LECTURE Notes On Design of Experiments

DESIGN OF EXPERIMENTS
INTRODUCTION
Analysis of Variance (ANOVA) is a hypothesis-testing technique used to test the equality of two or
more population (or treatment) means by examining the variances of samples that are taken.
ANOVA allows one to determine whether the differences between the samples are simply due to
random error (sampling errors) or whether there are systematic treatment effects that cause the mean
in one group to differ from the mean in another.
Most of the time ANOVA is used to compare the equality of three or more means, however when the
means from two samples are compared using ANOVA it is equivalent to using a t-test to compare the
means of independent samples.
ANOVA is based on comparing the variance (or variation) between the data samples to variation within
each particular sample. If the between variation is much larger than the within variation, the means of
different samples will not be equal. If the between and within variations are approximately the same
size, then there will be no significant difference between sample means.
ELEMENTS OF A DESIGNED EXPERIMENT
Definition 1
The response variable is the variable of interest to be measured in the experiment. We also refer to
the response as the dependent variable.
Definition 2
Factors are those variables whose effect on the response is of interest to the experimenter.
Quantitative factors are measured on a numerical scale, whereas qualitative factors are not
(naturally) measured on a numerical scale.
Definition 3
Factor levels are the values of the factor utilized in the experiment.
Definition 4
The treatments of an experiment are the factor-level combinations utilized.
Definition 5
An experimental unit is the object on which the response and factors are observed or measured.
Definition 6
A designed experiment is an experiment in which the analyst controls the specification of the
treatments and the method of assigning the experimental units to each treatment. An observational
experiment is an experiment in which the analyst simply observes the treatments and the response on
a sample of experimental units
LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ
Page 1
Definition 7
The completely randomized design is a design in which treatments are randomly assigned to the
experimental units or in which independent random samples of experimental units are selected for
each treatment.
Design of Experiments is classified into three types
1) Completely Randomized Design or One-way Analysis of Variance
2) Randomized Design or Two-way Analysis of Variance
3) Latin Square Design or Three-way Analysis of Variance
1) COMPLETELY RANDOMIZED DESIGN or One-way Analysis of Variance

The test procedure compares the variation in observations between samples to the variation within
samples. Completely randomized designs are the simplest in which the treatments are assigned to the
experimental units completely at random. This allows every experimental unit, i.e., plot, animal, soil
sample, etc., to have an equal probability of receiving a treatment.
Suppose we wish to compare k population means ( k 2 ). This situation can arise in two ways. If the
study is observational, we are obtaining independently drawn samples from k distinct populations and
we wish to compare the population means for some numerical response of interest. If the study is
experimental, then we are using a completely randomized design to obtain our data from k distinct
treatment groups. In a completely randomized design the experimental units are randomly assigned to
one of k treatments and the response value from each unit is obtained. The mean of the numerical
response of interest is then compared across the different treatment groups.
Advantages of Completely Randomized Designs
1. Complete flexibility is allowed - any number of treatments and replicates may be used.
2. Relatively easy statistical analysis, even with variable replicates and variable experimental errors for
different treatments.
3. Analysis remains simple when data are missing.
4. Provides the maximum number of degrees of freedom for error for a given number of experimental
units and treatments.
Disadvantages of Completely Randomized Designs
1. Relatively low accuracy due to lack of restrictions which allows environmental variation to enter
experimental error.
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2. Not suited for large numbers of treatments because a relatively large amount of experimental
material is needed which increases the variation.
Appropriate Use of Completely Randomized Designs

1. Under conditions where the experimental material is homogeneous, i.e., laboratory, or growth
chamber experiments.
2. Where a fraction of the experimental units is likely to be destroyed or fail to respond.
3. In small experiments where there is a small number of degrees of freedom.
The completely randomized design is seldom used in field experiments where the randomized
complete block design has been consistently more accurate since there are usually recognizable
sources of environmental variation.
In One way Classification
Null Hypothesis
Alternative Hypothesis:
H o : 1 = 2 = ... = k
H a : at least two population means differ, i.e. i j for some i j.
Assumptions:
1. Samples are drawn independently (completely randomized design)
2. Population variances are equal, i.e. 12 = 22 = L = k2 .
3. Populations are normally distributed.
Notations:
Number of Samples (or levels)
=k
Number of observations in i th sample
= ni, i = 1,2,3,, k
Total Number of observations
= n = ni
Observation j in the i th sample
= xij, j = 1,2,3,.,ni
Sum of ni observations in i th sample
= Ti = x ij
Sum of all observations
T = Ti = xij
i
The Computational Formulae
Page 3
T2
SST = x
n
i
j
2
ij
Total Sum of Squares
Ti 2 T 2
Between samples sum of squares, SS B =

