American Society for Quality

Design of Experiments for Comparing Treatments with a Control: Tables of Optimal

Allocations of Observations
Author(s): Robert E. Bechhofer and Ajit C. Tamhane
Reviewed work(s):
Source: Technometrics, Vol. 25, No. 1 (Feb., 1983), pp. 87-95
Published by: American Statistical Association and American Society for Quality
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 TECHNOMETRICS?, VOL. 25, NO. 1, FEBRUARY1983

Design of Experiments
forComparing
Treatments Witha Control:Tables of
OptimalAllocationsof Observations
RobertE. Bechhofer AjitC. Tamhane
SchoolofOperationsResearch ofIndustrial
Department Engineering
and Industrial
Engineering and Management Sciences
CornellUniversity Northwestern
University
Ithaca,NY14853 IL 60201
Evanston,

The problemconsideredis thatofestimating thedifferences

simultaneously betweenthemeans
of p > 2 testtreatments and the mean of a controltreatment. For designpurposesthe popu-
lationvariancesofall p + 1 treatmentsare regardedas known.Tables are giventhatprovidethe
experimenter witha basis fordetermining theminimaltotalnumberofexperimental unitsand
theoptimalallocationoftheseunitsamongthep + 1 treatments, in orderto makeone-sidedor
two-sidedjoint confidenceintervalestimatesofthedifferences betweenthemean ofeach ofthe
testtreatments and themean of thecontroltreatment. These intervalsachievea specified
joint
confidencecoefficient1 - a fora specifiedallowanceassociatedwiththecommonwidthof the
intervalestimates.Comparisonswithsomecompetingallocationrulesare also given.

KEY WORDS: Multiple comparisonswith a control; Dunnett'sprocedure;Optimal allo-

cationofobservations.

1. INTRODUCTION interestedin one-sidedcomparisonsof means. The

Considertheproblemofcomparingsimultaneously
p > 2 test treatments witha controltreatment. The
presentarticleis concernedwithcertaindesignaspects
of thisproblem-in particular,thedesigndecisionof
how to "optimally"allocateexperimental unitsamong
the testtreatments and the controltreatment. Dun-
nett(1955, 1964)consideredthedata analysisaspects
of thisproblemand providedconstantsnecessaryto
make joint 100(1 - a) percentconfidencestatements
(eitherone-sidedor two-sided)concerningthe differ-
encesbetweenthemean ofeach ofthetesttreatments
and the mean of the control treatmentwhen the
commonvarianceofthep + 1 treatments is unknown.
We begin by describingan example(see Dunnett
1955) thatillustratesthe underlying designconsider-
ations: It is known that the breakingstrengthof a
fabricis affectedbythechemicalprocesswithwhichit
is treated.Suppose thatresearcherswishto compare
the effectsof threedifferent chemicalprocesseswith
theeffect ofa standardmethodofmanufacture which
is consideredas the controltreatment. In particular,
suppose that theirobjectiveis to retainfor further
studyonlythosechemicaltreatments whichcause an
improvement in themean breakingstrength overthat
ofthecontrol,and to discardtheothers.Thus theyare
researcherswish to determinethe minimumtotal
numberof observationsnecessarythatwould permit
themto makethedesiredjointinferences witha speci-
fied control over the errorprobabilityfor a given
"allowance." Because the controltreatmentplays a
pivotalrole,in thateverytesttreatment is compared
to it, it is naturalforthe researchersto believethat
moreobservationsshouldbe allocatedto thecontrol
treatmentthan to each of the test treatments(as-
sumingthatthevariability associatedwitheach is the
same). The question then is, "What is the optimal
allocation of observationsthat would minimizethe
totalnumberofobservationsto be taken?"The tables
in thepresentarticlehelpto providean answerto this
question.
The researchers mightproceedas followsin speci-
fyingstatisticalrequirements:First,they recognize
that theyare dealing with a multiplecomparisons
problem.If the resultsare to be given in termsof
confidence statementsconcerningthethreedifferences
betweenthe means of the test treatmentsand the
mean ofthecontroltreatment, thentheymaywishto
achieve a joint confidencecoefficient of 1 - a = .95
(say). Next,theyspecifythe "allowance"(a termfirst
introducedby Tukey 1953) on the errorin the esti-

