CH 13
CH 13
Engineers
Sixth Edition
Douglas C. Montgomery George C. Runger
Chapter 13
Design and Analysis of Single-Factor
Experiments: The Analysis of Variance
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
13
Design and Analysis of Single-
Factor Experiments: The Analysis
of Variance
CHAPTER OUTLINE
13-1 Designing Engineering 13-3.2 ANOVA & Variance
Experiments Components
13-2 Completely Randomized 13-4 Randomized Complete Block
Single-Factor Experiment Design
13-2.1 Example: Tensile Strength 13-4.1 Design & Statistical Analysis
13-2.2 Analysis of Variance 13-4.2 Multiple Comparisons
13-2.3 Multiple Comparisons 13-4.3 Residual Analysis & Model
Following the ANOVA Checking
13-2.4 Residual Analysis & Model
Checking
13-3 The Random-Effects Model
13-3.1 Fixed Versus Random
Factors
Chapter 13 Title and Outline 2
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Learning Objectives for Chapter 13
After careful study of this chapter, you should be able to do the following:
1. Design and conduct engineering experiments involving a single factor with
an arbitrary number of levels.
2. Understand how the analysis of variance is used to analyze the data from
these experiments.
3. Assess model adequacy with residual plots.
4. Use multiple comparison procedures to identify specific differences
between means.
5. Make decisions about sample size in single-factor experiments.
6. Understand the difference between fixed and random factors.
7. Estimate variance components in an experiment involving random factors.
8. Understand the blocking principle and how it is used to isolate the effect of
nuisance factors.
9. Design and conduct experiments involving the randomized complete block
design.
Figure 13-1 (a) Box plots of hardwood concentration data. (b) Display of the model in
Equation 13-1 for the completely randomized single-factor experiment.
Sec 13-2 Completely Randomized Single-Factor Experiment 8
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
13-2 The Completely Randomized Single-Factor
Experiment
13-2.2 The Analysis of Variance
9
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13-2 The Completely Randomized Single-Factor
Experiment
13-2.2 The Analysis of Variance
We may describe the observations in Table 13-2 by the
linear statistical model:
10
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13-2 The Completely Randomized Single-Factor
Experiment
13-2.2 The Analysis of Variance
Fixed-effects Model
The treatment effects are usually defined as deviations
from the overall mean so that:
Also,
11
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13-2 The Completely Randomized Single-Factor
Experiment
13-2.2 The Analysis of Variance
12
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13-2: The Completely Randomized Single-Factor Experiment
a n a a n
ij
y y .. 2
n
iy . y ..2
ij i
y y . 2 (13-1)
i 1 j 1 i 1 i 1 j 1
or symbolically
SS Treatments /( a 1) MS Treatments
F0 (13-3)
SS E /[ a (n 1)] MS E
Source of Degrees of
Variation Sum of Squares Freedom Mean Square F0
Treatments SSTreatments a1 MSTreatments MS Treatments
MS E
Error SSE a(n 1) MSE
Total SST an 1
H0: 1 = 2 = 3 = 4 = 0
H1: i 0 for at least one i
(383) 2
(7) (8) (20)
2 2
512.96
2
24
4
yi2 . y 2..
SS Treatments
i 1 n N
(60) 2 (94) 2 (102) 2 (127) 2 (383) 2
6 24
382.79
SS E SST SS Treatments
512.96 382.79 130.17
Sec 13-2 Completely Randomized Single-Factor Experiment 19
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
13-2: The Completely Randomized Single-Factor Experiment
Example 13-1
The ANOVA is summarized in Table 13-4. Since f0.01,3,20 = 4.94, we reject H0
and conclude that hardwood concentration in the pulp significantly affects the
mean strength of the paper. We can also find a P-value for this test statistic as
follows:
MS E MS E
yi . t/2,an 1 i yi . t/2,a n 1 (13-7)
n n
2MS E 2MS E
yi . y j . t/2,an 1 i j yi . y j . t/2,an 1 (13-8)
n n
1.74 m3 m2 4.40
An Unbalanced Experiment
The sums of squares computing formulas for the ANOVA with
unequal sample sizes ni in each treatment are
a ni 2
y ..
SST yij
2 (13-9)
i 1 j 1 N
a
yi2 . y 2..
