DESIGN EXPERIMENTS AND

MEASUREMENTS TECHNIQUES

Dr. Tamer A. Mohamed

Studies based on Two Samples:
Randomized designs to compare two
conditions or treatments:

Independent Random samples

Estimation of the difference
between two means (1-2):

Case I: 1 and 2 known.

The difference (y1 -  y2) is normally dis.

with mean (1-2 ) and standard deviation:
 12  22
 y y  
1 2
n1 n2
Using the statistic z, the interval is given by:

 12  22  12  22
( y1  y2 )  Z 2   1   2  ( y1  y2 )  Z 2 
n1 n2 n1 n2
Example:
A standard chemistry test was given to 50
girls and 75 boys. The girls made an
average of 82 while the boys made an
average of 76.
Construct a 95% confidence interval
of the difference between the population
means assuming that both populations
are normally distributed with variances
64 and 36 for boys and girls respectively.
From sample data:
36 64
 y y    1.25
1 2
50 75

Using Tables,
Z/2= 1.96
Thus;
3.54 < 1-2 < 8.46
Conclusions
At the 95% confidence level, the true

difference is expected to lie within

3.55 and 8.45.
 Since the interval does not include

zero, it can be further concluded

that the difference is significant.
Estimation of the difference
between two means (1-2):

Case II: 1 and 2 Unknown

but can be assumed equal
 Ify1 andy2 are means of two independent
random samples of n1 and n2 drawn from
normal distributions with unknown but
equal variances, a (1-) confidence interval
for estimating () is given by:

1 1 1 1
( y1  y2 )  t 2 S p   1   2  ( y1  y2 )  t 2 S p 
n1 n2 n1 n2
 where ,
2 2
( n1  1) S1  ( n2  1) S 2
Sp 
n1  n2  2
= The Pooled Standard deviation

and t/2 , is the value of the t statistic

corresponding to a tail area /2 with
= (n1 +n2-2) d.f.
Example
Copper produced by sintering under certain
conditions is measured for porosity in a
laboratory. A random sample of 4
measurements shows a mean of 0.22 and a
variance of 0.001.
A second laboratory repeats the same
process with independent sample of 5
measurements with mean 0.17 and variance
0.002. Construct a 95% confidence interval
for estimating the difference between
the population means assuming equal
variance.
From sample data:
Sp = 0.04
Using the t distribution Table:
for = (9-2) = 7
t/2 = t0.025= 2.365
Thus;
-0.01<< 0.11
Conclusions
 At the 95% confidence we expect
the difference between the two
population means to lie within:
[-0.01 and 0.11]
 Further, it may be concluded that the
difference is not significant.
Estimation of the difference
between two means (1-2):

Case III: 1 and 2 Unknown,

and not equal
 The interval is given by:
S12 S 22 S12 S 22
( y1  y2 )  t 2   1   2  ( y1  y2 )  t 2 
n1 n2 n1 n2
With,
( S12 n1  S 22 n2 ) 2
  2
( S1 n1 ) 2 ( S 22 n2 ) 2

n1  1 n2  1
Rounded down to the nearest integer
Example
Consider the previous example without the
assumption of equal variances.
Using sample data;
=6
Using the t distribution Table:
t /2 = t0.025= 2.447
Thus;
-0.012 < (1-2) < 0.112
THE P-VALUE OF A TEST
OBSERVED SIGNIFICANCE
 Is the smallest level of significance at which Ho can be
rejected
 If the level of significance decrease than the p-value, H o

will be accepted

P-value
Accept

c 
IN TERMS OF Z-STATISTIC
 Upper Tailed:
p-value = P(Z>Zc)
 Lower Tailed:
p-value = P(Z<Zc)
 Two Tailed:
p-value = P(Z>|Zc|)
WHY P-VALUE?
 Using the p-value allow to reporting test results and
leave the selection of () to the decision maker.
 The decision criterion is to reject Ho if  > p-value.