87

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88 ROBERT E. BECHHOFERAND AJITC. TAMHANE
mate of the difference betweeneach treatment mean
and the controlmean. Here, allowance refersto the
common"width"of theconfidenceintervals(see Sec-
tion 2). For a specifiedjoint confidencecoefficient, a smallesttotal numberof observationsnecessaryto
small (large)allowance would clearlyrequirea large
(small) total numberof observations.Based on past
experiencewithsimilardata, theymay be willingto
assume fordesignpurposesthatthe variancesof ob-
servationsfromthetesttreatments as wellas fromthe
controltreatment are equal. If not enoughpast data
are available to guide them,theymay be able (e.g.,
based on the anticipatedrangesof the observations)
to specifyan upperboundon thecommonvalueofthe
variance.This bound then can be used to design a
conservative In thatcase,foranalysispur-
experiment.
poses thepooled sampleestimateof thevarianceob-
tainedfromthedata shouldbe used. In Section4 we
shall provide a solution to the researchers'design
problemusingtablesgivenin the presentarticle;we
shall also indicatetherehow theycan carryout the
designand analysisiftheyare able to specifyonlyan
upperboundon thecommonvariance.
Strictlyspeaking,the tables hereinare applicable
only when all p + 1 varianceshave values (possibly
unequal) that are knownfrompast experience.The
case of completelyunknown,
possiblyunequal vari-
ances cannot be dealt with by the methodsof the
presentarticleevenwhenindividualupperboundson
thesevariancescan be postulated.This is so because
in theanalysisstage,use ofestimatesofthesedifferent
variancesleads to a Behrens-Fishertypeof problem
forwhichno exactsolutionis presently available(see,
e.g.,Tamhane 1977).
In thisarticlewe focusour attentionon theproblem
ofoptimalallocationofexperimental unitsamongthe
testtreatments and thecontroltreatment
to minimize
the total size of the experimentsubject to specified
joint confidencecoefficient and specifiedcommonal-
lowance.(We recognizethatadditionalconsiderations
may also be presentin planningany experiment, e.g.,
havingenoughdata fora testof normality, possibly
unequal costsofexperimentation withdifferent treat-
ments,etc.; however,we do not deal withsuch prob-
lemshere.)
As notedabove,fordesignpurposesthep + 1 vari-
ances are regardedas knownand possiblyunequal.
Bechhofer (1969) (hereinafterreferred to as B 1) gave a
solution to this problemfor one-sidedcomparisons
undertherestriction thatthevariancesof thesample
means of thep testtreatments are knownand equal.
Bechhoferand Nocturne(1972) (hereinafter referred
to as B2) generalizedtheseresultsto two-sidedcom-
parisons.Only smallillustrative setsof tablesof opti-
mal allocations(all forp = 2) weregivenin B and B2.
In thepresentarticlewe givean extensivesetoftables
forp = 2(1)10 both forjoint one-sidedor joint two-
TECHNOMETRICS?, VOL. 25, NO. 1, FEBRUARY1983
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sidedcomparisonsbased on theformulasgivenin B1
and B2. (See Remark2.2 forthecase p = 1.) For such
comparisonsthesetablescan be used to determine the
guarantee selected joint confidencecoefficients of
(0.75, 0.90, 0.95, 0.99) for given specifiedcommon
allowance; the tables also tell how to allocate these
observationsoptimallyamongthep + 1 treatments.
Remark1.1: The presentpaper (and each of the
aforementioned papers)deals withthecase in whicha
completelyrandomizeddesign is to be employed.
However,manypracticalsituationsmay requirethe
blockingof experimentalunits.If the block size is
largeenoughto accommodateone replicationofall of
thetesttreatments and additionalcontroltreatments
as well,then the optimal allocationsin the present
articlecan be used. If theblockshave a commonsize
k < p + 1, that is, if the p + 1 treatmentsare to be
comparedin incompleteblocksofsize k,thenentirely
newconsiderations are requiredto determinetheopti-
mal incompleteblock design.This problemis con-
sideredin Bechhoferand Tamhane (1981); the opti-
mal designtables forincompleteblocks of common
size k = 2, 3, p = k(1)6 are given in Bechhoferand
Tamhane(1982).
In Section2 we introduceournotationand pose the
optimalallocationproblembothforone-sidedand for
two-sidedcomparisons.The tables containingcon-
stantsnecessaryto implement theprocedureare given
in Sections3 and 4 along withan explanationofhow
theyare to be used.In Section5 we makecomparisons
betweentheoptimalallocationsgivenhereinand cer-
tain otherallocation rules.Section 6 containssome
concludingremarks.The formulasused in thecompu-
tationofTables 1 through4, and detailsofthecompu-
tationsare givenin theAppendix.
2. NOTATION AND STATEMENT OF THE
OPTIMAL ALLOCATION PROBLEMS
Let thetreatmentsbe indexedby 0, 1, ..., p with0
denotingthecontroltreatment and 1, 2, ..., p denot-
ing the p > 2 test treatments. We assume that the
