CUTHBERT DANIEL
1 16 Pinehurst Ave., New York 33, N. Y.
Application of Statistical Methods
in Chemical Engineering
1 The backlog of
engineering problems is large
b Best immediate prospect is that some engineers will study this research
and decide to use some of it
MOST chemical engineers spend
part of their time interpreting data.
Kearly all data require interpretation;
only rarely do the numbers force a single
indubitable conclusion on the inter-
preter. Even when “the data” consist
of a single number, the experienced
engineer knows that another measure-
ment taken under essentially the same
conditions would not always agree ex-
actly with the number a t hand. Such
discrepancies are often shrugged off
with some unverified statement: “Condi-
tions have changed” or “We thought
that carload was poor” or “The assay
lab again.”
The fact that every system possesses
some intrinsic random variability is not
easily accepted by chemical engineers.
Perhaps part of the reason for this re-
jection is the engineer‘s lack of knowl-
edge of how to be objective in drawing
conclusions from uncertain data. He
can hardly be blamed for this since none
of the standard texts-e.g., Walker,
Lewis, McAdams, and Gilliland‘s “Prin-
ciples of Chemical Engineering” (22),
Perry’s “Chemical Engineers’ Hand-
book” (76), Sherwood and Reed‘s
“Applied Mathematics in Chemical
Engineering” (20) makes even a passing
reference to modern statistical methods.
Random variation and the uncer-
tainty it brings with it cannot be entirely
eliminated by mathematical manipula-
1 392 INDUSTRIAL AND ENGINEERING CHEMISTRY
statistical knowledge ready to be applied to chemical
tion. There are, however, many cases in
the experience of every statistician, and
quite a few in the literature, in which
random error has been strikingly reduced
by statistical means. Some examples
appear later.
A major contribution of statistics to
chemical engineering lies in giving engi-
neers a means of measuring the random
variability of their processes, together
with a means of partitioning the vari-
ability into parts allocable to different
sources. Thus, if the engineer could
actually say “80% of our observed prod-
uct variability comes from raw-material
variation, 159& from process variation,
and 5% from assay uncertainty,” he
would take entirely different action from
that needed if the percentages were re-
spectively 20. 40, and 40. This sort of
partitioning (discussed later) is called
components-of-variance analysis.
When large masses of data on pres-
sures, temperatures, concentrations, and
other operating conditions have already
been accumulated, it is natural to be-
lieve that they must contain a great deal
of information about the process. The
analysis of these data is usually handled
by the statistical device called “multiple
regression” analysis. The yield of in-
formation from these data, per dollar
spent, is generally low. They contain
much less information than data taken
under planned conditions. T o this
must be added the further adverse cir-
cumstance that the numerical work re-
quired to extract the little information
present is expensive and complex, usually
requiring large-scale computing ma-
chinery.
When the effects of a considerable
number of independently variable fac-
tors are to be studied, factorial designs
and their fractional replications are
available. I t is the writer’s opinion
that the greatest gains from current
statistical methods applied to chemical
engineering problems will be made in
this area. The practicability of study-
ing the simultaneous impact of several
factors (five to fifteen are oftcn man-
ageable) is a windfall unsuspected by
most engineers.
By far the commonest application of
statistics to the proccss industries is in
the use of some of the techniques of sta-
tistical quality control. Simple plotting
of the averages of small adjacent groups
of readings gives many operating engi-
neers a chance to visualize the operation
of the plant more effectively than the
usual columns of hourly or shift figures.
Parallel plotting of the scatter (range)
within the small sets gives one a feeling
for how large the variability of neighbor-
ing points is and, even more important,
a sense of how stable thisvariability is.
If the papers published in the Trans-
actions of the National Conocntions of the
American Society for Quality Control are
typical, then improvements in stability
can often be produced even with very
little attention given to such tiresome
details as assumptions. The simple
attention-calling of the range and mean
charts appears sufficient to induce im-
provement in many cases.
More careful appIication of the serious
ideas behind statistical quality control
can hardly fail to produce even better
results. The idea of verifying the sta-
bility of the population sampled (estab-
lishing a “state of statistical control,”
 in W. A. Shewhart’s phrase) is a serious
one, cutting deeply into the whole set
of ideas and practices called scientific
method. T h e idea of rational sub-
groups gives in many cases a real hand-
hold in the separation of measurement
error from process error. T h e idea of
examining long sequences of process
measurements in rational groups, to
watch for trends, jumps, mavericks, and
mistakes, is the third first-rate idea of
statistical quality control.
Perhaps the principal use of statistical
quality control for chemical engineers
will turn out to be as an educational step
in the development of men who will
want to make more thoroughgoing
applications of statistics. Statistical
quality control as it may be applied in
the process industries is discussed further
in a later s-ction.
The statistical devices mentioned so
far (componen ts-of-variance analysis, de-
sign of experiments, multiple regression,
and statistical quality control), even
though modern, are standard and so to
speak ready-made. \%‘henever the as-
sumptions made in their derivations
appear justified, efficient use may be
made of these tools. The bulk of this
paper is directed to discussing these
methods and some others Lvhich have
already attained wide use.
Some statisticians feel that these ready-
made tools are not likely to remain the
major contributions of statistics, that
they are not modern (the main prin-
ciples were clearly understood twenty
years ago), and that new statistical tools
should be forged, more closely fitted to
chemical engineering situations. These
contentions may well be true. Much
can be learned, however, by using the
available and tested methods. Their
lack of modernity does not mean that
chemical engineers have used them
widely; indeed their age has been at-
tained in occasional and cautious ap-
plication.
Some parts of statistics apply with
about the same cogency to laboratory
scale engineering research, to pilot plant
work, to semiworks process development,
and to full scale plant tests. This degree
of generality is claimed for regression
analysis and for the related area-
statistical design of experiments. Oper-
An experimental plan which uses 1/2 (figure a t left), 1/4 (center), 1/8 (right) of the treatment combinations from a com-
plete factorial design with seven factors, each a t two levels. (Letters denote the factors, subscripts the levels of factors,
shaded squares the combinations to b e used)
ating engineers, and those connected
with assay and control laboratories,
find quality-control charts of direct and
easy use, both in judging process sta-
bility and in evaluating the analyses
reported by the laboratories. The re-
cently developed methods of acceptance
sampling by variables have found ap-
plication in plants which receive raw
materials in batches, or in lots that have
serious heterogeneity-e.g., iron ore-
and which therefore require some sophis-
tication in sampling methods.
T o return to the general discipline
called here “the statistical part of ex-
perimental design,” developed origi-
nally by Fisher (72),it appears that some
parts of this field apply directly when-
ever more or less variable measure-
ments of the effects of several factors are
to be made. The general problem of so
placing experimental points that they
give maximum information about the
effects of several independent variables
has been solved for many common situ-
-“ , latest developments. Some develop-
-3r -‘d 0 +e 72” + 0
The normal law of error
ations. T h e work of Box and his associ-
ates (3, 6, 8 ) is finding increasing appli-
cation, especially in bench and pilot
plant work.
O n the other hand plant scale tests
with their great expense, limited range
of variation of factors, and high vari-
ability, are usually best run as “fac-
torial designs.” An unexpected ad-
vantage of these designs is that they can
usually be arranged so that no out-of-
specification material is produced.
Statistical Literature. There are now
available several works written expressly
for chemists and chemical engineers by
statisticians of rank. Two of these de-
serve immediate reference since thev
VOL. 48, NO. 9
- =
92 high temperature
84
Results at
82 . low temperature
80
-0 1 2
TIMU scale
Solid lines show no interaction between
temperature and time. Lower solid
line and upper dotted line illustrate
interaction between temperature and
time
should be on the desk of any engineer
using statistical methods.
“Statistical Analysis in Chemistry and
the Chemical Industry,” by Bennett
and Franklin ( Z ) , is a one-volume text
planned to take a patient engineer most
of the way from the very beginning to
medium competence in application.
