperature will optimize the amount of product coming out of the reactor. Much of this chapter is based on his contributions. attention has usually been focused on a response such as the yield.1. The Japanese. agriculture. especially the series of experimental designs introduced by Box and his student D. and other sciences. M. The agronomist wants to compare different varieties of wheat and different levels of fertilizer with the idea of optimizing the yield: can we develop a hybrid that will yield more bushels per acre. In earlier chapters. under the guidance of Deming. Taguchi.Statistical Methods in Engineering and Quality Assurance Peter W. 331 . One of the leaders in the field is Japanese engineer and statistician G. Behnken. In the last decade. but to produce thousands and thousands of widgets that are as dose to some specifications as possible. This is the topic of response surface methods. Many engineers arc now using these methods. Inc CHAPTER NINETEEN Taguchi and Orthogonal Arrays 19. however. John Copyright © 1990 by John Wiley & Sons.

Although we cannot improve quality by inspection.. E(y . One aims for the green: she either meets the specification of being on the green. and the variance. is satisfactory. J-Lo. which is the difference between the actual process mean. By their diligence. Statisticians use the term robust to mean insensitive to departures from set conditions. but they cannot directly improve quality. doing rework in the rough. those limits may bear little relationship to the actual specifications. So.15 in connection with the criteria C" and Cpk ' One of the major contributions of the Japanese approach is to make the engineer think in terms of aiming for a target value.e. i. The other player is not content with the criterion of being either on or off the green. build quality by designing it into the production process. and the target value. The mean square error is the sum of two parts: the square of the bias. as her game improves. they can reduce the percentage of substandard widgets that leave the plant. or robust design. and must. or she misses the green and is out of specification. putting. spotted all the bad widgets and allowed only good ones to leave the plant. We arc more concerned with the next step. Replace it by the new ideas of process capability that were discussed in section 9. One might think of two golfers playing iron shots from the fairway. who design new items and perhaps build a single prototype model. the inspectors cannot alter that figure. sometimes far away physically and intellectually from the shop floor. We want to control both of them. Too often the word design is used in a restricted sense to mean the work of a group of specialist engineers. The first is to remind the reader that even though a process can be rolling along smoothly under control. J-Lo' and work to reduce the mean square error. This is called off-line quality control. The sample median can be preferred to the sample mean as an estimator of E( Y) because it is robust against extreme observations (outliers). her mean square error hecomcs smaller. even by only a whisker. The second is that the inspectors can spot most of the bad batches and turn them back for rework or for scrap. in which case she is ready to go into the next stage of production. we would like to refine our manufacturing process to have zero bias and the smallest possible variance. which is to take their prototype and make it manufacturable. and she works continually to reduce it even further. we mean carrying out research-and-development experiments to find the best operating conditions for manufacturing not just one item but thousands. Wilcoxon's nonparametric rank test can be preferred to the .332 TAGUCHI AND ORTHOGONAL ARRAYS between the engineer and the factory gate was a squad of inspectors who. If you are producing 20% defective widgets. All they can do is decrease the fraction of that 20% that goes out to the customer.J-to)2. She takes the hole itself for her target and aims for the flag with the criterion of getting as close to the hole as possible. what can you do? You can begin by rejecting the old simplistic notion that to be outside specification is bad. Taguchi calls this the system design phase. You cannot inspect quality into a process. When we talk about designing quality into the process. within its natural limits. in theory. we can. but to be within specification. Two things must be said at this stage. p..

the engineer finds the tolerances around the nominal settings that were determined by the parameter design. The agronomist usually talks about the yield of a plot. We may also use transformations of them to measure the dispersion. The engineer talks about y as the response. The two most commonly used performance characteristics for a sample of data are the sample mean. which are advocated by Taguchi. 19. which we mentioned earlier. 19. and some other statistics. while others arc not so demanding.A STRATEGY FOR PARAMETER DESIGN 333 two-sample I-test because it is insensitive to departures from the assumption of a normal distribution. We discuss parameter design in the next sections. He advocates a systematic approach to achieve that aim. called signal-to-noise ratios.3.4. THE THREE STAGES OF PROCESS DESIGN Taguchi suggests that there are three stages of design for a process: system design.2. . In the parameter design stage. for location. The Taguchi approach to robust design makes the engineer focus on reducing the variability of the process. The process involves several factors. and tolerance design. the variable that is being observed is often called a performance characteristic. for dispersion. which we call the design factors. TERMINOLOGY The generic observation has different labels in different fields. We may learn that some of the parts used in the process require very close tolerances. 19. parameter design. y. we conduct experiments to determine the "best" nominal settings (or design parameters) for these factors. and the sample variance. One of the varia hies that controls the output is the input ratio at a certain point in the circuit. i. Taguchi has led the way in making engineers think of carrying out experiments in the manufacturing process to make the product robust to variation both in the parts that are used in the manufacture and in the environmental conditions in which the item is to be employed. A STRATEGY FOR PARAMETER DESIGN Suppose that we are manufacturing an electric circuit and that we are interested in the output of a certain stage of the circuit. such as In(/). tolerance design. Therefore we may save cost by using in the second group cheaper parts than we had originally projected. In the present context. In the final stage.

60 . From it. the output is increased to Y = 60. changing the levels of some other factors affects the variance.4. Plot of output vs. . ratio.5.1. such as a capacitor. we will learn that changing the levels of some factors affects the process mean. As part of this strategy. but the sensitivity of Y to variation in the ratio is decreased because of the nonlinearity of the response curve. As the ratio varies about the value x o' the output varies about Yn. Yo = 55. 58 --~---------~-----I I I I . but not the variance. 56 . Taguchi makes extensive use of orthogonal arrays. Perhaps we can find another part in the circuit.1 shows a plot of output against the ratio. corresponds to a ratio.334 TAGUCHI AND ORTHOGONAL ARRAYS Figure 19.. We should use the latter group to reduce the variance as much as we can. If the ratio is increased to x=: 20.4.+ 54 -+-- -------- I 52 __ r-----·-I I -------r-- 25 Ratio Figure 19. The target value. the slope of the curve is guite steep at that point. This suggests a design strategy for parameter design experiments. We will perform a factorial experiment to investigate the influence of these factors. Xu = 13. and then usc the others to adjust the performance characteristic to its target valuc. that we can vary to adjust the output back to Yo without losing the advantage of lower sensitivity to small changes in the ratio that we discovered at x = 20.

335 SIGNAL-TO-NOISE RATIOS 19. because it is more nearly normally distributed.1 71.5. changing the level of C produces a significant change in the variance.7 66. or dispersion. and ji as the measure of the process Table 19. The data are shown in table 19.n 71.2 91.5 76. We learn that changing the levels of A or B has little effect on the variance. Increasing A decreases . rather than S2 itself.5 46. i. That tells us which factors have a major influence on the location of the process.6 70.0 60. SIGNAL-TO-NOISE RA TlOS In the example of the previous section. e.2 76. 19.6 90. We can analyze the data in two ways.e.l.5 47. we take as the response the means of the sets of five observations.3 60.5 8H. is modest.. though positive.7 n. increasing B increases f The effect of changing the level of C.0 71. the best levels of those factors.0 6\.6.5. we take as the performance characteristic the estimated variance at each of the eight sets of conditions.7 76. Many statisticians prefer to use the natural logarithm of S2.g. We start with a simple example that illustrates the basic principles.1 A B C -1 +1 -1 -1 -1 +1 +1 -1 -1 -1 -1 +1 +1 +1 +1 +1 -1 +1 -1 +1 -I -1 +1 +1 60. or parameters.7 46.0 92. PARAMETER DESIGN EXPERIMENTS The purpose of the parameter design experiment is to determine which of the factors are important in the manufacturing process and to find the optimum set of working conditions.1 64.8 47. In this example. and then adjust the levels of A and B to get the desired value of the process mean. First.0 65. We run the complete factorial (all eight points) and we make four runs at each of the eight sets of conditions. we obtain the same result with either choice. on the other hand.0 65.2 50. We find that A and B are the important factors.2 49.3 9\.5 91.3 49.5 78.y. The combined analyses suggest that we should run the process at the low level of C to cut down on the variability. we used the sample variance as the measure of variability. which is greater at the high level of C. the average output voltage.5. In the second analysis.5 91..4 .1:1 50. Suppose that we have three factors in our process and that we decide to look at two levels of each.

the objective of the engineer is to optimize the process by choosing the set of working conditions-the levels of the experimental factors-that makes the signal-to-noise ratio as large as possible. It is clearly a transformation of the well-known coefficient of variation." The fact that the ratios are expressed in terms of 10gJO rather than natural logarithms is not important. which he calls signal-tonoise ratios. The last one. (ii) when the objective is to make y as large as possible. which is the ratio of the standard deviation of the response to its mean. The use of the signal-to-noise ratios has been a matter of dispute. For a set of data C. is more difficult to justify." "larger is better. but not as a general procedure. It has been said that he has developed over 70 different such signal-to-noise measures! The three most commonly used of Taguchi's signal-to-noise ratios are these: (i) L y. . It can be argued that the first of them.!] n' S when y is to attain a specific target value. where n is the number of points involved.336 TAGUCHI AND ORTHOGONAL ARRAYS mean. y it is often expressed as a percentage. It may well be more appropriate in some cases. when the objective is to make y as small as possible. SN s . (iii) SN N = 10 log 10 [(i)2 . SNs = -10 loglO ( -n-) . Why we should be considering the variance of log( y) rather than looking at y or log(y) is not clear. That is why some of them are prefaced with minus signs. Taguchi advocates several other measures. Pushing that a bit further." and "on target is best. is a transformation of the mean square error when the target value is zero. They are given the slogans "smaller is better.v. however. It can be shown that this ratio is mathematically equivalent to the logarithm of the variance of log( y). the second is related to the mean square error for lly when its target value is zero. In all cases. s = -::.

control. With more factors and more levels. and it has also been the subject of articles hy Box and others. That is the sort of thing that might happen if we used cheaper parts. The analysis proceeds in two steps. we calculate two performance characteristics of the outcr array: the average observation. In a letter to the editor of Quality Progress.7. This lattice for the design factors is called the inner array. 100 ohms. We can also calculate one or more signal-to-noise ratios. with six design factors. Hunter (1987) has presentcd a strongly written and convincing argument against using this criterion. this time in the noise factors. we choose a fractional factorial-one of the orthogonal arrays.337 INNER AND OUTER ARRAYS Furthermore. J. Examples of these are the temperature in the work place. representing environmental noise. We could also treat as a noise factor the resistance of the component that was mentioned earlier by perturbing it by a few ohms above and below its nominal values. 19. With three design factors at two levels each. each at two levels. SN N contains no mention of the target value. giving a total of Nn observations in the complete experiment. However. The design factors are factors that we can control-more or less.. Maximizing the quantity y2// places a premium on points with large values of y and small values of s. and so we were able to run the complete factorial experiment. This can turn out to be an awful lot of observations! At each vertex. Suppose that there are N vertices in the inner array and n observations in each outer array. y" and the overall variance of the If points. which exceeds most budgets. There are other factors that affect the performance of the final product that we either cannot. which makes it hard to justify as a measure of meeting that target. These arc the noise factors. the total number of possibilities is only eight. We obtained our values of the variance by making four observations at each of the eight vertices of the cube. we want small values of s. The outer array is another orthogonal array. but we do not necessarily want to have y as large as possible. and 120 ohms. Certainly. or do not choose to. the experimental design is more complicated. There were only three design factors. the total number of possibilities is 729. We consider two types of factor: the design factors that we have already discussed and noise factors.5 was simple in two ways. Therefore. INNER AND OUTER ARRAYS The example in section 19. S. The overall experiment consists of running the outer array once at each point (vertex) of the inner array. s. . They arc the knobs on the black box that is our process. each at three levels. perhaps the L( 18) lattice for six factors in 18 runs. and the pollen count. We can decide that factor A will be a certain resistor with three levels: 80 ohms. The first step in planning the experiment is to select the design factors and to choose their levels. the humidity.