observationsXij ( = 1,2, ...) on theithtreatment are
normallydistributedwith unknown mean pi and
knownvariancea2 (0 < i < p), and thatall observa-
tionsare mutuallyindependent. Based on Ni > 1 ob-
servationson theithtreatment (0 < i < p) it is desired
to makeeither
1. A 100(1- a) percentjoint one-sidedconfidence
statementoftheform
{Io-i <Xo-xi + d (1 < i < p)}, (2.1)
or
 EXPERIMENTSFOR COMPARINGTREATMENTSWITH A CONTROL
2. A 100(1 - a) percentjoint two-sidedconfidence
statementoftheform
{xo - xi - d < o- i )/o.
< xo-xi + d ( < i < p)}.
In (2.1) and (2.2), xi is the observed value of the
random variable Xi = i 1 Xij /N (0 < i < p), and
d > 0 is a specifiedcommonallowance.
The optimalallocation problemis that of finding
the allocation vector (No, N1, ..., Np), which for
known (a2, a2, ..., a2) and specified1-a and d,
minimizesthe total sample size N = f=oNi subject
to
P{o- , < Xo--X,+d (1 < i < p)} >1-
forone-sidedcomparisons,and
P{XO - Xi - d < 0o- pi
+ d (1 < i < p)}
<Xo-Xi 1-a
fortwo-sidedcomparisons.For bothcases we denote
the optimal allocation by (No, N1, ..., Np) and the
smallesttotalsamplesize byN = El=o Ni (thepartic-
ular case under considerationbeing clear fromthe
context).
Remark2.1: This same optimalallocation(No, N1,
..., Np) maximizesthejoint confidencecoefficient
for
known(T , a2, ..., a2) and specifiedtotalsamplesize
N= oNi andd.
Continuous approximationsto the probabilities
(2.3) and (2.4) are obtainedin B and B2, respectively,
byletting
p
yi=Ni ENi (O<i<p),
i=o
and regardingtheyias nonnegativecontinuousvari-
E'=o yi= 1. The solutionsgivenin B
ables satisfying
and B2 provideoptimalallocationsforone-sidedand
two-sidedcomparisonsunderthe restriction
thatthe
variances a?/Ni (1 ? i < p) of the test treatment
means are equal; that is, a2/Ni= a2/Nj (i 1j; 1 < i,
j < p). The solutionto the problemof optimalallo-
cations for one-sidedcomparisonswithoutany re-
strictionon thea2/Ni(1 < i < p) is givenin Bechhofer
and Turnbull(1971).
Undertherestriction
thatthevariancesofthetreat-
mentmeans are equal, and usingthecontinuousap-
proximation,the probabilities(2.3) and (2.4) can be
shown for given p to depend on (a2, a2, ..., ap), N
and d only throughyo (the proportionof the total
numberof observationstaken on the controltreat-
ment)and twopurenumbers
, = d N/ao (2.6)
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89
and
i= IE (2.7)
(2.2) (Note thatin papersB1 and B2, fiwas used to denote
thequantity0 definedin (2.7).)It sometimesmightbe
reasonable to assume that the test variances a2
(1 < i < p) are all equal to somemultiplec (say)ofthe
controlvariance o2; that is, 0 = cp. For thisreason
the0 valuesused in preparingthetablesare chosento
be selectedmultiplesof p. For given p and 0, and
specified1 -a, the optimalsolutionsthatwe denote
by (7o^0,) are uniquelydetermined. The simultaneous
equations that yieldthesesolutionsare givenin the
Appendix.
(2.3) The entries(7o, ;) in Tables 1 through4 are to be
used as follows:The a2 (0 < i < p) are givenas data of
theproblem;thesedetermine0, via (2.7). The experi-
menterspecifiestheallowanced, and theone-sidedor
two-sidedjointconfidence 1 - a. Thenp, 0,
coefficient
(2.4)
and theone-sidedor two-sided1 -a determine ('y ,Z).
From(2.6),thesmallesttotalsamplesizeN is thenthe
smallestinteger> (,a0o/d)2.The optimal allocations
are givenby No = QN (to the nearestinteger)and
Ni = (N - No)2/ao (to the nearest integer) for
(1 < i < p); theseapproximate integerallocationsthat
were obtained by using the continuous approxi-
mationswill be veryclose to the exact integerallo-
cationsifN is large.
Remark2.2: It should be notedthatforp = 1 the
optimal allocation both forone-sidedand for two-
sided comparisons is ao/No= a1/N1. Then N =
{(ao + al)zJd} 2 and Ni = Nai/(ao + a,) (i = 0, 1) for
one-sidedcomparisons;thesameexpressionshold for
(2.5) two-sidedcomparisonswithz1/2 replacingza. Herez,
is the upper ca-pointof the standardnormal distri-
bution.
3. DESCRIPTION OF THE TABLES
Tables 1 through4 give values of (yo,X), for
1 - a = 0.75,0.90,0.95 and 0.99,respectively,
bothfor
one-sidedand two-sidedcomparisonsforp = 2(1)10.
The tabulatedvaluesof70 are correctto withinone in
thethirddecimalplace whilethetabulatedvaluesof;
are roundedup in thethirddecimalplace to guaran-
> 1 - a forthetabu-
tee a jointconfidencecoefficient
lated value of 0o.For each value of p and 1 - a the
tabulationsare given for 0 = p/2,p, 3p/2,and 2p.
From(2.7) we see thatthetablestherefore can be used
for the special case a2 = *- = a2 (say) when
a2 = caO2forc = ?, 1, 3, and 2. In particular,
the0 = p
column can be used for the special case a2 = a2 =
2
For fixedp, 0, and 1 - a an examinationof the
tables shows that7o and i, in the two-sidedcase are
TECHNOMETRICS?, VOL. 25, NO. 1, FEBRUARY1983
90 ROBERT E. BECHHOFERAND AJITC. TAMHANE

