Chapter 13 Answers
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-1 CHAPTER 13 Section 13-2 13-1 Consider the following computer output. (a) How many levels of the factor were used in this experiment? (b) How many replicates did the experimenter use? (c) Fill in the missing information in the ANOVA table. Use bounds for the P
-value. (d) What conclusions can you draw about differences in the factor-level means? (a) Because factor df = total df –
error df = 19-16 = 3 (and the degrees of freedom equals the number of levels minus one), 4 levels of the factor were used. (b) Because the total df = 19, there were 20 trials in the experiment. Because there are 4 levels for the factor, there were 5 replicates of each level. (c) From part (a), the factor df = 3 MS(Error) = 396.8/16 = 24.8, f = MS(Factor)/MS(Error) = 39.1/24.8 = 1.58. From Appendix Table VI, 0.1 < P-value < 0.25 (d) We fail to reject H
0
. There are not significance differences in the factor level means at
= 0.05. 13-2 Consider the following computer output for an experiment. The factor was tested over four levels. (a) How many replicates did the experimenter use? (b) Fill in the missing information in the ANOVA table. Use bounds for the P
-value. (c) What conclusions can you draw about differences in the factor-level means? (a) Because the factor was tested over 4 levels and total degrees of freedom is 31, total number of observations is 31 + 1 = 32. Hence, each level has 32/4 = 8 replicates. (b) Because the factor was tested over 4 levels there are 3 degrees of freedom for factor. Because there are 31 total degrees of freedom, df(Error) = 28. Because the MS(Factor)= 330.4716, the SS(Factor) = 3(330.4716) = 991.4148. Because the F statistic equals MS(Factor)/MS(Error) = 4.42 = 330.4716/MS(Error). Therefore, MS(Error) = 74.76733. Therefore, SS(Error)/df(Error) = MS(Error) = 74.76733. Therefore, SS(Error) = 28(74.76733) = 2093.485 Therefore, SS(Total) = SS(Factor) + SS(Error) = 2084.900 The P-value corresponds to an F = 4.42 with 3 numerator and 28 denominator degrees of freedom and this equal 0.012. (c) Because the P-value = 0.012 < 0.05, there are significant differences among the mean levels of the factor at significance level 0.05.
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-2 13-3 Consider the following computer output for an experiment. (a) How many replicates did the experimenter use? (b) Fill in the missing information in the ANOVA table. Use bounds for the P
-value. (c) What conclusions can you draw about differences in the factor-level means? (d) Compute an estimate for σ
2
. (a) Because there are 29 total degrees of freedom there are 30 observations. Because there are 5 degrees of freedom for treatments there are 6 treatments. Therefore, there are 5 replicates for each treatment. (b) df(Error) = 24, MS(Error) = SS(Error)/df(Error) = 27.38/24 = 1.1408 SS(Treatments) = SS(Total) –
SS(Error) = 66.34 –
27.38 = 38.96 MS(Treatments) = SS(Treatments)/df(Treatments) = 38.96/5 = 7.792 F = MS(Treatments)/MS(Error) = 7.792/1.1408 P-value = 0.0004 from software < 0.01 (c) Factor means differ significantly at significance level 0.01 (
d) Estimate of σ
2
= MS(Error) = 1.1408 13-4 An article in Nature describes an experiment to investigate the effect on consuming chocolate on cardiovascular health (“Plasma
Antioxidants from Chocolate,” 2003, Vol. 424,
pp. 1013). The experiment consisted of using three different types of chocolates: 100 g of dark chocolate, 100 g of dark chocolate with 200 ml of full-fat milk, and 200 g of milk chocolate. Twelve subjects were used, seven women and five men with an average age range of 32.2 ±1 years, an average weight of 65.8 ± 3.1 kg, and body-mass index of 21.9 ± 0.4 kg m
−2
. On different days, a subject consumed one of the chocolate-factor levels, and one hour later total antioxidant capacity of that person’s blood plasma was measured in an assay. Data similar to those summarized in the article follow. (a) Construct comparative box plots and study the data. What visual impression do you have from examining these plots? (b) Analyze the experimental data using an ANOVA. If α
= 0.05, what conclusions would you draw? What would you Conclude if α
= 0.01? (c) Is there evidence that the dark chocolate increases the mean antioxidant capacity of the subjects’ blood p
lasma? (d) Analyze the residuals from this experiment. (a) The box plots indicate that the different types of chocolate affect the total antioxidant capacity of blood plasma, especially the dark chocolate. Chocolate
Total antioxidant capacity of blood plasma
MC
DC-MK
DC
125
120
115
110
105
100
95
90
Boxplot of DC, DC-MK, MC
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-3 (b) The computer result is shown below. One-way ANOVA: DC, DC-MK, MC Source DF SS MS F P Factor 2 1952.6 976.3 93.58 0.000 Error 33 344.3 10.4 Total 35 2296.9 S = 3.230 R-Sq = 85.01% R-Sq(adj) = 84.10% Because the P-value < 0.01 we reject H
0
and conclude that the type of chocolate has an effect on cardiovascular health at
= 0.05 or
= 0.01. (c) The computer result is shown below. Fisher 95% Individual Confidence Intervals All Pairwise Comparisons Simultaneous confidence level = 88.02% DC subtracted from: Lower Center Upper -+---------+---------+---------+-------- DC+MK -18.041 -15.358 -12.675 (---*----) MC -18.558 -15.875 -13.192 (----*---) -+---------+---------+---------+-------- -18.0 -12.0 -6.0 0.0 DC+MK subtracted from: Lower Center Upper -+---------+---------+---------+-------- MC -3.200 -0.517 2.166 (---*----) -+---------+---------+---------+-------- -18.0 -12.0 -6.0 0.0 The top intervals show differences between the mean antioxidant capacity for DC+MK –
DC and MC –
DC. Because these intervals are entirely within the negative range (do not include zero) there are significant differences between DC+MK and DC, and MC and DC. This implies that dark chocolate increases the mean antioxidant capacity of the subjects’ blood plasma. (d) The normal probability plot and the residual plots show that the model assumptions are reasonable. Residual
Percent
5
0
-5
-10
99
90
50
10
1
Fitted Value
Residual
116
112
108
104
100
5
0
-5
-10
Residual
Frequency
6
4
2
0
-2
-4
-6
-8
16
12
8
4
0
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residual Plots for DC, DC-MK, MC
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-4 13-5 In Design and Analysis of Experiments
, 8th edition (John Wiley & Sons, 2012), D. C. Montgomery described an experiment in which the tensile strength of a synthetic fiber was of interest to the manufacturer. It is suspected that strength is related to the percentage of cotton in the fiber. Five levels of cotton percentage were used, and five replicates were run in random order, resulting in the following data. (a) Does cotton percentage affect breaking strength? Draw comparative box plots and perform an analysis of variance. Use α
= 0.05. (b) Plot average tensile strength against cotton percentage and interpret the results. (c) Analyze the residuals and comment on model adequacy. (a)
Analysis of Variance for STRENGTH Source DF SS MS F P COTTON 4 475.76 118.94 14.76 0.000 Error 20 161.20 8.06 Total 24 636.96 Reject H
0
and conclude that cotton percentage affects mean breaking strength. (b) Tensile strength seems to increase up to 30% cotton and declines at 35% cotton. Individual 95% CIs For Mean 35
30
25
20
15
25
15
5
COTTON
STRENGTH
Cotton Percentage
Mean Strength
35
30
25
20
15
22
20
18
16
14
12
10
Scatterplot of Mean Strength vs Cotton Percentage
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-5 Based on Pooled StDev Level N Mean StDev ------+---------+---------+---------+ 15 5 9.800 3.347 (-----*----) 20 5 15.400 3.130 (----*----) 25 5 17.600 2.074 (----*----) 30 5 21.600 2.608 (----*----) 35 5 10.800 2.864 (-----*----) ------+---------+---------+---------+ Pooled StDev = 2.839 10.0 15.0 20.0 25.0 (c) The normal probability plot and the residual plots show that the model assumptions are reasonable. 13-6 In “Orthogonal Design for Process Optimization and Its Application to Plasma Etching” (
Solid State Technology
, May 1987), G. Z. Yin and D. W. Jillie described an experiment to determine the effect of C
2
F
6
flow rate on the uniformity of the etch on a silicon wafer used in integrated circuit manufacturing. Three flow rates are used in the experiment, and the resulting uniformity (in percent) for six replicates follows. (a) Does C2F6 flow rate affect etch uniformity? Construct box plots to compare the factor levels and perform the analysis of variance. Use α
= 0.05. (b) Do the residuals indicate any problems with the underlying assumptions? (a)
Analysis of Variance for FLOW
Source DF SS MS F P FLOW 2 3.6478 1.8239 3.59 0.053 Error 15 7.6300 0.5087 Total 17 11.2778 Fail to reject H
0
. There is no evidence that flow rate affects etch uniformity. 20
15
10
6
5
4
3
2
1
0
-1
-2
-3
-4
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is STRENGTH)
2
1
0
-1
-2
6
5
4
3
2
1
0
-1
-2
-3
-4
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is STRENGTH)
35
25
15
6
5
4
3
2
1
0
-1
-2
-3
-4
COTTON
Residual
Residuals Versus COTTON
(response is STRENGTH)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-6 (b) Residuals are acceptable. 13-7 The compressive strength of concrete is being studied, and four different mixing techniques are being investigated. The following data have been collected. (a) Test the hypothesis that mixing techniques affect the strength of the concrete. Use α
= 0.05. (b) Find the P
-value for the F
-statistic computed in part (a). (c) Analyze the residuals from this experiment. (a)
Analysis of Variance for STRENGTH Source DF SS MS F P TECHNIQU 3 489740 163247 12.73 0.000 200
160
125
5
4
3
FLOW
UNIFORMIT
-1
0
1
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is obs)
200
190
180
170
160
150
140
130
120
1
0
-1
FLOW
Residual
Residuals Versus FLOW
(response is UNIFORMI)
4.5
4.0
3.5
1
0
-1
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is UNIFORMI)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-7 Error 12 153908 12826 Total 15 643648 Reject H
0
. Techniques affect the mean strength of the concrete. (b) P-value
0 (c) Residuals are acceptable 13-8 The response time in milliseconds was determined for three different types of circuits in an electronic calculator. The results are recorded here. (a) Using α
= 0.01, test the hypothesis that the three circuit types have the same response time. (b) Analyze the residuals from this experiment. (c) Find a 95% confidence interval on the response time for circuit 3. (a) Analysis of Variance for CIRCUIT TYPE Source DF SS MS F P CIRCUITT 2 260.9 130.5 4.01 0.046 Error 12 390.8 32.6 Total 14 651.7 Reject H
0
-200
-100
0
100
200
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is STRENGTH)
4
3
2
1
200
100
0
-100
-200
TECHNIQU
Residual
Residuals Versus TECHNIQU
(response is STRENGTH)
3150
3050
2950
2850
2750
2650
200
100
0
-100
-200
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is STRENGTH)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-8 (b)There is some indication of greater variability in circuit two. There is some curvature in the normal probability plot. (c) 95% Confidence interval on the mean of circuit type 3. 96
.
23
84
.
12
5
6
.
32
179
.
2
4
.
18
5
6
.
32
179
.
2
4
.
18
1
1
12
,
025
.
0
3
12
,
025
.
0
3
n
MS
t
y
n
MS
t
y
E
i
E
13-9 An electronics engineer is interested in the effect on tube conductivity of five different types of coating for cathode ray tubes in a telecommunications system display device. The following conductivity data are obtained. (a) Is there any difference in conductivity due to coating type? Use α
= 0.01. (b) Analyze the residuals from this experiment. (c) Construct a 95% interval estimate of the coating type 1 mean. Construct a 99% interval estimate of the mean difference between coating types 1 and 4. (a)
Analysis of Variance for CONDUCTIVITY Source DF SS MS F P COATINGTYPE 4 1060.5 265.1 16.35 0.000 Error 15 243.3 16.2 Total 19 1303.8 Reject H
0
,
P
-value
0 -10
0
10
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is time)
3
2
1
10
0
-10
CIRCUITT
Residual
Residuals Versus CIRCUITT
(response is RESPONSE)
28
23
18
10
0
-10
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is RESPONSE)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-9 (b) There is some indication of that the variability of the response may be increasing as the mean response increases. There appears to be an outlier on the normal probability plot. (c) 95% Confidence interval on the mean of coating type 1 29
.
149
71
.
140
4
2
.
16
131
.
2
00
.
145
4
2
.
16
131
.
2
00
.
145
1
1
15
,
015
.
0
1
15
,
025
.
0
1
n
MS
t
y
n
MS
t
y
E
i
E
99% confidence interval on the difference between the means of coating types 1 and 4. 14
.
24
36
.
7
4
)
2
.
16
(
2
947
.
2
)
25
.
129
00
.
145
(
4
)
2
.
16
(
2
947
.
2
)
25
.
129
00
.
145
(
2
2
4
1
4
1
15
,
005
.
0
4
1
4
1
15
,
005
.