5. and the third with E and one of the others.05 46.2546 22.3533 lO. We note that the linear contrasts for A and both the linear and quadratic contrasts for Bare Table 19.9526 22.1767 21.1985 9. If nature is kind.21 45.1639 9.1 shows the design of the inner array and the summary statistics.07 46. just as in section 19. 73S2 23.4237 8.67 10.9051 23.82 39.8.3950 9.37 39.77 42.08 41. that affect y" but do not alter the dispersion. S2. If that is so.9163 22.9026 22. whieh we can call the signal factors.S0 45.3092 22.8.R222 9.3032 7.30 42.47 46. following the pattern of example 18.8.5696 12.338 TAGUCHl AND ORTHOGONAL ARRAYS Now we have the inner array with two performance characteristics observed at each vertex.6670 9.l:!302 1:1.1--one with factors A and B.8275 7.67 39. AN EXAMPLE OF A PARAMETER DESIGN EXPERIMENT We consider an example in which there are five factors that are possible control factors. the second with C and D.3564 .7558 23. but do not affect the location. Table 19.1. and we make an analysis for each.759R 23.65 41.825S 2 2 0 0 0 1 1 1 2 2 2 () 2 0 I 2 1 2 0 1 2 I () (I 2 0 1 I 2 0 1 2 2 2 0 2 0 1 0 1 2 1 2 0 1 1 2 J 2 0 2 1 () () 2 2 n I 2 0 1 7. we will put the dispersion factors at the levels that minimize the variability. Because the array is orthogonal. and some other factors that control the dispersion.82 43.6S59 11.86~ 10.1668 11.5976 21.7165 24. The L(18) Lattice for the Inner Array A B C D E Y S2 SNN 0 0 0 1 1 I 2 0 I 2 0 1 2 0 1 2 0 1 2 0 0 0 1 2 2 0 1 39.3150 22. The outer arrays consist of nine points each. We begin with an analysis of the data for the response y.8245 22. and use the adjustment factors to get y back on target.7.4675 21. The factors are assigned to the first five columns of the lattice.6673 8.51 43.404S 22.91 45. we can use analysis of variance.3058 23.28 46. It is decided that these factors be considered at three levels each and that the inner array consist of the L( 18) lattice described in section 18.1:1870 JO. The easiest way is to make three runs on a two-way analysis of variance program. y.5.15 46.1. s~. and SN N' for the outer arrays carried out at each of the 18 vertices.8727 23. we will find some factors. 19.

and.71 9. If the objective is to maximize y.9 42.8 43.8 43.8 44. shows that factor D and.10 9.7 43. A reasonable set of recommendations would be to run the process at the middle level of D. Averages for s 2 2 (] A B C D E 9.1 significant at the 5% level.77 9.2.32 11.8. one can come to the same conclusions from looking at a table of the averages at the various levels.09 9.5 43.92 9. points in the same direction. The averages are shown in table 19.16 9. or its orthogonal fractions. the linear component of E arc important for controlling the variability.3. and leaves the choice of the level of C to other considerations. One chooses the "best" values for each of the factors A and B. possibly. Table 19.5 45. we should certainly move to the middle level of E because that brings us ncar to the target with a further reduction in variability.0.8 42.R9 9.3. table 19. but that Table 19.2. The usc of a signal-to-noise ratio Ii ke SN N makes life simpler for the engineer because there is only one criterion to be considered. A = 2 and B = 1.65 9. If the target value for JL is about 43.8. This tells us that A.H5 . E have a big influence upon y.7 42.2 that factors A and B. namely.8.8.9 44. /.5 43. E arc signal factors.7H 9. and to adjust the level of y by altering A and B.7 2 43. the decision process is easier. to a certain extent.9 43. Analyzing the variance response. enahles us to estimate effects by averages.70 8.47 9.4.7 4l. and.8. It is clear from an examination of table 19. The table of averages of In(i).24 9. We already saw that in the more obvious cases. B.339 AN EXAMPLE OF A PARAMETER DESIGN EXPERIMENT Table 19. The reason for this is that the use of the factorial experiment. Averages for j o A B C [) E 40.73 9. and that the linear component of E would be significant if we took a = 10%. It is not always really necessary to carry out the analysis of variance procedure. It is clear that one should try to operate at the middle level of D. together with D = E = 1.8. to a lesser extent.

They are the best in the sense that if we run the process at those conditions.21 22.5. In deciding which of the factors should be varied to minimize the variance and which should be varied to adjust the response.74 23.163 2.227 2.94 22.06 22.287 2. we relied on an orthogonal array-an orthogonal main-effects plan.4.262 2. THE CONFIRMATION EXPERIMENT When all this has been said and done. they are A = 2 and B=C=D=E=1. Perhaps we need to expand our inner array to make it a resolution IV fraction. We could decide that the optimum conditions for our process are those that maximize SN N for each factor.96 . In this cxample. we will.263 2.202 2. or a resolution V Table 19.37 22.282 simplification may not always be realistic.286 2 2.37 23. the result is a set of operating conditions that appear to be the best. in which case we have to stop and think (and be thankful that we did not make a rash rccommendation that would stand as a memorial to us).88 23. But we could have been wrong! This leads us to the last stage of thc experimental plan for parameter design-the confirmation experiment.55 22. The results could be disastrous. Averages of In(sl) ------ 0 A B C [) E 2. The averages for the ratio SN N are given in table 19. But there may be a pitfall.09 22.8.65 22.66 2 22.5. we assumed that there were no two-factor interactions.8. we hope. In the analysis.340 TAGUeHl AND ORTHOGONAL ARRAYS Table 19. Averages for SNN () A B C D £ 22.18 23.279 2.40S 2.9. We should run the outer array at the set of values for the factors in the inner array that we are going to recommend.202 2. We need some more data.241 2.266 2. manufacture product that is close to the target with a minimum of variability. 19.219 2.8.98 23.37 22.266 2.

This can become costly in terms of both money and time. Not only will improving the precision of A not help us much. and calls for some serious thinking and statistical planning. But which parts need to be improved? A tolerance design experiment is an experiment to find out where the variability occurs and where the adjustments should be made. it becomes. When the array has been run. we find how much of the variability is associated with each factor. Taguchi recommends that the parameter design experiment be done with low-price components that have. which has its strengths and its weaknesses. If the variability is too high. If the outer array on our confirmation experiment has shown a satisfactory level of variability. and. we can go into production with the low-cost parts and a corresponding savings in production costs. say. by the nature of their prices. and not with precision parts in a white coat laboratory setting. where we have to make our further improvements. we are going to have to use better parts in some places. We have our optimum conditions. we may find that "wiggling" the level of A does not contribute much to the variability of the final product. 19. but we might just as well continue to use low-cost parts for A.11. we turn to tolerances. TOLERANCE DESIGN Having settled on the parameter values of our process. 100 ± 2. In this chapter. a factor with levels. We run a second outer array centered on the optimum parameter conditions. and more costly. Until about 60 years ago.FINALE 341 fraction. This time the noise factors are noise in the parts themselves. in the noise array. we have focused on the approach of Taguchi. some variability. relatively speaking. We also have a basis for the next stage of the investigationtolerance analysis. hence.10. resistors for that item.3. experimenters were taught to change one variable at a time. That happened in the example discussed in section 18. This classical approach to experimentation has two . The results could confirm our earlier conclusions. we have given a short introduction to the design of experiments. 19. and the outer array at the confirmation run provides some data about the area around that set of conditions where we will be working. If factor A is a resistor at a nominal level of 100 ohms. FINALE In the last three chapters. We may find that A is critical and that the best way to reduce variability is to use very precise. and save a lot of money. on the other hand.

several factors simultaneously. and C in the factorial experiment arc uncorrelated. was developed at Rothamsted Agricultural Station by Fisher and Yates in the 1930s. This property is sometimes called the hidden replication property of factorial designs. Furthermore. instead of one point at high A minus one point at low A. Now that practicing engineers are aware. The strength of these designs lies in their efficiency and their ability to detect interactions. some of the more zealous disciples of Taguchi get overheated and proclaim that all the ideas of multifactor experimentation arc Japanese. ac. and then investigates A by keeping Band C fixed and varying A alone. (1). particularly in the semiconductor industry. mainly in-plant short courses. TIle efficiency comes from the balance. The halving of the variance. we have the average of two at high A and two at low A. The growth in the usc of these ideas in engineering in the United States was slow. The ideas of multifactor experiments took a while to move from agriculture to engineering. The methods that they were using were gathered in a book (Design and Analysis of Industrial Experiments. of the importance of statistics. At the end of World War II. were llsing them in chemical engineering research. during World War 11. With three factors at two levels and four runs. it was the standard book from which most industrial statisticians learned about design of experiments. ab. The main reason has been that. L. Fractional factorials were developed by Finney.(1)] /2 with variance (T2. and c. edited by O. but now the A effect is estimated by [ab + ae . scientists at the laboratories of Imperial Chemicals Industries (ICI) in Great Britain. It is still very good reading for both engineers and statisticians. it followed and built upon Fisher's earlier introduction of the procedure for the analysis of variance. and the statistical independence of the estimates were achieved by considering. the engineer runs the base point. the estimates of A. b.be -. Multifactor experimentation.342 TAGUeHI AND ORTHOGONAL ARRAYS drawbacks: inefficiency and the inability to detect interactions. Because the designs arc orthogonal. Many of them are hearing about these things for the first time in the framework of the Taguchi methodology. It is still difficult to find room for statistics courses in most engineering curricula. Davies) first published in 1954. unlike the Japanese. For a long time. we have two choices. and were invented by Taguchi . American engineers arc learning about designed experiments through programs arranged by their companies. also at Rothamsted. and of the gains that Japanese have made through intensive use of statistical methods. American engineering education has not included mueh emphasis on statistical methodology. or doubling of efficiency. B. and be. the estimates in the one-at-a-time experiment are correlated. and varying. The classical one-at-a-time design consists of four points: (1). a. The estimate of the A effect is a . we arc able to compare averages-the average of all the points at high A minus the average of all the points at low A.(I) with variance 2u 2• The 2 3 1 half replicate also has four points. as we know it. particularly George Box. Unfortunately.

A policy of picking the winner among the means of three levels of it factor may get you into trouble if there is no significant difference.5 . and you need to watch out for them.5 9. It is an example for a Taguchi parameter design. But some caveats must be mentioned again. An article in one of the major U.2. the results are easy to present and easy to understand. But there is more than that. No matter what language you speak.343 EXERCISES himself.9. He is reviewing a software package and he includes this example of a design with five factors in an L(8) lattice and five observations at each point.1.5 9. you can hardly avoid learning something! Good luck! ORTHOGONALITY = BALANCE = SIMPLICITY = EFFICIENCY EXERCISES 19. One of the important uses of the analysis of variance is to obtain a valid estimate of the error. but you will have no good handle on the variability.5 4. 19. including the calculation of all three signal-to-noise ratios. Because of the orthogonality. and use orthogonal arrays. This data set comes from Karlin (1987). the important thing about welldesigned experiments is that they arc efficient and simple.0 8. Because they are orthogonal factorial experiments.1. we have outlined a systematic approach to experimentation.0 0. arguing that they do not exist in the real world. but remember: not only will the interactions (if any) he aliascd all over the place. Fisher had to discourage some of his agronomist colleagues from going off half-cocked and claiming that effects were significant when they were not. the calculations are straightforward. It can too easily get out of hand and result in engineers blindly following the instructions in the handbook while their brains and engineering judgment are left hanging on the hook outside the door. newspapers conveyed the absurd allegation that the western statisticians are still advocating one-at-atime experiments and are unaware of the principles of multifactor experimentation. which it claimed were developed outside the West.5.0 7. Another caveat concerns variability.5 5.5 3. Some rabid disciples also go so far as to deny the existence of interactions. Carry nut the details of the analysis of the data set in tahJc 19. That is one of the reasons for the confirmation experiment in section 19. Setting up a multifactor experiment in an orthogonal array is a straightforward matter. -1 +1 -I -} -1 !-l -} -] +} -1 4.S. There really are interactions. It is tempting to load up an L(32) lattice with 31 factors. In the last three chapters. Such blind partisanship by zealots is regrettable.0 3. If you do it properly.

is the free height of the spring. and E. and CD were the only interactions of interest.44 7.56 8. Y. The design of the experiment was an L(8) array in factors 8. and 0.50 7. D. Pigniatello and Ramberg (1985) reported an experiment on the heat treatment of leaf springs on trucks.18 7. Kackar and Shoemaker (1986) used designed experiments to improve an integrated-circuit fabrication process. code .oo? 19.0 10.09 7.69 7.88 7.81 Low 0 7.56 7.59 They took as their signal. There were three runs at each set of conditions.' Which would you regard as the important factors? 19.5 7.5 4.78 8.344 lAGUCHI AND ORTHOGONAL ARRAYS -I +1 -) +1 -1 +1 -1 1 +1 +1 +1 +1 +1 +1 -1 -1 +1 +1 -1 +1 +1 -1 -1 +1 +1 -1 -1 +1 .3.25 7.62 7.56 7. They investigated eight factors in an L(16) array.0 9. which factors would you adjust to move the response to y = 8. transfer time. For each run.63 7. The factors werc: A.5 2.5 5.0 9.12 7.5 11.56 7.0 6. high heat temperature. D..56 7.15 7.69 7. quench oil temperature.5 6.32 7. which was repeated at both levels of O.75 7. susceptor rotation method.0 5.5 1.69 7. 10 10glO( ~:) .88 7.59 7. 7.81 7. they measured the thickness of the epitaxial layer at five places on each of 14 wafers (70 measurements in all).0 4.0 17.5 7.5 7.to-noise ratio Z. BD.5 4.0 0. hold-down time. C..81 7.5 15. The response.6 19.0 4.50 7.5 16. E.50 7..1 +1 0.0 13.75 7.4.(16 7.5 7. The data follow: B 1 2 I 2 1 2 1 2 C BC D BD CD E I 2 1 2 2 1 1 1 1 1 2 2 1 2 2 J 1 2 2 2 1 1 I 1 1 2 2 1 1 2 1 1 2 2 1 1 2 1 2 1 2 1 2 2 2 2 2 .44 7.5 1.0 2.5 8.56 High 0 7.44 7.44 7.62 7.50 7.88 8.5 9..00 8.5 1. B.78 8. The engineers considered five factors in the manufacturing process: B. What levels of the factors would you recommend? Which factors would you adjust to minimize the variance? Having done that. heating time. Its target value is eight inches.5 Suppose that you were to use the signal-to-noise ratio (SN) I.50 7.50 7.18 7. They were prepared to accept that BC. C.18 7.25 7.94 7.56 7.88 7.