on theControl(yo)and Associated toAchieveJointConfidenceCoefficient

Table 1. OptimalAllocation1
1 - c = .75
Type of p

intervals 2 3 4 5 6 7 8 9 10

1-sided 0.425 0.357 0.316 0.288 0.268 0.251 0.238 0.227 0.217
1 -s ided
2.008 2.651 3.197 3.681 4.123 4.532 4.916 5.280 5.626
p/2

2-sided 0.464 0.403 0.365 0.337 0.315 0.298 0.284 0.272 0.262
2.901 3.610 4.210 4.741 5.223 5.670 6.087 6.682 6.856

1-sided 0.352 0.292 0.257 0.233 0.215 0.202 0.190 0.181 0.173
2.482 3.351 4.094 4.757 5.363 5.927 6.456 6.958 7.436
p
2-sided 0.387 0.332 0.298 0.274 0.255 0.240 0.228 0.218 0.209
3.541 4.495 5.309 6.033 6.693 7.305 7.879 8.422 8.938

1-sided 0.312 0.257 0.225 0.204 0.188 0.175 0.165 0.157 0.150
2.842 3.882 4.775 5.574 6.306 6.987 7.628 8.235 8.814
3p/2

2-sided 0.344 0.293 0.262 0.240 0.223 0.209 0.198 0.189 0.181
4.027 5.168 6.144 7.014 7.810 8.549 9.242 9.898 10.523

1-sided 0.284 0.233 0.204 0.184 0.170 0.158 0.149 0.142 0.135
3.145 4.328 5.346 6.258 7.096 7.877 8.611 9.307 9.971
2p

2-sided 0.314 0.267 0.238 0.217 0.201 0.189 0.179 0.171 0.163
4.435 5.732 6.844 7.838 8.747 9.592 10.386 11.138 11.854

The upper entry in each cell in the body of the table is y0 and the lower entry is X.

Table2. OptimalAllocation'on theControl(yo)and Associated toAchieveJointConfidenceCoefficient

1 - a = .90
Type of P

intervals 2 3 4 5 6 7 8 9 10

0.468 0.409 0.371 0.343 0.322 0.304 0.290 0.278 0.267

1-sided
3.149 3.876 4.491 5.035 5.529 5.986 6.414 6.817 7.201

p/2 0.480 0.424 0.387 0.360 0.338 0.321 0.307 0.294 0.284
2-sided
3.830 4.606 5.261 5.840 6.366 6.851 7.305 7.733 8.139

0.389 0.335 0.301 0.277 0.258 0.243 0.231 0.220 0.211

1-sided
3.838 4.819 5.654 6.397 7.074 7.701 8.290 8.846 9.375
p
0.400 0.348 0.314 0.290 0.271 0.256 0.244 0.233 0.224
4.651 5.699 6.590 7.381 8.101 8.768 9.393 9.983 10.544

0.345 0.295 0.263 0.241 0.224 0.211 0.200 0.190 0.182

1-sided
4.364 5.537 6.540 7.434 8.251 9.008 9.720 10.392 11.033
3p/2
0.354 0.306 0.275 0.253 0.236 0.222 0.211 0.201 0.193
2-sided
5.278 6.532 7.603 8.556 9.425 10.231 10.986 11.700 12.379

0.315 0.268 0.238 0.218 0.202 0.190 0.179 0.171 0.163

1-sided
4.805 6.140 7.284 8.305 9.240 10.107 10.922 11.693 12.426
2p
0.323 0.278 0.249 0.228 0.212 0.200 0.189 0.180 0.173
2-sided
5.804 7.233 8.456 9.544 10.538 11.461 12.326 13.145 13.924

/The
The upper
upper entry
entry in each cell
in each cell in the
in the body of the
body of the table
table isis Y0
y and
and the
the lower
lower entry
entry isis X.

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 EXPERIMENTSFOR COMPARINGTREATMENTSWITH A CONTROL 91

Table 3. OptimalAllocation' on the Control(o) and Associated to Achieve JointConfidenceCoefficient

1 - = .95
Type of p

intervals 2 3 4 5 6 7 8 9 10

0.480 0.424 0.387 0.359 0.338 0.321 0.306 0.294 0.283

1-sided
3.830 4.606 5.261 5.841 6.366 6.852 7.306 7.734 8.140

p/2 0.487 0.432 0.396 0.369 0.348 0.330 0.316 0.303 0.292
2-sided
4.423 5.242 5.933 6.543 7.097 7.608 8.086 8.536 8.963