0
4
1
n
MS
t
y
y
n
MS
t
y
y
E
E
13-10 An article in Environment International [1992, Vol. 18(4)] described an experiment in which the amount of radon released in showers was investigated. Radon-enriched water was used in the experiment, and six different orifice diameters were tested in shower heads. The data from the experiment are shown in the following table. 5
4
3
2
1
5
0
-5
-10
COATINGT
Residual
Residuals Versus COATINGT
(response is CONDUCTI)
145
140
135
130
5
0
-5
-10
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is CONDUCTI)
-10
-5
0
5
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is CONDUCTI)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-10 (a) Does the size of the orifice affect the mean percentage of radon released? Use α
= 0.05. (b) Find the P
-value for the F
-statistic in part (a). (c) Analyze the residuals from this experiment. (d) Find a 95% confidence interval on the mean percent of radon released when the orifice diameter is 1.40. (a)
Analysis of Variance for ORIFICE
Source DF SS MS F P ORIFICE 5 1133.37 226.67 30.85 0.000 Error 18 132.25 7.35 Total 23 1265.63 Reject H
0 (b) P
-value
0 (c) -5
-4
-3
-2
-1
0
1
2
3
4
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is percent)
2.0
1.5
1.0
0.5
4
3
2
1
0
-1
-2
-3
-4
-5
ORIFICE
Residual
Residuals Versus ORIFICE
(response is RADON)
80
70
60
4
3
2
1
0
-1
-2
-3
-4
-5
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is RADON)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-11 (d) 95% CI on the mean radon released when diameter is 1.40 84
.
67
15
.
62
4
35
.
7
101
.
2
65
4
35
.
7
101
.
2
65
1
1
18
,
015
.
0
5
18
,
025
.
0
5
n
MS
t
y
n
MS
t
y
E
i
E
13-11 An article in the ACI Materials Journal (1987, Vol. 84, pp. 213
–
216) described several experiments investigating the rodding of concrete to remove entrapped air. A 3-inch × 6-inch cylinder was used, and the number of times this rod was used is the design variable. The resulting compressive strength of the concrete specimen is the response. The data are shown in the following table. (a) Is there any difference in compressive strength due to the rodding level? (b) Find the P
-value for the F
-statistic in part (a). (c) Analyze the residuals from this experiment. What conclusions can you draw about the underlying model assumptions? (a)
Analysis of Variance for STRENGTH Source DF SS MS F P RODDING 3 28633 9544 1.87 0.214 Error 8 40933 5117 Total 11 69567 Fail to reject H
0
(b
) P-value
= 0.214 (c) The residual plot indicates some concern with nonconstant variance. The normal probability plot looks acceptable. -100
0
100
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is STRENGTH)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-12 13-12 An article in the Materials Research Bulletin [1991, Vol. 26(11)] investigated four different methods of preparing the superconducting compound PbMo
6
S
8
. The authors contend that the presence of oxygen during the preparation process affects the material’s s
uperconducting transition temperature T
c
. Preparation methods 1 and 2 use techniques that are designed to eliminate the presence of oxygen, and methods 3 and 4 allow oxygen to be present. Five observations on T
c
(in °K) were made for each method, and the results are as follows: (a) Is there evidence to support the claim that the presence of oxygen during preparation affects the mean transition temperature? Use α
= 0.05. (b) What is the P
-value for the F
-test in part (a)? (c) Analyze the residuals from this experiment. (d) Find a 95% confidence interval on mean T
c
when method 1is used to prepare the material. (a) Analysis of Variance of PREPARATION METHOD Source DF SS MS F P PREPMETH 3 22.124 7.375 14.85 0.000 Error 16 7.948 0.497 Total 19 30.072 Reject H
0
(b) P
-value
0 (c) There are some differences in the amount variability at the different preparation methods and there is some curvature in the normal probability plot. There are also some potential problems with the constant variance assumption apparent in the fitted value plot. 25
20
15
10
100
0
-100
RODDING
Residual
Residuals Versus RODDING
(response is STRENGTH)
1600
1550
1500
100
0
-100
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is STRENGTH)
4
3
2
1
1
0
-1
-2
PREPMETH
Residual
Residuals Versus PREPMETH
(response is TEMPERAT)
15
14
13
12
1
0
-1
-2
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is TEMPERAT)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-13 (d) 95% Confidence interval on the mean of temperature for preparation method 1 47
.
15
13
.
14
5
497
.
0
120
.
2
8
.
14
5
497
.
0
120
.
2
8
.
14
1
3
16
,
015
.
0
1
16
,
025
.
0
1
n
MS
t
y
n
MS
t
y
E
i
E
13-13 A paper in the Journal of the Association of Asphalt Paving Technologists (1990, Vol. 59) described an experiment
to determine the effect of air voids on percentage retained strength of asphalt. For purposes of the experiment, air voids are controlled at three levels; low (2
–
4%), medium (4
–
6%), and high (6
–
8%). The data are shown in the following table. (a) Do the different levels of air voids significantly affect mean retained strength? Use
α
= 0.01. (b) Find the P
-value for the F
-statistic in part (a). (c) Analyze the residuals from this experiment. (d) Find a 95% confidence interval on mean retained strength where there is a high level of air voids. (e) Find a 95% confidence interval on the difference in mean retained strength at the low and high levels of air voids. (a)
Analysis of Variance for STRENGTH Source DF SS MS F P AIRVOIDS 2 1230.3 615.1 8.30 0.002 Error 21 1555.8 74.1 Total 23 2786.0 Reject H
0
(b) P-value = 0.002 (c) The residual plots indicate that the constant variance assumption is reasonable. The normal probability plot has some curvature in the tails but appears reasonable. -2
-1
0
1
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is temp)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-14 (d) 95% Confidence interval on the mean of retained strength where there is a high level of air voids
83
.
81
17
.
69
8
1
.
74
080
.
2
5
.
75
8
1
.
74
080
.
2
5
.
75
1
3
21
,
015
.
0
3
21
,
025
.
0
3
n
MS
t
y
n
MS
t
y
E
i
E
(e) 95% confidence interval on the difference between the means of retained strength at the high level and the low levels of air voids. 33
.
26
42
.
8
8
)
1
.
74
(
2
080
.
2
)
5
.
75
875
.
92
(
8
)
1
.
74
(
2
080
.
2
)
5
.
75
875
.
92
(
2
2
4
1
4
1
21
,
025
.
0
3
1
3
1
21
,
025
.
0
3
1
n
MS
t
y
y
n
MS
t
y
y
E
E
13-14 An article in Quality Engineering [“Estimating Sources of Variation: A Case Study from Polyurethane Product Research” (1999–
2000, Vol. 12, pp. 89
–
96)] reported a study on the effects of additives on final polymer properties. In this case, polyurethane additives were referred to as cross-linkers. The average domain spacing was the measurement of the polymer property. The data are as follows: 3
2
1
10
0
-10
AIRVOIDS
Residual
Residuals Versus AIRVOIDS
(response is STRENGTH)
95
85
75
10
0
-10
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is STRENGTH)
10
0
-10
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is STRENGTH)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-15 (a) Is there a difference in the cross-linker level? Draw comparative box plots and perform an analysis of variance. Use α
= 0.05. (b) Find the P
-value of the test. Estimate the variability due to random error. (c) Plot average domain spacing against cross-linker level and interpret the results. (d) Analyze the residuals from this experiment and comment on model adequacy. (a) ANOVA
Source DF SS MS F P Factor 5 2.5858 0.5172 18.88 0.000 Error 30 0.8217 0.0274 Total 35 3.4075 Yes, the box plot and ANOVA show that there is a difference in the cross-linker level. (b) Anova table in part (a) showed the p-
value = 0.000 < α = 0.05
. Therefore there is at least one level of cross-linker is different. The variability due to random error is SS
E
= 0.8217 (c) Domain spacing seems to increase up to the 0.5 cross-linker level and declines once cross-linker level reaches 1. (d) The normal probability plot and the residual plots show that the model assumptions are reasonable. Data
1
0.5
0
-0.5
-0.75
Crosslinker Level -1
9.2
9.0
8.8
8.6
8.4
8.2
8.0
Boxplot of Crosslinker Level -1, -0.75, -0.5, 0, 0.5, 1
Cross-linker level
Mean domain spacing
1.0
0.5
0.0
-0.5
-1.0
8.9
8.8
8.7
8.6
8.5
8.4
8.3
8.2
8.1
8.0
Scatterplot of Mean domain spacing vs Cross-linker level
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-16 13-15 In the book Analysis of Longitudinal Data
, 2nd ed., (2002, Oxford University Press), by Diggle, Heagerty, Liang, and Zeger, the authors analyzed the effects of three diets on the protein content of cow’s milk. The data shown here were collected after one week and include 25 cows on the barley diet and 27 cows each on the other two diets: (a) Does diet aff
ect the protein content of cow’s milk? Draw
comparative box plots and perform an analysis of variance. Use α
= 0.05. (b) Find the P
-value of the test. Estimate the variability due to random error. (c) Plot average protein content against diets and interpret the results. (d) Analyze the residuals and comment on model adequacy. (
a) No, the diet does not affect the protein content of cow’s milk.
Comparative boxplots Residual
Percent
0.4
0.2
0.0
-0.2
-0.4
99
90
50
10
1
Fitted Value
Residual
8.8
8.6
8.4
8.2
8.0
0.2
0.0
-0.2
-0.4
Residual
Frequency
0.3
0.2
0.1
0.0
-0.1
-0.2
-0.3
6.0
4.5
3.0
1.5
0.0
Observation Order
Residual
35
30
25
20
15
10
5
1
0.2
0.0
-0.2
-0.4
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residuals Versus the Order of the Data
Residual Plots for Domain spacing
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-17 ANOVA Source DF SS MS F P C4 2 0.235 0.118 0.72 0.489
Error 76 12.364 0.163
Total 78 12.599
S = 0.4033 R-Sq = 1.87% R-Sq(adj) = 0.00% (b) P-value = 0.489. The variability due to random error is SS
E
= 0.146. (c) The Barley diet has the highest average protein content and lupins the lowest. (d) Based on the residual plots, no violation of the ANOVA assumptions is detected. C4
C3
lupins
Barley+lupins
Barley
4.5
4.0
3.5
3.0
2.5
Boxplot of C3 by C4
Diet type
mean protein
Lupins
Barley+Lupins
Barley
3.900
3.875
3.850
3.825
3.800
3.775
3.750
Scatterplot of mean protein vs diet type
Residual
Score
1.5
1.0
0.5
0.0
-0.5
-1.0
3
2
1
0
-1
-2
-3
Normal Probability Plot of the Residuals
(response is protein content)
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-18 13-16 An article in Journal of Food Science [2001, Vol. 66(3), pp. 472
–
477] reported on a study of potato spoilage based on different conditions of acidified oxine (AO), which is a mixture of chlorite and chlorine dioxide. The data follow: (a) Do the AO solutions differ in the spoilage percentage? Use α
= 0.05. (b) Find the P
-value of the test. Estimate the variability due to random error. (c) Plot average spoilage against AO solution and interpret the results. Which AO solution would you recommend for use in practice? (d) Analyze the residuals from this experiment. (a) From the analysis of variance shown below, 07
.
4
8
,
3
,
05
.