Its balance between theory and appli-
cation is excellent, especially as its au-
thors show frequent recognition of the
fact that it is only theory that is applied.
No experienced engineer will expect a
single text to answer all his questions,
or to give a clear summary of all the
ments that were already well along when
the book was being written do not ap-
pear. S e w work on error rates and
allowances-mainly by Tukey and his
associates (27)-on fractional replication
of factorial designs (7, 14) and, on the
fitting of response surfaces (3-6) are in
the writer’s opinion not fully treated
in this volume. But it is quite safe to
say that engineers who have mastered
the contents of this single book will gen-
erally know what to read next, and they
will actually know more about the
field than most engineers who have
been brought up on less important texts.
Probably the very next book to be
read by the engineer who has studied
Bennett and Franklin will be “Design
and Analysis of Industrial Experiments,”
edited by Davies (9). Many new ex-
SEPTEMBER 1956 1393
 Millions and millions of digits-indispensable
amplrs of factorial designs are given
and a n excellent summary of the main
points in Box’s surface-fitting program
takes up a full chapter. The research or
development engineer who has used or
read both these works will be able to
decide responsibly on the extent to which
statistical design can aid him in his work.
Some will wish to extend their insight
into the designs proposed by reading
some of the historically important papers
and books. The leading papers are by
Fisher and by his colleagues, especially
Yates. Forty-three of Fisher‘s papers
are available in ( 7 7 ) Yates’s pamphlet
“Design and Analysis of Factorial
Experiments” (24), readable by chemi-
cal engineers with average mathematical
background. A good summary of the
underlying distribution theory is to be
found in Kempthorne’s book ( 7 4 ) .
Some engineers and chemists, finding
the ideas of statistics unfamiliar and
abstruse, may wish to start their reading
with Youden’s little book (25). Written
by a chemist who has himself made
major contributions to statistical meth-
ods, this work has been criticized only
as being perhaps too persuasive.
An optimist might report cheerfully
on the prospects, the trends and the op-
portunities in statistical education, but
the record of current activities is short.
A term of statistics is now required in the
course work of undergraduates in chemi-
cal engineering a t Cornell. As far as
the writer knows, no other school has
such a requirement. A similar elective
course a t Princeton is well attended.
1 394 INDUSTRIAL AND ENGINEERING CHEMISTRY
building blocks in statistical design of many experiments
In many universities chemical engineer-
ing students can take courses in statistics
given in other departments. The range
of excellence of these courses is so wide
that it lvould seem safer to plan self-
teaching until some more serious system
of accrediting is in wide use.
Something can be judged by the
quality of texrs used in statistics courses
for engineers. If either of the two longer
works praised above or Hald‘s book (73)
is used. and if the instructor has himself
some experience beyond the field of qual-
ity control in applying statistical meth-
ods to chemical engineering problems,
then the course is in all likelihood a
recommendable one. But it appears-
a t least in the East and Midwest-that
these conditions are not met by many of
the courses offered.
An interesting interim effort to bridgr
the gap between demand and supply of
serious statistical teaching is being made
by some schools in the form of short
,,.
“intensive” courses. These courses tend
to become propaganda sessions if they
are shorter than a week, and are some-
times merely extended exhortations when
longer. The minimum course from
which something can be gained by a
willing chemical engineer is: in this
ivriter‘s opinion. a 6-week course a t one
of the major statistical centers of the
country. (hlost statisticians would judge
the statistical departments of the State
College of North Carolina, of Iowa Stare
University, and of Princeton. Columbia,
Stanford. and the University of California
as in this category. hlan)- ivould ivant
to add to these the departments at Vir-
ginia Polytechnic Institute and a t the
University of Illinois.)
Statistical and Scientific Methods.
There is a feeling among some engineers
and scientists that statistical methods
are put forward as a substitute for other
methods usually referred to as “scien-
tific.” This feeling is admittedly re-
enforced by the scientific limitations
of some of the proponents of statistical
methods. The defective integration of
modern staristical ideas with the general
scientific program has resulted in the
more-or-less ingroxvn development of a
sizable bolus of material that now must
be accepted or rejected as a whole.
There is little content to the argument
often heard from scientists bvho are not
statisticians to the effect that they prefer
exact methods and hence will have
nothing to do with statistics.
The real decisions to be made are :
a. Between archaic and modern sta-
tistics
6. Between less and more efficient
methods of collecting data
c. Betlveen judging by fashion and
current practice and judging by taking
the time to make a more logical ap-
praisal
Each of these choices has been stated
ro make clear which is the desirable alter-
native. Scientists can hardly maintain
the convention that whatever they are
noiv doing is scientific and that all elsr
is not scientific.
Many introductory- texts in physical
chemistry. elementary physics, and ai)-
plied mathematics contain a section on
“errors of measurement.” This section is
usually a n oversimplified presentation
of Gauss‘s propagation-of-error equa-
tions, making the assumption (usually
unstated) that if there is random vari-
ation, it must be in the measuring oper-
ation. I t violates the scientists‘ deter-
ministic preconceptions to consider that
random variation may be present in the
process itself. This objection persists
in spite of the successes of random
(“stochastic”) models in many parts of
pure science, from the kinetic gas theory
and statistical mechanics to particle
physics and radiation chemistry. The
preference for exact methods is entirely
natural and such methods will al\vays be
striven for. but it seems safe to say that
there \vi11 for some time remain a n area
of scientific endeavor in which such exact
methods are not a t hand. The graphs
which appear in every issue of every
chemical engineering journal-and
ivhich shoiv the data points-support
this contention.
For many readers, it is not necessary
to add the comment that statistical
methods cannot be substituted for tech-
nical competence or for creative scien-
tific thought. They are only offered as
efficient means of testing scientific ideas,
of measuring properties, of screening
large numbers of alternative possibili-
ties, of aiding in making the decisions
that plague all technical men, especially
chemical engineers. A clearer exposi-
tion of this point of vierv is to be found in
“Introduction to Research,” by TVilson
(.??).
Improvements in Precision a n d
Accuracy of Measurements
Paired Comparisons Versus Ab-
solute Measurements. For some pur-
poses so-called “absolute” measurements
are required, but more often than not it
is the comparisons between several con-
ditions that are of major interest. Such
direct comparisons must usually be made
”close together.” Color matching, flavor
preferencing, and scent grading all have
their more objective counterparcs in
chemical engineering. It is usually better
to test the effect of raising some tempera-
ture in adjacent time periods, and with
the same lot of raw material, if that is pos-
sible. Of course, the effect \vi11 have
to be checked a t other (adjacent pairs
of) time periods, and n i t h other lots of
raw material. But it is generally-and
rightly-believed that comparisons that
are more closely grouped are likely to
be more sensitive indicators of the dif-
ference to be estimated.
Suppose four different catalysts are
to be compared, and that only three
can be tested in one day. The obvious
subdivision to make is into all possible
scts of 3-namely, (1, 2, 3), ( l ? 2; 4),
(1, 3, 4), and (2, 3, 4 ) . Direct com-
parisons of, say, 1 with 2 are possible in
the first two of the sets. An indirect
comparison is possible for the latter two
sets since 1 is compared with the average
of 3 and 4 in the third set, and 2 with the
average of 3 and 4 in the fourth set. The
proper means of weighting these three
comparisons will not be detailed here:
but it is worth remarking that informa-
tion from all four blocks is used in draw-
ing conclusions about every difference.
Instead of using some standard catalyst
in every block, which would consume
one third of the test time, lve can use
pairs of catalysts as go-betweens for
making indirect comparisons.
T h e variety of such balanced block de-
signs is great and has been very com-
pletely worked out. -An introductory
discussion appears in Youden (76).
More detailed treatments appear in
Kempthorne ( 7 I): in Cochran and Cox
(8),and in Davies ( 9 ) .
