Experimental Design and Statistical Analysis

Experimental Design and Statistical Analysis
By: Dr. Farshad Rahimpour

Chemical Engineering Dept.
Faculty of Engineering
Razi Univ.
References:
Basic:
Finny, D.J., "An Introduction to the Theory of Experimental Design", 1963.
Finny, D.J., "Experimental Design and its Statistical Basis, 1955.
Winner, B.J., "Statistical Principle in Experimental Design", 1971.
Ott, L., "An Introduction to Statistical Methods and data Analysis, 1984.

Science and Engineering Application:
Davies, L., "Efficiency in Research, Development and production, The Statistical
Design and Analysis of chemical Experiments", 1993.
Mason, R.L., Gunst, R.F., Hess, J.L., "Statistical Design and Analysis of
Experiments with Application to Engineering and Science",2
nd
Ed., 2003, Wiley
and Sons.
Lipson, C., "Statistical Design and Analysis of Engineering Experiments", 1973.
Davis, L., "The Design and Analysis of Industrial Experiments", 1978.
Montgomery, D.C., "Design and Analysis of Experiments", 2001.
Das, M.N., Giri, N.C., "Design and Analysis of Experiments", 1988.

2
Experimental Design;
3
Homework: 5%
Term Paper: 10 15%
Mid. Term: 35-40%
Final: 45%
Experimental Design and Statistical Analysis
Part 1: Basics
Introduction
Needs and Purposes
Approaches to Research Design
Basic Definitions
Probability Distributions
Experimental Errors, Accuracy and Precision

Part 2: Statistical Analysis
Randomization and Blocking
Confidence Limits
Test of Significance, t-test, F-test
Analysis of Variance (ANOVA)

4
Part 4: Term Papers

Part 3: Experimental Design
Determination of the Necessary Degree of Testing
Range Finding Experiments
Yates Table
Latin and Graeco-Latin Square Design
Factorial Design of Experiments
Fractional Factorial Design of Experiments
Three Level Factorial Design
Response Surface Methodology
5
Experimental design and Statistical analysis
The main goal of the course is:
1. Experimental Design;
How to design an experiment in order to obtain the conclusions easily and
precisely.
How to design an experiment which can lead to more information with less
effort.
2. Statistical Analysis;
How to extract significant information from the experiment which has been
carried out.
How to validate the extracted data.
Remember that you will never be able to obtain conclusive information
from an ill-designed experiment.
6
Approaches to Research Design
In essence, there are only two different approaches:
1) Classical method: Change one variable at a time and run the tests.
Classical methods is necessary if one seeks to understand the fundamental
relationship between cause and effect. This method is the basis on which
theories of equilibria and kinetics have been found.
What is the main disadvantage of classical methods?
It cannot explain the interactions between variables.

2) Statistical design: change one or more variables from one test to the next.
Statistical designs are developed specially to directly measure the effects of
various changes in conditions without necessarily concerning oneself with
the precise nature of mechanisms producing the observed effects. These
methods are aimed simply at achieving a desired result with maximum
economy. They provide empirical feedback.

7
Statistical methods have three essential purposes:
1) The presentation of results in the clearest and simplest way.
2) The extraction of the maximum information from a given set of experiment.
3) The derivation of correct conclusion in spite of variability in the
experimental results.
Basic Definitions
Population:
A set of all possible items or units possessing one or more common
characteristics under specified experimental or observation conditions.
The size of population may be either finite or infinite.

Process:
A repeatable series of actions that results in an observable characteristic or
measurement.
8
Variable:
A property or characteristic on which information is obtained in an experiment.
Observation:
The collection of information in an experiment or actual values obtained on
variables in an experiment.
Response variable:
Any outcome or result of an experiment.
Factor:
Controllable experimental variable that influence the observed values of
response variables.
Sample:
A group of observations that taken from a population or a process.
The size of sample is always finite.