0
F
> F
0
= 3.43 there is no difference in the spoilage percentage when using different AO solutions. ANOVA Source DF SS MS F P AO solutions 3 3364 1121 3.43 0.073 Error 8 2617 327 Total 11 5981 (b) From the table above, the P-value = 0.073 and the variability due to random error is SS
E
= 2617. (c) A 400ppm AO solution should be used because it produces the lowest average spoilage percentage. Fitted Value
Residual
3.900
3.875
3.850
3.825
3.800
3.775
3.750
0.5
0.0
-0.5
-1.0
Residuals Versus the Fitted Values
(response is protein content)
Diet
RESI1
Lupins
Barley+Lupins
Barley
0.5
0.0
-0.5
-1.0
Scatterplot of RESI1 vs Diet
AO solution
Avg. Spoilage
400
300
200
100
0
70
60
50
40
30
20
Scatterplot of Avg. Spoilage vs AO solution
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-19 (d) The normal probability plot and the residual plots show that the model assumptions are reasonable. 13-17 An experiment was run to determine whether four specific firing temperatures affect the density of a certain type of brick. The experiment led to the following data. (a) Does the firing temperature affect the density of the bricks? Use α
= 0.05. (b) Find the P
-value for the F
-statistic computed in part (a). (c) Analyze the residuals from the experiment. (a) Analysis of Variance for TEMPERATURE Source DF SS MS F P TEMPERAT 3 0.1391 0.0464 2.62 0.083 Error 18 0.3191 0.0177 Total 21 0.4582 Fail to reject H
0
(b) P
-value = 0.083 (c) Residuals are acceptable. Residual
Percent
40
20
0
-20
-40
99
90
50
10
1
Fitted Value
Residual
70
60
50
40
30
20
0
-20
Residual
Frequency
30
20
10
0
-10
-20
4
3
2
1
0
Observation Order
Residual
12
11
10
9
8
7
6
5
4
3
2
1
20
0
-20
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residuals Versus the Order of the Data
Residual Plots for %Spoilage
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-20 3-18 An article in Scientia Iranica [“
Tuning the Parameters of an Artificial Neural Network (ANN) Using Central Composite Design and Genetic Algorithm” (2011, Vol. 18(6),
pp. 1600
–
608)], described a series of experiments to tune parameters in artificial neural networks. One experiment considered the relationship between model fitness [measured by the square root of mean square error (RMSE) on a separate test set of data] and model complexity that were controlled by the number of nodes in the two hidden layers. The following data table (extracted from a much larger data set) contains three different ANNs: ANN1 has 33 nodes in layer 1 and 30 nodes in layer 2, ANN2 has 49 nodes in layer 1 and 45 nodes in layer 2, and ANN3 has 17 nodes in layer 1 and 15 nodes in layer 2. (a) Construct a box plot to compare the different ANNs. (b) Perform the analysis of variance with α
= 0.05. What is the P
-value? (c) Analyze the residuals from the experiment. (d) Calculate a 95% confidence interval on RMSE for ANN2. (a) 180
170
160
150
140
130
120
110
100
0.2
0.1
0.0
-0.1
-0.2
TEMPERAT
Residual
Residuals Versus TEMPERAT
(response is DENSITY)
21.75
21.65
21.55
0.2
0.1
0.0
-0.1
-0.2
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is DENSITY)
-0.2
-0.1
0.0
0.1
0.2
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is density)
ANN3
ANN2
ANN1
2.0
1.5
1.0
0.5
0.0
Data
Boxplot of ANN1, ANN2, ANN3
Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-21 One-way ANOVA: ANN1, ANN2, ANN3 Source DF SS MS F P Factor 2 1.848 0.924 6.02 0.009 Error 21 3.225 0.154 Total 23 5.073 S = 0.3919 R-Sq = 36.43% R-Sq(adj) = 30.37% Individual 95% CIs For Mean Based on Pooled StDev Level N Mean StDev ---------+---------+---------+---------+ ANN1 8 0.0094 0.0130 (--------*---------) ANN2 8 0.0035 0.0075 (--------*---------) ANN3 8 0.5951 0.6786 (---------*--------) ---------+---------+---------+---------+ 0.00 0.30 0.60 0.90 Pooled StDev = 0.3919 From the ANOVA table. the P-value = 0.009. (b) Plots of residual follow. There is substantially lower variability in the measurements when the mean is low. This is evident in the plot of residuals versus the fitted values. (c) A confidence interval for the mean for ANN2 is obtained as follows. t
0.05/2, 21
= 2.0796, and the pooled standard deviation is 0.3919 0.0035 – 2.0796 ×
0.3919
√8 < 𝜇
2
< 0.0035 + 2.0796 ×
0.3919
√8 −0.285 < 𝜇
2
< 0.292
However, because the variance differs between the ANNs, one might use only the data from ANN2 to construct a confidence interval. Then t
0.05/2, 7
= 2.3646 and the standard deviation is 0.0075 0.0035 – 2.3646 ×
0.0075
√8 < 𝜇
2
< 0.0035 + 2.2.3646 ×
0.0075
√8 −0.00277 < 𝜇
2
< 0.00977
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-22 13-19 An article in Fuel Processing Technology (“
Application of the Factorial Design of Experiments to Biodiesel Production from Lard,” 2009, Vol. 90, pp. 1447–
1451) described an experiment to investigate the effect of potassium hydroxide in synthesis of biodiesel. It is suspected that potassium hydroxide (PH) is related to fatty acid methyl esters (FAME) which are key elements in biodiesel. Three levels of PH concentration were used, and six replicates were run in a random order. Data are shown in the following table. (a) Construct box plots to compare the factor levels. (b) Construct the analysis of variance. Are there any differences in PH concentrations at α
= 0.05? Calculate the P
-value. (c) Analyze the residuals from the experiment. (d) Plot average FAME against PH concentration and interpret your results. (e) Compute a 95% confidence interval on mean FAME when the PH concentration is 1.2. 1.5
1.0
0.5
0.0
-0.5
-1.0
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(responses are ANN1, ANN2, ANN3)
0.6
0.5
0.4
0.3
0.2
0.1
0.0
1.25
1.00
0.75
0.50
0.25
0.00
-0.25
-0.50
Fitted Value
Residual
Versus Fits
(responses are ANN1, ANN2, ANN3)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-23 (a)
(b) Anova: Single Factor SUMMARY Groups Count Sum Average Variance 0.6 6 515.8 85.96667 1.498667 0.9 6 534.4 89.06667 0.138667 1.2 6 540.2 90.03333 0.654667 ANOVA Source of Variation SS df MS F P-value F crit Between Groups 54.16444 2 27.08222 35.44793 2.07E-06 3.68232 Within Groups 11.46 15 0.764 Total 65.62444 17 There are significant differences between the groups. The P=value = 2.07E-6. (c) PH1.2
PH0.9
PH0.6
91
90
89
88
87
86
85
84
Data
Boxplot of PH0.6, PH0.9, PH1.2
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-24 There is some concern with the normal probability plot, but it does not indicate a serious departure from assumptions. There is also some difference in variation between the groups. (d) The mean of FAME tends to increase with PH. ( e) t
0.05/2, 15
= 2.1315 and the pooled estimate of variance from MS(Error) is 0.764. The 95% confidence interval is 2
1
0
-1
-2
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(responses are PH0.6, PH0.9, PH1.2)
90
89
88
87
86
1.0
0.5
0.0
-0.5
-1.0
-1.5
-2.0
Fitted Value
Residual
Versus Fits
(responses are PH0.6, PH0.9, PH1.2)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-25 90.03333 +/- 2.1315(0.764/6)
1/2
= (89.273, 90.794) 13-20 For each of the following exercises, use the previous data to complete these parts. (a) Apply Fisher’s LSD method with α
= 0.05 and determine which levels of the factor differ. (b) Use the graphical method to compare means described in this section and compare your conclusions to those from Fisher’s LSD method.
Chocolate type in Exercise 13-4. Use α
= 0.05. (a) Source DF SS MS F P Chocolate 2 1952.6 976.3 93.58 0.000 Error 33 344.3 10.4 Total 35 2296.9 S = 3.230 R-Sq = 85.01% R-Sq(adj) = 84.10% Individual 95% CIs For Mean Based on Pooled StDev Level N Mean StDev ---+---------+---------+---------+------ DC 12 116.06 3.53 (---*---) DC+MK 12 100.70 3.24 (--*---) MC 12 100.18 2.89 (--*---) ---+---------+---------+---------+------ 100.0 105.0 110.0 115.0 Pooled StDev = 3.23 Grouping Information Using Fisher Method Chocolate N Mean Grouping DC 12 116.058 A DC+MK 12 100.700 B MC 12 100.183 B Means that do not share a letter are significantly different. Fisher 95% Individual Confidence Intervals All Pairwise Comparisons among Levels of Chocolate Simultaneous confidence level = 88.02% Chocolate = DC subtracted from: Chocolate Lower Center Upper DC+MK -18.041 -15.358 -12.675 MC -18.558 -15.875 -13.192 Chocolate -+---------+---------+---------+-------- DC+MK (---*----) MC (----*---) -+---------+---------+---------+-------- -18.0 -12.0 -6.0 0.0 Chocolate = DC+MK subtracted from:
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-26 Chocolate Lower Center Upper -+---------+---------+---------+-------- MC -3.200 -0.517 2.166 (---*----) -+---------+---------+---------+-------- -18.0 -12.0 -6.0 0.0 (b) The standard error of a mean is 3.230/12
1/2
= 0.932. From the graphical method, group DC is significantly different from the others and this agrees with Fisher’s method.
13-21 Cotton percentage in Exercise 13-5. Use α
= 0.05. Fisher's pairwise comparisons Family error rate = 0.264 Individual error rate = 0.0500 Critical value = 2.086 Intervals for (column level mean) - (row level mean) 15 20 25 30 20 -9.346 -1.854 25 -11.546 -5.946 -4.054 1.546 30 -15.546 -9.946 -7.746 -8.054 -2.454 -0.254 35 -4.746 0.854 3.054 7.054 2.746 8.346 10.546 14.546 Significant differences are detected between levels 15 and 20, 15 and 25, 15 and 30, 20 and 30, 20 and 35, 25 and 30, 25 and 35, and 30 and 35. 13-22 Flow rate in Exercise 13-6. Use α
= 0.01. Fisher's pairwise comparisons Family error rate = 0.117 Individual error rate = 0.0500 Critical value = 2.131 Intervals for (column level mean) - (row level mean) 125 160 160 -1.9775 -0.2225 250 -1.4942 -0.3942 0.2608 1.3608 There are significant differences between levels 125 and 160. 13-23 Mixing technique in Exercise 13-7. Use α
= 0.05. Fisher's pairwise comparisons Family error rate = 0.184 Individual error rate = 0.0500 Critical value = 2.179 Intervals for (column level mean) - (row level mean) 1 2 3 2 -360 -11 3 -137 48 212 397 4 130 316 93 479 664 442 Significance differences between levels 1 and 2, 1 and 4, 2 and 3, 2 and 4, and 3 and 4. 13-24 Circuit type in Exercise 13-8. Use α
= 0.01.
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-27 Fisher's pairwise comparisons Family error rate = 0.0251 Individual error rate = 0.0100 Critical value = 3.055 Intervals for (column level mean) - (row level mean) 1 2 2 -18.426 3.626 3 -8.626 -1.226 13.426 20.826 No significant differences at α
= 0.01. 13-25 Coating type in Exercise 13-9. Use α
= 0.01. Fisher's pairwise comparisons Family error rate = 0.0649 Individual error rate = 0.0100 Critical value = 2.947 Intervals for (column level mean) - (row level mean) 1 2 3 4 2 -8.642 8.142 3 5.108 5.358 21.892 22.142 4 7.358 7.608 -6.142 24.142 24.392 10.642 5 -8.642 -8.392 -22.142 -24.392 8.142 8.392 -5.358 -7.608 Significant differences between 1 and 3, 1 and 4, 2 and 3, 2 and 4, 3 and 5, 4 and 5. 13-26 Preparation method in Exercise 13-12. Use α
= 0.05. Fisher's pairwise comparisons Family error rate = 0.189 Individual error rate = 0.0500 Critical value = 2.120 Intervals for (column level mean) - (row level mean) 1 2 3 2 -0.9450 0.9450 3 1.5550 1.5550 3.4450 3.4450 4 0.4750 0.4750 -2.0250 2.3650 2.3650 -0.1350 There are significant differences between levels 1 and 3, 4; 2 and 3, 4; and 3 and 4. 13-27 Air voids in Exercise 13-13. Use α
= 0.05. Fisher's pairwise comparisons Family error rate = 0.118 Individual error rate = 0.0500
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-28 Critical value = 2.080 Intervals for (column level mean) - (row level mean) 1 2 2 1.799 19.701 3 8.424 -2.326 26.326 15.576 Significant differences between levels 1 and 2; and 1 and 3. 13-28 Cross-linker Exercise 13-14. Use α
= 0.05. (a) 1952
.
0
6
0274
.
0
2
042
.
2
2
25
,
025
.
0
b
MS
t
LSD
E
Fisher 95% Individual Confidence Intervals All Pairwise Comparisons among Levels of Cross-linker level Simultaneous confidence level = 65.64% Cross-linker level = -0.5 subtracted from: Cross-linker level Lower Center Upper -0.75 -0.5451 -0.3500 -0.1549 -1 -0.7451 -0.5500 -0.3549 0 -0.1118 0.0833 0.2785 0.5 0.0215 0.2167 0.4118 1 -0.1451 0.0500 0.2451 Cross-linker level ---------+---------+---------+---------+ -0.75 (---*---) -1 (---*---) 0 (---*---) 0.5 (---*---) 1 (---*---) ---------+---------+---------+---------+ -0.50 0.00 0.50 1.00 Cross-linker level = -0.75 subtracted from: Cross-linker level Lower Center Upper -1 -0.3951 -0.2000 -0.0049 0 0.2382 0.4333 0.6285 0.5 0.3715 0.5667 0.7618 1 0.2049 0.4000 0.5951 Cross-linker level ---------+---------+---------+---------+ -1 (---*---) 0 (---*---) 0.5 (---*---) 1 (---*---) ---------+---------+---------+---------+ -0.50 0.00 0.50 1.00 Cross-linker level = -1 subtracted from:
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-29 Cross-linker level Lower Center Upper ---------+---------+---------+---------+ 0 0.4382 0.6333 0.8285 (---*---) 0.5 0.5715 0.7667 0.9618 (---*---) 1 0.4049 0.6000 0.7951 (---*---) ---------+---------+---------+---------+ -0.50 0.00 0.50 1.00 Cross-linker level = 0 subtracted from: Cross-linker level Lower Center Upper 0.5 -0.0618 0.1333 0.3285 1 -0.2285 -0.0333 0.1618 Cross-linker level ---------+---------+---------+---------+ 0.5 (---*---) 1 (---*---) ---------+---------+---------+---------+ -0.50 0.00 0.50 1.00 Cross-linker level = 0.5 subtracted from: Cross-linker level Lower Center Upper 1 -0.3618 -0.1667 0.0285 Cross-linker level ---------+---------+---------+---------+ 1 (---*---) ---------+---------+---------+---------+ -0.50 0.00 0.50 1.00 Cross-linker levels -0.5, 0, 0.5 and 1 are not detected to differ. Cross-linker levels -0.75 and -1 are not detected to differ from one other, but both are significantly different to the others. (b) The mean values are 8.0667, 8.2667, 8.6167, 8.7, 8.8333, 8.6667 0676
.
0
6
0274
.