n
i ni
Within samples sum of squares
SSW = SST - SSB
SST
n 1
SS
Within sample square, MSW = W
nk
Total mean square
Between samples square MS B =
MST =
SS B
k 1
Number of d.o.f = (k -1) + (n k) = n 1.
ANOVA TABLE
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB
SSW
SST
Degrees of Freedom
k-1
n-k
n-1
Mean Square
MSB
MSW
F Ratio
MS B
MSW
Working Method
STEP I: Set up Null Hypothesis H 0 = 1 = 2 = = k (Population means are equal)
STEP II: Set up Alternative Hypothesis H 1 = 1 2 k (Population means are not equal)
STEP III: Take l.o.s =
STEP IV: Find total number of observations n.
STEP V: Calculate T, the Grand Total number of observations.
STEP VI: Calculate the sum of squares SST, SSB, SSW.
STEP VII: Prepare ANOVA Table to calculate F-Ratio.
STEP VIII: Conclusions.
i) If calculated F > F for F, (k -1) + (n k) d.o.f , Reject H0
ii) If calculated F < F for F, (k -1) + (n k) d.o.f , Accept H0
PROBLEM 1
Neuroscience researchers examined the impact of environment on rat development. Rats were
randomly assigned to be raised in one of the four following test conditions: Impoverished (wire mesh
cage - housed alone), standard (cage with other rats), enriched (cage with other rats and toys), super
enriched (cage with rats and toys changes on a periodic basis). After two months, the rats were tested
on a variety of learning measures (including the number of trials to learn a maze to a three perfect trial
criteria), and several neurological measure (overall cortical weight, degree of dendritic branching, etc.).
The data for the maze task is below. Compute the appropriate test for the data provided below.
Impoverished Standard Enriched Super Enriched
22
17
12
19
21
14
Page 4
15
15
11
10
24
12
18
19
15
12
Solution:
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB= 323.35
SSW = 135.6
SST = 458.95
Degrees of Freedom
3
16
19
Mean Square
107.7833
8.475
F Ratio
MS B
= 12.71
MSW
Null Hypothesis H 0 = 1 = 2 = 3 = 4
Alternative Hypothesis H1: At least two means differ
Test Statistic: Fc = 12.71
Table Value F0.05,(3,16)= 3.49
Conclusion: Fc > F0.05,(3,12) , Reject Null Hypothesis
1. What is your computed answer? F = 12.71 (3,16) p < .01
2. What would be the null hypothesis in this study? Environment will have no impact on learning
ability as operationalized by maze performance in rats.
3. What would be the alternate hypothesis? Environment will have an impact on learning ability
as operationalized by maze performance in rats.
4. What is your Fcrit? Fcrit = 5.29
5. Are there any significant differences between the four testing conditions? Yes - There is no
significant difference between the impoverished group and the standard group (Fcomp = 2.32
and qobs= 2.15, n.s.). There is a significant difference between the impoverished group and both
the enriched and supenriched group (Fcomp = 16.15 and qobs= 5.68, p < .01) and Fcomp = 31.90 and
qobs= 7.98, p < .01), respectively). There is no significant difference between the standard group
and the enriched group (Fcomp = 6.24 and qobs= 3.53, n.s.). There is a significant difference
between the standard group and the supenriched group (Fcomp = 17.03 and qobs= 5.83, p < .05).
There is no significant difference between the enriched group and the superenriched group
(Fcomp = 2.65 and qobs= 2.30, p < .05)).
6. Interpret your answer. Environment may have an impact on ability to learn. Differences were
found between groups when each group is compared to a group at least two levels above the
one under study. Thus for example, there is a difference between the impoverished and the
enriched and superenriched but not between the impoverished and the standard groups.
PROBLEM 2
A research study was conducted to examine the clinical efficacy of a new antidepressant. Depressed
patients were randomly assigned to one of three groups: a placebo group, a group that received a low
dose of the drug, and a group that received a moderate dose of the drug. After four weeks of
treatment, the patients completed the Beck Depression Inventory. The higher the score, the more
depressed the patient. The data are presented below. Compute the appropriate test.
Page 5
Placebo Low Dose Moderate Dose

38
22
14
47
19
26
39
11
25
23
18
42
31
Solution:
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB= 1484.9333
SSW = 790.8
SST = 2275.73333
Degrees of Freedom
2
12
14
Mean Square
F Ratio
742.46666
65.9
MS B
= 11.26
MSW
Null Hypothesis H 0 = 1 = 2 = 3
Table Value F0.05,(2,12)= 6.93
1. What is your computed answer? F = 11.26 (2,12) p < .01

2. What would be the null hypothesis in this study? There will be no difference in depression
levels between the three groups. The groups taking the drug will not be different than the
groups taking the placebo.
3. What would be the alternate hypothesis? There will be a difference somewhere in depression
levels between the three levels of drug groups.
4. What probability level did you choose and why? p = .01. There is a risk involved with a Type I
error. I do not want to erroneously say the drug works and then later find out that it doesn't.
5. What is your Fcrit? Fcrit = 6.93
6. Is there a significant difference between the groups? Yes - a significant difference exists
somewhere between the three groups.
7. If there is a significant difference, where specifically are the differences? There is a significant
difference between the placebo group and the low dose group (Fcomp = 11.75 and qobs= 4.84, p <
.05). There is a significant difference between the placebo group and the moderate dose group
(Fcomp = 20.77 and qobs= 6.44, p < .01). There is no significant difference between the low dose
and the moderate dose groups (Fcomp = 1.27 and qobs= 1.59, n.s.).
8. Interpret your answer. The drug appears to help alleviate depression. However, as there is no
significant difference between taking a low or moderate dose, a low dose would be
recommended.
PROBLEM 3
Page 6
A manufacturer of television sets is interested in the effect on tube conductivity of four different types
of coating for color picture tubes. The following conductivity data are obtained.
Coating Type
Conductivity
1
143
141
150
146
2
152
149
137
143
3
134
136
132
127
4
129
127
132
129
Test the null hypothesis that H 0 = 1 = 2 = 3 = 4 , against the alternative that at least two of the
means differ. Use = 0.05.
Solution:
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB= 844.68750
SSW = 236.25000
SST = 1080.93750
Degrees of Freedom
3
12
15
Mean Square
281.56250
19.68750
F Ratio
MS B
= 14.30
MSW
Null Hypothesis H 0 = 1 = 2 = 3 = 4
Table Value F0.05,(3,12)= 3.49
PROBLEM 4
A manufacturer suspects that the batches of raw material furnished by her supplier differ significantly
in calcium content. There is a large number of batches currently in the warehouse. Five of these are
randomly selected for study. A chemist makes five determinations on each batch and obtains the
following data.
Batch 1
23.46
23.48
23.56
23.39
23.40
Batch 2
23.59
23.46
23.42
23.49
23.50
Batch 3
23.51
23.64
23.46
23.52
23.49
Batch 4
23.28
23.40
23.37
23.46
23.39
Batch 5
23.29
23.46
23.37
23.32
23.38
Is there a significant variation in calcium content from batch to batch? Use