0.399 0.348 0.314 0.290 0.271 0.256 0.243 0.233 0.223

1-sided
4.651 5.700 6.591 7.382 8.103 8.770 9.395 9.986 10.547

0.405 0.354 0.321 0.297 0.278 0.263 0.250 0.239 0.230

2-sided
5.360 6.469 7.411 8.247 9.007 9.711 10.369 10.990 11.581

0.354 0.305 0.274 0.252 0.235 0.221 0.210 0.200 0.192

1-sided
5.278 6.534 7.605 8.559 9.429 10.235 10.991 11.705 12.385
3p/2
3 sided
2 0.358 0.311 0.281 0.258 0.241 0.227 0.216 0.206 0.198
2-sided
6.077 7.407 8.540 9.548 10.466 11.317 12.114 12.866 13.582

0.323 0.277 0.248 0.227 0.211 0.199 0.188 0.180 0.172

1-sided 5.806 7.235 8.458 9.548 10.543 11.467 12.333 13.152 13.931
2p
0.327 0.282 0.254 0.233 0.217 0.204 0.193 0.185 0.177
2-sided 6.680 8.195 9.490 10.642 11.694 12.669 13.582 14.445 15.267

The upper entry in each cell in the body of the table is y and the lower entry is .

Table 4. OptimalAllocation' on the Control(y) and Associated to Achieve JointConfidenceCoefficient

1 -a = .99
Type of p
e
intervals 2 3 4 5 6 7 8 9

0.492 0.439 0.403 0.376 0.355 0.338 0.323 0.310

1-sided
5.115 5.986 6.720 7.369 7.956 8.499 9.005 9.482

p/2 0.494 0.442 0.406 0.380 0.358 0.341 0.326 0.314

2-sided
5.589 6.496 7.261 7.936 8.548 9.112 9.639 10.136

0.409 0.359 0.326 0.302 0.283 0.268 0.255 0.244

1-sided
6.190 7.373 8.377 9.267 10.076 10.824 11.524 12.184

0.410 0.361 0.329 0.304 0.286 0.270 0.257 0.246

2-sided
6.758 7.993 9.042 9.970 10.814 11.595 12.324 13.012

0.362 0.315 0.285 0.262 0.245 0.231 0.220 0.210

1-sided
7.012 8.433 9.644 10.719 11.697 12.603 13.451 14.252
3p/2
0.363 0.317 0.287 0.264 0.247 0.233 0.221 0.211
27.652
ided
14.3-s 9.140 10.405 11.528 12.549 13.495
7.652 9.140 10.405 11.528 12.549 13.495 14.380 15.215

0.330 0.286 0.257 0.236 0.220 0.207 0.197 0.187

1-sided
7.704 9.327 10.710 11.941 13.063 14.102 15.075 15.994
2p
0.331 0.287 0.259 0.238 0.222 0.209 0.198 0.189
2-sided
8.406 10.105 11.553 12.839 14.011 15.096 16.112 17.070

/The
The upper in each cell in
in the
upper entry
entry in each cell the body of the
body of tabe
the table is
is and the
Yo and the lower
lower entry
entry is
is X.