Controls Generalized. As suggested
above, the scientific dogma of “adequate
controls’‘ is capable of considerable
generalization and strengthening. es-
pecially \\-hen small blocks of experi-
mental material tend to be more homo-
geneous than larger ones. Suppose that
only two treatments (one comparison)
can be arranged inside the natural block.
The block may be a day, a shift. a batch
of raw material: a pair of reactors, or
xvhatever other natural grouping is ex-
pected to be homogeneous. To com-
pare, say? nine treatments using a con-
trol each time means that half of all the
work done is given over to the control.
Suppose each pair is done in duplica-
tion. Eighteen blocks are required and
each condition or treatment is looked
a t twice. But different treatments can
be compared only through their (match-
ing) standards or controls, rvhich brings
in some error each time.
Consider in contrast to the nine treat-
ments, each paired \vith a standard in
duplicate, the following set of 18 pairs
taken from Kempthorne ( 7 1 , p. 554):
(1: 21, (1, 31, (1: 41, (1: a> ( 2 , 31, (2: 3,
(2, 81,(33 61, (3, 91, (4: 3, (4: 61, (4: 71,
(5, 6 ) . (5: 8), ( 6 : 91%( 7 >8): ( 7 >91, (8,9).
Each of the nine treatments or condi-
tions can be compared \vith each other
but not all comparisons are direct. For
example, 1 is compared with 2: 3. 4,
and 7 directly. These comparisons are
exactly as precise as the duplicate com-
parisons through a standard considered
above. But in addition, 1 may be com-
pared with 2 by matching (1, 3) Lvith
(2, 3), also by matching ( l ! 4), (4: 5)
and (2, 5): and finally by matching
(1, 7), (7, 8) and (2, 8 ) . The proper
weighting to give the three sorts of com-
parison is not shown here) but it is clear
that the comparison using all these bits
of information is considerably more pre-
cise than by the classical each-treat-
VOL. 48, NO. 9
ment-versus-standard method. I t is aIsu
possible to extract some information
from these 18 “partially balanced in-
complete blocks” abouE the random
error made inside blocks.
Exactly analogous remarks hold for
the other eight treatments, and so this
design will in general give more precise
results than the usual plan. Of course?
if the standard is still needed for com-
parison purposes, one of the niny num-
bers used must be allocated to it.
Drift and Time Trends During
Experimentation. Since drift is usu-
ally less between adjacent units or ron-
secutive times, the ideas reviewed in thr.
preceding section have also direct use
here. Youden’s work. some of i t ahead!.
known to chemical engineers through
his columns in Industrial and Engineering
Chemistry (1954-5). is especially note-
worthy because of its combination oi‘
ingenuity and fitness. His paper (76)
shoFvs hoiv to arrange measurements in
one sequence so as to have all compari-
sons practically unaffected by instru-
mental drift.
A more exact but more difficult
scheme, allowing for elimination of an)-
polynomial trend (of kno\vn degree)
is discussed by Box (..I, 5). This method
is appropriate for estimating the first-
order effects of any number of inde-
pendently variable factors. First-order
multifactor designs arc also discussed
later.
Extra Measurements. It is evident
from the experimental plans outlinrd
thus far, that all possess a high degree of
internal balance and symmetry. It
follows that any later additions, fur
example. a n extra set of measurements
a t a n intermediate temperature level,
\vi11 not ordinarily have the built-in
richness of comparability that the earlier
sets shoLved. I n many cases it is possiblc
to reserve some of the several batches of
raw material so that, if further com-
parisons are needed, material \vi11 bc
available for linking the new treatments
with the old. Xgain Youden has mad?
the earliest contribution.
A discussion of successive blocks in a
multifactor experiment. to be run onc
after another when improved sensitivity
is desired, is given in the section on ap-
plications.
Carrying this idea to the point wherc,
the decision to make each measurement
rests on the results of the last measure-
ment gives us the devices called se-
quential plans. These are also dis-
cussed under “applications.”
Control of Laboratory Precision and
Accuracy. Although many analytical
chemists incline to consider such action
as impugning their professional com-
petence, engineers often send in duplicate
samples for assay, ivith different code
letters. I t is no secret that such dupli-
cates do not in general agree so \vel1 as
SEPTEMBER 1956 1395
,the parallel pairs that chemists tradi-
tionally run.
A more justifiable course would be for
the assay laboratory to publish regularly
its precision for each type of assay. These
precisions would have to be determined
by “sleepers” (duplicate samples uni-
dentifiable by the analysts, but known
to the Iaboratory director). If some of
the sleepers are also made up as stand-
ards, then a running pair of plots-one
of the ranges of duplicate pairs, the other
of the averages of the pairs-can be used
to keep track of the analyst’s perform-
ance both as to the stability of his pre-
cision (as measured by the ranges
behaving stably), and of his accuracy
(as judged by the pair averages hover-
ing around the true or standard value,
with no long runs on either side). Na-
turally such a chart system should be
set up with the aid of a quality control
engineer. Naturally too, as stability
over considerable periods of time is
demonstrated, relaxation in the fre-
quency of sampling should be arranged.
Applications of Statistics
to Chemical Engineering Research
and Development
Use of Data Already Available.
Statistical advice is usually sought by
the chemical engineer who has collected
a mass of data which resists “ordinary”
interpretation. The data may have
been accumulated over a term of plant
operation or may be the result of a num-
ber of laboratory experiments or suc-
cessive pilot plant runs. Indeed such
collections are sometimes made the
occasion for “trials” of statistical methods.
I t should be said at once that such trials
are usually failures. A common reason
for failure is that the data are inhomo-
geneous. Inhomogeneity as used here
means that some conditions (not measured
and often not even namable) have
changed (slowly or suddenly), so that
different sections of the data are actually
samples from quite different populations.
Perhaps almost as frequent a cause of
failure is the personal one. the self-
styled statistician not having been careful
to master the assumptions and limitations
of the data-reduction methods he uses.
The so-called multiple-regression
methods are by far the most useful in
reducing massive data to a few manage-
able equations. In the hands of com-
petent workers aided by modern com-
puting machinery, such data can some-
times be made to yield valuable informa-
tion. Even in the contrary cases, where
“no significant regression” is found, the
analysis may pin the possible effects of
some factors into a small enough range
so that useful statements may be made
about the lack ofinfluence of these factors.
Many of the statistical contributions to
data correlation can be indicated through
1 396 INDUSTRIAL AND ENGINEERING CHEMISTRY
a rather generalized example. A cor-
relator is confronted with a volume of
plant data which gives the daily values
of siveral outcomes (yields, various
properties of a product being made, etc.)
along with the measured values of a
number of plant operating conditions and
some repeatedly measured properties of
incoming streams.
The outcomes-of which J are re-
corded-are to be called y, (where j =
1, 2, 3. , . . , J ) . The independent vari-
ables will be named xi, where i = 1, 2 ,
3, . . . , I. There are then I “independ-
ent” factors. The main assumptions
that must be satisfied for the simplest or
classical (least-square) fit of a set of
equations of the form Y , = f , ( x , ) are as
follows :
a. An equation connecting each y j
with the x i is known as to form, but has
several unknown constants in it. The
equations are (for the simplest case)
linear in the unknown constants, but not
necessarily in the xi. Thus it is as-
sumed that
where the form of all the ppl~(xJare known
and only the constants b k ( k = 0, 1, 2,
. , . , K ) are to be determined. Each
p may be a function of several X I . It
is not judged necessary here to adjoin
the subscriptj to every term on the right.
b. Each datum point is complete, con-
sisting of a t least one measurement of
each x1 and one of each y,; a “datum
point” is then a set o f 1 f J numbers.
c. Each x, is quite precisely measured,
compared with its actual spread in the
data under study.
d. The scatter of each y j for fixed x i ,
although unknown, is about the same
regardless of the set of values a t which
the x1 were fixed.
e. No pair of x i shows very close
linear correlation. (If such linear cor-
relation is found, it is easy to reinstate
this assumption by dropping one of the
correlated pair.)