= 0.05.
Solution:
Source of variation
Between samples
Within samples
Sum ofSquares
SSB= 0.0969760
SSW = 0.0876000
Degrees of Freedom
4
20
Mean Square
F Ratio
0.0242440
0.0043800
MS B
= 5.54
MSW
Page 7
Total
24
SST = 0.1845760
H 0 = 1 = 2 = 3 = 4
H1: At least two means differ
Table Value F0.05,(4,20)= 2.84
Conclusion: Fc > F0.05,(4,20) , Reject Null Hypothesis.
PROBLEM 5
Four Laboratories measure the tin coating weight of 12 disks and that the results are as follows.
Lab A 0.25
0.27
0.22
0.30
0.27
0.28
0.32
0.24
0.31
0.26
0.21
0.28
Lab B 0.18
0.28
0.21
0.23
0.25
0.20
0.27
0.19
0.24
0.22
0.29
0.16
Lab C 0.19
0.25
0.27
0.24
0.18
0.26
0.28
0.24
0.25
0.20
0.21
0.19
Lab D 0.23
0.30
0.28
0.28
0.24
0.34
0.20
0.18
0.24
0.28
0.22
0.21
Construct an ANOVA table and test the hypothesis , whether there is any difference among the four
sample means can be attributed to chance at 5%
Solution:
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB= 0.013
SSW = 0.0679
SST = 0.0809
Degrees of Freedom
3
44
47
Mean Square
F Ratio
0.0043
0.0015
MS B
= 2.87
MSW
H 0 = 1 = 2 = 3 = 4
Table Value F0.05,(3,44)= 2.82
Conclusion: Fc > F0.05,(3,44) , Reject Null Hypothesis.
PROBLEM 5
A production manager wishes to test the effect of 5 similar milling machines on the surface of finish of
small casting. So he selected 5 such machines and conducted the experiment with four replication
under each machine as per Completely Randomized Design and obtained the following reading
Machines
Page 8
M1
25
30
16
36
Relication
M2
10
20
33
42
M3
40
30
49
22
M4
27
20
35
48
M5
15
8
45
34
Perform the required ANOVA and state the inference at 5% i.o.s.

Solution:
Source of variation
Between samples
Within samples
Total
Sum ofSquares
SSB= 303.5
SSW = 2528.25
SST = 2831.78
Degrees of Freedom
4
15
19
Mean Square
F Ratio
75.875
168.55
MS B
= 0.4502
MSW
H 0 = 1 = 2 = 3 = 4 = 5
Table Value F0.05,(3,44)= 3.06
Conclusion: Fc > F0.05,(3,44) , Accept Null Hypothesis.
There is no significant difference between machines in terms of surface finish of small castings.
6) A study of depression and exercise was conducted. 3 groups were used: those in a designed
exercise program; a group that is sedentary and a group of runners. A depression rating was good one
to the members in each group.
Exercise Group
Sedentary Group
Runners
Total
63
71
49
183
58
64
52
174
61
68
47
176
60
65
51
176
62
67
48
177
59
67
126
363
402
247
1012
Does the data provide sufficient evidence to indicate difference among the population means at 1%
level of significance?
Answer: H: No difference among the population mean.
=1%
We shift the origin to 60 and subtracted the given values with 60.
Depression
Exercise
Group
Sedentary
Group
Runners
Tj
Tj/n
Ti
Ti/n
Xij
-2
-1
13.5
19
11
-11
3
3
4
-8
-6
12
8
-13
-4
5.3
5
-9
-4
5.3
7
-12
-3
3
42
-53
-8
40.6
294
468.1
775.6
324
579
922
6
12
Page 9

=

=775.6+0.44
=776.04
=

=922+0.4
=922.04
=
=922.04-776.04
=146
Source of variation
Sum of squares
Between samples
Within samples
776.04
146
OVEN
1
2
3
TEMPERATUREc
497
481
494
479
483
487
494
489
489
Total
Degrees of
freedom
2
5
922.04
Mean square
=13.2
388.02
29.2
496
478
472
18
F ratio
487
472
477
51.22
F.=4.33. > Therefore Reject (there is no difference between population means).
7) Three special ovens in a metal working shop are used to heat metal
specimens. All the ovens are supposed to operate at the same
temperature. It is known that the temperature of an ovens. The table
below shows the temperature, in degrees centigrade, of each of the three
ovens on a random sample of heating.
Test for difference between mean oven temperatures at 5% los?
Solution:OVEN
1
2
3

/R

TEMPERATURE c
5
0
0
5
8
5
6
7
-8
-10
-2
-20
7
-11
-17
-21
8.33
16.33
133.33 147
-2
-17
-19
-12
-12
120.33
48
10
-16
-54
=

16.66
42.66
486

/R=473.3 =
2
Page 10

206
246
762
=
1294

545.3
= (%
we shift the origin to 489 and subtract 489 from the given values.
s = s" =

s =

"

= 1214 -

= 545.32

= 1194

= 473.32 -

!
= ##.
= %#.
s& = s '" ' = (% ##. %#.