0
ˆ
b
MS
E
X
The width of a scaled normal distribution is 6(0.0676) = 0.405 0
0.2
0.4
0.6
0.8
1
8
8.2
8.4
8.6
8.8
9
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-30 With a scaled normal distribution over this plot, the conclusions are similar to those from the LSD method. 13-29 Diets in Exercise 13-15. Use α
= 0.01. (a) There is no significant difference in protein content between the three diet types. Fisher 99% Individual Confidence Intervals All Pairwise Comparisons among Levels of C4 Simultaneous confidence level = 97.33% C4 = Barley subtracted from: C4 Lower Center Upper Barley+lupins -0.3207 -0.0249 0.2709 lupins -0.4218 -0.1260 0.1698 C4 -------+---------+---------+---------+-- Barley+lupins (-----------*-----------) lupins (-----------*-----------) -------+---------+---------+---------+-- -0.25 0.00 0.25 0.50 C4 = Barley+lupins subtracted from: C4 Lower Center Upper -------+---------+---------+---------+-- lupins -0.3911 -0.1011 0.1889 (-----------*-----------) -------+---------+---------+---------+-- -0.25 0.00 0.25 0.50 (b) The mean values are: 3.886, 3.8611, 3.76 (barley, b+l, lupins) From the ANOVA the estimate of
can be obtained Source DF SS MS F P
C4 2 0.235 0.118 0.72 0.489
Error 76 12.364 0.163
Total 78 12.599
S = 0.4033 R-Sq = 1.87% R-Sq(adj) = 0.00% The minimum sample size could be used to calculate the standard error of a sample mean
081
.
0
25
163
.
0
ˆ
b
MS
E
X
The graph would not show any differences between the diets. 13-30 Suppose that four normal populations have common variance σ
2
= 25 and means μ
1
= 50, μ
2
= 60, μ
3
= 50, and μ
4
= 60. How many observations should be taken on each population so that the probability of rejecting the hypothesis of equality of means is at least 0.90? Use α
= 0.05. 55
,
1
= -5,
2
= 5,
3
= -5,
4
= 5. )
1
(
4
)
1
(
3
1
,
)
25
(
4
)
100
(
2
n
n
a
a
n
n
Various choices for n
yield: n
2
a(n-1) Power=1-
4 4 2 12 0.80 5 5 2.24 16 0.90 Therefore, n
= 5 is needed.
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-31 13-31 Suppose that five normal populations have common variance σ
2
= 100 and means μ
1
= 175, μ
2
= 190, μ
3
= 160, μ
4
= 200, and μ
5
= 215. How many observations per population must be taken so that the probability of rejecting the hypothesis of equality of means is at least 0.95? Use α
= 0.01. 188
,
1
= -13,
2
= 2,
3
= -28,
4
= 12,
5
= 27. )
1
(
5
)
1
(
4
1
,
)
100
(
5
)
1830
(
2
n
n
a
a
n
n
Various choices for n
yield: n
2
a(n –
1) Power =1-
2 7.32 2.7 5 0.55 3 10.98 3.13 10 0.95 Therefore, n
= 3 is needed. 13-32 Suppose that four normal populations with common variance σ
2
are to be compared with a sample size of eight observations from each population. Determine the smallest value for ∑
𝜏
?
2
4
?=1
/
σ
2
that can be detected with power 90%. Use α
= 0.05. From the top chart with v
1
= 3 (4 treatments –
1), v
2
= 28 (degrees of freedom for error = 4(7) = 28)
, φ
= 2. Then the smallest value of ∑
𝜏
𝑖
2
4
𝑖=1
𝜎
2
is a
φ
2
/
n
= φ
2
/2 = 4/2 = 2, where a = 4 and n
= 8. 13-33 Suppose that five normal populations with common variance σ
2
are to be compared with a sample size of seven observations from each. Suppose that 𝜏
1
=…= 𝜏
4
= 0. What is the smallest value for 𝜏
5
2
/
σ
2
that can be detected with power 90% and α
= 0.01? From the bottom chart with v
1
= 4 (5 treatments –
1), v
2
= 30 (degrees of freedom for error = 5(6) = 30), obtain φ is approximately 2.2. Then the smallest value of ∑
𝜏
𝑖
2
5
𝑖=1
𝜎
2
is a
φ
2
/
n
= 5φ
2
/7 = 3.5, where a = 5 and n
= 7. Section 13-3 13-34 An article in the Journal of the Electrochemical Society [1992, Vol. 139(2), pp. 524
–
532)] describes an experiment
to investigate the low-pressure vapor deposition of polysilicon. The experiment was carried out in a large-capacity reactor at Sematech in Austin, Texas. The reactor has several wafer positions, and four of these positions were selected at random. The response variable is film thickness uniformity. Three replicates of the experiment were run, and the data are as follows: (a) Is there a difference in the wafer positions? Use α
= 0.05. (b) Estimate the variability due to wafer positions. (c) Estimate the random error component. (d) Analyze the residuals from this experiment and comment on model adequacy. (a) Analysis of Variance for UNIFORMITY Source DF SS MS F P WAFERPOS 3 16.220 5.407 8.29 0.008 Error 8 5.217 0.652 Total 11 21.437 Reject H
0
, and conclude that there are significant differences among wafer positions.
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-32 (b) 585
.
1
3
652
.
0
407
.
5
ˆ
2
n
MS
MS
E
Treatments
(c) 652
.
0
ˆ
2
E
MS
(d) Greater variability at wafer position 1. There is some slight curvature in the normal probability plot. 13-35 A textile mill has a large number of looms. Each loom is supposed to provide the same output of cloth per minute. To investigate this assumption, five looms are chosen at random, and their output is measured at different times. The following data are obtained: (a) Are the looms similar in output? Use α
= 0.05. (b) Estimate the variability between looms. (c) Estimate the experimental error variance. (d) Analyze the residuals from this experiment and check for model adequacy. (a)
Analysis of Variance for OUTPUT Source DF SS MS F P LOOM 4 0.3416 0.0854 5.77 0.003 Error 20 0.2960 0.0148 Total 24 0.6376 Reject H
0
, there are significant differences among the looms. 4
3
2
1
1
0
-1
WAFERPOS
Residual
Residuals Versus WAFERPOS
(response is UNIFORMI)
4
3
2
1
1
0
-1
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is UNIFORMI)
-1
0
1
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is uniformi)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-33 (b) 01412
.
0
5
0148
.
0
0854
.
0
ˆ
2
n
MS
MS
E
Treatments
(c) 0148
.
0
ˆ
2
E
MS
(d) Residuals are acceptable. 13-36 In the book Bayesian Inference in Statistical Analysis (1973, John Wiley and Sons) by Box and Tiao, the total product
yield for five samples was determined randomly selected from each of six randomly chosen batches of raw material. (a) Do the different batches of raw material significantly affect mean yield? Use α
= 0.01. (b) Estimate the variability between batches. (c) Estimate the variability between samples within batches. (d) Analyze the residuals from this experiment and check for model adequacy. (a) Yes, the different batches of raw materi
al significantly affect mean yield at α = 0.01 because the P-value is small. Source DF SS MS F P Batch 5 56358 11272 4.60 0.004 Error 24 58830 2451 -0.2
-0.1
0.0
0.1
0.2
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is OUTPUT)
5
4
3
2
1
0.2
0.1
0.0
-0.1
-0.2
LOOM
Residual
Residuals Versus LOOM
(response is OUTPUT)
4.1
4.0
3.9
3.8
0.2
0.1
0.0
-0.1
-0.2
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is OUTPUT)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-34 Total 29 115188 (b) Variability between batches 2
.
1764
5
2451
11272
ˆ
2
n
MS
MS
E
Treatments
(c) Variability within batches
2451
ˆ
2
MSE
(d) The normal probability plot and the residual plots show that the model assumptions are reasonable. 13-37 An article in the Journal of Quality Technology [1981, Vol. 13(2), pp. 111
–
114)] described an experiment that investigated the effects of four bleaching chemicals on pulp brightness. These four chemicals were selected at random from a large population of potential bleaching agents. The data are as follows: (a) Is there a difference in the chemical types? Use α
= 0.05. (b) Estimate the variability due to chemical types. (c) Estimate the variability due to random error. (d) Analyze the residuals from this experiment and comment on model adequacy. (a)
Analysis of Variance for BRIGHTNENESS Source DF SS MS F P CHEMICAL 3 54.0 18.0 0.75 0.538 Error 16 384.0 24.0 Total 19 438.0 Fail to reject H
0
, there is no significant difference among the chemical types. Residual
Percent
100
50
0
-50
-100
99
90
50
10
1
Fitted Value
Residual
1600
1550
1500
100
50
0
-50
-100
Residual
Frequency
100
75
50
25
0
-25
-50
-75
8
6
4
2
0
Observation Order
Residual
30
28
26
24
22
20
18
16
14
12
10
8
6
4
2
100
50
0
-50
-100
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residuals Versus the Order of the Data
Residual Plots for Yield
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-35 (b) 2
.
1
5
0
.
24
0
.
18
ˆ
2
set equal to 0 (c) 0
.
24
ˆ
2
(d) Variability is smaller in chemical 4. There is some curvature in the normal probability plot. 13-38 Consider the vapor-deposition experiment described in Exercise 13-34. (a) Estimate the total variability in the uniformity response. (b) How much of the total variability in the uniformity response is due to the difference between positions in the reactor? (c) To what level could the variability in the uniformity response be reduced if the position-to-position variability in the Reactor could be eliminated? Do you believe this is a substantial reduction? (a) 237
.
2
ˆ
ˆ
ˆ
2
2
2
position
total
(b) 709
.
0
ˆ
ˆ
2
2
total
position
(c) It could be reduced to 0.6522. This is a reduction of approximately 71%. 13-39 Consider the cloth experiment described in Exercise 13-35. (a) Estimate the total variability in the output response. (b) How much of the total variability in the output response is due to the difference between looms? 4
3
2
1
10
5
0
-5
CHEMICAL
Residual
Residuals Versus CHEMICAL
(response is BRIGHTNE)
82
81
80
79
78
10
5
0
-5
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is BRIGHTNE)
10
5
0
-5
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is BRIGHTNE)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-36 (c) To what level could the variability in the output response be reduced if the loom-to-loom variability could be eliminated? Do you believe this is a significant reduction? From 13-35 we have 01412
.
0
5
0148
.
0
0854
.
0
ˆ
2
n
MS
MS
E
Treatments
0148
.
0
ˆ
2
E
MS
(a) The total variability is 0.0141 + 0.0148 = 0.0289. (b)The proportion due to the difference in looms is 0.01412/0.0289 = 48.8% (c) Variability could be reduced to 0.0148 if loom differences are eliminated. This is a substantial reduction of approximately one half. 13-40 Reconsider Exercise 13-8 in which the effect of different circuits on the response time was investigated. Suppose that the three circuits were selected at random from a large number of circuits. (a) How does this change the interpretation of the experiment? (b) What is an appropriate statistical model for this experiment? (c) Estimate the parameters of this model. (a) Now this is a random effects experiment. (b) ij
i
ij
y
where i
and ij
are random variables. (c) We obtain the following ANOVA table. Source DF SS MS F P Factor 2 260.9 130.5 4.01 0.046 Error 12 390.8 32.6 Total 14 651.7 S = 5.707 R-Sq = 40.04% R-Sq(adj) = 30.04% 58
.
19
5
6
.
32
5
.
130
ˆ
2
n
MS
MS
E
Treatments
6
.
32
ˆ
2
E
MS
13-41 Reconsider Exercise 13-15 in which the effect of different diets on the protein content of cow’s milk was investigated.
Suppose that the three diets reported were selected at random from a large number of diets. To simplify, delete the last two observations in the diets with n = 27 (to make equal sample sizes). (a) How does this change the interpretation of the experiment? (b) What is an appropriate statistical model for this experiment? (c) Estimate the parameters of this model. (a) Instead of testing the hypothesis that the individual treatment effects are zero, we are testing whether there is variability in protein content between all diets. 0
:
0
:
2
1
2
0
H
H
(b) The statistical model is
n
j
a
i
y
ij
i
,...,
2
,
1
,...,
2
,
1
)
,
0
(
~
2
N
i
and )
,
0
(
~
2
N
i
(c) The
last TWO observations were omitted
from two diets to generate equal sample sizes with n
= 25. ANOVA: Protein versus DietType Analysis of Variance for Protein
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-37 Source DF SS MS F P DietType 2 0.2689 0.1345 0.82 0.445 Error 72 11.8169 0.1641 Total 74 12.0858 S = 0.405122 R-Sq = 2.23% R-Sq(adj) = 0.00% 1641
.
0
2
E
MS
001184
.
0
25
1641
.
0
1345
.
0
2
n
MS
MS
E
tr
Section 13-4 13-42 Consider the following computer output from a RCBD. (a) How many levels of the factor were used in this experiment? (b) How many blocks were used in this experiment? (c) Fill in the missing information. Use bounds for the P
-value. (d) What conclusions would you draw if α = 0.05? What would
you conclude if α = 0.01?
(a) MS
factor
= factor
factor
DF
SS
, DF
factor =
3
6
.
64
8
.
193
factor
factor
MS
SS
The levels of the factor = DF for the factor + 1 = 3 + 1 = 4. Therefore, 4 levels of the factor are used in this experiment. This can also be obtained from the result that the error degrees of freedom equal the product of the degrees of freedom for factor and block. Let dfF and dfB denote the degrees of freedom for factors and blocks, respectively. Therefore, the total degrees of freedom = 15 = dfT + dfB + (dfT)(dfB) = dfT + 3 + 3(dfT). Therefore dfT = 3.
(b) Because the number of blocks = DF of block +1 = 3 + 1 =4. There are 4 blocks used in this experiment. (c) From part a), DF factor = 3. F = 4713
.
14
464
.
4
6
.
