Chapter 13: Randomized Block Designs

Section 13.2: The F Test for a Randomized Block Design

13.2.1
Source df SS MS F P
States 1 61.63 61.63 7.20 0.0178
Students 14 400.80 28.63 3.34 0.0155
Error 14 119.87 8.56
Total 29 582.30

The critical value F.95,1,14 is approximately 4.6. Since the F statistic = 7.20 > 4.6, reject H0.

13.2.2
Source df SS MS F P
Networks 2 17.11 8.56 8.72 0.0168
Cities 3 4.69 1.56 1.59 0.2868
Error 6 5.89 0.98
Total 11 27.69

Since the F statistic = 8.72 > F.90,2,6 = 3.46, reject H0.

13.2.3
Source df SS MS F P
Additive 1 0.03 0.03 4.19 0.0865
Batch 6 0.02 0.00 0.41 0.8483
Error 6 0.05 0.01
Total 13 0.10

Since the F statistic = 4.19 < F.95,1,6 = 5.99, accept H0.

13.2.4
Source df SS MS F P
Region 2 4.04 2.02 8.28 0.0188
Year 3 3.82 1.27 5.22 0.0414
Error 6 1.46 0.24
Total 11 9.33

Since the F statistic = 8.28 > F.95,2,6 = 5.14, reject H0.

13.2.5 From the Table 13.2.9, we obtain MSE = 6.00. The radius of the Tukey interval is
D MSE = (Q.05,3,22 / b ) 6.00 = (3.56 / 12) 6.00 = 2.517. The Tukey intervals are

Pairwise Difference y.s − y.t Tukey Interval Conclusion

µ1 − µ2 −2.41 (−4.93, 0.11) NS
µ1 − µ3 −0.54 (−3.06, 1.98) NS
µ2 − µ3 1.87 (−0.65, 4.39) NS

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192 Chapter 13: Randomized Block Designs

From this analysis and that of Case Study 13.2.3, we find that the significant difference occurs
not for overall means testing or pairwise comparisons, but for the comparison of “during the full
moon” with “not during the full moon”.

13.2.6 Source df SS MS F P
Quarter 3 14.05 4.68 0.25 0.860
Year 4 43.56 10.89 0.58 0.683
Error 12 255.30 18.78
Total 19 282.91
Since the F statistic for treatments = 0.25 < F.95,3,12 = 3.49, accept H 0 that yields are not affected
by the quarter. Since the F statistic for blocks = 0.58 < F.95,4,12 = 3.26, accept H 0 that yields are
not affected by the year.

13.2.7 From Question 13.2.2 we obtain the value MSE = 0.98. The radius of the interval is
D MSE = (Q.05,3,6 / b ) 0.98 = (4.34 / 4) 0.98 = 2.148. The Tukey intervals are

Pairwise Difference y.s − y.t Tukey Interval Conclusion

µ1 − µ2 2.925 (0.78, 5.07) Reject
µ1 − µ3 1.475 (−0.67, 3.62) NS
µ2 − µ3 −1.450 (−3.60, 0.70) NS

13.2.8 (a) Source df SS MS F P

System 3 1709.60 569.87 100.59 0.0000
Subject 9 193.53 21.50 3.80 0.0034
Error 27 152.96 5.67
Total 39 2056.10
Since the F statistic = 100.59 > F.95, 3, 27 = 2.96, reject H0.

(b) The radius of the interval is D MSE = (Q.05,4,27 / b ) 5.67. Since Q.05,4,27 is not in the
table, we use the slightly larger value Q.05,4,24 = 3.90. Then the radius of the interval is
(3.90 / 10) 5.67 = 2.937. The Tukey intervals are

Pairwise Difference y.s − y.t Tukey Interval Conclusion

µ1 − µ2 18.30 (15.36, 21.24) Reject
µ1 − µ3 11.42 (8.48, 14.36) Reject
µ1 − µ4 9.58 (6.64, 12.52) Reject
µ2 − µ3 −6.88 (−9.82, −3.94) Reject
µ2 − µ4 −8.72 (−11.66, −5.78) Reject
µ3 − µ4 −1.84 (−4.78, 1.10) NS

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Section 13.2: The F Test for a Randomized Block Design 193

13.2.9 (a)
Source df SS MS F P
Sleep stages 2 16.99 8.49 4.13 0.0493
Shrew 5 195.44 39.09 19.00 0.0001
Error 10 20.57 2.06
Total 17 233.00

Since the F statistic = 4.13 > F.95, 2, 10 = 4.10, reject H0.