= 215.36
ANOVA TABLE:Source
Sum of squares
of
variation
Between
525.32
rows
d.0.f
Mean
square
262.66
= . (
Between
columns
90.664
= %.
10
21.536
Error
453.32
215.36
F Ratio
TOTAL 1194
.# ,(2,10) = 4.10
.# ,(5,10)=3.33
Page 11
> .# = 12.19 > 4.10

Reject
> .# = 4.20 > 3.33
Reject
Hence, there is difference between mean oven temperatures.
8 ) A manufacturer of television sets is interested in the effect on tube conductivity of four different
types of coating for color picture tubes. The following conductivity data are obtained.
Coating type
1
2
3
4
conductivity
143
152
134
129
141
149
136
127
150
137
132
132
146
143
127
129
Test the null hypothesis that H==== against the alternative that at least 2 of the means differ.
Use =0.05.
Answer:
Step1: Null hypothesis- H==== (population means are equal)
Step2: Alternative hypothesis H:ij (popula_on means are not equal)
=0.05
Coating
type
1
2
3
4
Ti
Conductivity
143
152
134
129
558
141
149
136
127
553
150
137
132
132
551
146
143
127
129
545
Ti
Tin
Xij
580
581
529
517
2207
84100
84390.25
69960.25
66822.25
305272.75
84146
84523
70005
66835
305509
SSb= (Ti)-(Tn)
=305272.75-304428.06
=844.687
SST= (Xij)-(Tn)
=305509-304428.0625
=1080.9375
SSW=SSt-SSb
=1080.93-844.68
=236.25
Source of variation
Sum of squares
Between samples
Within samples
Total
844.687
236.25
1080.93
Degrees of
freedom
3
12
15
Mean square
F ratio
281.56
19.681
72.02
Fc=14.30
F.=3.34. Fc>FTherefore Reject H (population means are not equal).
Page 12
RANDOMIZED BLOCK DESIGN OR TWO-WAY ANALYSIS OF VARIANCE

Two-way (or multi-way) ANOVA is an appropriate analysis method for a study with a quantitative
outcome and two (or more) categorical explanatory variables. This is an extension of the one factor
situation to take account of second factor. As such it is often called a Blocking Factor because it places
subjects or units into homogeneous groups called Blocks. The design itself is called a Randomized
Block Design. The usual assumptions of Normality, equal variance, and independent errors apply. If an
experiment has a quantitative outcome and two categorical explanatory variables that are defined in
such a way that each experimental unit (subject) can be exposed to any combination of one level of
one explanatory variable and one level of the other explanatory variable, then the most common
analysis method is two-way ANOVA. Because there are two different explanatory variables the effects
on the outcome of a change in one variable may either not depend on the level of the other variable
(additive model) or it may depend on the level of the other variable (interaction model).
Assumptions
1.
2.
3.
The population at each factor level combination is (approximately Normally Distributed)

These normal populations have a common variance, 2.
The effect of one factor is the same at all levels of the other factor.
Notations
Number of levels of row factor
Number of levels of column factor
Total number of observations
Observation in (ij) th cell of the table
(ith level of row factor and
j th level of column factor)
Sum of c observations in i thi row
r
c
rxc
xij
i = 1,2,,r
j = 1,2,,c
TRi = xij
j
Sum of r observations in j th column
TCj = xij
i
Sum of all r x c observations
T = xij = TRi = TCj

i
Computational Formulae
SST = xij2
i
Between Rows Sum of Squares

Between Columns Sum of Squares
T2
rc
2
Ri
T
T2
SS R =
c rc
i
SSC =
i
TRi2 T 2
r
rc
Page 13
Error(residual) Sum of Squares
SSE = SST SSR SSC
ANOVA TABLE
Source of variation
Between rows
Between Columns
Sum ofSquares
SSR
SSC
Degrees of Freedom
r-1
c-1
Mean Square
MSR
MSC
Error(residual)
SSE
(r 1) x (c 1)
MSE
Total
SST
r x c -1
H0 : No effect due to row factor

H1: An effect due to row factor
Critical region F > F,(r-1,(r-1)(c-1))
Test Statistic FR =
MS R
MS E
F Ratio
MS R
MS E
MS C
MS E
H0 : No effect due to column factor