907 13. deposition temperature.5 17. Y is the number of cycles to failure of the bit. deposition time.5 I 1 1 1 I 1 I I 1 1 4 3 223 1 I 1 224 2 2 1 222 2 4 3 2 1 1 2 4 122 212 2 1 2 1 J 1 2 I 2 1 2 2 122 17.165 1 1 2 13JW) 2 2 2 2 1 2 1 221 -1.1190 -0.5.972 -0.1)21 13. The orthogonal array follows together with the values of y and i at each point. Which were the important factors? Given that large values of Yare desirable.757 -0. HCI flow rate.3467 -0.415 14.5.fi270 1 2 I 2 2 1 I 2 1 1 I 1 2 2 2 2 1 2 14.5 2.345 EXERCISES of wafers.8625 19. E.932 13. He assigned the four-level factors to three columns of the lattice.878 14. nozzle position. see chapter 18. at what levels of the four-level factors should you run your process? Does it matter? A 1 1 1 1 1 1 !JCDl:. He had eight factors at two levels each and two factors at four levels.5 0. D. Which factors should you control to minimize the variance? Which factors should you then adjust to obtain a mean thickness of 14.8563 -0. arsenic gas flow rate.914 -0..: 1 1 1 1 F G 11 l Y 1 1 1 1 3. If the bit failed during the eighteenth eydc. 14 of the 32 bits failed during the first cycle.2292 -0.1989 -1.5 .6154 -0.3267 2 1 2 1 2 1 1 1 2 221 14. The data follow.037 13. Phadke (1986) used an L(32) lattice in an experiment to compare the lives of router bits.5 0.4307 -0.5 1 1 122 134 221 0.4369 -0.5 0. F HCI etch temp. G.888 211 212 1 2 2 1 2 1 14.4230 -0.4969 14.4425 C D E F G H y 1 1 2 2 1 2 1 2 1 2 1 2 14.3131 --0.5 JLm? A 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 log (s 2 ) -0.032 1 2 1 1 1 1 212 2 2 2 B 1 I 1 1 1 1 1 2 2 2 2 222 1 2 1 122 2 1 14. C.5 0.880 2 2 111 212 14.843 14. and H. Y was recorded as 17. for example.821 14.6505 -1.

5 0.5 17.5 1 1 0..5 17. 2 2 1 1 2 1 2 2 1 1 1 2 1 1 1 2 2 1 1 2 2 2 1 1 2.5 2 2 2 2 2 2 2 1 2 2 2 2 2 2 2 0.5 2 2 2 2 3.5 1 3.5 n.5 2 1 3.5 3.5 17.5 0.5 0.346 TAGUCHI AND ORTHOGONAL ARRAYS 2 2 2 2 2 2 2 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 1 2 2 2 2 1 1 1 1 2 2 2 1 3 2 1 2 1 1 1 1 4 1 1 1 I 2 3 1 2 4 3 1 2 4 3 2 1 2 3 4 4 1 3 1 2 4 2 4 3 I 2 3 2 2 2 4 2 2 2 2 2 2 2 1 2 1 1 I 3 4 2 2 2 2 1 1 1 4 3 1 2 4 2 1 3 3 1 2 2 1 2 2 1 2 1 1 1 2 1 .:.5 .") 2 2 1 2 1 1 1 2 1 2 2 2 2 I 2 1 2 1 1 2 J 2 2 1 ") .5 3..5 14.5 17.5 17.s 17.5 0.5 0.5 2.5 n..

"A sampling inspection plan for continuous production. F. J. H. H. 2nd edition. 9. (1955a). Wiley. Homewood. Daniel. Hafner. New York. 291-301. Dodge. Church. Duncan. 4. Irwin. Dodge. no. (1981). W. no. 12.) (1956). (J9H6). J. 264-279. Dodge. vol. N. "Additional continuous sampling inspection plans. (1959). Dodge. amI Romig. (1978). Dodge. and Torrey." Annals of Mathematical Statistics. H. L. E. (1977). Fitting Equations to Data: Computer Analysis of Multifactor Data." Technometrics. New York. S. Davies. Cornell. Applied Rexression Analysis." Technometrics. and Hunter. G. John Copyright © 1990 by John Wiley & Sons.Statistical Methods in Engineering and Quality Assurance Peter W. Wiley. (1<)80). G. 5. 7. 347 . 2nd edition. Dodge. 2nd edition. F.. 1." Technometrics. Wiley. (J955b). N. vol. H. "Use of half-normal plots in interpreting factorial two-level experiments. 11. (Ed. no. Daniel. vol. 8. New York. 7-12. and Smith. New York. OUo (1959)." Industrial Quality Control. M. A. New York. F.. A. (l945). and Wood. 229-246. H. 93-157. P. Wiley.. (1981). "Partial duplication of factorial experiments. 5th edition. "The fractional replication of factorial arrangements. Draper. 311-342. 63-70. New York. 3-5. vol. J. Experiments with Mixtures. 11. 10-13. 1. Inc References Box. Jr." Annals of Eugenics. (1943). 14. O. H. F. (1966). 2nd edition. Hunter. G. M. Nine of his papers were collected in a memorial issue of lournal of Quality Technology." Industrial Quality Control. Alonzo C. vol. 1. J. "Analysis of data when the response is a curve. H. vol. Wiley. vol. D. F. Dykstra. (195]). Sampling Inspection Tahles. H.. Finney." Industrial Quality Control. "Skip-lot sampling plans. Illinois. vol. "Chain sampling inspection plans. vol. 5. F.. Statistics for Experimentas. C. F. Quality Control and Industrial Statistics.. C (1959). Design and Analysis of Industrial Experiments.

S. Ishikawa. (1985). (1973). May. 305-325. 20. Statistical Design and Analysis of Experiments. 39-50. issue 2. M. (1983a).. vol." A. R. W. Peter W. "Robust Design: A cost-dlcctivc method for improving manufacturing processes. "Control chart tests based on geometric moving averages. vol. T. S. "Letter to the editor." Transactions of Ihe American Society of Mechanical Engilleers. (1983h). May 1989. & T." Quality Progress.. P. 20. (1987). E. 20.55-56." A. J." Journal of 'he Royal Statistical Society. 47-57. (1985). H. (195'». 344--360. Nelson. D." Techllometrics. 1. "The design of optimum multifactorial experiments. 1-12. Montgomery. Tedll1ical Journal. (1985). J. 54-57. vol. Plackett. (1976). Schilling." Journal of Quality Technolugy. and Ramberg. 51-59. 41." Technometrics. Oikawa. L. vol. Asian Productivity Organization. H. "Cumulative sum control charts. 198-206. Phadke. "Comhined Shewhart-cusum quality control schcmcs. R. (1976). and Shoemaker. "The deceptiveness of moving averages. M. 4.. and Nelson. Lucas. 203-210. "Continuous inspection schemes. "The effect of nonnormality on the control limits of i charts. T. 17. "Discussion of a paper by R. New York. J. 130-134. (1958). New York. 33." Semiconductor International. W. 5. 51-68. vol. J. vol." Journal of Quality Technolugy. 8.. MacBeth. K. Ott. E. N. (1986). '" T. 99. vol 14. Kackar. S. 15. vol. J. (1946). J." Journal of Quality Technology. (1971)." Journal of Quali~y Technology. (1987). "Experiments with mixtures. UNIPUB. New York. P." Journal of Quality Technology.348 REFERENCES Hunter. Kackar. R. (1982). May. T. 188-192. M." Biometrika. (1973). vol. and Oka. "Identifying useful differences in a multiplehead machine. Introductioll 10 Stalistical Quality CUlilrol. (19M). 183-188. 239-250. 18. Scheff6. IS. Guide Iv Quality Control. Pigniatello. E. Gordon (1989).. E. issue 2.{7). 3. and Snce. S. "Design optimization case studies. S. 1-9. R. Karlin. . Wiley. (l954). "A modified V-mask control scheme. E. no. J ." Technometrics. "Software on review. vol. Lucas. 7-8. 1'. (1976).100-115. Page. A. "Transformations for attribute data. vol. N. M. M. January. Nelson. Lucas. S. "The design and use of cumulative sum quality control schemes. 15." Quality Progress. R.I. "The exponentially weighted moving average. vol. vol 65. "New techniques for approximating the stress in pad-type nozzles attached to a spherical shell. L. vol. Macmillan. and Burman. Technical Journal. C. Roberts. vol. "Check thermal effects in photoresist coating process." Biomelrika. S.." Journal of Quality Technology. vol." Journal of Quality Technology. J. D. 65. John. C. S. G. (1961). L. Hunter. vol. S. Page. . 833--847. vol." Journal of QualifY Technology. (19!. series B.

Reading. Van Nostrand. 24. Wald. A. C." Techllometrics. 127-132. (1931). May. New York. (1937). W. 119-130. E. "A quick compact two sample test to Duckworth's specifications. (1959). (1982). Center for Quality and Productivity Improvement. Yates.REFERENCES 349 Schilling. "An overview of acceptance control." Solid State Technology." Report No. New York. (1977). F. Shewhart. W. Yin. J.. University of Wisconsin. 1. Wu. (1984).. . J. (1987). "An investigation of OA-based methods for parameter design optimization. "Developing blending models for gasoline and other mixtures. (1947). Dekker. G. S. Addison-Wesley. Economic Control of Quality of Manufactured Product. Wiley. vol. New York. and Jillie. D. W. (19tn). Sequential Analysis. (1987). Madison. E. Mao. S. Acceptance Sampling in Quality Control. "The design and analysis of factorial experiments. vol." QUfllity Progress. 31-48. J. G. and Ma. A. 17. Tukey. England." Techllometrics. F. Gerald Z. Schilling. Snee.. vol. Exploratory Data Analysis." Impcrial Bureau of Soil Science. Don W.. Tukey. R. S.22-25. Harpenden. 23. "Orthogonal design for process optimization amI its application in plasma etching. Massachusetts. F.

.6628 .8186 .7 1.5753 .6950 .8438 .846\ .6 . ~ (0 (0 ~ S· o IT ~ "< I::l c. .. c.o ~ ~ ~ @ :. I::l 3"::J'"~ () ::::l ~ .8389 1.97320 .6480 .5040 .6103 ..8907 .7088 .97062 .96407 .7939 .8944 .92220 .8925 .8531 .96562 .5478 .96856 .97670 .8770 .8106 .0 .93319 .6700 .8599 .9 .8810 .92785 .7 .94630 .6141 .7454 .6026 .7389 .8159 .8665 .8238 .8749 .92507 .4 .8869 ..7881 ..90147 .8686 ..96926 .6217 .91466 .8212 .8849 .5793 .01 ..7019 .8078 .5557 .6 .8508 .93448 .5160 .3 1.7291 .95254 .8554 .07 .6915 .5871 .5832 .96164 . :: S ~ a "'- :::2: .7823 .97558 .97615 .5438 .6331 .90490 .8 .93189 1.5279 .1 .4 .95449 .95154 .7734 .3 .5675 .7794 .96327 0.8 1.5517 .5080 .7580 .92364 .6406 .03 .97500 .92647 ..7517 .5636 . ~ ~ ~ s-~ '"3.8729 .7123 .1 1. The Normal Distribution*·t z .7257 .97128 .08 .5987 .5239 .93943 .95053 .95543 .5948 .5319 .7190 ..7703 .0:: en c.8315 .06 .8830 .97441 .00 .95637 .93056 .96784 .5199 ..8621 .6879 .05 .92922 .7324 .91774 .7157 .5398 .91309 .09 .90824 .8708 .7642 .: :::: ::::l • .6736 .94738 ..8289 .92073 .9 ~ ..7852 ..59\0 .0 1.8133 .7967 .97193 ..93574 .5 .7224 .' i::" ".94520 .6293 .94408 .8790 .96638 .7995 ..8962 .6591 .8643 .96246 .6554 .9\ 149 ..6844 .8980 .90988 .6517 .8264 .90320 .93699 .2 1.6808 .95818 .94845 .7764 .761 I .7486 . UI ~ s (D rJ:J VJ S' .8340 .91621 .6443 .6368 .7054 .94179 .5596 ..7422 .79\0 .7357 .97381 .90658 .95994 .6179 .97257 .5714 .8023 .8485 .91924 .5 1.)I:: ro@-~ "<~~ R<>:::2::'" (fl' ~ .8051 .8577 .6985 .6772 .94950 .8413 .96995 .8888 ..5359 .96485 .~ ~ cr o Table I..93822 .7673 .2 1.5000 .02 .8997 .96712 .95907 .96080 .04 .6064 .94062 .95728 .7549 . 1.95352 .5120 .94295 .8365 .6664 .6255 .