1 1
(b) The contrast associated with the subhypothesis is C1 = − µ1 − µ2 + µ3 , and
2 2
1 1 (−1.117) 2
Cˆ1 = − (21.1) − (19.1) + 18.983 = −1.117 . SSC1 = 2 2
= 4.99.
2 2 ⎛ 1⎞ ⎛ 1⎞
⎜⎝ − ⎟⎠ / 6 + ⎜⎝ − ⎟⎠ / 6 + (1) / 6
2
2 2
SSC1 4.99
F= = = 2.42. Since the observed F ratio = 2.42 < F.95, 1, 10 = 4.96, accept the
MSE 2.06
subhypothesis. Let a second orthogonal contrast be C2 = µ1 − µ2. Ĉ2 = 21.1 − 19.1 = 2.0.
2.02
SSC2 = = 12.0
(1)2 / 6 + (−1)2 / 6
Then SSTR = 16.99 = 4.99 + 12.00 = SSC1 + SSC2

1 1 1 1
13.2.10 C1 = µ1 − µ3 and C2 = µ2 − µ4. Then take C3 = µ1 − µ2 + µ3 − µ4 . This contrast tests the
2 2 2 2
µ + µ3 µ 2 + µ 4 (−2.7)2
subhypothesis 1 = . Ĉ1 = 17.6 − 19.86 = −2.7. SSC1 = 2 = 18.225.
2 2 (1) / 5 + (−1)2 / 5
SSC1 18.225
F= = = 7.35. Since the observed F ratio = 7.35 > F.90, 1, 12 = 3.18, reject the
MSE 2.48
subhypothesis.
(3.9) 2
Ĉ2 = 20.3 − 16.4 = 3.9. SSC2 = 2 = 38.025
(1) / 5 + (−1) 2 / 5
SSC2 38.025
F= = = 15.33. Since the observed F ratio = 15.33 > F.90, 1, 12 = 3.18, reject the
MSE 2.48
subhypothesis.

Ĉ3 = (17.16 − 20.3 + 19.86 − 16.4)/2 = 0.16.

(0.16) 2
SSC3 = 2 2 2 2
= 0.128
⎛1⎞ ⎛ 1⎞ ⎛1⎞ ⎛ 1⎞
⎜⎝ ⎟⎠ / 5 + ⎜⎝ − ⎟⎠ / 5 + ⎜⎝ ⎟⎠ / 5 + ⎜⎝ − ⎟⎠ / 5
2 2 2 2
SSC3 0.128
F= = = 0.05. Since the observed F ratio = 0.05 < F.90, 1, 12 = 3.18, accept the
MSE 2.48
subhypothesis.

Note that SSC1 + SSC2 + SSC3 = 18.225 + 38.025 + 0.128 = 56.378 = SSTR.

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194 Chapter 13: Randomized Block Designs

b k k k
13.2.11 Equation 13.2.2: SSTR = ∑∑ (Y
i =1 j =1
.j − Y.. ) = b 2
∑ (Y
j =1
.j − Y ..) = b 2
∑ (Yj =1
2
.j − 2Y. jY.. + Y..2 )

k k k T. 2j 2T..2 T..2 k T. 2j T..2 k T. 2j

=b ∑ j =1
Y. j2 − 2bY.. ∑j =1
Y. j + bkY..2 = b ∑bj =1
2
−
bk
+
bk
= ∑b
j =1
−
bk
= ∑b
j =1
−c

b k b b
Equation 13.2.3: SSB = ∑∑
i =1 j =1
(Yi. − Y.. ) 2 = k ∑
i =1
(Yi. − Y.. )2 = k ∑ (Y
i =1
i.
2
− 2Yi.Y.. + Y..2 )

b b b
Ti.2 2T..2 T..2 b
Ti.2 T..2 b
Ti .2
=k ∑i =1
Yi.2 − 2kY.. ∑i =1
Yi. + bkY..2 = k ∑k i =1
2
−
bk
+
bk
= ∑k
i =1
−
bk
= ∑
i =1 k
−c

b k b k
Equation 13.2.4: SSTOT = ∑∑
i =1 j =1
(Yij − Y.. ) 2 = ∑∑ (Y
i =1 j =1
2
ij − 2YijY.. + Y..2 )

b k b k b k
2T..2 T..2 b k
= ∑∑
i =1 j =1
Yij2 − 2Y.. ∑∑
i =1 j =1
Yij + bkY..2 = ∑∑
i =1 j =1
Yij2 −
bk
+
bk
= ∑∑ Y
i =1 j =1
2
ij −c

∂L ∂L k
∂L
13.2.12 Fix i = s. For i ≠ s,
∂β i
= 0, and
∂β s
= ∑ 2( y
j =1
sj − β s − µ j )(−1) . Setting
∂β s
= 0 gives

k k

∑ µˆ ∑y
1 1
βˆs + j = sj = ys . (13.2.12.1)
k j =1 k j =1

∂L ∂L b
∂L
Fix j = t. For j ≠ t,
∂µ j
= 0, and
∂ µt
= ∑ 2( y
i =1
it − β i − µt )(−1) . Setting
∂ µt
= 0 gives

b b

∑ βˆ + µˆ ∑y
1 1
i t = it = y.t (13.2.12.2)
b i =1 b i =1

Rather than use a formal method to solve this system of bk equations in bk unknowns, let us
make the educated guess that µˆ j = y. j . Substituting this into Equation 13.2.12.1 gives
k