H1: An effect due to column factor
Critical region F > F,(c-1,(r-1)(c-1))
Test Statistic F C =
MS C
MS E
PROBLEM 1
Three laboratories, A, B, and C, are used by food manufacturing companies for making nutrition
analyses of their products. The following data are the fat contents (in grams) of the same weight of
three similar types of peanut butter.
Peanut
Butter
Brand 1
Brand 2
Brand 3
Laboratory
A
B
16.6
16.0
16.4
16.0
15.6
15.9
16.3
15.9
16.2
17.7
15.5
16.3
Analyse the data at 5% significance by (a) carrying out a one-way ANOVA to see if there is a difference
between the fat content of the three brands; (b) performing a two-way ANOVA to see if there is any
difference between the Brands using the laboratories as blocks. (c) Do you think there is any evidence
that the results were not reasonably consistent between the four laboratories?
a)
One-way ANOVA
Laboratory
Peanut Butter A
B
C
D
Mean
Brand 1
16.6
17.7
16.0
16.3
16.65
Brand 2
16.0
15.5
15.6
15.9
15.75
Brand 3
16.4
16.3
15.9
16.2
16.20
Page 14
Mean
16.33
16.50
15.83
16.13
16.20
Sums of squares
Total SS: Inputting all the individual values into the calculator gives the following summary statistics: n
= 12, x = 16.20, sn = 0.546 nsn2 = 3.58
x
Between Brands SS: The mean scores x1 = 16.65, x 2 = 15.75 and 3 = 16.20
Each of these means came from 4 values so inputting the means with a frequency of 4 gives: n = 12, x
= 16.20, sn = 0.367 nsn2 = 1.62 (n and x for checking)
Error SS: 3.58 1.62 = 1.96
Anova table In this example: (k =3 brands, N =12 values)
Source
S.S.
d.f.
M.S.S.
Between
1.62
3-1=2
1.62/2 = 0.81
brands
Errors
1.96
11 - 2 = 9
1.96/9 = 0.22
Total
3.58
12 - 1 = 11
Hypothesis test
H1: At least two of them are different.
H0: 1 = 2 = 3
F
0.81/0.22 = 3.72
Critical value: F0.05 (2,9) = 4.26 (Deg. of free. from 'between brands' and 'errors'.)
Test Statistic: 3.72
Conclusion: T.S. < C.V. so H0 not rejected. There is no difference between the fat content of the
brands.
b)
Two-way ANOVA
Sums of squares
From (a): Total SS: nsn2 = 3.58
Between Brands SS: nsn2 = 1.62
Between Labs Sum of Squares: Mean scores x A = 16.33, x B = 16.50, x C = 15.83, x D = 16.13
Each of these means came from 3 values so inputting the means with a frequency of 3 gives: n = 12, x
= 16.20, sn = 0.249 nsn2 = 0.75 (n and x for checking)
Error SS: 3.58 (1.62 + 0.75) = 1.21
Anova table In this example: (k =3 brands, N =12 values)
Source
S.S.
d.f.
M.S.S.
Page 15
Between 1.62
3-1=2
1.62/2 = 0.81
brands
Between 0.75
41=3
0.75/3 = 0.25
labs
Errors
1.21
11 - 5 = 6
1.21/6 = 0.20
Total
3.58
12 - 1 = 11
Hypothesis test for Brands
H0: 1 = 2 = 3
H1: At least two of them are different.
0.81/0.20 = 4.05
0.25/0.20 = 1.25
Conclusion: T.S. < C.V. so H0 not rejected. There is no difference between the fat content of the
brands. Blocking has not changed to conclusion even though the test statistic has increased.
c)
Hypothesis test for Laboratories
H0: A = 2 = C = D H1: At least two of them are different.
Conclusion: T.S. < C.V. so H0 not rejected. The results between the different laboratories are
consistent.
PROBLEM 2
The following data represent the number of units of production per day turned out by 5 different workers
using 4 different types of machines
W
O
R
K
E
R
S
a)
b)
MACHINE TYPE
A
B
44
38
C
47
D
36
46
40
52
43
34
36
44
32
43
38
46
33
38
42
49
39
Test whether the five men differ with respect to mean productivity.
Test whether the mea productivity is same for four different machine types. Take = 5%
Page 16
Solution
We shift the origin to 40 and subtract 40 from the given values and work out with new values of xij.
W
O
R
K
E
R
S
Ti
MACHINE TYPE
C
D
Ti 2
r
-2
-4
6.25
85
12
21
110.5
189
3
4
5
-6
3
-2
-4
-2
2
4
6
9
-8
-7
-1
-14
49.0
132
98
16
Ti
-6
38
-17
16
T = 20
Ti 2
c
7.2
288.8
139
Ti 2
c =358.8
101
28
326
139
594
2
ij
2
ij
Ti
=181.1
r
90
594
SS R =
i
SSC =
i
TRi2 T 2
c rc
181.5 20 = 161. 5
TRi2 T 2
r
rc
358.5 20 = 338. 8
SSE = SST SSR SSC
Source of
Variation
Between row
Workers
Between Columns
(Machines)
Errors
Total
F0.05,(4, 12) = 3.26
574 (161.5 + 338.8)= 73.7
S.S.
d.o.f.
M.S.S
161.5
c- 1 = 4
40.375
40.374/6.142 = 6.57
338.8
r1=3
11.933
112.933/6.142 = 18.39
73.7
574
12
19
6.142
-
F0.05,(3, 12) = 3.49
F > F0.05,(4, 12) with respect to rows, hence 5 workers differ significantly.
F > F0.05,(3, 12) with respect to columns, hence 4 machine types also differ significantly in mean
productivity.
Page 17
An experiment was designed to study the performance of four

different detergents for cleaning injectors. The following
cleanliness readings were obtained with specially designed
equipment for 12 tanks of gas distributed three different models
of engines.
Obtain appropriate ANOVA table and test at 1% LOS whether
there are differences in the detergents on the engines.
Solution :
We choose 45 as origin.
Detergent A
Detergent B
Detergent C
Detergent D
Tj
*/
Detergent
0

- .+/
Detergent
Engine
1
0
2
3
-3
2
1
A
22B
Engine
2
-2
1
5
-8
-4
Engine 1
2
45
94
47
Engine Ti
3
6
4
7
10
10
18
4
-7
27
T=252
Engine
182.25 185.25
43
201 46 317
*+

- .+/
,
5.33
40
33.33 54
108
134
16.33 89
162.99
317
Engine
3
51
52
Detergent
48
50
55
Detergent
42
37
49
Now,
Page 18
SST
2
=+ / .+/ xij
=
=
SSR
SSC
=
=
=