9 30646 .9 2 4297 .94 7748 .9 2 8305 .9 3 8146 .9 24132 .9·3327 .9 3 6376 .92 4766 .98956 .9 3 5959 .0 2.9 2 8694 .9 28134 .91 8012 . Hald.1 3.9 2 7744 .9 4 4094 .9 2 4915 .9 24614 .2 3.9 2 8777 .9 3 6752 .~2468 .92 3963 .9 27282 .94 4988 .9 1 8462 .01 .9 4 6092 .94 7211 .9 3 8637 .98382 .98341 .0 .93 8215 .9 4 1838 .98537 .9 3 4230 .9 3 5658 .3 3.97831 .6 2.0 3.98713 .9 2 8511 .9 2 8650 .9 3 3590 .9 2 8411 .9 38074 .9 4 5190 .3 2.98809 .9 1 1260 . .9)5499 .98461 .9 2 1802 .9 2 6319 .9 38964 .94 5926 .97982 . New York (1952).94 6833 .98983 .9 4 5753 .9 1 7365 .02 .9 3 6982 .9 2 8930 .9 4 2159 .9 2 8999 .9 3 8739 .07 .9 3 8527 .9 1 3244 .9 2 7445 .8 2.94 3052 . reproduced by permission of Professor A.9 2 8736 .94 3848 .9 4 7090 .9 3 6242 .9 2 2240 .9 .09 2.9 3 4429 .98745 .9 3 8583 .93 2636 .7 3.9 2 7523 .9 2 5604 .9 4 2765 .9 27020 .9 3 8879 4.9 4 7439 .98214 .9 1 6093 .9 4 0426 .98077 .9 1 3431 .94 4331 .9 2 3613 2.98169 .98500 .9·0039 .9)5811 .9 2 6207 .9 2 7948 .9·1504 .06 .98679 .98030 .Jbt -~ (!-~'Il .9)5166 .9 3 5335 .97932 .9 3 3363 .4 .5 3.6 3.98778 .9 1 5201 .94 6406 .9 3 8409 .9 3 7299 .94 7546 .9 3 4623 .9 3 7674 .2 2.98422 .9 3 0957 .9 28250 .8 3.9 2 8193 .9 4 6964 .9 1 8359 .9 1 8605 3.93 1553 .9 2 7599 .9 2 3790 .9 2 5473 .9 3 8347 .9 3 8787 .94 4558 .9 30324 .08 .9 2 3053 .98257 .9 20613 .9 2 5339 .9 4 5385 .9 4 5573 .(N (II Table I (continued) N :z I .9 2 8893 .9 1 1576 .9 38689 .9 2 7673 .98645 . by A.97725 .9 3 7197 .9 3 8282 .94 6253 .98610 98928 .9 2 5855 .9 2 6427 .97778 .7 2.9 2 2656 .9 3 7091 .93 8834 .9 2 6833 .9·0799 .03 .9 2 8074 .92 1106 .9 2 7110 .9 .9·1158 .9 2 7197 .9 3 8469 .9 2 2857 . Hald and the pUblishers.9 2 2024 .9 2 6928 .4 .98840 .5 2.9 3 7759 .9 3 4810 .9 2 5975 .9 34024 .9 3 7493 .9 3 3810 .9 20097 .9 3 6103 .9 2 8856 .00 .9 3 6631 .9 3 2378 .9 2 6533 .98870 .1 2.9 2 6736 .9 2 8817 .98124 .9 3 7585 3.9 4 3593 .94 4777 .9 2 4457 .9 3 2112 .9 4 7649 .9 3 4991 .9 3 7922 .9 2 5060 .9 2 7814 .9 2 2451 .97882 .05 .9 3 7398 .04 .9 1 8965 .98899 .9 3 6505 .9 3 7999 .9 26636 .98574 .94 7327 .94 6696 dx t From Statistical Tables and Formulas.9 3 7842 .9 2 1344 .920863 .9 3 6869 .9 3 1836 .9 3 3129 .9 3 2886 .9 2 5731 .94 6554 .9 3 8922 .98300 .91 8559 .92 0358 . John Wiley and Sons.92 7882 .94 7843 • cJl(zl = - If .

025 .694 .074 2.689 .718 .761 2.303 1.685 .684 .776 31.831 2.01 .740 1.397 1.015 1.812 1.660 2.055 3.980 1.686 .925 5.353 2.896 2.692 1.05 .708 \.821 6.365 2.681 .690 .821 4.684 .683 1.353 TABLES ~ Table II.101 2. values of t .765 . CI.734 1.746 1.552 2.415 1.602 2.700 .845 2.440 1.787 2.179 2.314 2.316 1.861 20 21 22 23 24 ..355 3.485 2.250 14 .960 2.313 1.687 ..796 1.679 . ~nm/2) m t From Biomf!lrika Tables for Statisticians.356 1.080 2.262 3.571 2.681 2.674 1.947 2..706 4.060 2.638 1. Hartley.462 2.684 1.921 2.895 1.624 3.363 1.005 1.782 1.321 1.657 9.833 2.898 2.333 1.052 2..145 2. and for this the function l20/m is convenient.541 3.1 .132 12.617 2.683 ..358 2.330 1.699 2.583 2.143 2. Where necessary.685 1. The t·Distribution··t·:j: .110 2. Vol.721 1.045 2.25 .686 .315 1.718 2.341 1.703 1.714 1.467 2.479 2.697 1.048 2.447 2. reproduced by permission of the publishers.314 1.539 2.771 1.711 2.771 2.779 2.350 1.756 30 40 60 . .518 2.688 \.697 .965 4.383 2. O.069 2.325 1. S.106 3. I (2nd edition) Cambridge University Press (1958).390 2.819 2.841 4.727 .012 2.576 I 2 3 4 5 6 7 8 9 10 II 12 13 120 00 .753 1.032 3.658 1.886 1.729 2.326 2.604 .807 2. • That is.423 2. lltl dl :.711 .318 1. edited by E. Pearson and H.816 . where m equals degrees of freedom and l" t• • r[(m + 1)/2] ( I + -tlrC.878 2.704 2.345 1.064 2.078 1.725 1.228 2.683 .372 1.457 2.701 1.182 2.319 1.328 1.764 2.296 1.797 25 26 27 28 29 . interpolatton should be carried out using the reciprocals of the degrees of freedom.169 3.160 2.0 1m.691 .282 1.306 2.365 3.500 2.684 .093 2.533 6.492 2.476 1.042 2.650 2.289 1.677 .706 .000 1.201 2.310 1.688 .750 2.056 2.337 1.920 2.695 .473 2..763 2.747 63.645 2.671 1.703 1.528 2.311 1.120 2.131 2.086 2.499 3. .706 \.943 1.303 3.000 .741 3.707 3..977 15 16 17 18 19 .860 1..021 2.508 2.567 2.998 2.717 1.323 1.

1433 6.8013 34. The Chi-Square Distribution*·t ~ .84398 5.81473 9.02389 7.239043 1.90655 7.8119 18.15585 2.34840 11.0128 17.5966 12.2672 35.2093 24.9 .60094 5.710721 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 .6883 29.63273 6.26481 6.2962 27.14224 5.5264 32.2777 21.1910 31.87944 10.5779 31.0261 22.995 .1170 24.89186 6.0201007 .8381 14.9958 26.145476 1.831211 1.1190 23.10691 4.344419 1.6848 20.7185 37.005 .975 .37776 9.675727 .4884 28.554300 .05347 3.5893 2.1564 38.70039 1.9190 12. .5073 16.7496 18.5346 19.989265 1.2170 27.3193 4.8194 31.9550 23.66043 3.55821 3.26094 7.I (II "" ~ 0 Table III.63490 9.8693 30.411740 .94030 4.7250 26.950 1 2 3 392704 x 10.68987 2.22935 5.22603 5.114832 .0705 12.1908 32.3367 24.3070 19.0671 15.96164 8.73264 3.6751 21.0228 15.3621 23.00874 5.5871 28.206990 157088 X 10.1413 25.015 .0506356 .0863 16.990 ..57481 5.7569 28.90766 7.56418 8.2767 7.5476 20.9999 33.39046 10.0717212 .16735 2.57056 4.57063 18.3449 13.81221 6.0100251 .734926 .62872 3.60321 3.81575 4.84146 5.~ 3..4494 16.102587 .99147 7.8325 14.215795 .872085 \.07468 2.4753 20.26214 6.48773 x!" .8454 30.1435 27.484419 393214 X 10.297110 982069 x 10 .23075 8.010 5.56503 4.c".4087 34.9200 23.4831 21.40379 5.32511 11.24697 3.0902 21.10 .5822 .1882 26.8523 30.351846 .7356 26.646482 2.40776 7.69724 6.63539 2.8602 .9 .087912 .01491 7.8 .21034 11.07382 3.5916 14.2995 29.8053 36.237347 \.17973 2.6660 16.67176 9.

43386 8. J22 For rn < 100.9295 90.6907 76.321 128.005 7.145 124. Pearson and H.28293 10.8484 31.'!2 d1.2565 13.879 113.1 and unit variance.0757 39.6525 38.2.4926 26. so that percentage points may be obtained from Table 11.-.7729 55.:. edited by E.3276 45.050 .7908 24.8439 14. I. e-.8786 13.1981 12.0648 48.• ' where rn represents degrees of freedom and r X2 -1.6384 42.1813 45.9232 43.7867 20.9279 17.26040 8.5346 14. For rn> 100. Vol.1133 41.26042 9.7541 70.4011 10. O.5312 101.3574 40.8076 12..807 104.7065 27.5197 11.59083 10.5733 15.88623 8. 100.7807 38.l36 129.64272 9.6720 66.7642 43.6465 41. reproduced by permission of the publishers.6466 74. is approximately normally distributed with mean j2rn .19567 10. Hartley.1260 77.9244 35.1963 67.169 .Table III (continued) m: 20 21 22 23 24 25 26 27 28 29 30 40 50 60 70 80 90 100 1 .1643 29.3079 16.329 124.8922 63.215 116.6705 33.( .7222 44.9535 22.2782 49.8508 11.3417 71.5648 14.0819 46. 2=0: ••• ' 2r(rn/2) 2 .7659 79.54249 10. S. linear interpolation is adequate.4789 36.8564 9.4613 13.4848 16.1720 59.4418 53.1211 11.7393 60.5879 46.950 .5585 10.8852 40.5662 38.4331 32.9630 48.9517 43.2976 50.1603 11.3791 16.4151 34.561 • That is.116 135.3141 45.9933 52.7067 37. '.629 118.1539 88.4817 18.1879 43.4010 42.9321 40.1513 16.025 .9907 35. I (2nd edition)..7956 44. values of 1.1532 65.5093 34.4900 91.It til t From Biometrika Tables for Stalisticians.1725 36.342 95.0231 106.5048 79.2219 51.6885 12.299 140.2894 41.010 .9792 59.89720 9.5240 12.6417 46.995 .4607 45. Cambridge University Press (19S8).9278 48.3372 42.3380 13..3356 13.5913 12.4202 83.425 112.6114 15.1197 13.9968 41.0471 14.990 .4104 32.7083 37.03366 8.1696 35.975 .2752 51.7585 67.9798 39.5400 61.9823 11.1944 44.6449 50.7576 57.t.3915 69.5569 40.2899 49.0905 13.3641 37.3794 53.

5603 2.4618 2.1494 2.1949 2.9480 \.6952 2.9826 1.8068 2.5613 2.6315 I 00 .4160 2.0566 2.0145 2.3393 2.9269 1.0553 2.8498 1.3908 4.0047 1.1582 2.0070 2.5894 3.7265 2.8841 1.3163 2.7055 2.1094 2.9357 5 6 7 8 9 4.9486 2.0604 3.8129 3.3416 2.3772 2.7929 \.6195 3.9985 1.3069 2.1783 2.1022 2.2135 2.0397 2.2888 3.0084 1.1422 2.3473 2.3026 2.2400 3.0613 2.0262 3.4887 2.500 9.6683 2.8947 1.0822 2.0922 2.3970 2.3805 5.858 9.5191 2.7167 1.1073 57.8939 2.2446 2.0410 1.1423 2.9245 2.9238 2.1908 55.9531 1.4374 2.4955 2.2183 2.5509 3.7277 2.2831 2.2850 3.6446 2.0351 2.5028 2.3077 2.8841 1.0045 1.6241 2.0862 2.4633 3.6106 3.5222 2.0232 2.2830 2.4606 2.9407 1.8871 2.3075 2.0913 2.833 9.7849 2.5383 4.4045 3.5263 5.2193 2.0580 2.2987 2.0139 2.0098 58.8560 30 40 60 120 2.0492 \.1280 2.8274 2.10 2 3 4 5 6 7 8 9 2 3 4 39.3603 3.6602 2.7741 1.3491 5.6843 1.4530 3.5053 3.6056 2.1765 3.9515 1.3327 2.906 9.2065 2.3473 2.2574 3.9649 1.1618 5.9968 1.9292 1.4403 10 11 12 13 14 3.2761 2.2517 3.4140 2.2434 5.1030 2.2341 2.8833 2.5106 2.3255 5.1760 2.7632 2.2906 2.9899 2.3801 2.204 9.1149 2.0506 58.2847 4.0730 2.5746 2.1362 3.9959 1.2252 3.2926 5.3512 2.8807 2.7675 1.9878 1.9091 2.1075 2.2828 2.9803 1.8595 2.9949 1.5493 2.2489 2.9609 2.6055 2.9177 2.1300 20838 2.0751 2.5202 3.8918 1.8743 1.1017 2.0605 2.9714 \.9457 1.1296 2.2858 2.0241 2.7914 2.1279 2.9923 1.0909 2.2261 2.9747 2.8289 1.3614 2.3310 2.3679 3.2426 2.3947 2.2730 2.1524 2.0379 2.9668 \.1808 2.4898 2.0732 3.8725 1.4512 2.9012 2.4337 2.9819 \.9374 2.3040 2.5216 2.4694 3.9188 1.3246 53.0000 5.1655 2.9345 \.3170 2.3427 4.2081 2.9001 1.3274 2.0284 2.3649 2.1539 2.9605 2.1745 2.1571 2.1220 15 16 17 18 19 3.5283 2.7265 2.864 8.6053 2.5893 2.1958 2.9449 2.2333 2.6239 2.9063 25 26 27 28 29 2.9577 2.2438 2.1582 2.0472 2.8747 1.2662 3.8194 1.3467 2.6702 1.9091 1.2663 2.9610 1.1843 2.1131 3.7760 3.3092 4.8959 1.1774 2.0546 2.9836 20 21 22 23 24 2.1638 2.7797 3.6682 2.356 TABLES Table IV.7247 2.7478 2.4801 2.593 9.9427 1.5383 2.4624 4.0880 2.9269 1.8473 \.0785 2.5612 2.0741 2.8652 1.3932 2.241 9.3940 2.9830 2.8354 2.9790 59.0065 3.3891 2.1953 2. The F Distribution*·t IX =.0481 3.0645 2.439 9.3387 2.9327 1.6927 3.1185 2.7380 1.5362 2.8238 \.7748 1.9189 1.8064 2.3668 5.4404 2.4579 3.7220 \.7516 2.0171 2.5448 49.9549 59.9271 2.5893 2.1931 2.2735 2.