9
Simple Random Sample:
In an experimental setting a simple random sample of size n is obtained when
items are selected from a fixed population or a process in such a manner that
every group of items of size n has an equal chance of being selected as the
sample.
Mean:
Is commonly referred to as average and can be calculated as follows:

N is the number of items in the population.
For populations with finite number of members we may calculate sample
mean:

n is the number of items in the sample.
=
=
N
i
i
x
N
1
1
=
=
n
i
i
x
n
x
1
1
10
Example:
First experiment: mean
Rod length 10.62, 10.59, 10.61, 10.61, 10.57 10.60
Second experiment:
Rod length 10.00, 10.70, 11.30, 9.80, 11.20 10.60

Both experiments show the same mean value, but the variation between
individual results in second experiment lead to high uncertainly as to the
truth of the matter.
It follows that:
A. Comparison of means is not always sufficient evidence.
B. We also need to measure the scatter of results about the mean.
C. We need a test or tests to help us decide whether the uncertainty caused by
the variations between individual results is small.
11
Standard Deviation:
Show the scatter of the observed data around the mean value.

N is the number of items in the population.
Obtaining is not easy and often impossible when the number of items in the
population is indefinite.
Instead the sample standard deviation can be calculated.

Variance:
Is simply calculated by squaring the standard deviation and can be simplified as:
(Sample variance)
( )
N
x
N
i
i
=

=
1
2
o
( )
1
1
2
=

=
n
x x
S
n
i
i
( )
(
=

2
1
1
1
2 2
i i
x
n
x
n
s
12
Sample Distribution:
A theoretical model that describes the probability of obtaining the possible values
of a sample statistic.
There are various distribution model which are frequently used in engineering
researches such as:
Normal distribution
t-distribution
F-distribution
Binormal distribution
Bernoulli distribution
Hypergeometeric distribution
Lognormal distribution
Uniform distribution
Poisson distribution
Chi distribution
Skewed distribution
13
Homework
Students are asked to investigate about the above mentioned
distributions and their characteristics, applications as well as
their relationships.
14
The Normal (Gaussian) Probability Distribution
In eighteenth century, scientists observed an astonishing degree of regularity
on the pattern in observed values from repeated observations of a given
quantity, such as the position of a given star.
Carl Gauss suggested that each reported value should be regarded as a
combination of the true value and a term to represent the total error of
observation.
x
observed
= x
true
+
He considered that is in fact the sum of a large number of small errors, each
of which might be positive or negative, occurring at random.
In most cases, both positive and negative errors will occur, in different
proportion from test to test, with corresponding degree of cancellation.
Therefore relatively small total errors will be common.
Hence, the observed values near the mean are common and far from the mean
are rare.
15
The frequency of the observed value of the variable or probability density
function is given by Gauss as:
when = 0

when 0
( )
|
.
|
\
|
=
2
2
2
exp
2
1
o t o
x
x P
( )
( )
|
.
|
\
|
=
2
2
2
exp
2
1
o
t o
x
x P
16
o

=
x
Z
In which Z or U scale is defined as: for a single value, and

for a sample of n tests,
where

Degree of freedom:

Example:
Its supposed to produce a hundred tons of a given product in five days. If we
produce 18, 23, 19 and 17 tons on Monday to Thursday, we have to produce 23
tons on Friday.
We can produce whatever we like in 4 of five days but we have no choice on fifth
day. =4
n
x
Z
o

=
n
n
o
o =
1 = u n
17
When comparing properties of interest between two
populations, the experimenter will be confronted with two
possibilities: either the properties of interest are essentially the
same in both populations, or the properties of interest are
significantly different.
In statistical terms, these alternatives are stated as:
1) Null Hypothesis (H
0
) no essential difference exists between the
properties of interest in two populations.
2) Alternative Hypothesis (H
a
) a significant difference exist
between the properties of interest in two populations.

18
Example:
If we are trying to improve the yield of a chemical process, the
null hypothesis is that there is no improvement.
The new mean yield equals the old one (
0
),
H
0
: =
0
(null hypothesis)

The alternative that we would be interested in is
H
1
: >
0
(alternative hypothesis)

There are other alternatives,
H
1
: <
0
and H
1
:
0

Neither of which would interest us in this case.

19
Experimental Errors, Accuracy and Precision

The error falls into two types:
a) Random Errors are due to failure to replicate a given procedure,
leading to fluctuating results (dispersion of the data). The method, at
least in the hands of the operator, is said to lack precision.
In statistical analysis, random errors are estimated by error variances
(or residual variances).

b) Systematic Errors are due to a defect in materials, equipment, or
method including the operator which occurs every time a given
procedure is carried out.

the systematic errors lead to mean different form the true value.
The method is said to lack accuracy or to have measurable bios.
20
Statistical analysis cannot detect difference of observed mean from
true mean.

