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Design and Analysis of Experiments
Design and Analysis of Experiments
of Experiments
Chapter 2
SIMPLE COMPARATIVE
EXPERIMENTS
Dr. Tran Thanh Hung
Department of Automation Technology,
College of Engineering, Can Tho University
Email: tthung@ctu.edu.vn
Chapter objectives
3
Basic Statistical Concepts
• Probability Distributions:
The probability structure of a random variable.
b
P a y b f y dy
b
P ya y j yb p yj a
j a
p y 1
all values
j f y dy 1 (2.1)
Basic Statistical Concepts
• Mean of a probability distribution is a measure of its
central tendency or location, or expected value or the
long-run average value of the random variable y:
yf y dy , y continuous
E y (2.2)
y j p y j , y discrete
all values
• Variance: The variability or dispersion of a probability
distribution
y f y dy , y continuous
2
V y 2 (2.3)
y 2 p y , y discrete
all values j j
E y
2 2
(2.4)
Basic Statistical Concepts
Suppose that y1, y2, . . . , yn represents a sample Sample size = n.
• Random sample: a sample that has been randomly
selected from the population
n
• Sample mean:
yi
y i 1 (2.7)
n
• Sample variance:
n
y y
2
i
S2 i 1
(2.8)
n 1
• Relationship between y and , S 2 and 2 ?
• Number of degrees of freedom: n 1
Basic Statistical Concepts
• Normal Distribution (Phân bố chuẩn):
y N , 2
If 0 and 1
2
11
The Hypothesis Testing
(Kiểm định giả thuyết)
• Statistical hypotheses:
- Null hypothesis (giả thuyết không): H 0 : 1 2
- Alternative hypothesis (gt thay thế): H1 : 1 2
• Errors may be committed when testing
hypotheses:
- Type 1: P type I error P reject H 0 | H 0 is true
- Type 2: P type II error P fail to reject H 0 | H 0 is false
- Power of a test:
1 n
y yi estimates the population mean
n i 1
n
1
S
2
n 1 i 1
( yi y ) estimates the variance
2 2
14
Summary Statistics
Formulation 1 Formulation 2
“New recipe” “Original recipe”
y1 16.76 y2 17.04
S 0.100
1
2
S 22 0.061
S1 0.316 S 2 0.248
n1 10 n2 10
15
How the Two-Sample t-Test
Works:
Use the sample means to draw inferences about the population means
y1 y2 16.76 17.04 0.28
Difference in sample means
Standard deviation of the difference in sample means
2
y2
n
This suggests a statistic:
y1 y2
Z0
12 22
n1 n2
16
How the Two-Sample t-Test
Works:
Use S and S to estimate and
1
2 2
2
2
1
2
2
y1 y2
The previous ratio becomes
2 2
S S
1
2
n1 n2
However, we have the case where 2
1
2
2
2
y1 y2 16.76 17.04
t0 2.20
1 1 1 1
Sp 0.284
n1 n2 10 10
The two sample means are a little over two standard deviations apart
Is this a "large" difference?
19
The Two-Sample (Pooled) t-Test
• So far, we haven’t
t0 = -2.20
really done any
“statistics”
• We need an objective
basis for deciding how
large the test statistic
t0 really is
• In 1908, W. S. Gosset
derived the reference
distribution for t0 …
called the t distribution
t0 = -2.20
23
Checking Assumptions –
The Normal Probability Plot
Assumption of independence:
Both samples are random
samples that are drawn from
independent populations
- normal distribution,
- equal standard deviation or
variances
24
Importance of the t-Test
25
Confidence Intervals
(khoảng tin cậy)
• Hypothesis testing gives an objective
statement concerning the difference in
means, but it doesn’t specify “how different”
they are
• General form of a confidence interval
L U where P( L U ) 1
• The 100(1- α)% confidence interval on the
difference in two means:
y1 y2 t / 2, n n 2 S p (1/ n1 ) (1/ n2 ) 1 2
1 2
y1 y2 t / 2, n1 n2 2 S p (1/ n1 ) (1/ n2 )
26
Confidence Intervals
(khoảng tin cậy)
y1 y2 t / 2, n1 n2 2 S p (1/ n1 ) (1/ n2 ) 1 2
y1 y2 t / 2, n1 n2 2 S p (1/ n1 ) (1/ n2 )
Choice of Sample Size
• The length of the confidence interval
t /2, n1 n2 2 S p (1/ n1 ) (1/ n2 )
t /2,2 n 2 S p 2 / n ,if n1 n2 n
What If There Are More Than
Two Factor Levels?
• The t-test does not directly apply
• There are lots of practical situations where there are
either more than two levels of interest, or there are
several factors of simultaneous interest
• The analysis of variance (ANOVA) is the appropriate
analysis “engine” for these types of experiments –
Chapter 3
• The ANOVA was developed by Fisher in the early
1920s, and initially applied to agricultural experiments
• Used extensively today for industrial experiments
29
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