64
error
factor
MS
MS
P-value < 0.0 DF
error = DF
Total –
DF
Factor
- DF
Block
= 15 –
3 –
3 = 9. MS
block
= block
block
DF
SS
, SS
block = MS
block
DF
block
= 4.464(9) = 40.176 (d) Because the P-value < 0.01, we reject H
0
. There are significance differences in the factor level means at
= 0.05 or
= 0.01.
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-38 13-43 Consider the following computer output from a RCBD. There are four levels of the factor and five blocks. (a) Fill in the missing information. Use bounds for the P
-value. (b) What conclusions would you draw if α
= 0.05? What would you conclude if α
= 0.01? (a) Because there are 4 levels and 5 blocks, there are 20 trials. Therefore, df(Total)= 19 and df(Factor) = 3 and df(Block) = 4. Therefore, df(Error) = df(Total) –
df(Factor) –
df(Block) = 19 –
3 –
4 = 12. Also, SS(Factor) = MS(Factor)(df(Factor)) = 115.2067(3) = 345.620 Also, SS(Block) = MS(Block)(df(Block)) = 71.9775(4) = 345.620 Because F = 3.49809 = MS(Factor)/MS(Error), MS(Error) = 115.2067/3.49809 = 32.934 Therefore, SS(Error) = MS(Error) (df(Error)) = 32.934(12) = 395.210 Because F = 3.49809 with 3 numerator and 12 denominator degrees of freedom, the P
-value = 0.0497. (b) Because the 0.01 < P
-value < 0.05, reject H
0
at
= 0.05, but fail to reject H
at
= 0.01. 13-44 Exercise 13-4 introduced you to an experiment to investigate the potential effect of consuming chocolate on cardiovascular health. The experiment was conducted as a completely randomized design, and the exercise asked you to use the ANOVA to analyze the data and draw conclusions. Now assume that the experiment had been conducted as an RCBD with the subjects considered as blocks. Analyze the data using this assumption. What conclusions would you draw (using α = 0.05) about the
effect of the different types of chocolate on cardiovascular health? Would your conclusions change if α = 0.01?
The output from computer software follows. Source DF SS MS F P Factor 2 1952.64 976.322 147.35 0.000 Block 11 198.54 18.049 2.72 0.022 Error 22 145.77 6.626 Total 35 2296.95 S = 2.574 R-Sq = 93.65% R-Sq(adj) = 89.90% Because the P
-value for the factor is near zero, there are significant differences in the factor level means at
= 0.05 or
= 0.01. 13-45 Reconsider the experiment of Exercise 13-5. Suppose that the experiment was conducted as a RCBD with blocks formed by days (denoted as columns in the data table). In the experiment, the primary interest is still in the effect of cotton percentage and day is considered a nuisance factor. (a) Consider day as a block, and re-estimate the ANOVA. (b) Does cotton percentage still affect strength at α
= 0.05? (c) Compare the conclusions here with those obtained from the analysis without blocks. (a) Source DF SS MS F P Cotton 2 161.733 80.8667 11.78 0.004 Block 4 46.267 11.5667 1.68 0.246 Error 8 54.933 6.8667 Total 14 262.933
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-39 S = 2.620 R-Sq = 79.11% R-Sq(adj) = 63.44% (b) Because the cotton P
-value = 0.004 < 0.05, the cotton percentage is a significant factor for strength of the fabric. (c) The ANOVA for the analysis without blocks follows. The cotton P-value is still much smaller than 0.05 so the cotton percentage is a significant factor for strength of the fabric. The MS error is slightly lower than for the blocked analysis. Therefore, blocking is not necessary in an experiment such as this. Source DF SS MS F P Cotton 2 161.73 80.87 9.59 0.003 Error 12 101.20 8.43 Total 14 262.93 S = 2.904 R-Sq = 61.51% R-Sq(adj) = 55.10% (d) The residual plots follow. There are no serious departures from the assumptions. 5.0
2.5
0.0
-2.5
-5.0
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(response is Strength)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-40 13-46 An article in Quality Engineering [“
Designed Experiment to Stabilize Blood Glucose Levels” (1999–
2000, Vol. 12, pp. 83
–
87)] described an experiment to minimize variations in blood glucose levels. The treatment was the exercise time on a Nordic Track cross-country skier (10 or 20 min). The experiment was blocked for time of day. The data were as follows: (a) Is there an effect of exercise time on the average blood glucose? Use α
= 0.05. (b) Find the P
-value for the test in part (a). (c) Analyze the residuals from this experiment. (a) Analysis of variance for Glucose Source DF SS MS F P Time 1 36.13 36.125 0.06 0.819 Min 1 128.00 128.000 0.21 0.669 Error 5 3108.75 621.750 Total 7 3272.88 No, there is no effect of exercise time on the average blood glucose. (b) P
-value = 0.819 (c) The normal probability plot and the residual plots show that the model assumptions are reasonable. 20.0
17.5
15.0
12.5
10.0
7.5
5.0
4
3
2
1
0
-1
-2
-3
-4
-5
Fitted Value
Residual
Versus Fits
(response is Strength)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-41 13-47 In “The Effect of
Nozzle Design on the Stability and Performance of Turbulent Water Jets” (
Fire Safety Journal
, August 1981, Vol. 4), C. The obald described an experiment in which a shape measurement was determined for several different nozzle types at different levels of jet efflux velocity. Interest in this experiment focuses primarily on nozzle type, and velocity is a nuisance factor. The data are as follows: (a) Does nozzle type affect shape measurement? Compare the nozzles with box plots and the analysis of variance. (b) Use Fisher’s LSD method to determine specific differences among the nozzles. Does a graph of the average (or standard deviation) of the shape measurements versus nozzle type assist with the conclusions? (c) Analyze the residuals from this experiment. (a)
Analysis of Variance for SHAPE Source DF SS MS F P NOZZLE 4 0.102180 0.025545 8.92 0.000 VELOCITY 5 0.062867 0.012573 4.39 0.007 Error 20 0.057300 0.002865 Total 29 0.222347 Reject H
0
, nozzle type affects shape measurement. Residual
Percent
50
25
0
-25
-50
99
90
50
10
1
Fitted Value
Residual
110
105
100
20
0
-20
-40
Residual
Frequency
20
10
0
-10
-20
-30
-40
3
2
1
0
Observation Order
Residual
8
7
6
5
4
3
2
1
20
0
-20
-40
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residuals Versus the Order of the Data
Residual Plots for Glucose
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-42 (b) Fisher's pairwise comparisons Family error rate = 0.268 Individual error rate = 0.0500 Critical value = 2.060 Intervals for (column level mean) - (row level mean) 1 2 3 4 2 -0.15412 0.01079 3 -0.20246 -0.13079 -0.03754 0.03412 4 -0.24412 -0.17246 -0.12412 -0.07921 -0.00754 0.04079 5 -0.11412 -0.04246 0.00588 0.04754 0.05079 0.12246 0.17079 0.21246 There are significant differences between levels 1 and 3, 4; 2 and 4; 3 and 5; and 4 and 5. (c) The residual analysis shows that there is some inequality of variance. The normal probability plot is acceptable. 28.74
23.46
20.43
16.59
14.37
11.73
1.15
1.05
0.95
0.85
0.75
VELOCITY
SHAPE
5
4
3
2
1
1.15
1.05
0.95
0.85
0.75
NOZZLE
SHAPE
30
20
10
0.1
0.0
-0.1
VELOCITY
Residual
Residuals Versus VELOCITY
(response is SHAPE)
1.0
0.9
0.8
0.7
0.1
0.0
-0.1
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is SHAPE)
5
4
3
2
1
0
.
1
0
.
0
-
0
.
1
N
O
Z
Z
L
E
R
e
s
i
d
u
a
l
R
e
s
i
d
u
a
l
s
V
e
r
s
u
s
N
O
Z
Z
L
E
(
r
e
s
p
o
n
s
e
i
s
S
H
A
P
E
)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-43 13-48 In Design and Analysis of Experiments
, 8th edition (John Wiley & Sons, 2012), D. C. Montgomery described an experiment that determined the effect of four different types of tips in a hardness tester on the observed hardness of a metal alloy. Four specimens of the alloy were obtained, and each tip was tested once on each specimen, producing the following data: (a) Is there any difference in hardness measurements between the tips? (b) Use Fisher’s LSD method to investigate spe
cific differences between the tips. (c) Analyze the residuals from this experiment. (a) Analysis of Variance of HARDNESS Source DF SS MS F P TIPTYPE 3 0.38500 0.12833 14.44 0.001 SPECIMEN 3 0.82500 0.27500 30.94 0.000 Error 9 0.08000 0.00889 Total 15 1.29000 Reject H
0
, and conclude that there are significant differences in hardness measurements between the tips. (b) Fisher's pairwise comparisons Family error rate = 0.184 Individual error rate = 0.0500 Critical value = 2.179 Intervals for (column level mean) - (row level mean) 1 2 3 2 -0.4481 0.3981 3 -0.2981 -0.2731 0.5481 0.5731 4 -0.7231 -0.6981 -0.8481 0.1231 0.1481 -0.0019 Significant difference between tip types 3 and 4 (c) Residuals are acceptable. 0.1
0.0
-0.1
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is SHAPE)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-44 13-49 An article in the American Industrial Hygiene Association Journal (1976, Vol. 37, pp. 418
–
422) described a
field test for detecting the presence of arsenic in urine samples.
The test has been proposed for use among forestry workers
because of the increasing use of organic arsenics in that industry.
The experiment compared the test as performed by both a
trainee and an experienced trainer to an analysis at a remote
laboratory. Four subjects were selected for testing and are
considered as blocks. The response variable is arsenic content
(in ppm) in the subject’
s urine. The data are as follows:
(a) Is there any difference in the arsenic test procedure? (b) Analyze the residuals from this experiment. (a)
Analysis of Variance for ARSENIC Source DF SS MS F P TEST 2 0.0014000 0.0007000 3.00 0.125 SUBJECT 3 0.0212250 0.0070750 30.32 0.001 Error 6 0.0014000 0.0002333 Total 11 0.0240250 Fail to reject H
0
, there is no evidence of differences between the tests. 4
3
2
1
0.15
0.10
0.05
0.00
-0.05
-0.10
SPECIMEN
Residual
Residuals Versus SPECIMEN
(response is HARDNESS)
4
3
2
1
0.15
0.10
0.05
0.00
-0.05
-0.10
TIPTYPE
Residual
Residuals Versus TIPTYPE
(response is HARDNESS)
10.2
10.1
10.0
9.9
9.8
9.7
9.6
9.5
9.4
9.3
9.2
0.15
0.10
0.05
0.00
-0.05
-0.10
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is HARDNESS)
-0.10
-0.05
0.00
0.05
0.10
0.15
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is hardness)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-45 (b) Some indication of variability increasing with the magnitude of the response. 13-50 An article in the Food Technology Journal (1956, Vol. 10, pp. 39
–
42) described a study on the protopectin content of tomatoes during storage. Four storage times were selected, and samples from nine lots of tomatoes were analyzed. The protopectin content (expressed as hydrochloric acid soluble fraction mg/kg) is in Table 13E-1. (a) The researchers in this study hypothesized that mean protopectin content would be different at different storage times. Can you confirm this hypothesis with a statistical test using α = 0.05? (b) Find the P
-value for the test in part (a). (c) Which specific storage times are different? Would you agree with the statement that protopectin content decreases as storage time increases? (d) Analyze the residuals from this experiment. 4
3
2
1
0.02
0.01
0.00
-0.01
-0.02
-0.03
SUBJECT
Residual
Residuals Versus SUBJECT
(response is ARSENIC)
3
2
1
0.02
0.01
0.00
-0.01
-0.02
-0.03
TEST
Residual
Residuals Versus TEST
(response is ARSENIC))
0.15
0.10
0.05
0.02
0.01
0.00
-0.01
-0.02
-0.03
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is ARSENIC)
-0.03
-0.02
-0.01
0.00
0.01
0.02
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is ARSENIC)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-46 (a) Analysis of Variance of PROPECTIN Source DF SS MS F P STORAGE 3 1972652 657551 4.33 0.014 LOT 8 1980499 247562 1.63 0.169 Error 24 3647150 151965 Total 35 7600300 Reject H
0
, and conclude that the storage times affect the mean level of propectin. (b) P-value = 0.014 (c) Fisher's pairwise comparisons Family error rate = 0.196 Individual error rate = 0.0500 Critical value = 2.037 Intervals for (column level mean) - (row level mean) 0 7 14 7 -171 634 14 -214 -445 592 360 21 239 8 50 1045 813 856 There are differences between 0 and 21 days; 7 and 21 days; and 14 and 21 days. The propectin levels are significantly different at 21 days from the other storage times so there is evidence that the mean level of propectin decreases with storage time. However, differences such as between 0 and 7 days and 7 and 14 days were not significant so that the level is not simply a linear function of storage days. (d) Observations from lot 3 at 14 days appear unusual. Otherwise, the residuals are acceptable. 1000
500
0
-500
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is propecti)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-47 13-51 An experiment was conducted to investigate leaking current in a SOS MOSFETS device. The purpose of the experiment was to investigate how leakage current varies as the channel length changes. Four channel lengths were selected. For each channel length, five different widths were also used, and width is to be considered a nuisance factor. The data are as follows: (a) Test the hypothesis that mean leakage voltage does not depend on the channel length using α = 0.05.
