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Factorial Exp Design
Factorial Exp Design
Factorial Designs
Prof. Daniel A. Menasce
Dept. of Computer Science
George Mason University
1
2001. D. A. Menasc. All Rights Reserved.
Basic Concepts
Factorial design: more than one factor is
studied simultaneously.
2k
number of factors
2
2001. D. A. Menasc. All Rights Reserved.
X11n'
X211
X212
X21n'
Xr11
Xr12
Xr1n'
Factor A
Factor B
2
X121
X122
X12n'
X221
X222
X22n'
Xr21
Xr22
Xr2n'
c
X1c1
X1c2
X1cn'
X2c1
X2c2
X2cn'
Xrc1
Xrc2
Xrcn'
3
Notation
r : number of levels of factor A
c : number of levels of factor B
n ' : number of replicatio ns for each cell
n : total number of observations (n = rcn')
X ijk : k - th observation for level i of factor A
and level j of factor B
4
2001. D. A. Menasc. All Rights Reserved.
Means
r
n'
X ijk
X=
i=1 j =1k =1
'
rcn
c n'
X ijk
X i.. =
j =1k =1
'
cn
n'
X ijk
X . j. = i =1 k =1'
rn
'
n X
ijk
X ij. =
'
k =1 n
X =
n'
X ijk
i =1 j =1 k =1
'
rcn
Factor A
1
X111
X112
X11n'
X211
X212
X21n'
Xr11
Xr12
Xr1n'
Factor B
2
X121
X122
X12n'
X221
X222
X22n'
Xr21
Xr22
Xr2n'
c
X1c1
X1c2
X1cn'
X2c1
X2c2
X2cn'
Xrc1
Xrc2
Xrcn'
6
X i.. =
X
j =1 k =1
ijk
cn'
1
i
Factor A
1
X111
X112
X11n'
X211
X212
X21n'
Xr11
Xr12
Xr1n'
Factor
2
X121
X122
X12n'
X221
X222
X22n'
Xr21
Xr22
Xr2n'
c
X1c1
X1c2
X1cn'
X2c1
X2c2
X2cn'
Xrc1
Xrc2
Xrcn'
X . j. =
n'
ijk
i =1 k =1
rn
'
1
Factor A
1
X111
X112
X11n'
X211
X212
X21n'
Xr11
Xr12
Xr1n'
Factor B
2
X121
X122
X12n'
X221
X222
X22n'
Xr21
Xr22
Xr2n'
c
X1c1
X1c2
X1cn'
X2c1
X2c2
X2cn'
Xrc1
Xrc2
Xrcn'
8
X ij . =
k =1
X ijk
n'
1
Factor A
1
X111
X112
X11n'
X211
X212
X21n'
Xr11
Xr12
Xr1n'
Factor
2
X121
X122
X12n'
X221
X222
X22n'
Xr21
Xr22
Xr2n'
c
X1c1
X1c2
X1cn'
X2c1
X2c2
X2cn'
Xrc1
Xrc2
Xrcn'
9
Factor B
Variation (SSB)
df = c - 1
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
10
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
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c n'
SST = X ijk X
i =1 j =1k =1
12
2001. D. A. Menasc. All Rights Reserved.
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
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14
2001. D. A. Menasc. All Rights Reserved.
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
15
SSB = rn ' X . j. X
j =1
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2001. D. A. Menasc. All Rights Reserved.
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
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18
2001. D. A. Menasc. All Rights Reserved.
Interaction (SSAB)
df = (r 1)(c-1)
Random
Variation (SSE)
df = rc(n 1)
19
c n'
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2001. D. A. Menasc. All Rights Reserved.
10
Mean Squares
SSA
r 1
SSB
MSB =
c 1
MSA =
MSAB =
MSE =
SSAB
(r 1)(c 1)
SSE
rc (n ' 1)
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MSA
MSE
Reject H 0 if F > Fu
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2001. D. A. Menasc. All Rights Reserved.
11
F=
MSB
MSE
Reject H 0 if F > Fu
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2001. D. A. Menasc. All Rights Reserved.
F=
MSAB
MSE
Reject H 0 if F > Fu
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2001. D. A. Menasc. All Rights Reserved.
12
1
1
1
1
2
2
2
2
1 CPU
101.0
103.0
102.4
104.0
43.0
46.0
45.0
49.0
Server
Server
Server
Server
Servers
Servers
Servers
Servers
2 CPUs
98.0
97.5
99.3
100.0
41.0
44.0
42.0
46.0
25
1 CPU
2 CPUs
Total
1 Server
Count
Sum
Average
Variance
4
4
8
410.4
394.8
805.2
102.6
98.7
100.65
1.573333 1.326667 5.588571
2 Servers
Count
Sum
Average
Variance
4
4
8
183
173
356
45.75
43.25
44.5
6.25 4.916667 6.571429
Total
Count
Sum
Average
Variance
8
8
593.4
567.8
74.175
70.975
926.7593 881.1621
ANOVA
Source of Variation
Number of Servers
Number of CPUs
Interaction
Within
SS
12611.29
40.96
1.96
42.2
Total
12696.41
df
MS
F
P-value
F crit
1 12611.29 3586.149 3.11E-16 4.747221
1
40.96 11.64739 0.005146 4.747221
1
1.96 0.557346 0.469706 4.747221
12 3.516667
15
26
13
120
102.6
98.7
100
80
55.45
56.85
60
40
45.75
43.25
20
1 CPU
2 CPUs
1 Server
2 Servers
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2001. D. A. Menasc. All Rights Reserved.
120
100
80
60
40
20
0
1
2
1 Server
2 Servers
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2001. D. A. Menasc. All Rights Reserved.
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