SS Treatments (13-10)
i 1 ni N
and
1 1
LSD t /2,N a MS E
ni n j
Example 13-2
We will apply the Fisher LSD method to the hardwood
concentration experiment. There are a = 4 means, n = 6,
MSE = 6.51, and t0.025,20 = 2.086. The treatment means are
Example 13-2
The comparisons among the observed treatment averages are as follows:
Conclusions: From this analysis, we see that there are significant differences
between all pairs of means except 2 and 3. This implies that 10% and 15%
hardwood concentration produce approximately the same tensile strength and
that all other concentration levels tested produce different tensile strengths.
It is often helpful to draw a graph of the treatment means, such as in Fig. 13-2,
with the means that are not different underlined. This graph clearly reveals the
results of the experiment and shows that 20% hardwood produces the maximum
tensile strength.
Sec 13-2 Completely Randomized Single-Factor Experiment 26
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13-2: The Completely Randomized Single-Factor Experiment
H 0 : 2 0
H1 : 2 0
The ANOVA decomposition of total variability is
still valid:
2 n2
SS E
E ( MS E ) E
a n 1
(13-14)
2
Sec 13-3 The Random-Effects Model 33
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
13-3: The Random-Effects Model
13-3.2 ANOVA and Variance Components
MS E
ˆ 2 (13-15)
and
MSTreatments MS E
ˆ
(13-16)
n
Observations
Loom 1 2 3 4 Total Average
1 98 97 99 96 390 97.5
2 91 90 93 92 366 91.5
3 96 95 97 95 383 95.8
4 95 96 99 98 388 97.0
1527 95.45
Table 13-8 Analysis of Variance for the Strength Data
Source of Sum of Degrees of Mean Square f0 P-value
Variation Squares Freedom
Looms 89.19 3 29.73 15.68 1.88 E-4
Error 22.75 12 1.90
Total 111.94 15
29.73 1.90
ˆ 6.96
4
Therefore, the variance of strength in the manufacturing process is
estimated by
V (Yij ) ˆ 2 ˆ 2 6.96 1.90 8.86
Blocks
a ya1 ya2 yab ya. ya .
Totals y.1 y.2 y.b y..
Averages y.1 y.2 y.b y..
We assume
• treatments and blocks are initially fixed effects
• blocks do not interact
•
i 1 j 1
a b
0 and i 0 j
b 2
..
1 y
SSBlocks
a
y 2. j
ab (13-20)
j 1
and
SSE = SST - SSTreatments - SSBlocks (13-21)
Sec 13-4 Randomized Complete Block Design 43
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13-4: Randomized Complete Block Design
13-4.1 Design and Statistical Analysis
Table 13-11 ANOVA for a Randomized Complete Block Design
Source of Degrees of
Variation Sum of Squares Freedom Mean Square F0
Treatments SSTreatments a-1 SSTreatments MSTreatments
a 1 MS E
SS Blocks
Blocks SSBlocks b-1
b 1
SS E
Error SSE (by subtraction) (a -1)(b-1) a 1b 1
Total SST ab – 1
(39.2) 2
(1.3) (1.6) (3.4)
2 2
25.69
2
20
4
yi2. y..2
SSTreatments
i 1 b ab
(5.7) 2 (8.8) 2 (6.9) 2 (17.8) 2
5
(39.2) 2
18.04
20
Sec 13-4 Randomized Complete Block Design 46
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13-4: Randomized Complete Block Design
Example 13-5
5 y.2j 2
y ..
SS Blocks
j 1 a ab
56
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13-5 Nonparametric Methods in the Analysis of
Variance (Kruskal–Wallis Test )
Computational method
57
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We reject H0 when
58
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Example
59
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60
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Important Terms & Concepts of Chapter 13
Analysis of variance Multiple comparisons
(ANOVA) Nuisance factors
Blocking Random factor
Completely randomized Randomization
experiment Randomized complete block
Expected mean squares design
Fisher’s least significant Residual analysis & model
difference (LSD) method adequacy checking
Fixed factor Sample size & replication in
Graphical comparison of an experiment
means Treatment effect
Levels of a factor Variance component
Mean square
Chapter 13 Summary 61
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.