6768 1.6377 J.195 9.9333 \.6681 2.8000 2.9770 1.6224 1.4784 1.265 9.0281 2.8550 1.4670 1.4041 2.9036 1.0532 2.9043 1.2682 2.8852 2.4708 2.6569 1.4871 1.7439 1.4248 1.6951 1.8750 1.7964 1.7590 1.8990 1.7708 1.7182 1.4094 1.6465 1.1050 2.7551 1.9043 1.7895 1.6589 1.9861 1.8572 2.4913 5.3769 1.0070 1.6771 1.7059 1.0597 2.10 10 12 15 20 24 30 40 60 120 co 60.5020 2.1686 1.6032 1.4247 5.7812 2.1554 2.2841 2.1000 2.2085 3.2482 2.0762 2.1573 2.3916 5.6574 1.8090 1.1376 2.6147 1.5732 1.4163 3.9399 1.5376 1.7827 1.9119 2.6389 1.4246 2.8174 62529 9.6673 1.0966 2.4373 1.1926 1.9369 2.5925 J.9997 1.8168 1.9315 1.9597 1.6910 1.1905 2.4579 5.1784 2.7175 1.5871 1.5198 1.6155 1.2915 1.8759 1.2435 2.6567 1.7989 1.8388 1.6662 1.8451 1.8712 2.8272 1.2320 3.0593 2.2007 2.3952 1.4472 1.8454 1.3396 3.1512 3.1741 2.7753 63.8728 1.6034 1.7146 1.7312 1.5450 1.8183 2.7070 1.1337 3.4413 5.0171 1.2951 1.5036 1.7159 1.4928 2.4663 5.3832 1.9721 1.6407 1.1592 1.5056 1.0009 1.3391 2.1228 27423 2.0516 1.2974 2.5142 2.2547 3.5686 1.5753 2.8090 \.7627 1.1230 2.6308 1.3203 1.5575 1.357 TABLES Table IV (continued) ~ 0 (I F""''''2.S825 1.8103 1.8647 1.2926 2.6052 1.0954 2.7727 1.9117 1.2156 3.7083 1.6560 1.7193 1.8689 61.7938 1.4081 5.0000 1.8449 1.6864 1.5458 1.4206 1.2067 28363 2.4746 5.6074 1.6890 1.8913 1.1843 3.1845 3.6659 1.9625 2.1049 2.8624 1.7481 1.7873 1.6065 1.8142 1.8200 1.5472 1.3226 2.6252 1.5176 1.0095 2.8775 1.5490 .061 9.6322 2.7805 1.7537 1.5437 1.6073 1.8443 62.8658 1.8903 1.7808 1. =.1402 27620 2.7756 1.9047 2.4829 5.9323 1.8111 1.8310 62..9377 2.9367 1.6433 1.1474 2.7302 1.2983 3.6524 1.5380 2.2768 3.2003 3.2304 3.7021 1.7831 1.2400 1.5715 1.7223 1.6042 1.6624 1.4642 2.7592 1.9576 1.8450 1.6554 1.5862 1.76()7 3.7596 1.8036 62794 9.7507 27222 2.3614 2.5805 1.5313 1.6228 1.6012 1.9722 1.9577 1.8955 61.6988 1.5668 1.8368 \.8462 1.5987 1.1317 2.0537 2.5934 1.7298 1.9557 2.9854 1.7492 1.8274 1.3830 2.5555 2.5570 1.4755 1.1425 3.2646 1.328 9.705 9.2087 2.8195 1.3676 1.1681 3.0818 1.5947 2.6714 1.3476 1.4906 1.9117 1.7867 1.4564 1.8868 1.1764 3.8593 1.6856 1.9199 60.7506 1.0554 1.7896 63.6852 1.7816 1.4672 1.5090 1.0360 1.1878 2.7973 2.S741 1.6356 1.0115 1.3789 3.5327 1.7025 2.8319 1.6890 1.3419 1.8924 1.8656 1.002 9.7232 1.740 9.7306 1.6272 \.7019 1.7191 1.5351 2.8108 1.9197 1.2380 2.9243 1.4989 1.7395 \.7382 1.1072 20261 1.9827 1.5107 1.6759 1.6721 1.220 9.3162 2.6468 1.5411 1.8280 2.4821 1.8359 1.4496 5.8362 1.5435 1.7667 1.1597 3.1671 2.

2066 3.8415 3.0204 2.7109 2.2172 3.99 236.5914 5.128 9.0410 5.1122 3.0164 1.1750 2.2540 2.5806 3.2501 2.2317 3.8378 3.4434 3.1789 10 11 12 14 4.6207 2.2782 2.3439 3.54 18.3883 6.6896 2.7763 2.0123 2.5140 2.5336 2.1791 3.5914 6.7278 2.5581 2.5990 2.3661 2.9443 6.6331 5.5431 4.164 19.1203 3.2839 3.1059 3.9480 2.4324 2.3690 3.4513 4.7870 3.4028 3.4422 2.6572 2.8056 3.4741 2.6823 3.1355 3.4943 2.2560 6.5252 2.6458 15 16 17 18 19 4.7861 5.6987 3.5377 2.0280 3.0867 2.8951 2.296 19.247 19.2417 4.3158 3.7413 2.3404 3.5876 2.3053 2.2100 4.8524 2.6613 2.3419 2.1172 9.8167 2.0135 8.4105 3.8661 2.2821 2.6875 3.3343 2.0069 2.0717 2.7642 3.9646 4.6672 4.0725 3.2766 9.7144 2.8387 2.3928 2.8100 2.8759 4.8321 2.3551 2.4780 3.5454 2.9604 2.0556 3.5005 3.7374 4.9223 2.77 238.1433 4.2039 3.5874 3.9153 2.3513 4.7669 2.3002 25 26 27 28 29 4.4591 2.1599 3.5337 4.9588 1.7964 2.2592 3.6408 2.5767 2.1665 2.16 233.8183 4.0946 2.4227 20 21 22 23 24 4.9647 2.6987 2.3177 5.385 10.8477 3.05 5 6 7 8 9 161.330 19.0491 3.0984 3.4095 4.8853 3.1631 6.0254 2.0990 3.4226 2.9874 5.5868 2.6613 2.0096 2.3468 4.0662 3.1968 3.4205 2.5277 2.6060 2.7389 3.8868 8.1922 4.2597 3.4047 2.0088 2.2793 4.4928 3.3965 2.5219 3.7905 2.1504 3.4876 2.4139 4.9340 2.4904 2.3463 2.5727 2.1960 4.3201 2.7257 3.2490 2.6049 2.3359 2.9961 2.4903 3.3009 4.9957 2.358 TABLES Table IV (continued) il '" 2 I 2 3 4 3 4 .3248 4.2107 2.5915 3.3881 3.8962 2.8452 8.7086 6.9467 2.2252 4.8626 5.2655 2.2389 3.4495 2.9201 3.7141 2.3567 3.1830 3.7729 2.1709 4.9823 3.2900 2.3748 2.5480 2.3874 3.9751 2.2874 3.6337 3.000 19.7014 2.8443 4.7955 2.0503 4.2662 21802 2'0970 2.2141 2.4472 2.3258 3.371 19.3883 23732 2.3808 3.2360 2.0012 3.0718 2.5435 2.6848 2.2913 2.7472 4.3205 2.9384 2.2296 4.5546 3.4668 3.8401 2.4381 3.2565 5.45 199.9912 2.9406 8.4563 2.9582 3.2927 4.5719 2.7571 4.1240 2.3541 3.8486 2.0848 4.3683 2.3852 3.0942 6.6143 2.7725 4.4638 2.3593 2.0986 2.4471 2.6400 2.4453 2.1028 3.50 215.4205 2.5911 2.5102 2.3371 2.1468 3.4768 2.4817 4.6802 2.8123 7.6283 2.2229 30 40 60 120 4.7083 3.7426 2.6767 3.8799 13 00 .3719 2.353 19.7401 2.513 19.9988 5 6 7 8 9 6.5491 2.6079 5.4940 4.7581 2.4221 3.5521 9.58 230.1274 3.9013 2.9277 2.7587 2.6030 2.3738 4.5082 2.4590 4.8660 3.7066 2.3277 2.6001 4.1174 5.71 224.9134 2.88 240.0401 1.9715 3.9503 4.

2504 2.7029 8.95 248.3077 2.6717 1.462 8.5436 2.0889 2.3879 2.7831 1.0391 2.6866 2.8842 1.1282 2.8128 1.8203 1.3410 2.4202 2.6981 1.8543 1.6664 1.0716 2.1077 2.5342 2.7918 1.7186 2.1373 4.5108 3.7396 1.8055 1.3472 3.0264 2.05 30 40 60 ]20 00 241.8963 1.9381 3.9999 3.4753 2.8742 3.91 245.25 19.8533 1.6928 1.9302 2.359 TABLES Table IV (continued) 2 10 12 15 20 24 = .4499 2.4247 2.5272 3.0658 2.479 19.2304 2.0707 2.5943 1.6710 2.4045 2.1323 2.1152 2.20 253.1834 2.0712 2.6223 1.0921 2.3650 3.2756 2.8259 4.9380 1.1058 2.8025 5.0600 3.2230 2.2341 2.01 251.3779 2.2043 2.487 19.6090 2.7047 3.9390 1.1898 2.5543 1.2036 2.4035 2.6385 8.1497 2.9168 1.0053 2.1649 2.8027 1.4290 1.9464 1.7897 1.6777 3.6906 1.9365 4.0729 4.1768 2.7001 1.5705 1.3082 2.7444 1.6365 3.3421 2.8364 1.0772 1.0960 2.8307 2.2365 2.7740 2.2539 1.9782 2.9117 5.8380 1.4952 1.1045 2.0794 2.7872 4.1906 2.7488 1.9464 1.6084 1.7522 2.2686 2.6835 1.9605 1.8217 1.8337 1.0061 4.8637 4.9644 5.9130 2.2033 2.7537 1.1778 2.5089 1.8450 2.0035 1.1141 2.0096 1.4673 1.4117 2.3803 2.7067 2.8718 1.1507 2.9165 1.5944 8.7876 2.4259 2.5379 2.5801 2.413 19.6281 4.6541 1.7475 4.4638 3.9174 1.8874 1.4589 2.9926 1.9245 1.7689 1.2197 2.2354 2.0476 2.7534 2.1179 2.0000 .05 250.2776 2.9192 1.3758 3.9276 2.2962 2.1757 2.1646 2.9681 1.8536 2.0558 2.0267 2.0275 2.3893 1.6996 2.2547 2.6037 2.8687 1.2298 2.2258 2.1508 2.9838 2.558\ 3.4480 2.496 19.6491 1.1601 2.0629 2.4591 1.6377 2.8920 1.6373 1.8895 1.3404 3.9010 1.7505 1.8578 5.8082 3.88 243.6587 1.446 19.7570 1.4663 2.3479 2.1141 2.9898 1.1307 2.0283 2.3210 2.7351 4.6878 5.0428 2.5173 1.2878 2.0589 2.2747 2.9736 1.429 19.1503 2.2064 2.9604 1.7480 1.6211 2.0166 1.7684 1.3392 2.4901 2.7851 1.3842 2.7855 8.9139 1.4630 2.9147 1.9005 4.9643 1.32 249.5437 2.2966 2.3043 3.9796 2.9842 1.6602 8.7459 5.9005 1.3519 1.9317 1.7446 8.3275 2.2967 2.2184 3.7331 2.9645 1.6609 2.7307 1.1242 2.6688 3.2674 2.09 252.7929 1.0411 2.3940 1.1071 2.5766 1.5343 1.8361 1.2840 3.0825 2.5494 8.6581 5.1040 2.5705 2.2468 2.8432 1.4314 3.14 254.471 19.8649 1.5720 8.4957 3.7372 2.7743 3.8389 1.8657 1.9586 1.0050 1.9299 1.4935 2.0075 1.1938 2.7398 3.0148 1.7138 1.5309 2.7744 5.6169 2.1555 2.6464 2.5747 3.1479 2.7170 5.6188 3.3807 2.5055 2.6166 8.1900 2.6021 2.2043 2.8780 2.3180 1.1477 2.3522 2.9105 1.8117 1.4445 3.9446 1.8415 3.4105 3.7110 1.9938 1.3487 2.2214 1.0584 2.0540 2.454 19.5331 2.2664 2.8409 1.0107 1.2524 2.3984 3.0102 1.8424 1.9669 2.396 19.5265 5.3080 2.

360

TABLES

Table IV (continued)

II -

2

I

2

3

4

647.79

38.506

17.443

12.218

799.50

39.000

16.044

10.649

.025

3

4

S

6

7

8

9

864.16

39.165

15.439

9.9792

m.S8

39.248

15.101

9.6045

921.85

39.298

14.885

9.3645

937.11

39.331

14.735

9.1973

948.22

39.355

14.624

9.0741

956.66

39.373

14.540

8.9796

963.28

39.387

14.473

8.9047

5

6

7

8

9

10.007

8.8131

8.0727

7.5709

7.2093

8.4336

7.2598

6.5415

6.0595

5.7147

7.7636

6.5988

5.8898

5.4160

5.0781

7.3879

6.2272

5.5226

5.0526

4.7181

7.1464

5.9876

5.2852

4.8173

4.4844

6.9777

5.8197

5.1186

4.6517

4.3197

6.8531

5.6955

4.9949

4.5286

4.1971

6.7572

5.S996

4.8994

4.4332

4.1020

6.6810

5.5234

4.8232

4.3572

4.0260

10

11

12

13

14 .