(b) Analyze the residuals from this experiment. Comment on the residual plots. (c) The observed leakage voltage for channel length 4 and width 5 was erroneously recorded. The correct observation is 4.0. Analyze the corrected data from this experiment. Is there evidence to conclude that mean leakage voltage increases with channel length? A version of the electronic data file has the reading for length 4 and width 5 as 2. It should be 20. (a)
Analysis of Variance for LEAKAGE Source DF SS MS F P LENGTH 3 72.66 24.22 1.61 0.240 WIDTH 4 90.52 22.63 1.50 0.263 Error 12 180.83 15.07 Total 19 344.01 Fail to reject H
0
, mean leakage voltage does not depend on the channel length. (b) One unusual observation in width 5, length 4. There are some problems with the normal probability plot, including the unusual observation. 9
8
7
6
5
4
3
2
1
0
1000
500
0
-500
LOT
Residual
Residuals Versus LOT
(response is PROTOPE)
20
10
0
1000
500
0
-500
STORAGE
Residual
Residuals Versus STORAGE
(response is PROTOPEC)
1500
1000
500
0
1000
500
0
-500
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is PROTOPEC)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-48 (c) Analysis of Variance for LEAKAGE VOLTAGE Source DF SS MS F P LENGTH 3 8.1775 2.7258 6.16 0.009 WIDTH 4 6.8380 1.7095 3.86 0.031 Error 12 5.3100 0.4425 Total 19 20.3255 Reject H
0
. And conclude that the mean leakage voltage does depend on channel length. By removing the data point that was erroneous, the analysis results in a conclusion. The erroneous data point that was an obvious outlier had a strong effect the results of the experiment. Supplemental Exercises 13-52 Consider the following computer output. 4
3
2
1
10
5
0
LENGTH
Residual
Residuals Versus LENGTH
(response is LEAKAGE)
5
4
3
2
1
10
5
0
WIDTH
Residual
Residuals Versus WIDTH
(response is LEAKAGE)
10
5
0
10
5
0
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is LEAKAGE)
0
5
10
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is LEAKAGE)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-49 (a) How many levels of the factor were used in this experiment? (b) How many replicates were used? (c) Fill in the missing information. Use bounds for the P
-value. (d) What conclusions would you draw if α = 0.05? What if α = 0.01? (a) Note that df(Factor) = df(Total) –
df(Error) = 19 –
15 = 4. Because the number of levels for a factor = df(Factor) + 1, 5 levels were used in the experiment. (b) Total number of observations = df(Total) + 1 = 19 + 1 = 20. Because there are 5 levels used in this experiment, the number of replicates = 20/5 = 4. (c) From part (a), the df(Factor) = 4. SS(Factor) = SS(Total) –
SS(Error) = 326.2 –
167.5 = 158.7. MS(Factor) = SS(Factor)/DF(Factor) = 158.7/4 = 39.675. MS(Error) = SS(Error)/DF(Error) = 167.5/15 = 11.167. F = MS(Factor)/MS(Error) = 39.675/11.167 = 3.553 0.025 < P-value < 0.05. (d) Because the P-value <
= 0.05 we reject H
0
for
= 0.05. There are significance differences in the factor level means at
= 0.05. Because the P-value >
= 0.01 we fail to reject H
0
for
= 0.01. There are not significance differences in the factor level means at
= 0.01. 13-53 Consider the following computer output. (a) How many levels of the factor were used in this experiment? (b) How many blocks were used? (c) Fill in the missing information. Use bounds for the P
-value. (d) What conclusions would you draw if α = 0.05? What if α = 0.01? (a) Because MS = SS/df(Factor), df(Factor) = SS/MS = 126.880/63.4401 = 2. The number of levels = df(Factor) + 1 = 2 + 1 = 3. Therefore, 3 levels of the factor were used. (b) Because df(Total) = df(Factor) + df(Block) + df(Error) 11 = 2 + df(Block) + 6. Therefore, df(Block) = 3. Therefore, 4 blocks were used in the experiment. (c) From parts (a) and (b), df(Factor) = 3 and df(Block) = 2 SS(Error) = df(Error)MS(Error) = (6)2.7403 = 16.4418 F = MS(Factor)/MS(Error) = 63.4401/2.7403 = 23.15 From Appendix Table VI, P-value < 0.01 (d) Because the P-value < 0.01 we reject H
0
. There are significant differences in the factor level means at
= 0.05 or
= 0.01. 13-54 An article in Lubrication Engineering (December 1990) described the results of an experiment designed to investigate the effects of carbon material properties on the progression of blisters on carbon face seals. The carbon face seals are used extensively in equipment such as air turbine starters. Five different carbon materials were tested, and the surface roughness was measured. The data are as follows:
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-50 (a) Does carbon material type have an effect on mean surface roughness? Use α = 0.05. (b) Find the residuals for this experiment. Does a normal probability plot of the residuals indicate any problem with the normality assumption? (c) Plot the residuals versus 𝑦
̂
??
. Comment on the plot. (d) Find a 95% confidence interval on the difference between mean surface roughness for the EC10 and the EC1 carbon grades. (e) Apply the Fisher LSD method to this experiment. Summarize your conclusions regarding the effect of material type on surface roughness. (a) Analysis of Variance for SURFACE ROUGNESS Analysis of Variance for y Source DF SS MS F P Material 3 0.2402 0.0801 4.96 0.020 Error 11 0.1775 0.0161 Total 14 0.4177 Reject H
0
(b) One observation is an outlier.
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-51 (c) There appears to be a problem with constant variance. This may be due to the outlier in the data. (d) 95% confidence interval on the difference in the means of EC10 and EC1 602
.
0
118
.
0
2
)
0161
.
0
(
4
)
0161
.
0
(
201
.
2
)
130
.
0
490
.
0
(
2
)
0161
.
0
(
4
)
0161
.
0
(
201
.
2
)
130
.
0
490
.
0
(
4
1
4
1
2
1
11
,
,
025
.
0
4
1
3
1
2
1
11
,
,
025
.
0
4
1
n
MS
n
MS
t
y
y
n
MS
n
MS
t
y
y
E
E
E
E
13-55 An article in the IEEE Transactions on Components, Hybrids, and Manufacturing Technology [(1992, Vol. 15(2), pp.
146
–
153)] described an experiment in which the contact resistance of a brake-only relay was studied for three different materials (all were silver-based alloys). The data are as follows. -0.2
-0.1
0.0
0.1
0.2
0.3
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is Surf Rou)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-52 (a) Does the type of alloy affect mean contact resistance? Use α = 0.01.
(b) Use Fisher’s LSD method to determine which means differ.
(c) Find a 99% confidence interval on the mean contact resistance for alloy 3. (d) Analyze the residuals for this experiment. (a) Analysis of Variance for RESISTANCE Source DF SS MS F P ALLOY 2 10941.8 5470.9 76.09 0.000 Error 27 1941.4 71.9 Total 29 12883.2 Reject H
0
, the type of alloy has a significant effect on mean contact resistance. (b) Fisher's pairwise comparisons Family error rate = 0.119 Individual error rate = 0.0500 Critical value = 2.052 Intervals for (column level mean) - (row level mean) 1 2 2 -13.58 1.98 3 -50.88 -45.08 -35.32 -29.52 There are differences in the mean resistance for alloy types 1 and 3; and types 2 and 3. (c) 99% confidence interval on the mean contact resistance for alloy 3 83
.
147
97
.
132
10
9
.
71
771
.
2
4
.
140
10
9
.
71
771
.
2
4
.
140
1
3
27
,
005
.
0
3
27
,
005
.
0
3
n
MS
t
y
n
MS
t
y
E
i
E
(d) Variability of the residuals increases with the response. The normal probability plot has some curvature in the tails, indicating a problem with the normality assumption. A transformation of the response should be conducted. 3
2
1
30
20
10
0
-10
-20
ALLOY
Residual
Residuals Versus ALLOY
(response is RESISTAN))
140
130
120
110
100
30
20
10
0
-10
-20
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is RESISTAN)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-53 13-56 An article in the Journal of Quality Technology [(1982, Vol. 14(2), pp. 80
–
89)] described an experiment in which three different methods of preparing fish were evaluated on the basis of sensory criteria, and a quality score was assigned. Assume that these methods have been randomly selected from a large population of preparation methods. The data are in the following table: (a) Is there any difference in preparation methods? Use α = 0.05. (b) Calculate the P
-value for the F
-statistic in part (a). (c) Analyze the residuals from this experiment and comment on model adequacy. (d) Estimate the components of variance. (a) Analysis of Variance for SCORE Source DF SS MS F P METHOD 2 13.55 6.78 1.68 0.211 Error 21 84.77 4.04 Total 23 98.32 Fail to reject H
0 (b) P
-value = 0.211 (c) There is some curvature in the normal probability plot. There appears to be some differences in the variability for the different methods. The variability for method one is larger than the variability for method 3. -20
-10
0
10
20
30
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is RESISTAN)
3
2
1
0
-1
-2
-3
-4
-5
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is score)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-54 (d) 342
.
0
8
04
.
4
78
.
6
ˆ
2
n
MS
MS
E
Treatments
04
.
4
ˆ
2
E
MS
13-57 An article in the Journal of Agricultural Engineering Research (1992, Vol. 52, pp. 53
–
76) described an experiment
to investigate the effect of drying temperature of wheat grain on baking quality bread. Three temperature levels were used, and the response variable measured was the volume of the loaf of bread produced. The data are as follows: (a) Does drying temperature affect mean bread volume? Use α = 0.01. (b) Find the P
-value for this test. (c) Use the Fisher LSD method to determine which means are different. (d) Analyze the residuals from this experiment and comment on model adequacy. (a) Analysis of Variance for VOLUME Source DF SS MS F P TEMPERATURE 2 16480 8240 7.84 0.007 Error 12 12610 1051 Total 14 29090 Reject H
0
. (b) P-value
= 0.007 (c) Fisher's pairwise comparisons Family error rate = 0.116 Individual error rate = 0.0500 Critical value = 2.179 Intervals for (column level mean) - (row level mean) 70 75 75 -16.7 72.7 80 35.3 7.3 124.7 96.7 There are significant differences in the mean volume for temperature levels 70 and 80; and 75 and 80. The highest temperature results in the smallest mean volume. 3
2
1
3
2
1
0
-1
-2
-3
-4
-5
METHOD
Residual
Residuals Versus METHOD
(response is SCORE)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-55 (d) There are some relatively small differences in the variability at the different levels of temperature. The variability decreases with the fitted values. There is an unusual observation on the normal probability plot. 13-58 An article in Agricultural Engineering (December 1964, pp. 672
–
673) described an experiment in which the daily weight gain of swine is evaluated at different levels of housing temperature. The mean weight of each group of swine at the start of the experiment is considered to be a nuisance factor. The data from this experiment are as follows: (a) Does housing air temperature affect mean weight gain? Use α = 0.05. (b) Use Fisher’s LSD method to determine which temperature
levels are different. (c) Analyze the residuals from this experiment and comment on model adequacy. (a) Analysis of Variance of Weight Gain Source DF SS MS F P MEANWEIG 2 0.2227 0.1113 1.48 0.273 AIRTEMP 5 10.1852 2.0370 27.13 0.000 Error 10 0.7509 0.0751 Total 17 11.1588 Reject H
0
and conclude that the air temperature has an effect on the mean weight gain. (b) Fisher's pairwise comparisons Family error rate = 0.314 Individual error rate = 0.0500 Critical value = 2.179 Intervals for (column level mean) - (row level mean) 50 60 70 80 90 60 -0.9101 -50
0
50
-2
-1
0
1
2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is vol)
80
75
70
50
0
-50
TEMPERAT
Residual
Residuals Versus TEMPERAT
(response is VOLUME)
1250
1240
1230
1220
1210
1200
1190
1180
1170
50
0
-50
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is VOLUME)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-56 0.1034 70 -1.2901 -0.8868 -0.2766 0.1268 80 -0.9834 -0.5801 -0.2001 0.0301 0.4334 0.8134 90 -0.3034 0.0999 0.4799 0.1732 0.7101 1.1134 1.4934 1.1868 100 1.0266 1.4299 1.8099 1.5032 0.8232 2.0401 2.4434 2.8234 2.5168 1.8368 There are significant differences in the mean air temperature levels 50 and 70, 100; 60 and 90, 100; 70 and 90, 100; 80 and 90, 100; and 90 and 100. The mean of temperature level 100 is different from all the other temperatures. (c) There appears to be some problems with the assumption of constant variance. 13-59 An article in Communications of the ACM [(1987, Vol. 30(5), pp. 53
–
76] reported on a study of different algorithms for estimating software development costs. Six algorithms were applied to eight software development projects and the percent error in estimating the development cost was observed. The data are in Table 13E-2. (a) Do the algorithms differ in mean cost estimation accuracy? Use α = 0.05. (b) Analyze the residuals from this experiment. 200