If assumption a (known form of equa-
tion) is not a safe one, it may be prac-
ticable to test the data for the existence
of some connection simply by seeing
whether “near duplicates”-i.e., y, values
taken for the (small) sets of nearly match-
ing x,, are more closely equal than non-
neighbors-Le., y 1 values taken for widely
differing sets of xi values. If near-
duplicate y, do in fact match better than
nonneighbors (exact statistical tests are
not available), then there must be some
dependence of y , on the x , , and full en-
gineering and technical effort would be
brought to bear to derive the form of the
relation, thus reinstating assumption a.
If the form of equation relatingyj to the
xi is known but is not linear in the un-
known constants, then laborious trial-
and-error methods must be used. Oc-
casionally a series approximation can be
developed to bring this part of assumption
a back into force.
If assumption b requires, as it often
does, that a large part of the data be re-
moved from the study, this is mainly an
advantage, since it serves to emphasize
that voluminous data do not necessarily
contain a large amount of information.
If certain fixed sets of x , are present in
subgroupings of the original collection,
then each may be analyzed separately.
But if, as is more usual, there is little
uniformity in rhe names of the missing
xi, then only the “complete” points can
be analyzed. (A recent case in the
writer’s experience saw the reduction of
1300 datum cards to 300, in order to
meet this restriction.)
Assumption c is sometimes mistakenly
ignored. Each x , that is measured with
error comparable with the scatter of xi
in the data will generally be judged to
have no influence, or to have one that is
a n underestimate of its true influence.
However, if the observed values of
some x , cluster around a few target- or
specification-values from which they
differ because of control difficulties (not
measurement errors), then “unbiased”
estimates of the true bk may bc found.
The “error in y , for fixed x,,” sometimes
called the “error of estimate,” is usually
assumed independent of the x, when a
least-squares fit is made. If the error
of estimate varies widely from point to
point in x , space, then unbiased estimates
of the 61,may still be obtained but the
precision of these estimates may be
very low. The alternative is to weight
the datum points inversely by their local
scatter. Such a “weighted regression
analysis” is not easy, and is most fruitful
when the weights are rather well known
or vary very widely.
Once these assumptions are shown to
apply tolerably well for a particular set of
data, then the work of estimating the
constants, bk: and their uncertainties,
is not too onerous. The estimation of
thirty such values, with the precision of
each, would have been considered quite
unmanageable twenty years ago, but is
now commonplace, thanks to the de-
velopment of automatic computing ma-
chinery.
One useful way to present the con-
clusions of such a numerical analysis is
by means of two equations for each de-
pendent variable. The first is a pre-
diction equation, which gives the best
prediction of E’, values (Y, being the true
value of whichj, is an observation). given
any set of x , in the range studied. The
second equation shows how well the first
one predicts. In terms of the p K , this
equation is that of a hyperboloid of two
sheets. I t is usually displayed as a table
of values showing the error of prediction
for various favorable and unfavorable
combinations of the x,. This form of
judgment of the quality of prediction (or
of representation of the data used) is more
intelligible to engineers than is a large
collection of statements about the “sig-
nificance” of the various constants in the
prediction equation.
Many engineering readers will have
long since asked themselves, What is
wrong with current common sense
methods? The common sense method
usually starts by winnowing the available
collection of numbers, retaining only
those that are thought by experienced
men to have some relevance to the
current problem. No one objects to this
phase of the “c.s. method.”
T h e second step, sometimes used even
as part of the winnowing process, is that
of graphing some of the important in-
dependent variables against one (or
more) of the dependent ones. A serious
error is sometimes made here. To take
a very simple example, suppose that the
true relation is
and that in the data a t hand XI and x2
are in fact linearly correlated so that
The constants bo, b l , 6 2 , G and d are not
known. If a single scatter diagram of
y versus X I is now attempted, it is clear
that the rate of change of Y with x I for
fixed xp that will be estimated is ( b l+ bzd)
and not bl. I t is entirely possible for
the former quantity to be widely different
from the latter. Such confusions are
eliminated by the multiple-regression
type of analysis.
Put more generally, it is a pleasing and
quite general property of least-squares
analysis (when the assumptions given
above are all roughly satisfied) that they
give unbiased estimates of the true (un-
known) constants. The term unbiased
refers to a long range property. In a
particular case some of the estimated
slopes will be larger than their true
values, and some smaller.
The writer has occasionally en-
countered enterprising engineers who
have decided on their own to tackle
cases \\.here there is heavy error in one or
more x , as well as in some of the y,.
They have responded to this by deriving
equations that minimize, say, the per-
pendicular distances of the observed
points from the fitting plane. This plan
is usually of little use, since it will have
parameters that are not scale invariant.
Thus changing the scale of one of the x1
will give a different plane. Even using
five squares per unit for XI on the graph
paper chosen instead of ten will then give
a different predicting equation! A
sounder approach to such a problem
would start with the services of a
statistician who is familiar with the
“identifiability problem” and with so-
called multivariate analysis.
The paragraphs just preceding are not
planned to make their readers better
analysts, but only to indicate some rather
common situations which are now
manageable by fairly well understood
methods. These methods, while not
so simple as to be mastered overnight,
are not so complicated that chemical
engineers need despair. It is fortunate
that a t least two first-rate expositions
by engineers and chemists are now avail-
able (2, 73).
The engineer who is approaching
multiple regression for the first time will
probably want to have both books a t
his desk, since different aspects of nomen-
clature, order of presentation, and even
subject matter of examples, will appeal
to different readers. A word of warn-
ing should be given to the engineer who
has read some book on data fitting and
who feels that the methods he is familiar
with are much simpler and probably
nearly as good. Many results of great
usefulness were given by Gauss. These
were partly rediscovered and greatly
extended by Fisher. Perhaps a fair
touchstone of the responsibility of recom-
mendations on curve and surface-fitting
would be the extent of reference to Gauss
and to Fisher. An excellent set of supple-
mentary readings on regression is given
in (73). Of use to the engineer con-
fronted with a multivariate problem
(uncertainty in several variables in a n
equation) is the book by Rao (78), but
this work is far more difficult than those
hitherto named. Research in multi-
variate analysis is proceeding rapidly,
but the services of a statistician active in
the field will be required for up-to-
date application.
The results of a careful multiple-re-
gression analysis are often discouraging.
Great masses of data are fed into com-
plicated calculations only to find that a
few slopes are estimated with about
4=507, precision. I t violates our sense
of fitness to find so little issue from such
a voluminous substrate. A more ob-
jective sense of the proportionality factors
relating amount of data to amount of
information can be developed by con-
sidering a few elementary examples.
Suppose that the relation between some
variable Y measured with precision U, and
a variable x , which can be measured with
negligible error, is known to be linear.
Thus: Y = bo + blx. The true value of
the slope, 61,is not known. The value of
x can be set a t any value inside some
range, XI to X I I , and then y can be
measured. Since each Y is measured
with uncertainty, the slope is also esti-
mated with uncertainty. A’ measure-
ments are to be made, and they may be
spaced as the experimenter sees fit. The
uncertainty in slope is related to the un-
certainty in the y valucs by the equation
U*P = u”/s(x - Q)Z (4)
VOL. 48, NO. 9
where ub is the the standard error of the
slope
u is the standard deviation of dupli-
cate y values
-
S ( x 2)z is the sum of squares of
deviations of the chosen x values from
their average, 3
T h e measurements may be equally
spaced over the interval X I to XII, but it
seems likely that the points near the
middle of the x range are giving little
information about the slope. Equation
4 confirms this conjecture. At the other
extreme the data may all be taken with x
a t x I or a t xII, and again it seems reason-
able to take iV/2 observations a t each
end. Using only Equation 4,one easily
finds that the ratio of the variance of
slope for the equally spaced case to the
variance of slope for the equally bunched
-
case is 3(N 1)/(N + 1). (The square
of a standard deviation or standard error
is called a variance.)