6.9367

6.7241

6.5538

6.4143

6.2979

5.4564

5.2559

5.0959

4.9653

4.8567

4.8256

4.6300

4.4742

4.3472

4.2417

4.4683

4.2751

4.1212

3.9959

3.8919

4.2361

4.0440

3.8911

3.7667

3.6634

4.0721

3.8807

3.7283

3.6043

3.5014

3.9498

3.7S86

3.6065

3.4827

3.3799

3.8549

3.6638

3.5118

3.3880

3.2853

3.7790

3.5879

3.43S8

3.3120

3.2093

15

16

17

18

19

6.1995

6.1151

6.0420

5.9781

5.9216

4.7650

4.6867

4.6189

4.5597

4.5075

4.1528

4.0768

4.0112

3.9539

3.9034

3.8043

3.7294

3.6648

3.6083

3.5587

3.5764

3.5021

3.4379

3.3820

3.3327

3.4147

3.3406

3.2767

3.2209

3.1718

3.2934

3.2194

3.1556

3.0999

3.0509

3.1987

3.1248

3.0610

3.0053

2.9563

3.1227

3.0488

2.9849

2.9291

2.8800

20

21

22

23

24

5.8715

5.8266

5.7863

5.7498

5.7167

4.4613

4.4199

4.3828

4.3492

4.3187

3.8587

3.8188

3.7829

3.7505

3.7211

3.5147

3.4754

3.4401

3.4083

3.3794

3.2891

3.2501

3.2151

3.1835

3.1548

3.1283

3.0895

3.0546

3.0232

2.9946

3.0074

2.9686

2.9338

2.9024

2.8738

2.9128

2.8740

2.8392

2.8077

2.7791

2.8365

2.7977

2.7628

2.7313

2.7027

25

26

27

28

29

5.6864

5.6586

5.6331

5.6096

5.5878

4.2909

4.2655

4.2421

4.2205

4.2006

3.6943

3.6697

3.6472

3.6264

3.6072

3.3530

3.3289

3.3067

3.2863

3.2674

3.1287

3.1048

3.0828

3.0625

3.0438

2.9685

2.9447

2.9228

2.9027

2.8840

2.8478

2.8240

2.8021

2.7820

2.7633

2.7531

2.7293

2.7074

2.6872

2.6686

2.6766

2.6528

2.6309

2.6106

2.5919

30

40

60

120

co

5.S675

5.4239

5.2857

5.1524

5.0239

4.1821

4.0510

3.9253

3.8046

3.6889

3.5894

3.4633

3.3425

3.2270

3.1161

3.2499

3.1261

3.0077

2.8943

2.7858

3.0265

2.9037

2.7863

2.6740

2.5665

2.8667

2.7444

2.6274

2.5154

2.4082

2.7460

2.6238

2.S068

2.3948

2.2875

2.6513

2.5289

2.4117

2.2994

2.1918

2.5746

2.4519

2.3344

2.2217

2.1136

361

TABLES

Table IV (continued)

!X .,

10

12

15

20

24

.025

30

40

60

120

00

984.87

1005.6

968.63

976.71

993.10

997.25 1001.4

1009.8

1014.0

1018.3

39.398

39.415

39.431

39.448

39.456

39.473

39.481

39.490

39.498

39.456

14.419

14.037

13.947

14.337

14.253

14.167

14.124 J4.081

13.902

13.992

8.8439

8.6565

8.5599

8.4111

8.3604

8.2573

8.5109

8.4613

8.7512

8.3092

6.6192

5.4613

4.7611

4.2951

3.9639

6.5246

5.3662

4.6658

4.1997

3.8682

6.4277

5.2687

4.5678

4.1012

3.7694

6.3285

5.1684

4.4667

3.9995

3.6669

6.2780

5.1172

4.4150

3.9472

3.6142

6.2269

5.0652

4.3624

3.8940

3.5604

6.1751

5.0125

4.3089

3.8398

3.5055

6.1225

5.9589

4.2544

3.7844

3.4493

6.0693

4.9045

4.1989

3.7279

3.3918

6.0153

4.8491

4.1423

3.6702

3.3329

3.7168

3.5257

3.3736

3.2497

3.1469

3.6209

3.4296

3.2773

3.1532

3.0501

3.5217

3.3299

3.1772

3.0527

2.9493

3.4186

3.2261

3.0728

2.9477

2.8437

3.3654

3.1725

3.0187

2.8932

2.7888

3.3110

3.1176

2.9633

2.8373

2.7324

3.2554

3.0613

2.9063

2.7797

2.6742

3.1984

3.0035

2.8478

2.7204

2.6142

3.\399

2.9441

2.7874

2.6590

2.5519

3.0798

2.8828

2.7249

2.5955

2.4872

3.0602

2.9862

2.9222

2.8664

2.8173

2.9633

2.8890

2.8249

2.7689

2.7196

2.8621

2.7875

2.7230

2.6667

2.6171

2.7559

2.6808

2.6158

2.5590

2.5089

2.7006

2.6252

2.5598

2.5027

2.4523

2.6437

2.5678

2.5021

2.4445

2.3937

2.5850

2.5085

2.4422

2.3842

2.3329

2.5242

2.4471

2.3801

2.3214

2.2695

2.4611

2.3831

2.3153

2.2558

2.2032

2.3953

2.3163

2.2474

2.1869

2.1333

2.7737

2.7348

2.6998

2.6682

2.6396

2.6758

2.6368

2.6017

2.5699

2.5412

2.5731

2.5338

2.4984

2.4665

2.4374

2.4645

2.4247

2.3890

2.3567

2.3273

2.4076

2.3675

2.3315

2.2989

2.2693

2.3486

2.3082

2.2718

2.2389

2.2090

2.2873

2.2465

2.2097

2.1763

2.1460

2.2234

2.1819

2.1446

2.1107

2.0799

2.1562

2.1141

2.0760

2.0415

2.0099

2.0853

2.0422

2.0032

\.9677

\.9353

2.6135

2.5895

2.5676

2.5473

2.5286

2.5149

2.4909

2.4688

2.4484

2.4295

2.4110

2.3867

2.3644

2.3438

2.3248

2.3005

2.2759

2.2533

2.2324

2.2131

2.2422

2.2174

2.1946

2.1735

2.1540

2.1816

2.1565

2.\334

2.1121

2.0923

2.1183

2.0928

2.0693

2.0477

2.0276

2.0517

2.0257

2.0018

\.9796

1.9591

1.9811

1.9545

1.9299

1.9072

1.8861

1.9055

1.8781

1.8527

1.8291

1.8072

2.5112

2.3882

2.2702

2.1570

t0483

2.4120

2.2882

2.1692

2.0548

1.9447

2.3072

2.1819

2.0613

1.9450

1.8326

2.1952

2.0677

1.9445

1.8249

1.7085

2.1359

2.0069

1.8817

1.7597

1.6402

2.0739

1.9429

1.8152

1.6899

1.5660

2.0089

1.8752

1.7440

1.6141

1.4835

1.9400

1.8028

1.6668

1.5299

1.3883

1.8664

1.7242

1.5810

1.4327

1.2684

1.7867

1.6371

1.4822

1.3104

1.0000

TABLES

362

Table IV (continued)

ac

2

1

2

3

4

3

= .01

4

5

6

7

8

9

5763.7

4052.2

5624.6

5859.0

5928.3

5981.6

6022.5

4999.5

5403.3

99.299

99.388

98.503

99.332 99.356 99.374

99.249

99.000

99.166

34.116

29.457

28.710

28.237

27.911

27.672

27.489

30.817

27.345

15.207

14.976

14.799

15.977

21.198

16.694

15.522

14.659

18.000

5

6

7

8

9

16.258

13.745

12.246

11.259

10.561

13.274

10.925

9.5466

8.6491

8.0215

12.060

9.7795

8.4513

7.5910

6.9919

11.392

9.1483

7.8467

7.0060

6.4221

10.967

8.7459

7.4604

6.6318

6.0569

10.672

8.4661

7.1914

6.3707

5.8018

10.456

8.2600

6.9928

6.1776

5.6129

10.289

8.1016

6.8401

6.0289

5.4671

10.158

7.9761

6.7188

5.9106

5.3511

10

11

12

13

14

10.044

9.6460

9.3302

9.0738

8.8616

7.5594

7.2057

6.9266

6.70\0

6.5149

6.5523

6.2167

5.9526

5.7394

5.5639

5.9943

5.6683

5.4119

5.2053

5.0354

5.6363

5.3160

5.0643

4.8616

4.6950

5.3858

5.0692

4.8206

4.6204

4.4558

5.2001

4.8861

4.6395

4.4410

4.2779

5.0567

4.7445

4.4994

4.3021

4.1399

4.9424

4.6315

4.3875

4.1911

4.0297

15

16

17

18

19

8.6831

8.5310

8.3997

8.2854

8.1850

6.3589

6.2262

6.1121

6.0129

5.9259

5.4170

5.2922

5.1850

5.0919

5.0103

4.8932

4.7726

4.6690

4.5790

4.5003

4.5556

4.4374

4.3359

4.2479

4.1708

4.3183

4.2016

4.1015

4.0146

3.9386

4.1415

4.0259

3.9267

3.8406

3.7653

4.0045

3.8896

3.7910

3.7054

3.6305

3.8948

3.7804

3.6822

3.5971

3.5225

20

21

22

23

24

8.0960

8.0166

7.9454

7.8811

7.8229

5.8489

5.7804

5.7190

5.6637

5.6136

4.9382

4.8740

4.8166

4.7649

4.7181

4.4307

4.3688

4.3134

4.2635

4.2184

4.1027

4.0421

3.9880

3.9392

3.8951

3.8714

3.8117

3.7583

3.7102

3.6667

3.6987

3.6396

3.5867

3.5390

3.4959

3.5644

3.5056

3.4530

3.4057

3.3629

3.4567

3.9381

3.3458

3.2986

3.2560

25

26

27

28

29

7.7698

7.7213

7.6767

7.6356

7.5976

5.5680

5.5263

5.4881

5.4529

5.4205

4.6755

4.6366

4.6009

4.5681

4.5378

4.1774

4.1400

4.1056

4.0740

4.0449

3.8550

3.8183

3.7848

3.7539

3.7254

3.6272

3.5911

3.5580

3.5276

3.4995

3.4568

3.4210

3.3882

3.3581

3.3302

3.3239

3.2884

3.2558

3.2259

3.1982

3.2172

3.1818

3.1494

3.1195

3.0920

30

40

60

120

7.5625

7.3141

7.0771

6.8510

6.6349

5.3904

5.1785

4.9774

4.7865

4.6052

4.5097

4.3126

4.1259

3.9493

3.7816

4.0179

3.8283

3.6491

3.4796

3.3192

3.6990

3.5138

3.3389

3.1735

3.0173

3.4735

3.2910

3.1187

2.9559

2.8020

3.3045

3.1238

2.9530

2.7918

2.6393

3.1726

2.9930

2.8233

2.6629

2.5113

3.0665

2.8876

2.718'

2.558"6

2.4073

'X.l

363

TABLES

Table IV (continued)

