DESIGN OF EXPERIMENTS

Instructor: Engr. Ambreen Tajammal

COURSE CONTENT:
Review of Statistics and Probability, Probability Distributions, Sampling
Distributions, Design of Experiments, Single and Multi-Factor Analysis of
Variance (ANOVA), Factorial Design of Experiments, 2k and 3k designs, 2 k
designs with Center Points, Response Surface Methodology, Simple and
Multiple Regression
Recommended Books
1. Jiju Antony, Design of Experiments for Engineers and Scientists
2. Probability and statistics for Engineers, Richard A Johnson
 RANDOM VARIABLES
 A quantitative variable x is a random variable if the
value that it assumes, corresponding to the outcome of
an experiment is a chance or random event.
 Random variables can be discrete or continuous.

• Examples:
x = SAT score for a randomly selected student
x = number of people in a room at a randomly
selected time of day
x = number on the upper face of a randomly
tossed die
 PROBABILITY DISTRIBUTIONS FOR DISCRETE
RANDOM VARIABLES

The probability distribution for a discrete random

variable x resembles the relative frequency distributions
we constructed already.It is a graph, table or formula that
gives the possible values of x and the probability p(x)
associated with each value.

We must have
0  p ( x)  1 and  p( x)  1
 EXAMPLE
Toss a fair coin three times and
define x = number of heads.
x
HHH x p(x)
3
1/8 P(x = 0) = 1/8 0 1/8
HHT 2
1/8
2
P(x = 1) = 3/8 1 3/8
1/8
HTH
2
P(x = 2) = 3/8 2 3/8
1/8
THH 1 P(x = 3) = 1/8 3 1/8
1/8
1
HTT 1/8
1
1/8 Probability Histogram
THT 0 for x
1/8

TTH

TTT
 EXAMPLE
Toss two dice and define
x = sum of two dice. x p(x)

2 1/36
3 2/36
4 3/36
5 4/36
6 5/36
7 6/36
8 5/36
9 4/36
10 3/36
11 2/36
12 1/36
Discrete vs. Continuous Variables
 If a variable can take on any value between two specified values, it is called a
continuous variable; otherwise, it is called a discrete variable.
Some examples will clarify the difference between discrete and continuous variables.
 Suppose the fire department mandates that all fire fighters must weigh between
150 and 250 pounds. The weight of a fire fighter would be an example of a
continuous variable; since a fire fighter's weight could take on any value between
150 and 250 pounds.
 Suppose we flip a coin and count the number of heads. The number of heads could
be any integer value between 0 and plus infinity. However, it could not be any
number between 0 and plus infinity. We could not, for example, get 2.5 heads.
Therefore, the number of heads must be a discrete variable.
 PROBABILITY DISTRIBUTION

A probability distribution is a table or an equation that links each possible value that
a random variable can assume with its probability of occurrence. Discrete Probability
Distributions
The probability distribution of a discrete random variable can always be represented
by a table. For example, suppose you flip a coin two times. This simple exercise can
have four possible outcomes: HH, HT, TH, and TT. Now, let the variable X represent
the number of heads that result from the coin flips. The variable X can take on the
values 0, 1, or 2; and X is a discrete random variable.
The table below shows the probabilities associated
with each possible value of X. The probability of
getting 0 heads is 0.25; 1 head, 0.50; and 2 heads,
0.25. Thus, the table is an example of a probability
distribution for a discrete random variable.

NUMBER OF HEADS, X PROBABILITY, P(X)

0 0.25
1 0.50
2 0.25
Discrete Probability Distribution:

1. Bernoulli Process
2. Binomial distribution
3. Multinomial
4. Hypergeometric
5. Negative binomial
6. Poisson
Continuous Probability Distribution:

1. Normal distribution
2. Standard normal
3. T Distribution
4. Chi-square
5. F distribution
Bernoulli Process:
Boy?Girl? Heads? Tails? Win? Lose? Do any of these sound familiar? When
there is the possibility of only two outcomes occurring during any single
event, it is called a Bernoulli Trial. Jacob Bernoulli, a profound mathematician
of the late 1600s, from a family of mathematicians, spent 20 years of his life
studying probability. During this study, he arrived at an equation that
calculates probability in a Bernoulli Trial.
Bernoulli Process:
To be considered a Bernoulli trial, an experiment must meet each of
three criteria:

There must be only 2 possible outcomes, such as: black or red, sweet or
sour. One of these outcomes is called a success, and the other a failure.
Successes and Failures are denoted as S and F, though the terms given
do not mean one outcome is more desirable than the other.

Each outcome has a fixed probability of occurring; a success has the

probability of p, and a failure has the probability of 1 - p.
Each experiment and result are completely independent of all others.
Bernoulli Process:
Flipping a coin. In this context, obverse ("heads") denotes success and
reverse ("tails") denotes failure. A fair coin has the probability of
success 0.5 by definition.
Rolling a die, where for example we designate a six as "success" and
everything else as a "failure".
In conducting a political opinion poll, choosing a voter at random to
ascertain whether that voter will vote "yes" in an upcoming
referendum.
Call the birth of a baby of one sex "success" and of the other sex
"failure."