150
100
0.5
0.0
-0.5
MEANWEIG
Residual
Residuals Versus MEANWEIG
(response is WEIGHTGA)
100
90
80
70
60
50
0.5
0.0
-0.5
AIRTEMP
Residual
Residuals Versus AIRTEMP
(response is WEIGHTGA)
2
1
0
0.5
0.0
-0.5
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is WEIGHTGA)
0.5
0.0
-0.5
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is wt gain)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-57 (c) Which algorithm would you recommend for use in practice? (a)
Analysis of Variance for PCTERROR Source DF SS MS F P ALGORITH 5 2825746 565149 6.23 0.000 PROJECT 7 2710323 387189 4.27 0.002 Error 35 3175290 90723 Total 47 8711358 Reject H
0
, the algorithms are significantly different. (b) The residuals look acceptable, except there is one unusual point. 8
7
6
5
4
3
2
1
1000
500
0
-500
PROJECT
Residual
Residuals Versus PROJECT
(response is PCTERROR)
6
5
4
3
2
1
1000
500
0
-500
ALGORITH
Residual
Residuals Versus ALGORITH
(response is PCTERROR)
1000
500
0
1000
500
0
-500
Fitted Value
Residual
Residuals Versus the Fitted Values
(response is PCTERROR)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-58 (c) The best choice is algorithm 5 because it has the smallest mean and a low variability. 13-60 An article in Nature Genetics [(2003, Vol. 34(1), pp. 85
–90)], “Treatment
-Specific Changes in Gene Expression Discriminate in vivo Drug Response in Human Leukemia Cells,” reported the results of a study of gene expression as a function of different treatments for leukemia. Three treatment groups are mercaptopurine (MP) only, low-dose methotrexate (LDMTX) and MP, and high-dose methotrexate (HDMTX) and MP. Each group contained ten subjects. The responses from a specific gene are shown in Table 13E-3. (a) Check the normality of the data. Can you assume that these samples are from normal populations? (b) Take the logarithm of the raw data and check the normality of the transformed data. Is there evidence to support the claim that the treatment means differ for the transformed data? Use α
= 0.1. (c) Analyze the residuals from the transformed data and comment on model adequacy. (a) The normal probability plot shows that the normality assumption is not reasonable. (b) The normal probability plot shows that the normality assumption is reasonable. 1000
500
0
-500
2
1
0
-1
-2
Normal Score
Residual
Normal Probability Plot of the Residuals
(response is PCTERROR)
Obs
Percent
1500
1000
500
0
-500
99
95
90
80
70
60
50
40
30
20
10
5
1
Mean
<0.005
293.8
StDev
309.4
N
30
AD
2.380
P-Value
Probability Plot of Obs
Normal - 95% CI
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-59 Source DF SS MS F P Treatments 2 1.188 0.594 2.57 0.095 Error 27 6.237 0.231 Total 29 7.425 There is evidence to support the claim that the treatment means differ at α = 0.1 for the transformed data since the P
-
value = 0.095. (c) The normal probability plot and the residual plots show that the model assumptions are reasonable. 13-61 Consider an ANOVA situation with a = 5 treatments. Let σ
2
= 9 and α = 0.05, and suppose that n = 4. (a) Find the power of the ANOVA F
-test when μ
1
= μ
2
= μ
3
= 1, μ
4
= 3, and μ
5
= 2. (b) What sample size is required if you want the power of the F
-test in this situation to be at least 0.90? log(obs)
Percent
4.0
3.5
3.0
2.5
2.0
1.5
1.0
0.5
99
95
90
80
70
60
50
40
30
20
10
5
1
Mean
0.066
2.209
StDev
0.5060
N
30
AD
0.687
P-Value
Probability Plot of log(obs)
Normal - 95% CI
Residual
Percent
1.0
0.5
0.0
-0.5
-1.0
99
90
50
10
1
Fitted Value
Residual
2.5
2.4
2.3
2.2
2.1
1.0
0.5
0.0
-0.5
-1.0
Residual
Frequency
0.8
0.4
0.0
-0.4
-0.8
8
6
4
2
0
Observation Order
Residual
30
28
26
24
22
20
18
16
14
12
10
8
6
4
2
1.0
0.5
0.0
-0.5
-1.0
Normal Probability Plot of the Residuals
Residuals Versus the Fitted Values
Histogram of the Residuals
Residuals Versus the Order of the Data
Residual Plots for log(obs)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-60 (a)
=1.6, 2
=0.284,
=0.5333 Numerator degrees of freedom = 1
4
1
a
Denominator degrees of freedom = 2
15
)
1
(
n
a
From Chart Figure 13-6,
0.8 and the power = 1 -
= 0.2 (b) n
2
a(n-1)
Power = 1-
50 3.56 1.89 245 0.05 0.95 The sample size should be approximately n
= 50. 13-62 Consider an ANOVA situation with a = 4 means μ
1
= 1, μ
2
= 5, μ
3
= 8, and μ
5
= 4. Suppose that σ
2
= 4, n = 4, and α = 0.05. (a) Find the power of the ANOVA F
-test. (b) How large would the sample size have to be if you want the power of the F
-test for detecting this difference in means to be at least 0.90? (a)
= (1+5+8+4)/4 = 4.5 and 5
.
2
25
.
6
)
4
(
4
]
)
5
.
4
4
(
)
5
.
4
8
(
)
5
.
4
5
(
)
5
.
4
1
[(
4
2
2
2
2
2
Numerator degrees of freedom = 1
3
1
a
Denominator degrees of freedom = 2
12
)
1
(
n
a
From Figure 13-6,
= 0.05 and the power = 1 -
= 0.95 (b) n
a(n-1)
Power = 1-
4 6.25 2.5 12 0.05 0.95 3 4.6875 2.165 8 0.25 0.75 The sample size should be approximately n
= 4. 13-63 An article in Marine Biology [“
Allozymes an Morphometric Characters of Three Species of Mytilus in the Northern and Southern Hemispheres” (1991, Vol. 111, pp. 323–
333)] discussed the ratio of the anterior adductor muscle scar length to shell length for shells from five different geographic locations. The following table is part of a much larger data set from their research. (a) Are there differences in the mean ratios due to different locations at α
= 0.05? Calculate the P
-value. (b) Analyze the residuals from the experiment. In particular, comment on the normality assumption.
2
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-61 (a) Source DF SS MS F P Factor 4 0.003562 0.000891 4.66 0.006 Error 25 0.004782 0.000191 Total 29 0.008345 S = 0.01383 R-Sq = 42.69% R-Sq(adj) = 33.52% Level N Mean StDev Tillamook 6 0.08083 0.01312 Newport 6 0.07333 0.00905 Petersburg 6 0.10267 0.01792 Magadan 6 0.07950 0.01460 Tvarminne 6 0.09533 0.01297 Individual 95% CIs For Mean Based on Pooled StDev Level ---------+---------+---------+---------+ Tillamook (-------*-------) Newport (-------*-------) Petersburg (------*-------) Magadan (-------*-------) Tvarminne (-------*------) ---------+---------+---------+---------+ 0.075 0.090 0.105 0.120 Pooled StDev = 0.01383 Because the location P-value = 0.006 < 0.05, the effect of location is significant. (b) Box plots and residual plots follow. The plots of residuals do not indicate serious departures from assumptions. Tvarminne
Magadan
Petersburg
Newport
Tillamook
0.14
0.13
0.12
0.11
0.10
0.09
0.08
0.07
0.06
0.05
Data
Boxplot of Tillamook, Newport, Petersburg, Magadan, Tvarminne
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-62 13-64 An article in Bioresource Technology [“
Preliminary Tests on Nisin and Pediocin Production Using Waste Protein Sources: Factorial and Kinetic Studies” (2006, Vol. 97(4), pp.
605
–
613)] described an experiment in which pediocin was produced from waste protein. Nisin and pediocin are bacteriocins (compounds produced by bacteria that inhibit related strains) used for food preservation. Three levels of protein (g/L) from trout viscera extracts were compared. (a) Construct box plots of the data. What visual impression do you have from these plots? (b) Does the level of protein have an effect on mean pediocin production? Use α
= 0.05. (c) Would you draw a different conclusion if α
= 0.01 had been used? (d) Plot the residuals from the experiment and comment. In particular, comment on the normality of the residuals. (e) Find a 95% confidence interval on mean pediocin production when the level of protein is 2.50 g/L. (a) The following box plot suggests that the protein at level 1.67 produces a difference response than the other levels. 0.04
0.03
0.02
0.01
0.00
-0.01
-0.02
-0.03
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(responses are Tillamook, Newport, Petersburg, Magadan, Tvarminne)
0.105
0.100
0.095
0.090
0.085
0.080
0.075
0.070
0.04
0.03
0.02
0.01
0.00
-0.01
-0.02
-0.03
Fitted Value
Residual
Versus Fits
(responses are Tillamook, Newport, Petersburg, Magadan, Tvarminne)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-63 (b) Source DF SS MS F P Factor 2 3.455 1.727 4.90 0.023 Error 15 5.286 0.352 Total 17 8.741 S = 0.5936 R-Sq = 39.53% R-Sq(adj) = 31.46% Individual 95% CIs For Mean Based on Pooled StDev Level N Mean StDev ----+---------+---------+---------+----- Protein1.67 4 3.1875 0.2165 (---------*--------) Protein2.5 10 4.0810 0.7052 (----*-----) Protein3.33 4 4.4400 0.4725 (--------*--------) ----+---------+---------+---------+----- 2.80 3.50 4.20 4.90 Pooled StDev = 0.5936 The P-value for the protein factor = 0.023 < 0.05 so that the level of protein has a significant effect on the pediocin production. (c) Because the P-value = 0.023 > 0.01 the conclusion would change at
= 0.01. At this significance level, the protein level is not significant. (d) The normality plot has some deviations from a line. Also, the plot of the residuals versus the fitted values indicates some departures from non-constant variance. Transformations of the data might be considered. Protein3.33
Protein2.5
Protein1.67
5.0
4.5
4.0
3.5
3.0
Data
Boxplot of Protein1.67, Protein2.5, Protein3.33
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-64 (e) t
0.05/2, 15
= 2.1315, and the pooled standard deviation is 0.5936. 4.0810 – 2.1315 ×
0.5936
√10 < 𝜇
2.5
< 4.0810 + 2.1315 ×
0.5936
√10 3.681 < 𝜇
2.52
< 4.481
13-65 Reconsider Exercise 13-9 in which the effect of different coating types on conductivity was investigated. Suppose that the five coating types were selected at random from a large number of types. (a) How does this change the interpretation of the experiment? (b) What is an appropriate statistical model for this experiment? (c) Estimate the parameters of this model. 1.0
0.5
0.0
-0.5
-1.0
-1.5
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(responses are Protein1.67, Protein2.5, Protein3.33)
4.6
4.4
4.2
4.0
3.8
3.6
3.4
3.2
3.0
0.5
0.0
-0.5
-1.0
-1.5
Fitted Value
Residual
Versus Fits
(responses are Protein1.67, Protein2.5, Protein3.33)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-65 (a) The experiment now includes random effects. (b) Random effects model with ij
i
ij
y
where i
and ij
are random variables. (c) Anova: Single Factor SUMMARY Groups Count Sum Average Variance 1 4 580 145 15.33333 2 4 581 145.25 44.25 3 4 526 131.5 9.666667 4 4 517 129.25 4.25 5 4 581 145.25 7.583333 ANOVA Source of Variation SS df MS F P-value F crit Between Groups 1060.5 4 265.125 16.34892 2.41E-05 3.055568 Within Groups 243.25 15 16.21667 Total 1303.75 19 227
.
62
4
21667
.
16
125
.
265
ˆ
2
n
MS
MS
E
Treatments
21667
.
16
ˆ
2
E
MS
13-66 An article in Journal of Hazardous Materials [“
Toxicity Assessment from Electro-Coagulation Treated-Textile Dye Waste Waters by Bioassays,” 2009, Vol. 172(1), pp. 330–
337] discussed a study of pollutant removal from textile dyeing waste water with an electro-coagulation technique. Chemical oxygen demand (COD) (a common measure of water pollution) was used as the response, and three different values for electrolysis time were considered. The following data were extracted from a larger study. Suppose that a randomized complete block experiment was conducted with three blocks based on initial pH values. (a) Is there an effect of electrolysis time at α
= 0.05? Calculate the P
-value. (b) Analyze the residuals from the experiment. (c) Calculate a 95% confidence interval on mean COD removal when the electrolysis time is 15 minutes. (d) Perform an ANOVA assuming that all data are collected at a single pH value. Comment on differences from part (a). (a) Source DF SS MS F P Time 2 18.81 9.40 3.80 0.119
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-66 Block 2 2231.79 1115.89 450.56 0.000 Error 4 9.91 2.48 Total 8 2260.50 S = 1.574 R-Sq = 99.56% R-Sq(adj) = 99.12% Individual 95% CIs For Mean Based on Pooled StDev Time Mean -+---------+---------+---------+-------- 15 64.8333 (---------*---------) 30 67.3000 (---------*---------) 45 68.2667 (---------*---------) -+---------+---------+---------+-------- 62.5 65.0 67.5 70.0 Because the P-value for Time = 0.110 > 0.05, there is no significant effect of electrolysis time. (b) 3
2
1
0
-1
-2
-3
99
95
90
80
70
60
50
40
30
20
10
5
1
Residual
Percent
Normal Probability Plot
(response is COD)
80
70
60
50
40
1.5
1.0
0.5
0.0
-0.5
-1.0
-1.5
-2.0
Fitted Value
Residual
Versus Fits
(response is COD)
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-67 The residual plots are adequate. Some indication of non-constant variance is present, but there are more points at the greater the fitted values so an increased range of residuals at the greater fitted values is expected. (c) 7764
.
2
4
,
2
/
05
.
