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Chapter Ten
Experimental Design and
Analysis of Variance

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McGraw-Hill/Irwin

Copyright 2003 by The McGraw-Hill Companies, Inc. All rights reserved.

Experimental Design and Analysis

of Variance
10.1
10.2
10.3
10.4

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Basic Concepts of Experimental Design

One-Way Analysis of Variance
The Randomized Block Design
Two-Way Analysis of Variance

10.1 Basic Concepts of

Experimental Design
Objective: To compare and estimate the effect of different
treatments on the response variable.
Example 10.1 The Gasoline Mileage Case
Does gasoline mileage vary with gasoline type?

Type A

Type B

Type C

xA1=34.0

xB1=35.3

xC1=33.3

xA2=35.0

xB2=36.5

xC2=34.0

xA3=34.3

xB3=36.4

xC3=34.7

xA4=35.5

xB4=37.0

xC4=33.0

xResponse
xB5=37.6
A5=35.8 Variable:
Treatments:
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xGasoline
C5=34.9 mileage (in mpg)
Gasoline types A, B, C

10.2 One-Way Analysis of Variance

Are there differences in the mean response , , p associated with
the p treatments?
H0: = = p
Ha: At least two of the
, ,,p differ
Or, is the betweentreatment variability large
compared to the withintreatment variability?

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Partitioning the Total Variability in

the Response
Total
Variabilit y

Between
Treatment
Variabilit y

Total Sum
of Squares

TreatmentSum
of Squares

SSTO

SST

ni

(x
x
)
ij
i= 1 j= 1

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n
(
x
x
)
i i
i= 1

Within
Treatment
Variabilit y
Error Sum
of Squares
SSE
p

ni

(x
x
)
ij i
i= 1 j= 1

F Test for Difference Between

Treatment Means
H0: = = p (no treatment effect)
Ha: At least two of the , , p differ
Test Statistic:

F=

MST SST/(p - 1)

MSE SSE/(n - p)

Reject H0 if
F > For
p-value <
Fis based on p-1 numerator and n-p denominator degrees of
freedom.
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The One-Way Analysis of Variance

Table
Source

Degrees
of Freedom

Sum of
Squares

Mean
Squares

F
Statistic

Treatments

p-1

SST

MST = SST
p-1

F = MST
MSE

Error
Total

n-p
n-1

SSE

MSE = SSE
n-p

SSTO

Example 10.5 The Gasoline Mileage Case (Excel Output)

Source of Variation
Between Groups
Within Groups
Total
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SS df
MS
F P-value F crit
17.0493 2 8.5247 12.7424 0.0011 3.8853
8.0280 12 0.6690
25.0773 14

Pairwise Comparisons, Individual

Intervals
Individual 100(1 - )% confidence interval for i - h

(x i x h ) t /2

1 1
MSE

ni nh

tis based on n-p degrees of

freedom.

Example 10.6 The Gasoline Mileage Case (A vs B , = 0.05)

1 1
(34.92 36.56) 2.179 0.669 1.64 1.127
5 5
[-2.7671, - 0.513]

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Groups
Type A
Type B
Type C

Count Average Variance MSE

5
34.92
0.587 0.669
5
36.56
0.723
n-p
5
33.98
0.697
12

Pairwise Comparisons,
Simultaneous Intervals

Tukey simultaneous 100(1 - )% confidence interval for i

(x i x h ) q

qis the upper percentage point of

the studentized range for p and (np) from Table A.9.
m denotes common sample size.

MSE
m

Example 10.6 The Gasoline Mileage Case (A vs B, = 0.05)

(34.92 36.56) 3.77

0.669
1.64 1.379
5
[3.019, 0.261] (A v B)

Groups Count Average Variance MSE

Type A
5
34.92
0.587 0.669
Type B
5
36.56
0.723
n-p
Type C
5
33.98
0.697
12
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[0.439, 2.319] (A v C)
[ 1.201, 3.959] (B v C)

Estimation of Individual Treatment

Means
Individual 100(1 - )% confidence interval for i

x i t / 2

MSE
ni

tis based on n-p degrees of

freedom.