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92 ROBERT E. BECHHOFERAND AJITC. TAMHANE
alwaysgreaterthanthecorresponding yoand A in the
one-sidedcase. For fixedp and 0, in both cases yo
increases with 1-a and approaches the limit
1/(1+ /) as 1 - a approaches unity(and hence
yo/;i a for 1 < i < p). This limitingresult
/0 ao//a2
has been proven analyticallyin B1 and B2 for the
one-sidedand two-sidedcases,respectively. For aO =
= * =this gives the limitingresult that
y0o/yi-- P (1 < i < p). Note that Dunnett(1955, p.
1107) recommendedthat No/Ni= /p (1 < i < p);
this recommendationhad been made earlier by
Finney(1952) and otherauthors(but not in thecon-
textofmultiplecomparisons witha control).
4. USE OF THE TABLES
To illustratethe use of the tableswe returnto the
example describedin Section 1. For that example,
assume ai = 5 (0 < i < 3) and d = 5; then0 = p = 3.
For one-sided intervalswith d = 5 and 1 - a = .95 we
findfromTable 3 that yo = .348 and i, = 5.700. Hence
N = <{(5.700)5/5}2> = <32.49> = 33 (where <x> de-
notes the smallestinteger> x) and No = 12, N1 =
N2 = N3 = 7. Thus by taking7 observationson each
of the test treatmentsand 12 observationson the
controltreatment the researcherscan obtain the de-
sired joint confidenceintervalestimatesusing the
smallestpossibletotalsamplesize.
If N = 33 seems too high in relationto the re-
sources available to the researchers, thentheymust
make trade-offs byeithersettlingforlargerallowance
and/orsmallerjointconfidence coefficient.
For values of 0 and 1 - a not givenin the present
article,quadraticinterpolation shouldgiveresultssuf-
ficientlyaccurateforpracticalpurposes.It mightbe
notedthatyois relatively to 1 - a butA is
insensitive
naturallyquite sensitiveto it. Also, the total sample
size N is quite sensitiveto theassumeda, and d. The
assumed a2 (0 < i < p) affectN in two ways: (a) di-
rectlythroughUa via (2.6), and (b) through0 =
- A small assumed value of c2 leads to
Zf'=1 i2/o
larger 0 (for fixed a2 ..., a2) and hence larger A, but
sinceN is proportionalto o2,thefinalvalue ofN may
turnout to be smaller.
Iftheexperimenter is preparedto assumethatCa2=
a2 (0 < i < p) wheretheactual value ofa2 is unknown,
and believesthata2 < a2 wherea2 is known,thenthis
information can be used in designingtheexperiment,
forexample,actingas ifa2 = 02 leads to a conserva-
tivechoice of N. However,afterthe experimenthas
been conducted,whenthe resultsare beingsummar-
ized, the common unknowna2 should be estimated
usingthepooled data, theusual unbiasedestimates2
being based on v = N - (p + 1) df if a completely
randomizeddesignis used. The estimatethenshould
be used withDunnett's(1955)formulasforjointconfi-
dence statements (analogous to statements1 and 2 of
TECHNOMETRICS?, VOL. 25, NO. 1, FEBRUARY1983
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(2.1)and (2.2),respectively):
3. A 100(1- a) percentjoint one-sidedconfidence
statement
{o -1 p< XO-X i-
+ tP,p s//(1l/No)+ (1/N1) (1 < i < p)} (4.1)
or
4. A 100(1 - a) percentjoint two-sidedconfidence
statement
{x- - sI(l
t'(V)p /No) + (1/N1)< [o - i
< - xi + t( )psx/(1/No)+ (1/N1) (4.2)
(1 < i<p)}.
Here t()p p (t'* p)is theupper cxequicoordinatepoint
of the p-variate t-distribution(p-variate t l-
distribution)with df v and equal correlationsp =
NI/(No + N1);tablesoft()p are givenforselectedp
by Krishnaiahand Armitage(1966), while tables of
t') p are givenforselectedp by Hahn and Hendrick-
son (1971).
5. COMPARISONS WITH OTHER
ALLOCATION RULES
In thissectionwe comparethe optimalallocation
rule,whichwe denoteby R, withthreeotherrules:(a)
equal allocationruleREQ (explainedbelow),(b) Dun-
nett's(1955) allocationruleRD mentionedat theend
of Section3, and (c) Bechhoferand Turnbull's(1971)
unrestricted optimalallocationrule RBT, mentioned
in theparagraphfollowingRemark2.1. The compari-
sons will be based on the sample sizes N and N
requiredby R and thecompetingruleR, respectively,
to guaranteethesamejointone-sided(two-sided)con-
fidencecoefficient 1 - a using (2.3) (using (2.4)) for
given(a2, a2, ..., a2) and specifiedd. The value ofN
requiredin thesecomparisonsis givenby
N=((= ao/d)2>, (5.1)
and A is chosenfromtheappropriatetable.Formulas
fortheN-valuesrequiredbythethreecompetingrules
are givenbelow. In each case we use theseto make
numericalcomparisonswithN.
(a) Equal allocationrule REQ: For thisrule the Ni
(0 < i < p) are chosen equal to NEQ/(p + 1), where
NEQ is the total sample size required by REQ to
guaranteethespecifiedrequirement on thejointconfi-
dence statement.We give theformulaforNEQ in the
important specialcase a2 = a * * *== p2= (say).
For one-sidedcomparison
NEQ = (P + 1)<2{tl , 12(a/d)}2 (5.2)
1/2 is theuppera-pointofthedistribution
where t(0, ,
of themaximumofp equicorrelatedstandardnormal
 EXPERIMENTS FOR COMPARING TREATMENTS WITH A CONTROL 93

random variables with common correlationp = ?. Table 6. Values of ANand ND (a2 =... =2 = 2;
The valuesoft( , 1/2have beentabulatedforselected 0 =p; /d =5)1
p and 1 - a by Gupta, Nagel, and Panchapakesan
(1973). Type of p
1 - a/ 9
For two-sidedcomparisonst(,j p, 1/2 in (5.2) is re- Comparison 4
placed by t'( 1/2 the upper a-point of the distri- 1 I-sided 419 1211
bution of the maximumof the absolutevalues of p
0.75 429 1238
equicorrelatedstandard normal random variables
withcommoncorrelationp = ?; thevaluesoft' 1/2 2-sided 705 1773
have been tabulatedforselectedp and 1 - a by Odeh 709 1782
(1982). 1-sided 1086 2493
Some representative valuesofN and NEQare given
0.95 1088 2497
in Table 5 foraId = 5. It can be seen thattherelative
2-sided 1373 3020
savings(NEQ- N)/N as well as the absolute savings
(NEQ- N) increasewithp and 1 - a; fortwo-sided 1374 3022
comparisonsboth relativeand absolute savingsare 1-sided 1755 3711
greaterin each case thanthoseforone-sidedcompari-
0.99 1755 3712
sons. It should be notedfrom(5.1) and (5.2) thatthe
relativesaving(ignoringtheintegerrestrictions 2-sided 2044 4233
on N
and NEQ) is independentof a/d while the absolute 2044 4233
savingis directlyproportionalto (a/d)2. I/
The upper entry in each cell is N and the lower
(b) Dunnett'sallocation rule RD: Again for con-
entry is
venience,we considertheimportantspecialcase a2 = ND.