What can it detect is the difference between experimental mean and
some fixed value.

Random errors are relatively easy to detect because of the varying
results they produce.

Systematic errors are more sinister, because they are experimentally
more difficult to detect.

Systematic errors can be minimized and accuracy thereby
maximized, by careful calibration of equipment and methods.
21
Confidence limits from a single observation
The area under the curve between any two vertical bounds (limits),
represents the percentage, of fraction, of all the possible values of the
variable which fall between those bounds.
22
23
68.3% of the observed values fall within one standard deviation on
either side of the mean.

Any one measurement of variable taken as random, is less than 5%
likely to be more than 2 from the mean.

It can be said that with 95.4% confidence, is somewhere between
x-2 and x+2.

Hence, we have confidence limits (or confidence intervals) of
population means as shown below:
Confidence limits
z
Probability percentage of obtaining a single result
in this range
1.28 80
1.64 90
1.96 95
2.58 99
3.29 99.9
24
Confidence limits for f rom sample size n, with known

It can be shown that if random samples, each of n units, are taken
from a distribution with mean value () and standard deviation (),
the sample mean will form a distribution having the same mean but
with smaller standard deviation:

The sample means, x, is our best estimate of , and the confidence
limits are narrowed.
n
is the standard deviation of the mean
(otherwise known as the standard error).
n
n
o
o =
25
Example:
Following ten batch yields are picked at random from many runs, and
the whole investigation gave = 2.3. find the 80%, 90% and 99%
confidence limits of from the ten results:
Batch yields: 89.6, 92.4, 84.7, 94.3, 91.1, 88.3, 89.7, 89.8, 91.4 gr.

Answer:

Percentage confidence:
80
90
99
78 . 91 02 . 88 88 . 1 9 . 89 58 . 2 x
09 . 91 71 . 88 19 . 1 9 . 89 64 . 1 x
83 . 90 97 . 88 93 . 0 9 . 89 28 . 1 x
n
n
n
= =
= =
= =
73 . 0 10 3 . 2
9 . 89
= = =
=
n
gr x
n
o
o
26
Discussion
Suppose a single batch yield was equal to the mean of the ten
samples, 89.9 gr. The confidence limits from that single batch, with
= 2.3, would be as:

Percentage confidence z
80
90
99

Comparing the two tables clearly demonstrates the narrowing
of the confidence limits (the reduced uncertainty about the
results) when an experiment is replicated.

83 . 95 97 . 83 ) 3 . 2 ( 58 . 2 9 . 89
67 . 93 13 . 86 ) 3 . 2 ( 64 . 1 9 . 89
84 . 92 96 . 86 ) 3 . 2 ( 28 . 1 9 . 89
=
=
=
27
Confidence limits for from sample size n, with unknown

In practice, the population standard deviation usually is not known.

In this case, use sample standard deviation, S.

Is called standard error.
S gives an estimation of and gives an estimate of .

For large samples (n>30), we get a very good approximate
answers, but in practice we usually have fewer results than 30.

As the number of results goes down, S and becomes poorer
estimates of and .
The uncertainty grows confidence limits must be wider.

n
S
S
n
=
x
x
28
This is allowed for, by using the more widely spaced distribution
called t-distribution.

The t-distribution has the same shape as the normal distribution, but
is wider.

Confidence limits for are then given by:

The width of the t-distribution is also a function of the degree of
freedom.
n
S t x
o
=
29
= 0.1 0.05 0.025 0.01
= 1 3.078 6.314 12.706 31.821
4 1.533 2.132 2.776 3.747
7 1.415 1.895 2.365 2.998
10 1.372 1.812 2.228 2.764
20 1.325 1.725 2.086 2.528
40 1.303 1.684 2.021 2.423
1.282 1.645 1.960 2.326
The table gives the value of t
and applies to one tailed tests, the

column headings must be doubled to 2.
T
- table
30
Observations:
1) is a measure of the precision with which has been estimated.
2) As the value of increases, the width of the t-distribution
decreases.
3) When becomes very large (>30), the t-distribution curve almost
coincides with normal distribution.
4) When an experimenter has estimate of with at least 30 degrees
of freedom, the experimenter can say that is known for all
practical purposes.
31
When > 30 use normal distribution.
when < 30 use t-distribution.