IX

10

12

15

20

= .01

24

30

40

60

120

00

6366.0

6260.7

6286.8

6313.0 6339.4

6055.8

6106.3

6157.3

6208.7

6234.6

99.483

99.491

99.501

99.474

99.399

99.416

99.432

99.449

99.458

99.466

26.125

27.229

26.316

26.221

26.690

26.598

27.052

26.505

26.411

26.872

13.463

13.745

13.558

14.546

14.374

13.652

13.838

14.198

14.020

13.929

10.051

7.8741

6.6201

5.8143

5.2565

9.8883

7.7183

6.4691

5.6668

5.1114

9.7222

7.5590

6.3143

5.5151

4.9621

9.5527

7.3958

6.1554

5.3591

4.8080

9.4665

7.3127

6.0743

5.2793

4.7290

9.3793

7.2285

5.9921

5.1981

4.6486

9.2912

7.1432

5.9084

5.1156

4.5667

9.2020

7.0568

5.8236

5.0316

4.4831

9.1118

6.9690

5.7372

4.9460

4.3978

9.0204

6.8801

5.6495

4.8588

4.3105

4.8492

4.5393

4.2961

4.1003

3.9394

4.7059

4.3974

4.1553

3.9603

3.8001

4.5582

4.2509

4.0096

3.8154

3.6557

4.4054

4.0990

3.8584

3.6646

3.5052

4.3269

4.0209

3.7805

3.5868

3.4274

4.2469

3.941\

3.7008

3.5070

3.3476

4.1653

3.8596

3.6192

3.4253

3.2656

4.0819

3.7761

3.5355

3.3413

3.1813

3.9965

3.6904

3.4494

3.2548

3.0942

3.9090

3.6025

3.3608

3.1654

3.0040

3.8049

3.6909

3.5931

3.5082

3.4338

3.6662

3.5527

3.4552

3.3706

3.2965

3.5222

3.4089

3.3117

3.2273

3.1533

3.3719

3.2588

3.1615

3.0771

3.0031

3.2940

3.1808

3.0835

2.9990

2.9249

3.2141

3.1007

3.0032

2.9185

2.8442

3.1319

3.0182

2.9205

2.8354

2.7608

3.0471

2.9330

2.8348

2.7493

2.6742

2.9595

2.8447

2.7459

2.6597

2.5839

2.8684

2.7528

2.6530

2.5660

2.4893

3.3682

3.3098

3.2576

3.2106

3.1681

3.2311

3.\ 729

3.1209

3.0740

3.0316

3.0880

3.0299

2.9780

2.9311

2.8887

2.9377

2.8796

2.8274

2.7805

2.7380

2.8594

2.8011

2.7488

2.7017

2.6591

2.7785

2.7200

2.6675

2.6202

2.5773

2.6947

2.6359

2.5831

2.5355

2.4923

2.6077

2.5484

2.495\

2.4471

2.4035

2.5168

2.4568

2.4029

2.3542

2.3099

2.4212

2.3603

2.3055

2.2559

2.2107

3.1294

3.0941

3.0618

3.0320

3.0045

2.9931

2.9579

2.9256

2.8959

2.8685

2.8502

2.8150

2.7827

2.7530

2.7256

2.6993

2.6640

2.6316

2.6017

2.5742

2.6203

2.5848

2.5522

2.5223

2.4946

2.5383

2.5026

2.4699

2.4397

2.4118

2.4530

2.4170

2.3840

2.3535

2.3253

2.3637

2.3273

2.2938

2.2629

2.2344

2.2695

2.2325

2.1984

2.1670

2.1378

2.1694

2.1315

2.0965

2.0642

2.0342

2.9791

2.8005

2.631K

2.4721

2.3209

2.11431

2.6648

2.4961

2.3363

2.1848

2.7002

2.5216

2.3523

2.1915

2.0385

2.5487

2.3689

2.1978

2.0346

1.8783

2.4689

2.2880

2.1154

1.9500

1.7908

2.3860

2.2034

2.0285

1.8600

1.6964

2.2992

2.1142

1.9360

1.7628

1.5923

2.2079

2.0194

1.8363

1.6557

1.4730

2.1107

1.9172

1.7263

1.5330

1.3246

2.0062

1.8047

1.6006

1.3805

\.0000

364

TABLES

Table IV (continued)

01-

.005

2

3

4

5

6

7

8

9

1

2

3

4

16211

198.50

55.552

31.333

20000

199.00

49.799

26.284

21615

199.17

47.467

24.259

22500

199.25

46.195

23.155

23056

199.30

45.392

22.456

23437

199.33

44.838

21.975

23715

199.36

44.434

21.622

23925

199.37

44.126

21.352

24091

199.39

43.882

21.139

5

6

7

8

9

22.785

18.635

16.236

14.688

13.614

18.314

14.544

12.404

11.042

10.107

16.530

12.917

10.882

9.5965

8.7171

15.556

12.028

10.050

8.8051

7.9559

14.940

11.464

9.5221

8.3018

7.4711

14.513

11.073

9.\554

7.9520

7.1338

14.200

10.786

8.8854

7.6942

6.8849

13.961

10.566

8.6781

7.4960

6.6933

13.772

10.391

8.5138

7.3386

6.4511

10

11

12

13

14

12.826

12.226

11.754

11.374

11.060

9.4270

8.9122

8.5096

8.1865

7.9217

8.0807

7.6004

7.2258

6.9257

6.6803

7.3428

6.8809

6.5211

6.2335

5.9984

6.8723

6.4217

6.0711

5.7910

5.5623

6.5446

6.1015

5.7570

5.4819

5.2574

6.3025

5.8648

5.5245

5.2529

5.0313

6.1159

5.6821

5.3451

5.0761

4.8566

5.9676

5.5368

5.2021

4.9351

4.7173

15

16

17

18

19

10.798

10.575

10.384

10.218

10.073

7.7008

7.5138

7.3536

7.2148

7.0935

6.4760

6.3034

6.1556

6.0277

5.9161

5.8029

5.6378

5.4967

5.3746

5.2681

5.3721

5.2117

5.0746

4.9560

4.8526

5.0708

4.9134

4.7789

4.6627

4.5614

4.8473

4.6920

4.5594

4.4448

4.3448

4.6743

4.5207

4.3893

4.2759

4.1770

4.5364

4.3838

4.2535

4.1410

4.0428

20

21

22

23

24

9.9439

9.8295

9.7271

9.6348

9.5513

6.9865

6.8914

6.8064

6.7300

6.6610

5.8177

5.7304

5.6524

5.5823

5.5190

5.1743

5.0911

5.0168

4.9500

4.8898

4.7616

4.6808

4.6088

4.5441

4.4857

4.4721

4.3931

4.3225

4.2591

4.2019

4.2569

4.1789

4.1094

4.0469

3.9905

4.0900

4.0128

3.9440

3.8822

3.8264

3.9564

3.8799

3.8116

3.7502

3.6949

25

26

27

28

29

9.4753

9.4059

9.3423

9.2838

9.2297

6.5982

6.5409

6.4885

6.4403

6.3958

5.4615

5.4091

5.361 I

5.3170

5.2764

4.8351

4.7852

4.7396

4.6977

4.6591

4.4327

4.3844

4.3402

4.2996

4.2622

4.1500

4.1027

4.0594

4.0197

3.9830

3.9394

3.8928

3.8501

3.8110

3.7749

3.7758

3.7297

3.6875

3.6487

3.6130

3.6447

3.5989

3.5571

3.5186

3.4832

30

40

60

120

9.1797

8.8278

8.4946

8.1790

7.8794

6.3547

6.0664

5.7950

5.5393

5.2983

5.2388

4.9759

4.7290

4.4973

4.2794

4.6233

4.3738

4.1399

3.9207

3.7151

4.2276

3.9860

3.7600

3.5482

3.3499

3.9492

3.7129

3.4918

3.2849

3.0913

3.7416

3.5088

3.2<;11

3.0874

2.8968

3.5801

3.3498

3.1344

2.9330

2.7444

3.4505

3.2220

3.0083

2.8083

2.6210

ro

365

TABLES

Table IV (continued)

a - .005

10

12

15

20

24

30

40

60

120

24224

199.40

43.686

20.967

24426

199.42

43.387

20.705

24630

199.43

43.085

20.438

24836

199.45

42.778

20.167

24940

199.46

42.622

20.030

25044

199.47

42.466

19.892

25148

199.47

42.308

19.752

25253

199.48

42.149

19.611

25359

199.49

41.989

19.468

2S465

199.51

41.829

19.325

13.618

10.250

8.3803

7.2107

6.4171

13.384

10.034

8.1764

7.0149

6.2274

13.146

9.8140

7.9678

6.8143

6.0325

12.903

9.5888

7.7540

6.6082

5.8318

12.780

9.4741

7.6450

6.5029

5.7292

12.656

9.3583

7.5345

6.3961

5.6248

12.530

9.2408

7.4225

6.2875

5.5186

12.402

9.1219

7.3088

6.1772

5.4104

12.274

9.0015

7.1933

6.0649

5.3001

12.144

8.8793

7.0760

5.9505

5.1875

5.8467

5.4182

5.0855

4.8199

4.6034

5.6613

5.2363

4.9063

4.6429

4.4281

5.4707

5.0489

4.7214

4.4600

4.2468

5.2740

4.8552

4.5299

4.2703

4.0585

5.1732

4.7557

4.4315

4.1726

3.9614

5.0705

4.6543

4.3309

4.0727

3.8619

4.9659

4.5508

4.2282

3.9704

3.7600

4.1J592

4.4450

4.1229

3.8655

3.6553

4.7501

4.3367

4.0149

3.7577

3.5473

4.6385

4.2256

3.9039

3.6465

3.4359

4.4236

4.2719

4.1423

4.0305

3.9329

4.2498

4.0994

3.9709

3.8599

3.7631

4.0698

3.9205

3.7929

3.6827

3.5866

3.8826

3.7342

3.6073

3.4977

3.4020

3.7859

3.6378

3.5112

3.4017

3.3062

3.6867

3.5388

3.4124

3.3030

3.2075

3.5850

3.4372

3.3107

3.2014

3.1058

3.4803

3.3324

3.2058

3.0962

3.0004

3.3722

3.2240

3.0971

2.9871

2.8908

3.2602

3.1115

2.9839

2.8732

2.7762

3.8470

3.7709

3.7030

3.6420

3.5870

3.6779

3.6024

3.5350

3.4745

3.4199

3.5020

3.4270

3.3600

3.2999

3.2456

3.3178

3.2431

3.1764

3.1165

3.0624

3.2220

3.1474

3.0807

3.0208

2.9667

3.1234

3.0488

2.9821

2.9221

2.8679

3.0215

2.9467

2.8799

2.8198

2.7654

2.9159

2.8408

2.7736

2. 7132

2.6585

2.8058

2.7302

2.6625

2.6016

2.5463

2.6904

2.6140

2.5455

2.4837

2.4276

3.5370

3.4916

3.4499

3.4117

3.3765

3.3704

3.3252

3.2839

3.2460

3.2111

3.1963

3.1 51 5

3.1104

3.0727

3.0379

3.0133

2.9685

2.9275

2.8899

2.8551

2.9176

2.8728

2.8318

2.7941

2.7594

2.8187

2.7738

2.7327

2.6949

2.6601

2.7160

2.6709

2.6296

2.5916

2.5565

2.6088

2.5633

25217

2.4834

2.4479

2.4960

2.4501

2.4078

2.3689

2.3330

2.3765

2.3297

2.2867

2.2469

2.2102

3.3440

3.1167

2.9042

2.7052

2.5188

3.1787

2.9531

2.7419

2.5439

2.3583

3.0057

2.7811

2.5705

2.3727

2.1868

2.8230

2.5984

2.3872

2.1881

1.9998

2.7272

2.5020

2.2898

2.0890

1.8983

2.6278

2.4015

2.1874

1.9839

1.7891

2.5241

2.2958

2.0789

1.8709

1.6691

24151

21838

1.9622

1.7469

1.5325

2.2997

2.0635

1.8341

1.6055

1.3637

2.1760

1.9318

1.6885

1.4311

1.0000

00

• That is. values of F., .•, .•. where (m,. ma) is the pair of degrees orrrc:edom in F., .•, and

f,'"

rllm, + mz)/2) (~) ... 11

f1 .. ,Ill-.

r(m,/2)r( ml/2) mz

'., .,.'

(I + ~ F)

-\til. ·.,111

dF '"

(I.

mz

**t From MTables of percentage points of the Inverted Beta (F) Distribution," Biometrika, Vol. 33
**

(1943). pp. 73-88. by Maxine Merrington and Catherine M. Thompson; reproduced by permission of

E. S. Pearson. If necessary, interpolation should be carried out using the reciprocals of the degrees of

freedom.

**Statistical Methods in Engineering and Quality Assurance
**

Peter W. M. John

Copyright © 1990 by John Wiley & Sons, Inc

Index

A

A2.147

Ac. see Acceptance number

**Acceptable quality level (AQL), 180.
**

183. 198

Acct:ptance number. 179, 199

Acceptance region, 113

Acceptance sampling, 1, 7

Algorithm. Yates', 292

Alias. 297-298

Alpha risk, See Hypothesis testi ng

Alternative, see Hypothesis testing

American National Standards Institute

197

'

American Society for Quality Control,

197

Analysis of covariance, 267-271

Analysis of variance, 228, 251, 264

ANOVA., see Analysis of variance

ANSI, see American National Standards

Institute

ANSIIASQC Z1.4, 197

ANSIIASQC Z1.9, 197,201

AOQ, see Average outgoing quality

(AOQ)

AOQL, see Average outgoing quality

limit (AOQL)

Approximations to probability densities:

binomial approximation to

hypergeometric, 40

normal approximation to binomial

72

'

normal approximation to rank sum

135

'

**Poisson approximation to binomial,
**

182

AQL, see Acceptable quality level

(AQL)

Arcsin, 171

Arcsine transformation, 171

Arithmetic moving average chart, 203,

207

ARL, 154. See also Average run lengths

(ARL)

Array, see Orthogonal arrays

ASQC, see American Society for

Quality Control

Assignable cause, 113, 146, 169, 173

ATI, see Average total inspection (ATI)