a = *- = 2 = c2 (say). RD chooses the Ni

(1 ?i< p) equal to No/X/p= ND//p(1 + p/p), where comes necessary.In Table 6 we have given repre-
ND is thetotalsamplesize requiredbyRD to guaran- sentativevaluesofN and ND onlyforp = 4 and p = 9.
tee the specifiedrequirementon thejoint confidence It can be seenthatRD givesN-valuesquiteclose to the
statement. For one-sidedcomparisons optimumN given by A for large values of 1- a
(> .95). This is not surprisingin viewof thefactthat
ND = <{(1 + p)(a/d)t P P* 2>, (5.3) as 1 - c approachesunity,R approachesRD. How-
where p* = (1 + /p)-~. For two-sided comparisons ever,formoderatevalues of 1 - a (- .75 to .90) the
absolute saving(ND - N), whichis proportionalto
t(), p. is replacedbyt'()p p*.
Tables of t(r)p p*and tp, p are available onlyfor can be largeifa/dis large.
(of/d)2,
p = 4 when p* = , and forp = 9 whenp* =; see (c) Bechhoferand Turnbull'sunrestrictedoptimalal-
Gupta, Nagel, and Panchapakesan (1973) for the locationruleRBT: The optimalallocationruleR ofthe
tables of t\),p p* and Odeh (1982) for the tables of presentarticlecomputes the allocations under the
t', p* For othervalues of p, interpolation in p be- restriction thatthe variancesof the treatmentmeans
<
a2/Ni(1 i < p) are equal. For mostpracticalappli-
and NEQ(o2
Table 5. Values of VN ... = 2.
cationsthisis a reasonablerestriction. However,it is
0 =p;a/d =5)1
ofsome theoretical interestto determinehow muchis
Type of P lostin termsoftheincreasedtotalsamplesize because
1-C Comparison 2 5 10
of this restriction.We emphasize that if the a2
1 - sided 154 566 1383 (1 < i < p) are equal, then the unrestricted and re-
0.75 156 582 1474 strictedoptimalallocationsare identicaland nothing
2 - sided 314 910 1998 is lostbecauseoftheimpositionoftherestriction.
318 978 2277 For one-sidedcomparisonsthe equationsforfind-
1 - sided 541 1363 2781
ingtheunrestricted optimalallocationand theassoci-
552 1500 3366
0.95 ated minimaltotalsamplesize NBTare givenin Bech-
2 - sided 719 1701 3353
hoferand Turnbull(1971) forspecified1 - a and d
735 1896 4059
1 - sided 958 2147
and given(a02,c2, .., o2). Using theseequationswe
4103
984 2418
have made a sample calculationof NBT for p = 2,
0.99 5060
2 - sided
20, = 1, o2 = 02 = 9 (i.e., 0 =1= p/2), 0o/d= 5
1142 2485 4668
1173 2814 5797
and 1- = .75, .95, and .99; the corresponding
N-values were calculatedfrom(5.1). The resultsare
The er entr in eah i N and the er entr i NEQ
EQ-
shownin Table 7.

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94 ROBERT E. BECHHOFERAND AJITC. TAMHANE

Table 7. Values of N andNBT forOne-Sided Com- p) denotetheequicoordinatek-variatestandard

qDk( *
parisons (p = 2; ol = 1, 2- = 1/10, o2 = 9/10; normal distributionfunctionwith common corre-
(o/d = 5) lationp. Then the(7y,A)givenin Tables 1 through4
are theuniquesolutionsofthefollowingsimultaneous
1 - ac N NBT equations(A.1)and (A.2):

0.75 101 88 r00 "/ x vi - Y1/2-

I)p ( + )(I T) d(D(x)= 1 -L, (A.1)
0.95 367 338 -oo 0 -
_-..I
0.99 655 614
[(1-_)y2 _ 2y+ l])p_ (l-7y)/{2(1-7)+ 70 }]
[ I(1

(p- - - )0
l)(
1)(1
It can be seen that substantialsavings in total -
2(1 y) + 70
samplesize are possibleusingtheunrestricted optimal /2
allocation if the a2 (1 < i < p) are highlyunequal, x 2
- 1-7+y0 ~1-y
whichtheyare in thepresentexample.However,it is (DI)p_Dy3(1-{+
{ ,_+2J
y 3(-)+70
0 = - y)+ y ,- =0
3(1
notfeasibleto givetablesofunrestricted optimalallo-
cations not only because theyare much harderto (A.2)
computeand requiretabulationofp + 1 quantities- where
A and (70, yV . .,p- 1)-but also because a separate /2
0(1 - 7)
calculation must be made for every (a2/oa.
a72/C2)-vector.
l [1- y + 70][2(1- ) + TO]J