 Same for the t-dist or any other dist.

NORMAL PROBABILITY PLOT
To construct a NPP, the observations in the sample are first
ranked from smallest to largest. That is the sample y1, y2,…
yn is arranged as y(1), y(2)….y(n) where y(1) is the smallest
observation, y(2) is the second smallest observation, and so
forth with y(n) the largest. The ordered observations y(j) are
then plotted against their observed cumulative frequency
100(j-0.5)/n . The cumulative frequency scale has been
arranged so that if the points fall on a straight line
(approximately), the data is normal (or approximately
normal)
100( j  0.5)
n
EXAMPLE
Data Rank Data After Cumulative
(j) Arrangement Frequency
x-axis y-axis
16.85 1 16.35 5
16.40 2 16.4 15
17.21 3 16.52 25
16.35 4 16.57 35
16.52 5 16.59 45
17.04 6 16.85 55
16.96 7 16.96 65
17.15 8 17.04 75
16.59 9 17.15 85
16.57 10 17.21 95
NORMAL PROBABILITY PLOT

100
90
80
70
60
50
40
30
20
10
0
16.2 16.4 16.6 16.8 17 17.2 17.4
 Estimation of the difference
between two means (1-2):

>>Paired Comparison Designs<<

When the same sample units are subjected
to two different conditions (treatments) and
paired observations are made on each, the
differences d1, d2, ….,dn will approximate a
normal distribution with mean d and
standard deviation d
A interval for estimating the mean
difference of the matched pairs is given
by:

Sd Sd
d  t 2   d  d  t 2
n n
 Example

It is claimed that a new diet will reduce a

person’s weight by 4.5 kg on the average in
a period of 2 weeks. The weight of seven
individuals who followed this diet were
recorded before and after a 2-week period:
Subject Before After d = (B-A)
1 58.5 60.0 - 1.5
2 60.3 54.9 5.4
3 61.7 58.1 3.6
4 69.0 62.1 6.9
5 64.0 58.5 5.5
6 62.6 59.9 2.7
7 56.7 54.4 2.3
Test the manufacturer’s claim by computing
a 95% confidence interval for the mean
difference in weight.
From sample data:
d = 3.56 kg, and Sd= 2.776 kg

For (1-= 0.95 and  = 7-1= 6

t/2= 2.447
Thus;
0.99 < d < 6.13
Conclusions
At the 95% confidence level the

mean difference is expected to lie

between 0.99 and 6.13 Kg.
There is not enough evidence to

reject the manufacturer’s claim.

TESTING THE DIFFERENCE BETWEEN
TWO POPULATION MEANS

 Independent
 The Two Variances are known
 The Two Variances are Unknown but Equal

 The Two Variances are Unknown and not Equal

 Dependent
INDEPENDENT
THE TWO VARIANCES ARE KNOWN
OR N>30

Test Statistic:

_ _ _ _
( y1  y 2 )  D0 ( y1  y 2 )  D0
z  
 _ _ s12 s22
( y1  y 2 ) 
n1 n2
INDEPENDENT
THE TWO VARIANCES ARE UNKNOWN
BUT EQUAL

Test Statistic

_ _ Degrees of Freedom =
( y1  y 2 )  D0 n1+n2-2
t 
1 1
Sp(2
 )
n1 n2

( n1  1) S12  ( n2  1) S 22
Sp 
n1  n2  2
INDEPENDENT
THE TWO VARIANCES ARE UNKNOWN AND NOT
EQUAL

_ _
Test Statistic ( y1  y 2 )  D0
t 
S12 S 22
(  )
n1 n2

S12 S 22 2
(  )
n1 n2
 
S12 2 S 22 2
( ) ( )
n1 n2

n1  1 n2  1
EXAMPLE
A quality control inspector compares the ultimate tensile
strength (UTS) measurements for class I and class II pre-
stressing wire by taking a sample of 5 specimens from a
roll of each class for laboratory testing.
 Sample data (in 1000 psi) are as follows:

Class I 253 261 258 255 256

Class II 274 275 271 277 276

At the 0.05 Significance level;

a) Do the mean UTS measurements for the two classes appear
to differ?
b) Can you conclude that the mean UTS of class II wires
exceeds that of class I by more than 15000 psi?
Assume that UTS are normally distributed with unknown but
equal variance.
TESTING THE DIFFERENCE BETWEEN
TWO MEANS
DEPENDENT SAMPLES

Test Statistic

_
d  d0
tc 
sd
n

When n>=30, the z-statistic can be used

EXAMPLE
It is claimed that a new diet will reduce a person’s
weight by at least 4.5 kg on the average in a period of 2
weeks . The weight of seven individuals who followed
this diet were recorded before and after a 2-weeks
period:
 Weight
Subject Before After
1 58.5 60.0
2 60.3 54.9
3 61.7 58.1
4 69.0 62.1
5 64.0 58.5
6 62.6 59.9
7 56.7 54.4

Test the manufacturer’s claim at 0.05 significance level.

Estimating the ratio of two  2

variances 1 2 )
( 2

If 12 and 22 are the variances of two normal

populations, then the statistic F can be used
to construct an interval for estimating the
ratio (12/22 ) such that:

P ( F1 2 ( 1 , 2 )  F  F 2 ( 1 , 2 ) )  1
F/2 and F1-/2 are the F-values corresponding
to an area (/2) to the right and left of the F-
distribution with:
1 = (n1-1) = Numerator d.f.
And,
2= (n2-1) = Denominator d.f.
From the F-distribution Tables.
The statistic F is given by :
S1  2
2 2
F ( 2 )( 2 )
S2  1
Substituting :
S12
1 1
2 2
S1
( 2)  2  ( 2 ) F 2( 2 ,1 )
S 2 F 2(1 , 2 ) 2 S2
Note :
1
F1 2 ( 1 , 2 ) 
F 2 ( 2 , 1 )

Example 1
Using the F distribution Tables, find:
a) F 0.025 (6,8)
b) F 0.975 (6,8)
 f(F)
a) F 0.025 (6,8)

F(6,8)
 

1
b) F0.975( 6,8) 
F0.025(8,6)
1
  0.1786
5 .6
Example 2
A random sample of n1=16 measurements on
the breaking strength of a certain type of
material has s12=3.68 (psi)2. Repeated
measurements on a second machine with
n2=10 shows s22=2.3 (psi)2.
Assuming that the measurements are
normally distributed, would you conclude
that the two variances are significantly
different at the 90% confidence level?
At 1-= 0.90 ,  /2 = 0.05
Using the F distribution Table,
F0.05(15,9) = 3.01
F0.05(9,15) = 2.59

Thus,
1
2
0.532   4.144
2
2
Conclusions
 At the 90% confidence level, the ratio
between the two variances is expected to
lie within 0.532 and 4.144.
 Since the interval includes a ratio of
1.0, it can be further concluded that the
difference is not significant.
TEST OF HYPOTHESIS FOR THE RATIO
BETWEEN TWO POPULATIONS
VARIANCES
Hypothesis Test Statistic Criteria for Rejection
H0: 12 = 22
S12 F0  F / 2,n1 1,n2 1
H1: 12 ≠ 22 F0  2
S2 or
F0  F1 / 2,n1 1,n2 1
S 22
H0: 12 = 22 F0  2 F0  F ,n2 1,n1 1
S1
H1: 12 < 22
H0: 12 = 22 S12
F0  2 F0  F ,n1 1,n2 1
H1: 1 > 2
2 2 S2
Similar results would have been obtained
by testing the hypothesis:
 12  12
H 0 : 2  1.0 vs. H 1 : 2  1.0
2 2
And using the test statistic:
f(F) 
3.68
F  1 .6 
2.30

F(6,8)