∑y
1
βˆs + .j = ys. , or βˆs = ys. − y.. . Placing βˆs = ys. − y.. and µˆt = y.t into Equation 13.2.12.2
k j =1
b

∑(y
1
gives s. − y.. ) + y.t = y.t . Since the first term = 0, we do have equality.
b i =1

b b k k b k

∑Y ∑∑ Y . ∑ Y ∑∑ Y
1 1
13.2.13 (a) False. i. = ij .j = ij . The two expressions are equal only when
i =1 k i =1 j =1 j =1 b i =1 j =1

b = k.

(b) False. If neither treatment levels nor blocks are significant, it is possible to have F variables
SSTR /(k − 1) SSB/(b − 1 )
and both < 1. In that case both SSTR and SSB are less
SSE /(b − 1)(k − 1) SSE/(b − 1 )(k − 1)
than SSE.

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Section 13.3: The Paired t Test 195

13.2.14 (a) From Theorem 13.2.2, when H0: β1 = β2 = … = βb is true, SSB/σ2 has a chi-square
distribution with b − 1 degrees of freedom. Thus, E(SSB/σ2) = b − 1 or
E(SSE) = (b − 1)σ2.

(b) From Theorem 13.2.2, SSE/σ2 has a chi-square distribution with (b − 1)(k − 1) degrees of
freedom. Thus, E(SSE/σ2) = (b − 1)(k − 1) or E(SSE) = (b − 1)(k − 1)σ2.

Section 13.3: The Paired t Test

13.3.1 Test H 0 : µ D = 0 vs H1 : µ D > 0 .

2
b
⎛ b ⎞
28.17
b ∑
i =1
di2 ∑
− ⎜ di ⎟
⎝ i =1 ⎠ 19(370.8197) − (28.17)2
d= = 1.483 ; sD2 = = = 18.281
19 b(b − 1) 19(18)
d 1.483
t= = = 1.51. Since 1.51 < 1.7341 = t.05,18 , do not reject H 0 .
sD / b 18.281 / 19

13.3.2 Test H0: µD = 0 vs. H1: µD < 0.

2
b
⎛ b ⎞
b ∑
i =1
di2 ∑
− ⎜ di ⎟
⎝ i =1 ⎠ 13(216) − (−42)2
sD2 = = = 6.69
b(b − 1) 13(12)
d −3.23
t= = = −4.50.
sD / b 6.69 / 13
Since the observed t = −4.50 < −1.7823 = −t.05,12, we can conclude that the mothered lambs learn
more quickly.

13.3.3 Test H0: µD = 0 vs. H1: µD ≠ 0.

2
b
⎛ b ⎞
b ∑
i =1
di2 ∑
− ⎜ di ⎟
⎝ i =1 ⎠ 12(2.97) − (1.3)2
sD2 = = = 0.257
b(b − 1) 12(11)
d 1.108
t= = = 0.74.
sD / b 0.257 / 12
α = 0.05: Since −t.025,11 = −2.2010 < 0.74 < 2.2010 = t.025,11, accept H0.
α = 0.01: Since −t.005, 11 = −3.1058 < 0.74 < 3.1058 = t.005,11 accept H0.

13.3.4 Test H0: µD = 0 vs. H1: µD < 0.

15(363) − (−43) 2
sD2 = = 17.124
15(14)
−2.867
t= = −2.68
17.124 / 15
Since −2.68 < −1.7613 = −t.05,14, reject H0.

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196 Chapter 13: Randomized Block Designs

13.3.5 Test H0: µD = 0 vs. H1: µD ≠ 0.

7(0.1653) − (−0.69) 2
sD2 = = 0.01621
7(6)
−0.09857
t= = −2.048.
0.01621 / 7

Since −t.025,6 = −2.4469 < −2.048 < 2.4469 = t.025,6 accept H0.
The square of the observed Student t statistic = (−2.048)2 = 4.194 = the observed F statistic.
Also, (t.025,6)2 = (2.4469)2 = 5.987 = F.95,1,6
Conclusion: the two-sided test for paired data is equivalent to the randomized block design test
for 2 treatments.