12
317 52.08
264.92
+
3

12
162.99 52.08
110.91
2/

=/ 12 12
= 185.25 52.08
= 138.17
SSE = SST- SSR - SSC
= 264.92 110.91 133.17
= 20.84
ANOVA Table :
Source of Sum of
d.o.f.
Mean of
Variance sequence
square
Between 110.91
3
36.97
rows
Between 133.17
2
66.58
Columns
Error
208.84
6
3.47
Total
264.92
F ratio
45
FR= 6
45
7
= 10.65
45
FC = 458
= 19.19
9 %(<= >?,< >A) = 9.78

9 %(<= >,< >A) = 10.92
Now,
Page 19
Let H0 : No difference in the detergent on the engines

Let H1 : There is difference in the detergent on the engine
But, FR>9 %(<= >?,< >A)
H0 is rejected at 1% LOS.
4) An industrial engineer is conducting an experiment on eye focus time. He is
interested in the effect of the distance of the object from the eye focus time. Four
different distances are of interest. He has five subjects available for the experiment.
Because there may be differences among individuals, he decides to conduct the
experiment in a randomized block design. The data obtained follow
subjects
Distances(ft)
4
6
8
10
1
10
7
5
6
2
6
6
3
4
3
6
6
3
4
4
6
1
2
2
5
6
6
5
3
Can we say distance affects the eye focus time@ 5% L.o.s.
SOLUTION:
subjects
2
3
Ti
10
7
6
5
28
196
6
6
3
4
19
90.25
6
6
3
4
19
90.25
6
1
2
2
11
30.25
6
6
5
3
20
100
34
26
18
19
=97
506.75
210
97
97
45
106
Distances(ft) 1
4
6
8
10
Tj

-

231.2
135.2
64.8
72.2
503.4
-
244
158
72
81
555

SST=
=555470.45
SST=84.55

SSR= "
=503.4470.45
Page 20
SSR=32.95

SSC=

=506.75470.45
SSC=36.3
SSE=SSTSSRSSC
=84.5532.9536.3
=15.3
ANOVA TABLE:
Source of
Sum of
variance
squares
Between rows 32.95
Between
36.3
columns
Error
15.3
Degrees of
freedom
3
4
Mean square
F ratio
10.98
9.075
Fr=8.612
FC=7.118
12
1.275
F0.05,(3,12)=8.74
F0.05,(4,12)=5.91
Fr<F0.05,(3,12)
Accept H0.
FC>F0.05,(4,12)
Reject H0.
5) Prior to submitting a quotation for a construction project, companies prepare a detailed analysis of
the estimated labour and materials costs required to complete the project. A company which employs
three projects cost assessors, wished to compare the mean values of these assessors cost estimate.
This was done by requiring each assessor to estimate independently the costs of the same four
construction projects. These costs, in 0000s, are shown in the next column.
Assessors
A
B
C
Project 1
46
49
44
Project 2
62
63
59
Project 3
50
54
54
Project 4
66
68
63
solution :
Ho
i)There is no siginificant difference between the assessors mean cost estimates.
II) There is no siginificant difference between the project
h = 4 ; k=3.
set orgin as 50
N=hk=12
Page 21
Project
Ti*
Ti*2
1
2
3
4
T*j
-4
12
0
16
24
-1
13
4
18
34
-6
9
4
13
20
-11
34
8
47
T=78
121
1156
64
2209
T*J2
576
1156
400
(i=1) 53
(i=2) 394
(1=3)23
(1=4)749
2132
;
=
721
=18.667
=676.33
=26.
ANOVA TABLE
SV
Between rows
SS
Between
columns
Errors
Total
def
h-1=2
MS
F ratio
k-1=3
(h-1)(k-1)=6
V =721
hk-1=11
Page 22
At 5% loss for degree of factor (2,6) is

(2,6) = 5.14
At 5% loss for degree of factor (3,6) is
(3,6) = 4.76
i) calculated
> table value
108.7>5.14
so H0 is rejected .
so there is significant difference between the project.
ii) calculate
< table
2.7845 < 4.76
so H0 is accepted.
so There is no significant difference between the assessors mean cost estimates.
LATIN SQUARE DESIGN

A n x n LATIN Square is a square array of n distinct letters, with each appearing once and only once in
each row and in column
Example:
A
B
C
D
B
C
D
A
C
D
A
B
D
A
B
C
NOTATIONS:
Number of levels of row factor
Number of levels of column factor
n
n
Page 23
Number of levels of treatment factor

Sum of c observations in 24t h row
TRi = xij
j
Sum of r observations in j th column
TCj = xij
i
Sum of k observations in k th teatment
TK = xij
k
T = xij = TRi = TCj
Sum of all r x c observations
Computational Formulae
T2
SST = x 2
n
i
j
2
ij
Between Rows Sum of Squares
SS R =
i
Between Columns Sum of Squares
SS C =
i
Between treatment sum of squares
SSTk
Error(residual) Sum of Squares
TRi2 T 2
2
n
n
TRi2 T 2
2
n
n
TK2 T 2
=
n n2
i
SSE = SST SSR SSC - SSTk
ANOVA TABLE
Source of variation
Between rows
Between Columns
Sum ofSquares
SSR
SSC
Degrees of Freedom
n-1
n-1
Mean Square
MSR = SSR/(n-1)
MSC = SSC/(n-1)
Between
Treatments
SSE
n-1
MSE = SSTk/(n-1)
Error(residual)
SSE
(n 1) x (n 2)
MSE = SSE/(n-1)
Total
SST
n2 -1
F Ratio
MS R
MS E
MS C
MS E
MSTk
MS E
FR, FC, FTk follows (n-1), (n-1)(n-2) d.o.f
Page 24
1) The following data resulted from an experiment to compare three burners B1,B2, and B3,.A Latin
square design was resulted was used as the tests were made on three engines and were spreadover three
days.
Engine 1
Engine 2
Engine 3
DAY 1
B1 16
B2 17
B3 20
DAY 2
B2 16
B3 21
B1 15
DAY 3
B 3 15
B 1 12
B 2 13
Test the hypothesis that there is no difference between the burners at 5% LOS yields.
HO: There is no difference between the burners B1=B2=B3
H1: There is difference between the burners B1B2B3
+
.CD
Engine 1
Engine 2
Engine 3
Ti
DAY 1
DAY 2
DAY 3
Tj
B1 16
B2 16
B 3 15
47
/