Thus for any tolerably large A’ the
equally bunched arrangement is in this
important sense three times as effective
as equal spacing. Put the other way,
almost three times as many equally
spaced measurements will be required
to reach any given precision of slope
estimation as will be needed if the
measurements can be equally bunched
over the same x range. The new
property of a set of data that is utilized
here is its arrangement. The extensions
and generalizations of this motion are
a large part of the field, unfamiliar to
most engineers, called the statistical
design of experiments. Some of these
developments will be discussed later.
The connection between Equation 4
and the apparent paucity of information
in much plant and operating data is
easy to make. Inspection of such data,
classified by each X I in turn, usually re-
veals that most of the data are grouped
rather closely around the average value
for that X I . T h a t is just the position that
gives least information about the rate of
change of y with X I .
It is quite common to find that pairs of
x I vary together (or in opposition) so that
it is not easy to separate the effects of the
two. Such correlations, which can occur
for many pairs of X I in a single set of
data, further weaken the informative
value of the set with respect to the
“effects” (constant rates of change in the
simplest case) of X I on y.
If the writer’s experience is typical,
then it can be said that the prospects of
finding a good prediction equation by
multiple-regression techniques by use
of plant data are poor. However, ex-
ceptions have occurred and many hints
about the relations among a number of
factors have been garnered by this
means. The testing of derived predic-
tion equations and the using of the hints
just mentioned are both carried forward
most effectively by the methods to be
described.
SEPTEMBER 1956 1397
Figure 1 a. Region of permissible
experimentation
These devices, most of them by no
means new, are discussed because so
few chemical engineers are aware of their
advantages. The improvements are
aimed a t the deliberate elimination of the
two disadvantages of ‘.unplanned” data
just outlined. Data will be taken, then,
where they d o the most good for detecting
influences or effects and so that there
are no correlations (or minimal ones) be-
tween the independent variables.
Balanced Schedules of Experimental
Runs. Deliberate variation of factors
(independent variables) is more costly
than is the unselective taking of data.
This commonplace observation should
he followed by the more important
statement that it is only by the deliberate
variation of factors that the engineer
can become sure that observed correla-
tions are in fact in causal relation to one
another. The more experienced and
pessimistic operating engineer would
want to add several more comments, one
being that even after such deliberate
variation we are often not sure enough.
I I
kx2
/ y3
-----
J
1 398 INDUSTRIAL AND ENGINEERING CHEMISTRY
Figure 1 b. “Classical” experiment
The claim made here is only that such
variation is necessary, not that it is
sufficient.
Perhaps the simplest example of
statistical design of a multifactor experi-
ment can be constructed to answer the
(rhetorical) question, if we vary more
than one factor a t a time, say XI and x ? ,
hoxv can we tell Lvhich produced the
observed variation in J ? It is curious
that this question \vas not raised in
connection with the gleaning of in-
formation from planr data since it is
only the rarest of accidents to find single
and independent variation of two factors
under normal plant operation. 41-
though the question asked above is
usually not meant to be answered, it is
exactly in its careful answer that we find
new gains in the power of variable data
to give information about effects.
Suppose that the “response surface”
is a plane to a close enough approxima-
tion over the practicable range of varia-
tion of 1 1 and xz. The equation is then
1- = 6n + 61.~1 + 62x2
I Figure 2a gives relative positions of the
/
/ kx27 ----- --_
4
Figure 1 c. Experiment covering
larger region of permissible experi-
mentation
where the constants 63, 61,and bs are to
be estimated from the data. I t is further
assumed that there is only a certain
(known) range of X I and x2 in which ex-
perimentation is practicable. The ex-
perimental conditions (but not the results
of the experiments) can be plotted on
an XI, x2 grid (Figure la), inside or on the
practicability boundaries.
The “classicist,“ varying only one
factor a t a time, will d o the threr
runs indicated by the three dots in
Figure I b . Comparing this “design”
with that indicated in Figure I C suggests
that the latter might be somewhat better
since it seems to span the available ex-
perimental region a little better. Cal-
culation confirms this suspicion, thr
slope 6 1 being determined just as well b?
the symmetrical design, but 6 2 being de-
termined with somewhat better pre-
cision-namely, with three fourths as
large a variance. This gain, though
small, becomes proportionately greatei
as more factors, and more constants.
(5) are included in the prediction equation.
It need not be overemphasized that
the three points in the second design are
with a more fully balanced design.
points in “factor space” for the former
design; Figure 2b for the latter. The
crampedness that was only just notice-
able in the two-factor case is here rathei
painful. No one would claim that the
four points of Figure 2a cover the per-
face of the cube. Such a difference has
in it a component of uncertainty from
each measurement. If y precision: u.
is constant a t all x , : then the standard
8
error of the difference 0 . 3 - y l ) is 4%.
Less obvious is the fact that the J dif-
ference in Figure 2b will he measured by
the difference betlveen the average of
the txvo y values a t the higher level of X I
and the average of the tivo a t the lower
level. Everyone feels that the average
of a pair of independent measurements is
more reliable than a single number.
The standard error of the relevant dif- A
ference here, namely of 0 3 + J,) 2 -
+
(y1 12) ;2>is U: which is notably smaller
than the d2ufound above. Figure 3a. 2 ? factorial design Figure 3b. Five point design
The same advantage holds for the
estimates o f t h e effects of var!-ing .Y? and
~ 3 . Put another xvay, the four points of
Figure 2a xvould have to be run in dupli-
cate. making eight runs in all: to gain
as precise results as the four points of
Figure 2b. The gain in economy of ef- B. If four measuremenrs are taken. nom‘ the biquadratic equation in x1 and
fort. a t least in those cases \\.here the cost the consistency of effect of d a t tivo levels x2:
of experimentation is heavily influenced
by the number of runs, increases steadily
of B can be judged. The four measure- I- = bo + 61x1 + 62x2 4-
with the number of factors to be varied.
ments required are indicated as the ver-
texes of a rectangle in Figure 3a. The
611x12 + b.nx? + hl?xl.rr (6)
Similar designs exist for any number of corresponding literal notation is given The coefficients b l and b ? are estimated
factors. They are exceptionally easy to beside each point. by the “main effects” of x1 and x t , each
write when the number of runs is a The design of Figure 3a is the first divided by the change in the respective
power of 2 and the number of factors is shoivn here of the type called factorial, independent variable. The coefficient
one less. Two (equivalent) nomencla- meaning that all levels chosen for each b12 is estimated by the correspondins
tures are given in Table I for the t\vo factor are rested at all levels of every interaction effect. The sum of the t\vo
designs just discussed. The three in-
dependent variables XI. .??, and .x3 are
other factor. I t is in fact the factorial pure quadratic coefficients-Le., bll +
design called the 22, the exponent mean- 6 2 2 , is estimated by the difference be-
here renamed A . B, and C. ing that two factors are being varied tween the average response of the four
and the base that each is a t t\vo levels. outside points and the response a t the
Such a design gives three results, each center. (For simplicity, the ranges of
using all the data and each being of maxi- variation of x1 and x 2 are here taken as
mum precision. The three results are unity.) If the response surface is simply
Table I. Numerical and Literal Nota- an estimate of the average effect of in- curved, being uniformly convex or uni-
tions for Multifactor Experiments creasing factor A (or 21) from the low formly concave over the region of experi-
Classical Design Balanced Desigri level chosen to the hither level; a simi- mentation, then the design given is effi-
One-at-a- Time Two-at-a- Time lar estimate for the effect of B,and finally cient. If the response is possibly saddle
\-il- .Yll- a judgment of the consistency, or addi- shaped in the region studied, then this
meii- mei l - tivity, of these ttvo effects. This meas- arrangement of points may fail since the
cal Liteial cal Litri a
I
ure of additivity (or of nonadditivity) is trde value of (b11 + 622) may then bc
Run ABC ABC found as the agreement (or otherwise) zero or very small, even though 611 and
1 000 (11 000 (11 of the tt5-o “effects” (ab - b ) and [a - bs2 are large.