D − µD
13.3.6 The quotient is standard normal. Also, (b − 1) S D2 / σ D2 is chi-square with b − 1 degrees
σD / b
D − µD (b − 1) S D2 / σ D2 D − µD
of freedom. Then / = is a Student t variable with
σD / b b −1 SD / b
⎛ D − µD ⎞
b − 1 degrees of freedom. So P ⎜ −tα /2,b −1 < < tα /2,b −1 ⎟ = 1 − α or
⎝ SD / b ⎠
⎛ S S ⎞
P ⎜ D − tα /2,b −1 D < µ D < D + tα /2,b −1 D ⎟ = 1 − α. The desired confidence interval is
⎝ b b⎠
⎛ sD s ⎞
⎜⎝ d − tα /2,b −1 , d + tα /2,b −1 D ⎟
b b⎠
For the data of Case Study 13.3.1, the 95% confidence interval is
⎛ 0.662 0.662 ⎞
⎜ 0.47 − 2.2622 , 0.47 + 2.2622 ⎟ = (−0.11, 1.05).
⎝ 10 10 ⎠

⎛ s s ⎞
13.3.7 The 95% confidence interval is ⎜ d − t.025,11 D , d + t.025,11 D ⎟
⎝ b b⎠
⎛ 0.257 0.257 ⎞
= ⎜ 0.108 − 2.2010 , 0.108 + 2.2010 ⎟ = (−0.21, 0.43)
⎝ 12 12 ⎠

13.3.8 From the proof of Theorem 7.4.2 (or refer to Question 13.3.6), if Tn is a Student t variable, then
Tn2 is an F variable with 1 and n degrees of freedom. Thus, for a Student t variable with n degrees
of freedom and any α, P(−u < Tn < u) = P (Tn2 < u 2 ) = P(F < u2), where F has 1 and n degrees of
freedom. Thus, tα2 /2, n = F1−α,1,n. In the case of randomized block design or the paired two
samples, n = b − 1.
Next we must show that the square of the paired two sample t statistic equals the randomized
block design F for k = 2. To do so, SSTR and SSE need to be expressed in terms of X’s and Y’s.
b 2
To that end note that SSTR = ∑∑ (Y
i =1 j =1
.j − Y.. ) 2 = b ⎡⎣ (Y.1 − Y.. ) 2 + (Y.2 − Y.. ) 2 ⎤⎦ ⋅

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Section 13.3: The Paired t Test 197

b b

∑ X + ∑Y
i =1
i
i =1
i
1 1
Y .. = = X + Y , and Y.1 = X , Y.2 = Y .
2b 2 2
⎡⎛ ⎛1 1 ⎞⎞ ⎛
2
⎛1 1 ⎞⎞ ⎤
2

Thus, SSTR = b ⎢ ⎜ X − ⎜ X + Y ⎟ ⎟ + ⎜Y − ⎜ X + Y ⎟ ⎟ ⎥
⎢⎣ ⎝ ⎝2 2 ⎠⎠ ⎝ ⎝2 2 ⎠⎠ ⎥
⎦
⎡⎛ 1 1 ⎞ ⎛1
2
1 ⎞ ⎤ b
2
b
= b ⎢ ⎜ X − Y ⎟ + ⎜ Y − X ⎟ ⎥ = ( X − Y )2 = D 2
⎝ 2 ⎠ ⎝2 2 ⎠ ⎦⎥ 2
⎣⎢ 2 2

b 2 b 2
From Equation 13.2.1, SSE = ∑∑ (Y
i =1 j =1
ij − Y. j ) 2 − ∑∑ (Y
i =1 j =1
i. − Y.. )2

b b b b b b
= ∑ (Y
i =1
il − Y.1 ) 2 + ∑ (Y
i =1
i2 − Y.2 ) 2 − 2 ∑ (Y i. − Y.. )2 = ∑(X
i =1
i − X )2 + ∑ (Y − Y )
i =1
i
2
∑ (Y
−2
i =1
i. − Y.. )2 .
i =1

2
⎛ X +Y X +Y ⎞
= (( X i − X ) + (Yi − Y ) ) . So
1 2
Now (Yi. − Y.. )2 = ⎜ i i − ⎟
⎝ 2 2 ⎠ 4
b b b

∑ ∑ ∑ (( X − X ) + (Yi − Y ) )
1 2
SSE = ( X i − X )2 + (Yi − Y )2 − i
i =1 i =1 2 i =1
b b b

∑(X ∑ (Y − Y ) − ∑ ( X
1 1
= i − X )2 + i
2
i − X )(Yi − Y )
2 i =1 2 i =1 i =1
b b

∑ (( X i − X ) − (Yi − Y )) ∑ ( D − D)
1 2 1
= = i
2
2 i =1 2 i =1
b 2 2
D ⎛ D ⎞
SSTR 2 D2
The F statistic is = = =⎜ ⎟ ,
SSE /(b − 1) 1 b 1 b ⎝ sD / b ⎠
( D − D ) /(b − 1)
2 i =1 i
2
( D − D) / b
b − 1 i =1 i
2
∑ ∑
which is the square of the t statistic.

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