.CD
B2 17
B3 21
B 1 12
50
B3 20
B1 15
B 2 13
48
736.3
833.3
768
737
874
794
SST= + / .CD
=2405-2336.1
=68.88
53
52
40
Tij=145
/

936.3
901.3
533.3
+

945
922
538
=2370
=2337
+ / .CD =2405

+
SSR=
=2370.9 - 2336.1
=34.8
/
-
SSC=
=1.5

Rearrange the data according to treatment
DAY 1
DAY 2
DAY 3
Engine 1
Engine 2
Engine 3
B1 16
B2 17
B 3 20
B1 15
B2 16
B 3 21
B1 12
B2 13
B 3 15
Ti
43
46
56
+

616.3
705.3
1045.3
.CD
625
714
1066
Page 25
Tj
53
/

.CD
52
40
936.3
901.3
533.3
945
922
538
Tij=145
/

+

=2366
=2370
+ / .CD =2405
E
*E =
=2366.9-2336.1
=30.8
SSE=SST-SSR-SSC-*E
=68.88-34.8-1.5-30.8
=1.78
ANOVA TABLE;
SOURCE OF
SOURCE OF
VARIATION
VARIATION
BETWEEN
SSR=34.8
ROWS
BETWEEN
SSC=1.5
COLOUMNS
BETWEEN
*E =30.8
TREATMENT
ERROR
SSE=1.78
D.O.F
MEAN SQUARE
F RATIO
45F
(n-1)=2
MSR=(G )=17.4
55F
9H =
(n-1)=2
MSC=(G )=0.75
55J
9J =45I =0.84
(n-1)=2
L
K*E =(G )
=15.4
9E = 45IL =17.3
(n-1)(n-2)=2
MSE=(G )(G)=0.89
55
55I
45I
=19.5
45J
45
9(M.MN)(,) =19.0
9E =17.3
9E > 9(M.MN)(,)
ACCEPT H0
RESULT; There is no different between the burners at 5%LOS.
2)An oil company tested four different blends of gas online for fuel efficiency according to a latin
square design in order to control for the variability of four different drivers and four different models of
cars. Fuel efficiency was measured in miles per gallon (mpg) after driving cars over a standard course.
Fuel efficiencies (mpg) for 4 blends of gas online
(latin square design: blends indicated by letters A-D)
Car models
Drivers
1
2
3
4
I
D 15.5
B 16.3
C 10.3
A 14.7
II
B 33.9
C 26.6
A 31.1
D 34.0
III
C 13.2
A 19.4
D 17.1
B 19.7
IV
A 29.1
D 22.8
B 30.3
C 21.6
Analsyse the data and draw you conclusion.
Solution:
Page 26
X PQ = .+/ -20
n= 4
N=n=16
I
II
III
IV
1
-4.5
13.9
-6.8
9.1
2
-3.7
6.6
-0.6
2.8
3
-9.2
11.1
-2.9
10.3
4
-5.3
14.0
-0.3
1.6
Tj
-22.7
45.6
-10.6
23.8
Tj
515.29
2079.36
112.36
566.44
We will rearrange the measurements according to letters
A
B
C
D
9.1
13.9
-6.8
-4.5
-0.6
-3.7
6.6
2.8
11.1
10.3
-9.2
-2.9
-5.3
-0.3
1.6
14
V = - - .+/
= 957.05
V= 875.6

VF = T+
(?A. )
Tk
14.3
20.2
-7.8
9.4
T=36.1
204.47
408.04
60.84
88.36
T=761.73
T
N
(?A. )
A

V
= W (3273.45)
VJ =736.9
VX> TY
Tk
= W (349.39)
VF =5.89

Xij
342.5
65.45
322.3
226.7
957.0
Ti
136.89
26.01
86.49
100
349.39
VJ > TQ
Ti
11.7
5.1
9.3
10
T=36.1
3273.45
(?A. )
A

V
(?A. )
= W (761.73) A
VX =108.98
VI =Z ZX ZJ ZF
=875.6 108.98736.915.89
= 23.82
ANOVA TABLE:
Page 27
Tot
al
vari
atio
n,
SV
Bet`s
rows
Bet`s
columns
Bet`s
letters
Residual
error
total
SS
DOF
ZF> 5.89
n-1=3
ZJ> 736.9
n-1=3
ZX> 108.9
n-1=3
ZI> 23.82
Z> 875.6
MS
[6
9F>
=1.96
G
[`
=245.63
[a
=36..32
9F>
G
9F>
G
(n-1)
(n-2)=6
[_
=3.60
(G )(G)
\6
]^=
\_
(]^=)(]^)
\8
]^=
\_
(]^=)(]^)
\a
]^=
\_
(]^=)(]^)
=1.836(reciprocal)
=68.23
=10.08
n-1=15
At 5% loss for D.O.F (Z , Z) (i,e) (3,6) is Fc =4.76,