Example 10.6 The Gasoline Mileage Case (Type B , = 0.05)

0.669
36.56 2.179
36.56 0.797 [35.763, 37.357]
5

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Groups
Type A
Type B
Type C

Count Average Variance MSE

5
34.92
0.587 0.669
5
36.56
0.723
n-p
5
33.98
0.697
12

10.3 The Randomized Block Design

A randomized block design compares p treatments (for
example, production methods) on each of b blocks (or
experimental units; for example, machine operators.) A
generalization of the paired difference design, this design controls
for variability in experimental units by comparing each treatment
on the same (not independent) experimental units.
Blocks

Treatments

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1
2
.
.
.
p

3 b

xij = response from

treatment i and
block j

Example: Randomized Block

Design
Example 10.7
The Defective Cardboard Box Case

Treatment
Prod Meth
1
2
3
4
Blk Mean

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Block
Machine Operator
1
2
3 Trt Mean
9
10
12 10.3333
8
11
12 10.3333
3
5
7
5.0000
4
5
5
4.6667
6.00
7.75
9.00
7.5833

The ANOVA Table, Randomized

Blocks
Source

Degrees
of Freedom

Sum of
Squares

Mean
Squares

F
Statistic

Treatments

p-1

SST

MST = SST
p-1

F(trt) = MST
MSE

Blocks

b-1

SSB

MSB = SSB
b-1

F(blk) = MSB
MSE

Error
Total

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(p-1)(b-1)
pb-1

SSE
SSTO

MSE = SSE
(p-1)(b-1)

F Test for Treatment Effects

H0: No difference between treatment effects
Ha: At least two treatment effects differ
Test Statistic:

Reject H0 if

MST
SST/(p - 1)
F=

MSE SSE/[(p - 1)(b - 1)]

F > For
p-value <
Fis based on p-1 numerator and (p-1)(b-1) denominator degrees of
freedom.

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F Test for Block Effects

H0: No difference between block effects
Ha: At least two block effects differ

Test Statistic:

MSB
SSB/(p - 1)
F=

MSE SSE/[(p - 1)(b - 1)]

Reject H0 if
F > For
p-value <
Fis based on b-1 numerator and (p-1)(b-1) denominator degrees of
freedom.
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Example: Randomized Block

ANOVA
Example 10.7 The Defective Cardboard Box Case
Output
Analysis of Variance for Defects
Source
DF
SS
MS
Method
3
90.917
30.306
Operator
2
18.167
9.083
Error
6
3.833
0.639
Total
11
112.917
Treatment
Prod Meth
1
2
3
4
Blk Mean
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Block
Machine Operator
1
2
3 Trt Mean
9
10
12 10.3333
8
11
12 10.3333
3
5
7
5.0000
4
5
5
4.6667
6.00
7.75
9.00
7.5833

F
47.43
14.22

Minitab

P
0.000
0.005

s MSE
0.639 0.7994
Data Summary

Estimation of Treatment
Differences Under Randomized
Blocks, Individual Intervals
Individual 100(1 - )% confidence interval for i - h

2
(x i x h ) t /2 s
b

tis based on (p-1)(b-1)

degrees of freedom.

Example 10.8 The Defective Cardboard Box Case (4 vs 1)

Treatment
Prod Meth
1
2
3
4
Blk Mean

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2
(4.6667 10.3333) 2.447(0.7994)
5.6666 1.5971
3
Block
[7.2637, 4.0695]
Machine Operator
1
9
8
3
4
6.00

2
10
11
5
5
7.75

3 Trt Mean
12 10.3333
12 10.3333
7
5.0000
5
4.6667
9.00
7.5833

twith (3-1)(4-1) = 6 degrees

of freedom.

Estimation of Treatment Differences

Under Randomized Blocks,
Simultaneous Intervals

Tukey simultaneous 100(1 - )% confidence interval for i -

(x i x h ) q

s
b

qis the upper percentage point of

the studentized range for p and (p1)(b-1) from Table A.9.

Example 10.8 The Defective Cardboard Box Case (4 vs 1)

Treatment
Prod Meth
1
2
3
4
Blk Mean

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0.7994
(4.6667 10.3333) 4.90
5.6666 2.2621
3
Block
[-7.9278, - 3.4054]
Machine Operator
1
9
8
3
4
6.00

2
10
11
5
5
7.75

3 Trt Mean
12 10.3333
12 10.3333
7
5.0000
5
4.6667
9.00
7.5833

qfor 4 and 6.

