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DOX 6E Montgomery
DOX 6E Montgomery
DOX 6E Montgomery
H1 : 1 2
DOX 6E Montgomery
Estimation of Parameters
1 n
y yi estimates the population mean
n i 1
n
1
2
2
S
( yi y ) estimates the variance
n 1 i 1
2
DOX 6E Montgomery
Formulation 2
New recipe
Original recipe
y1 16.76
y1 17.04
S 0.100
S12 0.061
S1 0.316
S1 0.248
n1 10
n1 10
2
1
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2
n
This suggests a statistic:
2
y
Z0
y1 y2
12 22
n1 n2
DOX 6E Montgomery
2
2
2
1
2
2
y1 y2
2
1
2
2
S
S
n1 n2
2
2
1)
S
(
n
1)
S
2
1
2
2
Sp 1
n1 n2 2
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n1 n2
Values of t0 that are near zero are consistent with the null
hypothesis
Values of t0 that are very different from zero are consistent
with the alternative hypothesis
t0 is a distance measure-how far apart the averages are
expressed in standard deviation units
Notice the interpretation of t0 as a signal-to-noise ratio
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0.081
n1 n2 2
10 10 2
2
p
S p 0.284
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?
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t0 = -2.20
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t0 = -2.20
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Checking Assumptions
The Normal Probability Plot
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18
19
20
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i 1 j 1
2
2
(
y
y
)
[(
y
y
)
(
y
y
)]
ij .. i. .. ij i.
i 1 j 1
i 1 j 1
a
i 1 j 1
SST SSTreatments SS E
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SST SSTreatments SS E
A large value of SSTreatments reflects large differences in
treatment means
A small value of SSTreatments likely indicates no differences in
treatment means
Formal statistical hypotheses are:
H 0 : 1 2 L a
H1 : At least one mean is different
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If the treatment means are equal, the treatment and error mean squares will be (theoretically) equal.
If treatment means differ, the treatment mean square will be larger than the error mean square.
an 1 a 1 a (n 1)
MSTreatments
SSTreatments
SS E
, MS E
a 1
a (n 1)
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F0 F ,a 1,a ( n 1)
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ANOVA Table
Example 3-1
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Examination of residuals
(see text, Sec. 3-4, pg. 75)
Design-Expert generates
the residuals
Residual plots are very
useful
Normal probability plot
of residuals
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Design-Expert Output
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if
H
is
true,
and
:
a 1
0
a ( n 1)
2
2
Cochran's theorem gives the independence of
these two chi-square random variables
SSTreatments /( a 1)
a21 /(a 1)
So F0
: 2
: Fa 1,a ( n 1)
SS E /[a (n 1)]
a ( n 1) /[a( n 1)]
n
Finally, E ( MSTreatments ) 2
n i2
i 1
and E ( MS E ) 2
a 1
Therefore an upper-tail F test is appropriate.
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i 1
a 2
42
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