Fc % (3,6) = 4.76
Fd =1.836
HM is accepted.
(i,e) There is no significant difference in fuel efficiency between rows.
Fg =68.23
Fc =4.76
HM is rejected.
(i,e) There is some significant difference in fuel efficiency between columns.
Fh =10.08
Fc =4.76
HM is rejected.
(i,e) There is some significant difference in fuel efficiency between blends of gas online.
3) The numbers of wireworms counted in the plots of Latin square following soil fumigation (L,
M,NO,P)in the previous year were
ROWS
P(4)
M(5)
O(4)
N(12)
L(5)
COLUMNS
O(2)
L(1)
M(8)
P(7)
N(4)
N(5)
O(6)
L(1)
M(7)
P(3)
L(1)
N(5)
P(5)
O(10)
M(6)
M(3)
P(3)
N(4)
L(5)
O(9)
Xij=Xij-1
n=5
N=25
COLUMNS
1
2
Ti
Ti

Page 28
ROWS
10
100
30
15
225
61
17
289
83
11
36
1296
290
22
484
118
Tj
25
17
17
22
19
T=100
= (%
- - xij = #!
j
Tj
-
625
289
289
484
361
171
95
81
138
97
- = !

xij=582
We will rearrange the measurements accurate to letters

L
M
N
0
2
4
0
4
4
0
7
3
4
6
11
4
5
3
i
8
24
25
i
64
576
625
O
P
Txij
1
3
10
5
2
15
3
4
17
9
6
36
8
2
22
26
17
T = 100
676
289
ij=2230
100
225
289
1296
484
2394
-
Total varience

V=/ + .CD - =582j
k" =l

j

#
=# 2394-
k =l - j = # 2048
ANOVA TABLE
H0 is accepted.
Source if
variation
180
69
582
=182

#

= 78.8
=9.6
#

km> l n - j = # 2230 k& = 182-78.8-9.6-46 =47.6
ij
32
130
171
#
=46
Sum of square
Degree of
freedom
Mean square
F ratio
Page 29
Between rows
k" =78.8
n-1=4
k"
lG
=19.7
" =
Between columns
k =29.6
n-1=4
=7.4
=
Between letters
km =46
k
lG
n-1=4
=11.5
m =
Residual error
k& =47.6
km
lG
(n-1)(n-2)=12
k&
=3.96
(lG )(lG)
Total
V=182
n=24
k" lG
=4.97
k& (lG )(lG)
k lG
=1.86
k& (lG )(lG)
km lG
=2.90
k& (lG )(lG)
At 5% los for dof,

F=5.91
" =4.97
H0 is accepted .there is significance difference in soil fumigations between rows.
F=5.91
=1.86
H0 is accepted .there is significance difference in soil fumigations between columns.
F=5.91
m> 2.90
There is some significant different between soil fumigations letters
Page 30
Page 31

LECTURE Notes On Design of Experiments

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LECTURE Notes On Design of Experiments

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DESIGN OF EXPERIMENTS

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

1) COMPLETELY RANDOMIZED DESIGN or One-way Analysis of Variance

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Appropriate Use of Completely Randomized Designs

Number of observations in i th sample

Total Number of observations

Observation j in the i th sample

Sum of ni observations in i th sample

Sum of all observations

The Computational Formulae

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Total Sum of Squares

Between samples sum of squares, SS B =

Between samples square MS B =

Number of d.o.f = (k -1) + (n k) = n 1.

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Placebo Low Dose Moderate Dose

1. What is your computed answer? F = 11.26 (2,12) p < .01

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Is there a significant variation in calcium content from batch to batch? Use

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Perform the required ANOVA and state the inference at 5% i.o.s.

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

F.=4.33.  > Therefore Reject  (there is no difference between population means).

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

s& = s '" ' = (% ##.  %#. 

 > .# = 12.19 > 4.10

F.=3.34. Fc>FTherefore Reject H (population means are not equal).

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

RANDOMIZED BLOCK DESIGN OR TWO-WAY ANALYSIS OF VARIANCE

The population at each factor level combination is (approximately Normally Distributed)

Sum of r observations in j th column

Sum of all r x c observations

T = xij = TRi = TCj

Between Rows Sum of Squares

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Error(residual) Sum of Squares

SSE = SST SSR SSC

H0 : No effect due to row factor

H0 : No effect due to column factor

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Between Brands SS: nsn2 = 1.62

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

SSE = SST SSR SSC

574 (161.5 + 338.8)= 73.7

F0.05,(3, 12) = 3.49

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

An experiment was designed to study the performance of four

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

9 %(<= >?,< >A) = 9.78

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Let H0 : No difference in the detergent on the engines

Can we say distance affects the eye focus time@ 5% L.o.s.

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

At 5% loss for degree of factor (2,6) is

LATIN SQUARE DESIGN

LECTURE NOTES ON DESIGN OF EXPERIMENTS- Dr.V.GNANARAJ

Number of levels of treatment factor

F.=4.33. > Therefore Reject (there is no difference between population means).

s& = s '" ' = (% ##. %#.

> .# = 12.19 > 4.10

9 %(<= >?,< >A) = 9.78

MSE=(G )(G)=0.89

At 5% loss for D.O.F (Z , Z) (i,e) (3,6) is Fc =4.76,

km> l n - j = # 2230 k& = 182-78.8-9.6-46 =47.6