10.4 Two-Way Analysis of

Variance
A two factor factorial design compares the mean response for
a levels of factor 1 (for example, display height) and each of b
levels of factor 2 ( for example, display width.) A treatment is a
combination of a level of factor 1 and a level of factor 2.

Factor 1

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1
2
.
.
.
a

xijk =

Factor 2
2
3

response for the

kth
experimental unit (k=1,,m)
assigned to the
ith level of
Factor 1 and the
jth level of
Factor 2

Example: Two-Way Analysis of

Variance
Example 10.9 The Shelf Display Case

Height
Bottom

Mean
Middle

Mean
Top

Mean
Mean
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Width
Reg
Wide
58.2
55.7
53.7
52.5
55.8
58.9
55.9
55.7
73.0
76.2
78.1
78.4
75.4
82.1
75.5
78.9
52.4
54.0
49.7
52.1
50.9
49.9
51.0
52.0
60.8
62.2

Mean

55.8

77.2

51.5
61.5

Example: Graphical Analysis of

Bakery Demand

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Possible Treatment Effects in

Two-Way ANOVA

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Two-Way ANOVA Table

Source
Statistic
Factor
MS(1) 1

Degrees
Sum of
of Freedom Squares
a-1

SS(1)

Mean
Squares
MS(1) = SS(1)
a-1

Factor 1
MS(2)

b-1

SS(2)

MS(2) = SS(2)
b-1

Interaction

F
F(1) =
MSE
F(2) =
MSE

(a-1)(b-1)

SS(int)

MS(int) = SS(int) F(int) = MS(int)

(a-1)(b-1)

Error

ab(m-1)

SSE

MSE =

Total

abm-1

SSTO

MSE

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SSE
ab(m-1)

Example: Two-Way ANOVA

Example 10.9 The Shelf Display Case
Output
Analysis of Variance for Demand
Source
DF
SS
MS
Height
2
2273.88
1136.94
Width
1
8.82
8.82
Interaction
2
10.08
5.04
Error
12
73.50
6.12
Total
17
2366.28
Height
B
M
T
Mean
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Width
Reg
Wide
55.9
55.7
75.5
78.9
51.0
52.0
60.8
62.2

Mean
55.8
77.2
51.5
61.5

Minitab

F
185.62
1.44
0.82

Data Summary

P
0.000
0.253
0.462

F Tests for Treatment Effects

H0: No difference between treatment effects
Ha: At least two treatment effects differ
Test Statistics:
Main Effects
F(1) =

MS(1)
SS(1)/(a - 1)

MSE SSE/[(ab(m - 1)]

Fis based on a-1 and ab(m1) degrees of freedom.

F(2) =

MS(2)
SS(2)/(b - 1)

MSE SSE/[(ab(m - 1)]

Fis based on b-1 and ab(m1) degrees of freedom.

Interaction
F(int) =

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MS(int) SS(int)/[(a - 1)(b - 1)] Fis based on (a-1)(b-1) and

MSE
SSE/[(ab(m - 1)]
ab(m-1) degrees of freedom.

Reject H0 if
F > For p-value <

Estimation of Treatment Differences

Under Two-Way ANOVA, Factor 1
Individual 100(1 - )% confidence interval for i - i

(x i x i' ) t /2

2
MSE

bm

tis based on ab(m-1)

degrees of freedom.

Tukey simultaneous 100(1 - )% confidence interval for i - i

(x i x i' ) q

1
MSE

bm

qis the upper percentage point of

the studentized range for a and
ab(m-1) from Table A.9.

Example 10.10 The Shelf Display Case (M vs B)

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1
21.4 3.8105
(77.2 55.8) 3.773 6.12
2(3)
[17.5895, 25.2105]

Estimation of Treatment Differences

Under Two-Way ANOVA, Factor 2
Individual 100(1 - )% confidence interval for j - j

am

(x j x j ' ) t /2 MSE

tis based on ab(m-1)

degrees of freedom.

Tukey simultaneous 100(1 - )% confidence interval for j - j

qis the upper percentage
1

(x j x j ' ) q MSE
point of the studentized range

am
for b and ab(m-1) from Table
A.9.

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Experimental Design and Analysis

of
Variance
Summary
:

10.1
10.2
10.3
10.4

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Basic Concepts of Experimental Design

One-Way Analysis of Variance
The Randomized Block Design
Two-Way Analysis of Variance