2 100 a 011 bc ( l ) ] and so is given by combining the The five-point design just given is one
3
4
010
001
b
C
101
110
ac
ab
results of the runs as follows: [ab + that would rarely he used because the
(1) - a - b ] . If this quantity is of precision of the various effects and of
considerable magnitude, one then speaks their sum as assembled in Equation 6 is
of A and B as interacting. The effect of not good enough.
varying A from its low level to its high A few simple rules are needed to show
A listing of the designs for all numbers level is then not the same when B is low as how the precision of a quantity (let us
of factors up to 100 divisible by 4 has when B is high. The average effects of call it y ) measured with uncertainty is
been given by Plackett and Burman (77). A and B no longer have simple meaning. related to the precision of functions of
Box (4) has shokvn that all the inter- The effects of the two factors can no that quantity. In the first place, if tm’o
mediate designs also exist. They are longer be spoken of as additive. Regard- independent measurements of y are
called by Box multifactors designs of first ing the four y values obtained as points made, the variance (standard deviation
order. on a surface, there is some twist a t right squared) of the sum or difference of the
It is not always safe to speak about the angles to the direction of motion as one two measurements is the sum of the
“effect of factor A” without further proceeds from the two points at low B variances of the single measurements.
qualification as to the levels of other to the two a t high ,4. Thus the uncertainty (in variance units)
factors. It may well be that the effect Since only t\vo levels of A and of B of the total weight of some material that
of factor ‘4, by Tvhich is meant the ef- are available in the 22. no measure of must be weighed in two lots is the sum of
fect on some dependent variable of curvature in the direction of motion is the uncertainties (still in variance units)
changing factor A from one level. 0, to possible. But by adding one point, as of the Lveights of the tlvo parts. The
another level 1, is not the same at one in Figure 3 b , it is possible to get some net weight: estimated as the difference be-
level of factor B as it is at another level of idea of the “total” curvature. Consider tlveen a gross and a tare Lveighing, also

VOL. 48, NO. 9 0 SEPTEMBER 1956 1399

has a variance equal to the sum (not the
difference) of the variances of the individ-
ual weighing. Generalizing to A‘
independent measurements on y, y l ,
y z , . . . y, . . . y N yields
where Var { } symbolizes the variance
of the quantity in curly braces.
The y i need not all be measurements
of the same true Y but are required only
to be independent measurements. If
the variances of all the y , are the same,
then the sum of the variances shown in
Equation 8 may be written as Nu:
where uv is the standard deviation of
duplicate y measurements.
Since standard deviations have the
same units as the random variables to
which they refer, it comes as no surprise
to learn that the standard deviation of
CJ is cu,, for any constant c. Similarly,
VUY ( c y ] = c2uy* (9)
and in particular
where c has been set a t l/A’.
Equations 8 and 10 may be combined
to give a n expression for the variance of
the commonest of all linear functions of a
set of measurements, their average:
where the )I] are repeated independent
measurements ori y . Using Equations 8
and 10 above gives
Equation 12, possibly the most im-
portant equation in our field! justifies and
gives quantitative expression to the
widely held feeling that a n average value
is more reliable than a single measure-
ment. Taking the square root of both
sides of Equation 12 yields
The other equation needed here gives
the standard deviation (sometimes called
the standard error) of the difference be-
tween two independent averages :
VUT ( j z - j l ] = VUT{ji) + VU^ (uz] (13)
Equation 14 follows from 13 when the
error in y l and in y2 measurements is the
same. If, as is often convenient, N 1 =
itT*= N / 2 , then
1 400 INDUSTRIAL AND ENGINEERING CHEMISTRY
From Equation 15 it is seen that the
standard error of a difference between
two equally precise means is 4 i i u v ,
rrhen N independent measurements in
all have been taken. This relation plays
a n important part in industrial experi-
mentation.
I t is the fashion among chemical en-
gineers to attribute to others the random
variation that appears in their data.
The assay laboratory cannot check its
own results, the analytical chemists make
all kinds of errors or, turning in the
other direction, the raw material we have
to use varies all over the place, no two
batches are ever the same? and so on. It
is quite feasible to get quantitative esti-
mates of all these sources of variability by
taking data in a balanced, nested ar-
rangement.
As a simplified example, assume that
two separate carloads of raw material
can be followed through the process,
that two runs can be made on each car-
load, and that duplicate, but differently
coded, samples from each run can be
sent to the assay laboratory. Eight re-
sults will be produced. The four dif-
ferences between duplicate assays prop-
erly averaged (by averaging their
squares) can be used to estimate the assay
variance completely separated from the
other sources of variallility under study
here. The two differences between the
averages of the pairs of runs from the
same carload estimate run-to-run varia-
bility with some contamination of assay
variability but with none from raw-
material carload-to-carload scatter. The
run variation can? by subtraction, be
estimated clear of assay variation.
Finally, the single difference between the
two carload averages gives an estimate of
the raw-material variability. T h e repe-
tition of this whole cycle of “hierarchal”
measurements, including if necessary
further splits, can be carried far enough to
specify, with desired precision, just what
proportion of the total variability is being
conlributed from each source.
But the purpose in criticizing here the
engineers’ attitude toward assay error is
a different one. I t is to emphasize that
most engineers do not have a clear idea
of the order of magnitude of the error
standard deviation of their own results.
I t is to emphasize, further, that without
a n accurate estimate of the “run stand-
ard deviation” one knows neither how
many duplicate runs to make or hohv
many duplicate assays to request. I t is
obvious that if the duplicate-run standard
deviation (which we will call U R ) is much
larger than the duplicate-assay standard
deviation, u,, no gain in precision can
be expected by increasing the number of
duplicate assays.
If AT, duplicate runs are made and X,,,
duplicate assays are made on the results
of each run, and if, as can generally be
assumed, run variabirity is not corre-
lated with assay variability, then the
reliability of the average of all N,iZ:,
measurements is given by the equation
Obviously there is a sharp limit to the
improvement in precision to be attained
by increasing N , only.
I t is a common occurrence that im-
provements in yield (or whatever other
dependent variable is being measured)
about as large as UR are of industrial im-
portance. In planning experimental
work, then, it is well to be quite sure that
effects as large as UR are detected and not
missed. To ensure this outcome, a
minimal requirement might be that the
observed effect ( 7 2 - j 1 in the simplest
cases) be assuredIy within f U ~ / 1 2of the
true effect. If “assuredly” be translated
modestly “with 95% assurance,” then
the true value will assuredly be covered
by an interval centered on the observed
effect (D = 5 2 - j J and of length four
times the standard error of the observed
D. Thus
From this equation hiR,the total num-
ber of runs required (half at each level
of the factor whose effect is being studied),
emerges as 64.
Most engineers will shy at this number,
feeling that if this were a correct line of
reasoning hardly anything \vould ever
have been discovered. I t should suffice
to remind them that effects of magni-
tude 2uR can be measured within XICUR
with only 16 runs (eight under each
condition of the independent varia-
ble) and that effects of the order of 4 u ~
can be estimated with the same relative
precision by four runs. I t is these factors
whose effects are discovered first: and
little or no statistical sophistication is re-
quired to interpret data obtained by
varying factors of such influence.
But the principle of simultaneous and
balanced variation of several factors can
now be brought to bear, with impressive
gains in effectiveness per run.