0
t
, and the pooled standard deviation is 1.574. 64.8333 – 2.7764 ×
1.574
√3 < 𝜇
15
< 64.8333 + 2.7764 ×
1.574
√3 62.3103 < 𝜇
15
< 67.3564
(d) Source DF SS MS F P Time 2 19 9 0.03 0.975 Error 6 2242 374 Total 8 2261 S = 19.33 R-Sq = 0.83% R-Sq(adj) = 0.00% Individual 95% CIs For Mean Based on Pooled StDev Level N Mean StDev -----+---------+---------+---------+---- 15 3 64.83 19.62 (-----------------*-----------------) 30 3 67.30 19.38 (-----------------*-----------------) 45 3 68.27 18.98 (------------------*-----------------) -----+---------+---------+---------+---- 45 60 75 90 Pooled StDev = 19.33 Without blocks, no effect of electrolysis time is detected. The MSError is much greater. Mind Expanding Exercises 13-67 Show that in the fixed-effects model analysis of variance E
(
MS
E
) = σ
2
. How would your development change if the random-effects model had been specified? )
1
(
)
(
1
1
2
n
a
y
y
MS
a
i
n
j
i
ij
E
and ij
i
ij
a
y
. Then .
i
ij
i
ij
y
y
and 1
)
(
1
.
n
n
j
i
ij
is recognized to be the sample variance of the independent random variables in
i
i
,
,
,
2
1
. Therefore, 2
1
2
.
1
)
(
n
E
n
j
i
ij
and 2
1
2
)
(
a
i
E
a
MS
E
. The development would not change if the random effects model had been specified because for this model also. .
i
ij
i
ij
y
y
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-68 13-68 Consider testing the equality of the means of two normal populations for which the variances are unknown but are assumed to be equal. The appropriate test procedure is the two-sample t
-test. Show that the two-sample t
-test is equivalent to the single-factor analysis of variance F
-test. The two sample t-test rejects equality of means if the statistic 𝑡 =
|𝑦
̅
1
−𝑦
̅
2
|
𝑠
𝑝
√
1
𝑛
+
1
𝑛
is too large. The ANOVA F-test rejects equality of means if 𝐹 =
𝑛 ∑
(𝑦
̅
𝑖.
−𝑦
̅
..
)
2
2
𝑖=1
𝑀𝑆
𝐸
is too large. Now,
𝐹 =
𝑛
2
(𝑦
̅
1.
−𝑦
̅
2.
)
2
𝑀𝑆
𝐸
=
(𝑦
̅
1.
−𝑦
̅
2.
)
2
𝑀𝑆
𝐸
2
𝑛
and MS
E
= s
p
2
. Consequently, F
= t
2
. Also, the distribution of the square of a t
random variable with a(n –
1) degrees of freedom is an F
distribution with 1 and a
(
n
–
1) degrees of freedom. Therefore, if the critical value for a two-sided t
-test of size
is t
0
, then the tabulated F
value for the F
test above is t
0
2
. Therefore, t
> t
0
whenever F
= t
2 > t
0
and the two tests are identical. 13-69 Consider the ANOVA with a = 2 treatments. Show that the MS
E
in this analysis is equal to the pooled variance estimate used in the two-sample t
-test. )
1
(
2
)
(
2
.
1
2
1
n
y
y
MS
i
ij
n
j
i
E
and 1
)
(
2
.
1
n
y
y
i
ij
n
j
is recognized as the sample standard deviation calculated from the data from population i
. Then, 2
2
2
2
1
s
s
MS
E
which is the pooled variance estimate used in the t-test. 13-70 Show that the variance of the linear combination 1
.
a
i
i
i
cY
is 2
2
1
σ
a
i
i
i
nc
)
(
)
(
.
2
1
.
1
i
i
a
i
i
i
a
i
Y
V
c
Y
c
V
from the independence of Y
Y
Y
a
1
2
.
.
.
,
,...,
.
Also, 2
.
)
(
i
i
i
n
Y
V
. Then, i
i
a
i
i
i
a
i
n
c
Y
c
V
2
1
2
.
1
)
(
13-71 In a fixed-effects model, suppose that there are n observations for each of four treatments. Let Q
1
2
, Q
2
2
, and Q
3
2
be single-degree-of-freedom sums of squares for orthogonal
contrasts. A contrast is a linear combination of the treatment
means with coefficients that sum to zero. The coefficient vectors of orthogonal contrasts are orthogonal vectors. Prove that 𝑆𝑆
Treatments
=
Q
1
2
+
Q
2
2
+
Q
3
2
.
If b, c, and d are the coefficients of three orthogonal contrasts, it can be shown that a
y
y
d
y
d
c
y
c
b
y
b
i
a
i
i
a
i
i
a
i
i
i
a
i
i
a
i
i
i
a
i
i
a
i
i
i
i
2
.
1
2
.
1
2
1
2
.
1
2
1
2
.
1
2
1
2
.
4
1
)
(
)
(
)
(
)
(
always holds. Upon dividing both sides by n, we have N
y
n
y
Q
Q
Q
i
a
i
2
..
2
1
2
3
2
2
2
1
which equals SS
Treatments
. The equation above can be obtained from a geometrical argument. The square of the distance of any point in four-
dimensional space from the zero point can be expressed as the sum of the squared distance along four orthogonal axes. Let one of the axes be the 45 degree line and let the point be (
.
4
.
3
.
2
.
1
,
,
,
y
y
y
y
). The three orthogonal contrasts are the
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-69 other three axes. The square of the distance of the point from the origin is 2
.
1
i
a
i
y
and this equals the sum of the squared distances along each of the four axes. 13-72 Consider the single-factor completely randomized design with a treatments and n replicates. Show that if the difference between any two treatment means is as large as D, the minimum value that the OC curve parameter Φ
2
can take is 2
2
2
2
σ
nD
a
Because 2
2
1
2
)
(
a
n
i
a
i
, we only need to shows that 2
1
2
)
(
2
i
a
i
D
. Let
1
and
2
denote the means that differ by D. Now, 2
2
2
1
)
(
)
(
x
x
is minimized for x equal to the mean of
1
and
2
. Therefore, 2
1
2
2
2
1
2
2
1
2
2
2
1
1
)
(
)
(
)
(
)
2
+
-
(
)
2
+
-
(
i
a
i
Then, 2
1
2
2
2
2
1
2
2
2
1
)
(
2
4
4
2
2
i
a
i
D
D
D
. 13-73 Consider the single-factor completely randomized design. Show that a 100
(1 −
α)
percent confidence interval for σ
2
is 2
2
/ 2,
1
/ 2,
2
(
)
(
)
σ
χ
χ
N a
N a
E
E
N
a MS
N
a MS
where N is the total number of observations in the experimental design. a
s
n
a
y
y
MS
i
a
i
i
ij
n
j
a
i
E
2
1
2
.
1
1
)
1
(
)
(
where 1
)
(
2
.
1
2
n
y
y
s
i
ij
n
j
i
. Because s
i
2
is the sample variance of ,
,...,
,
2
1
in
i
i
y
y
y
2
2
)
1
(
i
S
n
has a chi-square distribution with n-1 degrees of freedom. Then, a n
MS
E
(
)
1
2
is a sum of independent chi-square random variables. Consequently, a n
MS
E
(
)
1
2
has a chi-square distribution with a(n –
1) degrees of freedom. Consequently,
2
)
1
(
,
2
1
2
)
1
(
,
2
2
)
1
(
,
2
2
)
1
(
,
2
1
)
1
(
)
1
(
1
)
)
1
(
(
2
2
n
a
n
a
n
a
n
a
E
E
E
MS
n
a
MS
n
a
P
MS
n
a
P
Using the fact that a(n –
1) = N –
a completes the derivation. 13-74 Consider the random-effects model for the singlefactor completely randomized design. Show that a 100
(1 −
α)
%
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-70 confidence interval on the ratio of variance components 2
2
σ /σ
is given by 2
2
σ
σ
L
U
where
/ 2,
1,
Treatments
1
1
1
a
N a
f
E
MS
L
n
MS
and
1
/ 2,
1,
Treatments
1
1
1
a
N a
f
E
MS
U
n
MS
From the previous exercise, 2
)
(
E
MS
a
N
has a chi-square distribution with N
–
a
degrees of freedom. Now, n
Y
V
i
2
2
.
)
(
and mean square treatment =
T
MS
is n
times the sample variance of .
,...,
,
.
.
2
.
1
a
y
y
y
Therefore, 2
2
2
)
1
(
)
(
)
1
(
2
n
MS
a
n
MS
a
T
n
T
has a chi-squared distribution with a
–
1 degrees of freedom. Using the independence of MS
T
and MS
E
, we conclude that
2
2
2
/
E
T
MS
n
MS
has an F
a
N a
(
),(
)
1
distribution. Therefore,
1
1
1
1
1
)
(
,
1
,
2
1
,
1
,
2
2
2
1
2
2
1
,
1
,
2
2
2
,
1
,
1
E
T
f
E
T
f
a
N
a
E
T
a
N
a
MS
MS
n
MS
MS
n
P
f
n
MS
MS
f
P
a
N
a
a
N
a
by an algebraic solution for
2
2
and )
(
2
2
U
L
P
. 13-75 Consider a random-effects model for the single-factor completely randomized design. (a) Show that a 100
(1 −
α)
% confidence interval on the ratio 2
2
2
σ /σ
σ
is 2
2
2
σ
1
σ
σ
1
L
U
L
U
where L and U are as defined in Exercise 13-74. (b) Use the results of part (a) to find a 100
(1 −
α
)
% confidence interval for 2
2
2
σ /σ
σ .
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-71 (a) As in the previous exercise, 2
2
2
n
MS
MS
E
T
has an distribution. and )
1
1
(
)
1
1
1
1
1
(
)
1
1
(
)
(
1
2
2
2
2
2
2
2
2
2
U
U
L
L
P
L
U
P
L
U
P
U
L
P
(b) )
1
1
1
1
(
)
1
1
(
)
1
1
1
(
)
(
1
2
2
2
2
2
2
2
2
2
2
L
U
P
U
L
P
U
L
P
U
L
P
Therefore, )
1
1
,
1
1
(
L
U
is a confidence interval for
2
2
2
13-76 Consider the fixed-effects model of the completely randomized single-factor design. The model parameters are restricted by the constraint 1
τ
0.
a
i
i
(Actually, other restrictions could be used, but this one is simple and results in intuitively pleasing estimates for the model parameters.) For the case of unequal sample size n
1
, n
2
, . . . , n
a
, the restriction is 1
τ
0.
a
i
i
i
n
Use this to show that 2
2
1
Treatments
τ
(
)
σ
1
a
i
i
i
n
E MS
a
Does this suggest that the null hypothesis in this model is H
0
: n
1
τ
1
= n
1
τ
2
=…= n
a
τ
a
= 0? 1
)
(
2
..
.
1
a
y
y
n
MS
i
i
a
i
T
and for any random variable X
, E X
V X
E X
(
)
(
)
[ (
)]
2
2
. Then, F
a
N a
(
),(
)
1
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-72 1
}
)]
(
[
)
(
{
)
(
2
..
.
..
.
1
a
Y
Y
E
Y
Y
V
n
MS
E
i
i
i
a
i
T
Now, a
an
N
a
N
n
N
N
n
N
n
N
n
Y
Y
Y
Y
Y
Y
Y
Y
1
1
1
2
1
21
1
1
1
1
11
1
1
..
.
1
...
...
...
)
(
...
)
(
2
1
1
1
and constraint
the
from
...
)
(
)
(
)
(
)
(
)
(
1
2
2
1
1
1
1
..
.
1
2
1
1
2
2
1
1
2
1
1
..
.
1
1
1
1
a
a
N
n
N
n
N
n
N
n
N
n
n
Y
Y
E
N
n
N
n
Y
Y
V
Then, 2
2
2
2
1
1
1
1
2
2
1
{(
)
}
[(1
)
]
(
)
1
1
1
i
i
a
a
n
n
N
N
i
i
i
i
i
i
T
a
i
i
i
n
n
E MS
a
a
n
a
Because 2
)
(
E
MS
E
, this does suggest that the null hypothesis is as given in the exercise. 13-77 Sample Size Determination
. In the single-factor completely randomized design, the accuracy of a100
(1 −
α
)
% confidence interval on the difference in any two treatment means is /2, (
1)
2
/ .
a n
E
t
MS
n
(a) Show that if A is the desired accuracy of the interval, the sample size required is /2,1, (
1)
2
2
a n
E
F
MS
n
A
(b) Suppose that in comparing a = 5 means you have a preliminary estimate of σ
2
of 4. If you want the 95% confidence interval on the difference in means to have an accuracy of 2, how many replicates should you use? (a) If A
is the accuracy of the interval, then A
t
n
MS
n
a
E
2
)
1
(
,
2
Squaring both sides yields 2
2
2
)
1
(
,
2
A
t
n
MS
n
a
E
Also,
)
1
(
,
1
,
2
)
1
(
,
2
n
a
n
a
F
t
. Then, 2
)
1
(
,
1
,
2
A
F
MS
n
n
a
E
(b) Because n
determines one of the degrees of freedom of the tabulated F value on the right-side of the equation in part (a), some approximation is needed. Because the value for a 95% confidence interval based on a normal distribution is 1.96, we approximate )
1
(
,
2
n
a
t
by 2 and we approximate )
1
(
,
1
,
2
)
1
(
,
2
n
a
n
a
F
t
by 4. Then, 8
4
)
4
)(
4
(
2
n
. With n
= 8, a
(
n
–
1) = 35 and 12
.
4
35
,
1
,
05
.
0
F
. The value 4.12 can be used for F in the equation for n
and a new value can be computed for n
as
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Applied Statistics and Probability for Engineers, 6
th
edition
December 31, 2013 13-73 8
24
.
8
4
)
12
.
4
)(
4
(
2
n
Because the solution for n
did not change, we can use n
= 8. If needed, another iteration could be used to refine the value of n
.
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