6. CLOSING REMARKS A.2 Formulas for Optimal Allocation for Two-

Sided Comparisons(ReferenceB2)
The tables in this articleshould be usefulin the
Here the(y0,;) givenin Tables 1 through4 are the
designofexperiments forcomparingseveraltesttreat-
mentswitha control.The tables enable the experi- unique solutionsof thefollowingsimultaneousequa-
menterto determinethe minimumtotal sample size tions(A.3)and (A.4):
necessaryin order to make specifiedone-sided or
two-sidedjoint confidenceintervalestimatesof the
differencesbetweenthemeansofeach ofthetesttreat- f {-( X+)(1 -)1
mentsand the mean of the controltreatment;the
tables also tell the experimenterhow to allocate the
observationsoptimallyamongthetesttreatments and a, (A.3)
- (- 0X ( }-?
-Wy /\ } _ dF(x) = 1
the controltreatment (underthe restriction
that the
variancesofthetesttreatment meansare equal). Com-
parisonswithcertainotherallocation rules indicate
-[(l
- 0)72 - 2y +
_
l]D, _(p - 1)[0(1 _ 7)]1/2
thatsubstantialsavingsare possibleusingtheoptimal (1 7 + 70)1/2 [2(1 - ) + 70] 1/2
allocationsgivenherein.
x 4(T)D'2- 0/ '{2(1 - 7) + 70 D =0 (A4)
ACKNOWLEDGMENTS 0where
The authors would like to thank the editor,an where
associate editor,and threerefereeswhose comments D1 = (Ip-,(-A,iT, T, - 7)/{2(l -
{(1 7) + y0}),
and suggestionsled to a muchimprovedfinalversion.
This researchwas supportedby U.S. ArmyResearch D2 = Dp-2(-A2T2, r2 (1 - y)/{3(l - y) + y70}),
Office-Durham ContractDAAG-29-81-K-0168,and
OfficeofNaval ResearchContractN00014-75-C-0586
at CornellUniversity. T1 =T,

APPENDIX: FORMULAS FOR OPTIMAL T2 = r[(1- + 70)/{3(1 - 7) + 70}]1/2,

ALLOCATION, AND DETAILS T3 = AT2,
OF COMPUTATION
A1 = {2(1 - 7) + 70}/70,
A.1 Formulas for Optimal Allocation for One-
Sided Comparisons(ReferenceB1 ) A2 = {4(1 - 7) + 70}/70,
Let D( -) and 4( ) denotethestandardnormaldis- and
tributionand densityfunction,respectively,
and let ok(a, b Ip) = P{a < Zi < b (1 < i < k)},

TECHNOMETRICS ?, VOL. 25, NO. 1, FEBRUARY 1983

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 EXPERIMENTS FOR COMPARING TREATMENTS WITH A CONTROL
where the Zi are standard normal with corr{Zi,
Zj} = pforiij, 1 < i,j < k.
A.3 Details of Computation
The IMSL (1978) subroutineZSYSTM was used to
solve the pairs of simultaneousequations(A.1),(A.2)
and (A.3),(A.4). The stoppingcriteriaused in arriving
at thefinalsolutionswerethefollowing:(a) thediffer-
ence betweentheleftand therightsidesofeach equa-
tion is less than 1 x 10-6 or (b) in two successive
iterationsthecorresponding trialvaluesof70 and , do
notdiffer in thefirstsixsignificant
digits.
To evaluate a quantity of the form(k(a, b I p)
(whichincludes k(bIp) as a specialcase fora = - oo)
the followingiterated integral representation(see
equation (2) of Bechhoferand Tamhane 1974) was
used:
(Dk(a,b p) = f {( x1/2-+ b Unequal Variances,"in StatisticalDecisionTheoryand Related
xp1/2+ a k DAVIS, P. J.,and RABINOWITZ, P. (1967), NumericalIntegra-
- (1 _ p)2 (x)
For p = 2 the quantity (Dp_(a, b Ip) reduces to
(F(b) - (D(a) and (-p_ 2(a, b Ip) = (Do(a, b Ip) = 1. Thus
the evaluationof the various expressionsis particu-
larlysimple forp = 2.
To evaluate (( ) the formula(26.2.17) given in
Abramowitzand Stegun(1964)was used; thisformula
is accurate to within +7.5 x 10-8. The Romberg
quadraturemethod(Davis and Rabinowitz1967, p.
166) was used to evaluatethevariousintegrals.All of
thecalculationsweredone on a CDC 6600 computer
at Northwestern University.
The tabulatedvalues of y0 are roundedoffin the
thirddecimalplace whilethevalues ofA are rounded
up in the thirddecimalplace (to insurea joint confi-
dence coefficient> 1 - a).
[ReceivedApril1981.RevisedMay 1982.]
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All use subject to JSTOR Terms and Conditions
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