As a first step a full 26 factorial experi-
ment can be made in 64 runs (25 = 64)
and thus the average effects of six sepa-
rately variable factors can be estimated,
each one as precisely as if the whole 64
runs were devoted to studying only the
effect of a single factor. I t is worth
adding that all the fifteen (6 X 5,’2) two-
factor interactions among six factors are
also estimable and one can see whether
the “average effects” observed are in
fact roughly the same a t high and low
levels of other factors or whether they
are quite disparate.
I t will have been noted that only 6 +
15: or 21, conclusions have been drawn
from the 64 runs imagined above. The
remaining 38 conclusions can also be
drawn, but they estimate such abtruse
properties of the data as 3-, 4-? 5-, and
6-factor interactions.
Just as it was shown above to be pos-
sible to answer some questions about the
effects of three factors in only one half
the 23, so it is also possible to fractionate
the full factorials in still larger numbers
of factors without serious loss of informa-
tion about main effects and t\vo-factor
interactions. Indeed, if three-factor and
higher order interactions can be assumed
negligible (this assumption is usually a
safe one), then eight factors and their 28
two-factor interactions can all be esti-
mated in 64 runs. Since 64 is one
fourth of 28, or 256, such a design is
called a “quarter replicate of a 28,’’ or
more compactly, a P 2 . The actual
combinations of runs that ivould be
needed are given in (7, 8, 74) and in
many other places. They can be gen-
erated immediately from the six sets of
letters ab, adf, bc, de, fg, and ph. Each of
these sets represents the conditions of a
run. The product of each pair of these
(dropping all squared letters) gives
another f i n . I n fact, all possible prod-
ucts of the six sets given, plus the “low
set”-with all factors a t their low levels-
give the 64 runs required. Thirty-six
conclusions can be drawn, each one using
all the data.
Other fractional replicates are of course
possible, the 2+’, 28-2, 211-4,and 2l5-7
being the most efficient in the sense that
each permits drawing about half as
many conclusions as there are runs.
Put another way, the four designs re-
quire 32, 64, 128, and 256 runs respec-
tively: if one of these numbers of runs
has been chosen for precision reasons,
then the corresponding number of fac-
tors (6, 8, 11 or 15) should be marshaled
and built into the sequence of runs. Put
a third way? if only seven factors are
thought to be important, then 64 runs
must be made in any case. since the 27-1
is the smallest fraction having all tbvo-
factor interactions separately estimable.
It would then be a pity not to add another
factor, since the 28-2 also requires only 64
runs..
The run specifications for all these de-
signs can be found in (7). Efficient
methods of analysis and interpretation
can be found in (2, 9, 74).
Even though factors are being varied
over ranges that are expected to produce
effects of magnitude uR, it will of course
happen that some factor or factors may
produce much larger effects. I t will be
necessary to wait until all N R runs are in
to find this out if the designs just given are
used in toto. But balanced fractions of
these fractions are available which, while
they measure each main effect along
with several two-factor interactions, d o
nevertheless suffice to pick out any very
influential factors in a smaller number of
runs. T h e fractions of fractions are
26-1-1 28-8 -2 211-4-3 and 215-7-3, requiring,
then 16, 16, 16, and 32 runs respec-
tively. They can be easily derived by
any statistician experienced in this field.
I t will sometimes be practical to aug-
ment the 2P-a fractional factorials with
some additional measurements taken a t
the center of the design to permit a n
over-all estimation of the curvature of the
(p-dimensional) response surface. T h e
contrast which measures over-all curva-
ture is the difference between the aver-
age of the “outside” points and the aver-
age response a t the center. If one third
of 2p-q points are taken a t the center, the
variance of the curvature contrast will
be the same as that of the effect con-
trasts. A less precise judgment is not
likely to be useful; indeed, more precision
will sometimes be required.
The augmentation of the two-level
factorials brings with it a further advan-
tage in that a n unbiased estimate of UZ
can be obtained from the duplicated
center points. This estimate can be
compared with that obtained from the
comparisons due to combinations of fac-
tors that can be assumed roughly equiva-
lent. (Many such comparisons are to
be found in any large experiment. Their
unsupported use as error estimates is
likely to err on the conservative side;
that is, the error is likely to be somewhat
overestimated.)
Only one other experimental principle
derived from statistics awaits discussion ;
this is the principle of randomization.
Of the 64 runs in the 28-2 just discussed,
32 are a t “low A” and 32 a t “high L4,’’
I t would be an elementary scientific error
to run off the 32 runs a t either level of A
first, simply on the grounds that such a
grouping was convenient. If some fac-
tor not under control, e.g.. cooling-Mater
temperature (c.w.t ), were to increase
gradually during the sequence of runs,
then obviously the runs a t one level of A
would have been carried through a t a
higher cooling-water temperature than
those a t the other level. If c.w.t. in
fact has quite a n influence on the out-
come. then the effect reported as “due
to A” is actually “due to A + c.w.t.”
There are a multitude of such uncon-
trolled variables operative in most ex-
perimental situations. I t is imperative
to evade as far as possible the effects not
only of linear trends in these uncontrolled
factors, but of any other changes or com-
binations of changes. This neutraliza-
tion can only take the form of spreading
the trends as equally as possible across all
the levels of the factors being varied.
This can be carried through by doing the
runs in a n objectively randomized order.
Tables of random digits available in
many statistical texts (9, 70)are used for
this purpose. The practice of ran-
VOL. 48, NO. 9
domization, invented by Fisher (as was
the principle of symmetry and balance or
orthogonalization described above), must
often be carried through several times
independently in one experimental se-
quence. As a n example, the material
produced in a set of randomized runs
should usually not be sent to the analyti-
cal laboratory in that order, but rather
should be held a t least until some major
fraction of the total is available and then
sent in a new random order.
A too-brief summary of the recom-
mendations just made might run as fol-
lows. Block the experiment into sections
judged more homogeneous than the
whole; orthogonalize (balance) inside
the blocks with respect to all factors and
two-factor interactions thought to influ-
ence the outcome; randomize with re-
spect to all conditions which might influ-
ence the results but which cannot be
controlled.
Returning now to our strictures against
the analysis of unplanned data, it will
be seen that the following points have
been covered.
a. Deliberate variation in random order
of the conditions under which runs are
made guarantees that observed effects,
if consistent, are due to the factors varied.
6 . Simultaneous variation of several
factors permits the use of each run in
drawing several conclusions.
6. Balanced variation of the factors
permits adequate precision in estimat-
ing the effect of each factor and removes
undesirable intercorrelations between
factors.
d. Extreme variation of the factors,
measurements of y being taken a t x
values as far apart as possible, maximizes
the sensitivity of the experiment com-
pared Lvith the relative insensitivity of
poorly placed, unplanned data.
e. Fractionating the fractional factorial
design alloivs early discovery of influen-
tial factors, thus making redesign prac-
ticable lvhen necessary.
Questions of analysis and interpreta-
tion are discussed elsewhere-e.g., in ( 9 ) .
Suffice it to conclude this section with a
reassurance. The calculations required
to analyze even the largest of the designs
discussed above are much simpler than
the corresponding multiple regression cal-
culations and usually do not require the
use of computing machinery.
In some of those cases in which curva-
ture is detected, the development en-
gineer will want to study the response
surface in more detail, just in the region
already covered. O n the other hand,
the responses found may suggest to him,
by their magnitudes and directions, that
further tests should be run a t new values
of the independent variables. In the
latter case rough approximations to
steepest ascent (or descent) directions will
be desirable. I n the former case effi-
cient designs for studying curvatures will
be wanted. One scheme for accomplish-
* SEPTEMBER 1956 1401
ing these ends is that developed by Box
and his associates (3,6 ) . I t is compactly
described in ( 9 ) .of which Box is coauthor.
Improvements in the Art of
Statistical Inference
Tests of Significance and Confidence
Intervals. T h e familiar reporting of
some result of experimentation as “very
highly significant” has probably misled
more engineering readers than has any
other single piece of statistical jargon.