Attributes. 29-51

control charts for, 164- I75

Average outgoing quality (AOQ), 184

Average outgoing quality limit (AOQL),

184-186

Average TUn lengths (ARL), 154,204,

206

Average total inspection (ATI), 186, 189

B

B 3, B 4 • 156, 157

**Back-solution, 231
**

Balance, 274, 342

Bayes theorem, 42

Behnken, D.H., 321-322. 331

Behrens-Fisher problem, 132

Bernoulli trials. 36-37

Beta distribution, see Distributions

Beta risk., see Hypothesis testing

367

321-322.. 138. A. 88.326. 303 Degrees of freedom.90-97.368 INDEX Biased estimates. see Probability density functions Deviation. 98.7.• 7.. 267 CPL (lower capability level). 298.E. 190 d2 (for control charts). 158-160 Causality.332 Capability of a process. 7. A. 98.. 114.• see Degrees of freedom Discrete variahles. 209-213 EWMA. 336 Coin tossing model. 164 Defective. 81. 268 Conditional density functions. 94 Density functions. 295-296 Davies. G. see Distributions Continuous variahles. 298 Chain sampling plans.. 172-175 Central limit theorem. 207. 148-149 Daniel. 178 Con1ounded. 288. 10. 54 Cumulative sum control chart. 160-161 np charts. 159 CPU (upper capability level). see Cumulative sum control chart D d1• d2 (for double sampling). 164. see Distrihutions Bivariate distributions. C3. 314-315. 159. see Assignable cause Cause-and-effect diagram. 52-69 Contrast. Cpk. W. 174 Deming. 2-5. 340 Conforming. J. see Analysis of covariance Covariate. 33 Concomitant variahles.L.4. 218 analysis of. C.248. 203. assignable.232 Confirmation experiment. 29.I72-175 cumulative sum. 230. 77. 122. 342 Deciles. see Distributions Church. See also Standard deviation dJ. 164-175 binomial. Q.146-147 Correlation coefficient. 331. 67-69. 293 CoctIicient of variation. 156. 228. O. See also Defining contrast Control lines. 107 Binomial charts. 67 Conditional probabilities.159.. 203. 165-166 p charts.13 Defect. 101 Burman. 156 x-bar charts. 209-213 Cusum chart. 214-215 geometric average. WI.80 CFR (constant failure rate) model. 159 Critical region.8. 126.P . c CI. 22-25. 41 Confidence intervals. alias. 113. 251 Covariance. 29-5\ .C. 60 Charts. 207. 203-207 attributes. 31 I. 148-151 s charts. 106. 164-171 Binomial distrihution. 178 Defining contrast. see Hypothesis testing CSP (continuous sampling plans). 167-170 R charts. 297.218 Cause. 13-14 c-charts. 203. 104. 197 Cumulative distribution function. 218.E. 44. 189 148. see Distributions Chain. 164-171 c-charts. 292. 321-322 Boxplot. 72.274. 331 DeMoivre.317.• see Plackett.332 C4. 203. 187 Characteristic life. see Box-and-whisker plots Box-and-whisker plots.279-280 Demerit. 217. 113 arithmetic average. Jr. 66 Blocking. 213-214 I charts. 157 Gp. 297 Constant failure rate.248 Box. 1. 295. 284.P . 146-156 Chi-square distribution. 104. RS. 147 D3• D4 . 342 Box-Behnken designs. 276 BLUE (best linear unbiased estimate).

F. \08.. AJ. 75. 71. 189 Dotplot. see lnterquartile range Hunter. 125. DJ. lOt.264.25. W. 238 exponential. 217. 284 Hunter. 85. 125-127. 112 binomial. 220 Gamma distribution.l37 gamma. 18. 186. 235-237 Hypergeomelric distribution.342-343 foldover designs.369 INDEX Distrihutions: beta. 123. 285 G Galton. 141. minimum. see Distributions Geometric moving average chart 203. 96. 72.94. 60-61 Dodge. 46-47. W. 181 critical region. 30 WeibulJ. 71. 100 uniform (continuous).129. 237-238 Extrapolation. 102.201 E EtIect. 197 Dodge-Romig sampling plans.F. 82. 112 uniform (discrete). ("Student"). J.R. 30 normal.90. see Distributions Gauss-Markov theorem.113 Exponential distribution. Sir Ronald A. 130 Double sampling. 120. 5. 62.25 Homoscedasticity. E. 324 Hypothesis testing. 22-23 Histogram. 113-127.. 113. 248 Geometric distribution. 129. Il5. 6 H-spread. 40. 15. see Distributions Hyper-Graeco-Latin squares. 147. 81-82. 89 lognormal. 177. 292 EWMA.S. 14 Fisher. 255 F Factor. 114. I Fence. 197. 323-324 Graphs. 7. set' Distributions Gaussian distribution. 33-37. See also Tests acceptance region. 59 Hinge. 271.S . see Distributions Exponentially weighted moving average chart.83. 55. 115-116 alpha risk. H.267. see Distributions. 52. 100. 61-(l4. 136 Duncan. 113...• 214-215.265 Poisson. ]]2 Gaussian. 77. 19. 80. 100 Graeco-Latin squares.R.213-214 Goodness-of-fit. 212 Houghton. J.182 Student's 1. 23 Finney. normal geometric.. 203. 303 four-level factors. 190 Draper. 207. 73. 214-215 Exponential model. 293 Hyperhola. 280 Farrell.63-65. N. 207. 139 . 13-21. 235. 81. 30.72-87. 115. 285-289. 296 Fishbone diagram. 1.256-257 Gosset. 52.182 chi-square. 318.. 324-325 Fractional factorial experiments. see Exponentially weighted moving average chart Expectation. 56-60.172-176. 71. 66. 285. Sir Francis. 116 heta risk. 85. Il8.. fitting by regression.G. 124. 181 alternative hypothesis. 284 Hurdle.189.69. 46--49. 238 Duckworth test. 82-83 multinomial. 115-116 . 31. 273 Factorial experiments.140.. 3. 186-187. 227 Horizontal V-mask. 186. 78. 45-46 hypergeomctric. 37-38. fitting by regression. 89.102. 13 H Half-normal plOL 295 Hazard rate.

14-15. 78. 160-161 Independent events. 105 Lot. 59-61. Lord. 304. 4 Kelvin.81 Indifference quality.18. 101. 76-7'd Moving average charts.72. 284-285 Joint density function.319.58. 64-66. lM. 115. 318-319 L(8). 67 Juran. 70. 187. 106-107 generating function. 337 Inspection level.299 L(9). 199-200 switching rules. 303 Interaction plot. Wilcoxon's test Marginal probabilities. 18. 189-201 MIL·STD-414. 197. 121 type I error.TPD) Lucas.318 L(36). 71 Mathematical expectation. 70. 87 L Latin squares.• 2. 120 I I charts. 323 Lattices. PW. see Mean square . 320 L(l6). 75 estimators. 4 Kurtosis. 24 K Kaizen.. 115 type 11 error. 45. 76-77. 203 MS. t70-t71 Leaf. 179. 15.218. 276. I. 89 Likelihood ratio. 198 Inner arrays. 9-10. 197 Minitab.370 Hypothesis testing (Cofllinued) null hypothesis. 267 LSL (lower specification limit). 201 tightened.319 INDEX LeL (lower control limit). 179 Lot tolerance percent defective (LTPO). 199-200 Interaction. 87.. 183 LTPD. 177. see Confidence intervals Ishikawa. 332 Median. 80.22-23. 199 reduced. 251.M. see Lot tolerance percent defective (I. 297. see Limiting quality (LQ) LSD (least significant difference). 299. 166.. 289. 287. 13 J John. 56-57. 67-69. 71. 77. 158.. 177 disposition action. K. 64-66. 106-107 Moment generating function.M .. 174 Linear estimator. 261. 45. 108-110 Mean. 327 L(18). see Expectation Maximum likelihood estimates. 223. 256 Mean square error.201 MIL-STD-1235B. 198 Limits. H. 22 Interval estimates. 6. 249 Modal interval. 300-301. 41 Independent variables.332 MIL-STD·105D. 134. 156. 15 Moment estimators. 132. 300-301.71.75. t 16-117 power.337-338 L(27). 191 Limiting quality (LQ). 63-65. 312. 120 rejection region. 209 M Mann. 245 Lifetime. 74 Linear combinations of random variables. 179 sentencing.101 Mean square.312 L(2). 68. 122. 76-78 Moments. 83. 12. see Tests. 115-116 sample size.78. 287 Interquarti1e range. 118. 180 LQ. 243. 159.71-73. II. 304. 199 normal. method of. see Stem-and-Ieaf diagrams Least squares.

171 Random samples. 337 Outliers. see Distributions Normal plots. 13. 131. 285 Nonparametric tests.. 67 Process capability.. 342 One-sided intervals. see Distrihutions Multiple sampling plans.S . See also Interquartile range Rank tests. 290 Rejection number. 271 Pooled estimate of variance. see Rejection number Rectification. 164.. 265 Operating Characteristic cu rve. 121 One-at-a-time design. 184. 59 Residual plots. R. 295-296 Normal scores. 223. 247 Normal distribution. 18. 129 Normal equations.. see Tests Rational subh'fOUP. 74 Power. 304. 186 Regression. 231 Resolution of a fractional factorial. 209 Nelson. 13 Performance characteristic. 209 Paired !-test. 277 Outer arrays. 270. 258-259 Ogive. 287 Point estimates. 179 Rejection region. See also Lattices Orthogonality. 271 orthogonal. 274 Ott. 125 Percentiles.S. 83. 209 Parameter. 297. 133 Parabolic masks.294 Population.• 171.S . filting by regression.W. K. 148-151 Re. 73. 303-304. 30 Range.340 Roberts. 10. 179. 147. 53. 93 One-sided tests. 19& Orthogonal arrays. 104.R. see Hypothesis testing Reliability function. 24 P charts. 333-340 Pareto diagrams. 91 Nonadditivity. 167-170 Pearson.. 204. E. 213 . 169. 333 Plackett. 88. see Hypothesis testing o DC. 220. see Hypothesis testing Probability density functions.. 178 Nonorthogonal. 255. 117 One-way layout. 113 Parameter design. lSI! Neyman. L. see Distributions Polynomials: filting by regression. 177 MVUE (minimum variance unbiased estimate). 271 Quantitative factor. 164. see Capability of a process Q Quadratic blending model. E. 224. J. 178 Nonconformity. 165-166 Null hypothesis. 105 N Nelson. 52 conditional density functions. 253. 277 Nonconforming.• 91 Pearson. 88-90. 146-147 R charts. 16..371 INDEX Multinomial distribution. 172 Nondefective.. 271 Quartiles.90 Poisson distribution. &3-85 np-charts. see Operating Characteristic curve Octane blending.22.296 p Page. 233 Residuals. 120.R. 79 Random variable. 320 Plot: as an experimental unit. 253 Qualitative factor. S.S . 264 interaction. 11-12.58 R Radians. 7. P. 259 Quadratic model. E.

134-136. 136 F-test.229 Runs: experimental points. 174. 1. 331-343 'lally sheets. 141 Tho-sample [-test.12 t-tcst. H. 197 ANSIIASQC Z1.206. 190 Skewness. 284-286. 129. 187. 179-187. 133 rank tests. 13 Student's distribution. IS8. H . 204 s Sam pIc.209 t-test. 18 TRMEAN. 87 Skip-lot sampling plans.203. 332-333 T Taguchi. normal. 340 lorrey.N.203 Stratification. H. see Stopping rules for control charts Rules for switching between levels of inspection. 183. 9-10.• 217.I01 Tolerance design.201 chain sampling plans.9. 158. 190 Sampling: without replacement. IS6. R. 13 Target value. 12 Stem-and-Ieaf diagrams. 31 chi-squarc test. see Normal scores Screening experiments. IS6 Scheffe.7. 171 Treatment.4. 201 Rule of thumb. 189 Rule. 131 Two-sided intervals. 114 INOEX Slatgraphics. 186 189 • MIL-STD-105D. 264 Mann-Whitney test. 104. W. 265 of points Oil quality control charts. 122. Ishikawa's. 12. 191-193. 13. 186 Scores. 18 Romig. 235.218 ~ charts.251. 258 SchiIling. 74. 264 Trials. 187 CSP (continuous sampling plans).'iQC Z1. 10 Sample size. 177-178.264 Wilcoxon's test. J3 Shewhart. l.G. 123. 273 Type 1 error.. chi-square test for. see Distributions Sum of squares. 187.179. 39 with replacemenl. 197.177. 137. see Hypothesis testing Type II crror.D . 92 Two-way layout. 197 Transformations. 17. see Test~.297. 229. 335 Single sampling plans.189-201 MIL-STD-414.133. 129 Duckworth test. 98. 119-120. 25 Stopping rules for control charts. 122.. S. M.76 System design. 332-333 Robust statistics.228. 301-302 Sequential probability ratio lest.136 2 X 2 tahles.. Wilcoxon's test paired [-test. 177. stopping. 258.332 z-test. 101. see Bernoulli trials Trimmed mean. 145. 134 TINT.214 Signal-ta-noise ratios.. 129. 238 Snee. 159. 197 Dodge-Romig sampling plans. 187 Smith.G. 15 Statistic.332 Tests.171 .. see Hypothesis testing u ueL (upper cOlltrollimit). 125-127. 333. 131.W. 76.201 MIL-STD-1235B.372 Robust design.4. Wilcoxon's test sequential probability ratio test.CJ. see Tests. E. 9.. 39 Sampling plans: ANSI/A. 154.. 197. 187 Scatter plots. 126 Tics in rank tests. 187. 277 Standard deviation. II. 8. see Tests Sequcntial sampling. 21-22.191-197 Seven tools. 20-22.. 165. 165.230. 197 skip-lot sampling plans. see Tests Tukey. 264 Symmetric..

see Tests Wood. 123. F..71.342 Yates' algorithm. 159 v Variables: concomitant.38. 178 z-test.. 147 x-barchart~. 32-69 discrete.373 INUEX Unbiased estimators. see Box-and-whisker plots Whitney. 292 z Zero-defects.3 11. see Distributions Whiskers. 105 Unequal variances. 29-51 Variance. 154.64. 131.294 Variation. 217 x x-bar. 336 V-mask. 7.203 Weibull distribution. 97-102. 103 USL (upper specification limit). A. Wilcoxon's test Wilcoxon's test. 189 Warning lines. 284. 137.R. 29. see Tests. Fo. 97-102. 10. 90 x-bar-har. 78. 9. 75. 336 use as SN ratio. 146-156 y Yates. coefficient of. .292. 93. 137 Uniform distribution.294 estimation of. 131. D.~ee Distributions Upper confidence intervals. 268 continuous. 132 F-tests for. see Tests . 132 Behrens-Fisher test. 209 W Wald.

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