If the statistician had written instead
that “as divergent a result as this would
only very rarely be observed if there \cere
no real effect,” then the engineer reader
Lvould be less impressed. T h e engineer
would then probably further translate
the statement as, “ H e means that the
true value is very likely on this (or that)
side of zero.” I n this form the conclu-
sion is hardly ne\vs. and rarely useful.
Indeed it had better be admitted
straight off that tests of significance, while
representing an important stage in the
recent history of statistics, correspond to
a quite primitive state of the engineering
field to which the statistics are being
applied.
Kearly always the chemical engineer
would like to knoiv uithin what range of
value he can be quite sure: on the basis
of these data, that the true value lies.
Since many significance tests (or tests of
hypotheses) can be recast in this form.
and since actually much more informa-
tion is given by this means, the so-called
“estimation by confidence interval” pro-
cedures are in general recommended.
More information is given by saying, for
example, “The true effect on yield of
varying the temperature from T I to Tn
lies, with 99% certainty, in the range 0.2
to 4.0,” than is given by saying, “There
is a highly significant positive effect of
raising the temperature from T I to T2.“
Multiple Comparisons. The stand-
ard tests of significance and confidence-
interval statements are derived in such
a way that the long-run relative fre-
quency of their giving incorrect results-
Le., of reporting significant differences
among a set of I; means when in fact the
true means are identical, has the stated
value provided only one significant
judgment or confidence-interval state-
ment is made by use of the particular
average values needed for that test.
T h e average greedy engineer can
hardly be content with one use of each
average value: he will want a t least to
make all possible pair-wise comparisons
among, say, K means.
T h e resulting K ( K - 1)/2 comparisons
are by no means independent, nor does
making all of them conform to the
derivation of the significance tests men-
tioned above. Even when only three
average values are produced, say as the
result of testing one factor at three levels,
it is not safe to use the t test for comparing
1 402 INDUSTRIAL AND ENGINEERING CHEMISTRY
the largest with the smallest (8:page 68).
In fact, the t value calculated from the
two extreme means of three will exceed
the tabled 0.05 value 13% of the time
when there are no true differences. This
mistake is of course made \verse \vhen the
extremes of a still larger set are chosen.
Thus for six means? use of the 0.05 t-value
on the largest versus the smallest mean
will give apparent significance 40y0 of
the time when no difference exists,
Tukey has shown (21) how to use
more recently derived multipliers that
will operate with the desired over-all
probability of error and give narroiv-
est possible intervals when only pair-
wise comparisons are to be made.
The required multipliers, called “student-
ized ranges” are tabulated in Dixon
and Massey‘s text ( 7 0 ) , in Bennett
and Franklin (2). and in Pearson and
Hartley‘s tables (75).
\\‘hen other comparisons are also to
he made-for example, in a set of seven
means. it may be that the loivest four
are to he compared with the upper t\vo-
then the studentized range does not give
the shortest intervals (though it may be
used a t the given level of confidence).
Many alternatives appear. depending on
how one wants to distribute one‘s errors,
on ho\v much freedom is demanded to
mull over the data after they are col-
lected, and on hoxv much calculation
one is willing to carry out. A mono-
graph in this whole matter by Tukey is in
press (27). A paper by H . Scheff6 (7s)
compares Tukey’s range method for
pairs with the (infinite) set of contrasts
that is equivalent to the usual “analysis-
of-variance test.”
Another approach to the multiple-
comparison problem is exemplified in
the recent work of Bechhofer. Sobel, and
Dunnett (7). Picking the largest of I:
varieties, each measured with uncertainty
is easier the greater the distance betiveen
the largest and its closest contender.
Bechhofer and coworkers have shown
hoiv to decide the number of measure-
ments that must he taken under each of
the I.; conditions, so as to guarantee with
a predetermined probability that rvhen
the largest has some predetermined de-
gree of superiority. it will be in fact
chosen.
Prospects. T h e field of research in
problems of chance variation is groiving
rapidly. T h e relations between sub-
fields are becoming somelvhat clearer.
Research in decision-function theory.
in sequential-approximation procedures,
in time-series spectral analysis: in sta-
tistical linear programming, in multi-
variate analysis. and in other areas is
occasionally seen to approach applica-
bility. S o space need be taken here to
summarize or judge this lvork. The
greatest immediate prospects are, in the
writer’s judgment, elsewhere. T h e back-
log of statistical knowledge ready to be
applied to chemical engineering problems
is quite large. The best immediate
prospect is that some engineers will
study this body of research and will decide
to use some of it. First-rate texts are
available, the journal literature is grow-
ing, and more and more research statis-
ticians are becoming interested in
chemical engineering problems.
Literature Cited
(1) Bechhofer. R. E.; Sobel, X I . . Dunnett,
C . LV., Bionietrzka 41, 170 (1954).
(2) Bennett, C. A.: Franklin, N. L.,
”Statistical Analysis in Chemistry
and the Chemical Industry,” Wiley,
New York. 1954.
( 3 ) Box, G. E. P.: Biomdrics 10, 16 (1954).
( 4 ) Box, G. F,. P., Biometrika 39, 49
(1952).
( 5 ) Box? G. E. P.: Hay, FY. A.: Biometrics
9. 304 11953).
( 6 ) Box; G. E. P.. iVilson, K. B.! J. Roy.
Statistical Soc. B13, 1 (1951).
( 7 ) Brownlee, K. A.: Kelley. B. K.,
Loraine, P. K., BiometriXa 35, 268
11948).
( 8 ) Cochran. W. G.? Cox, G., “Ex-
perimental Designs,‘’ LViley, Sew
York, 1950.
( 9 ) Davies, 0. L., ed., “Design and Anal-
ysis of Industrial Experiments,”
Hafner, New York, 1954.
(10) Dixon. W. J., Massey, F., “Intro-
duction to Statistical Analysis,”
McGraw-Hill, New York. 1951.
(11) Fisher, R. A.; “Contributions tu
hlathematical Statistics,” Wiley,
New York, 1950.
(12) Fisher, R. X.: “Design of Experi-
ments,“ 6th ed., Oliver and Boyd,
London, 1951.
(13) Hald, A , : “Statistical Theory with
Engineering Applications,” Wiley,
Xew York, 1952.
(14) Kempthorne, O., ”Design and Anal-
ysis of Experiments,” FViley, New
York, 1952.
(15) Pearson, E. S., Hartley, H. 0..
“Biometrika Tables for Statisti-
cians.” vol. 1, Cambridge L. P.,
New York. 1934.
Perry, J. H., “Chemical Engineer’s
Handbook.” 3rd ed., McGraw-Hill,
New York, 1950.
Plackett. R. L., Burman. J. P.,
Biomeirika 33, 405 (1946).
(18) Rao, C. R., “Advanced Statistical
Methods in Biometric Research,”
Wiley, New York, 1952.
(19) Scheffe: H., Biometrika 40, 87 (1953).
(20) Sherwood, T. K., Reed, C. E.,
“Applied Mathematics in Chemical
Engineering,” McGraw-Hill. New
York, 1939.
(21) Tukey, J. W., “The Problem of Mul-
tiple Comparisons,” in press.
(22) Walker, W. H., Lewis, M’. K.,
McAdams, W. H.: Gilliland,
E. R.? “Principles of Chemical
EnTineering,” 3rd ed. McGraw-
Hill, New York, 1937.
(23) Wilson, E. B., Jr., “Introduction to
Scientific Research,” McGraw-Hill.
New York, 1952.
(24) Yates, F.. Commonwealth Bur. Soil Sci.
Tech. Commun. No. 35 (1937).
(25) Youden. W. J., “Statistical Methods
for Chemists,” Wiley, New York,
1951.
(26) Youden. W. J.: Science 120, 627
(1954).
RECEIVEDfor review hlarch 6, 1956
ACCEPTEDMay 8, 1956