Comparable to the standard normal distribution, the t-distribution
has a zero mean and unit standard error.

Any t-value, +t
has a fraction of the total area under the curve

lying above it. Similarly there is a fraction lying below t
.

32
Example:
A sample of eight observations from a distribution of unknown ,
gave a sample mean = 10.4 and a sample standard deviation
S = 0.55. what is the 90% confidence limits of for this sample?

Answer:
n = 8 = 7
S = 0.55 S
n
= 0.55 / 8 = 0.194
90% confidence limits = 0.05
From t-table: t
= 1.895

= 10.4 1.895 (0.194)
= 10.04 10.76 (confidence limits)

n
S t x
o
=
x
33
I ndependent means and Related means

Sometimes we wish to compare two sets of data which have been
obtained separately from each other, for example:
a) Samples from two different laboratories or plants
b) Two sets of samples, one is tested immediately, but the other is
subjected to some extra treatment before testing.

In this case a change in mean can be found, but changes in
individual specimens are not known.

These cases are said to have independent means.

Suppose in case b), one given set of specimens are tested before
and after treatment. In this test-related situation, we have
related means.
34
Another example of related means is when we have several batches
of material, and we analyze each batch by two different methods.

In related means case, we have difference within each pair of
measurements on a given specimen, because the objects examined are
the same in both runs.
35
Confidence limits for the difference between two independent
means

Consider two random samples of n
1
and n
2
units and means
1
and
2
.

Total degree of freedom = n1 + n2 2

If the two samples have the same variance, so that S
1
= S
2
=S

x
x
) 2 ( ) 1 (
2 2
2 1
2 1
n n
S S
x x
t
SE
x x
t
+
=
o
o
36
( ) ( )
( ) ( )
2
1
2 1
2
2 2
2
1 1
2 1
2
2 2
2
1 1
2 1
2 1
2 1
2
. 1 . 1
2
,
.
)
`
+
+
=
+
+
=
+
=

n n
S n S n
n n
x x x x
s where
n n
n n
S
x x
t
o
The confidence limits are given by:

when
2 1
2 1
2 1 2 1
.
.
n n
n n
S t x x
+
=
o

n
S t x x n n n
2
.
2 1 2 1 2 1 o
= = =
37
This is valid only if S
1
= S
2
or nearly so.

If this assumption cannot be made carry out the F-test of
significance to see if they are significantly different.

can be used but in consulting the t-table is not n
1
+ n
2
- 2, but

) 2 ( ) 1 (
2 2
2 1
n n
S S
x x
t
+
=
o
2
2 2
2
2
2
2 2
2
1
) 2 ( ) 1 (
) 2 ( 1
) 2 ( ) 1 (
) 1 ( 1 1
)
`
+ u
+
)
`
+ u
=
u
n n
n
n n
n
S S
S
S S
S
38
Confidence limits for the difference between Related mean

When we test each batch by two different methods or test each
specimen before and after treatment, it is said that we have subjected
our experimental design to blocking. In these examples each block
consists of two tests.

Here we have the difference within each pair of measurements on a
given specimen which we didnt have in case of independent means.

Because the objects examined are the same in both runs, we can
expect less random variation.

However, this effect is offset by a reduction in degree of freedom,
since n samples, each tested twice yield n difference of results,
39
is now, n-1 instead of n
1
+ n
2
2

Where = mean difference within pairs
S
d
= standard deviation of the difference within pairs

d = difference within any pair

The confidence limits are therefore,
n S
d
n S
x x
t
d d
/ /
2 1
=
=
o
d
( )
1
/
2
2
=

n
n d d
S
d
n S t x x
d
/ .
2 1 2 1 o
=
40
Example, (Independent means):
Ten specimens of an alloy are tested for tensile strength, and the mean
value is found. Ten further specimens are subjected to a standard
process of heat treatment, and the second mean is found.
Does the experiment with 95% confidence show that this heat
treatment process has significant effect on tensile strength of this
alloy?

1
x
2
x
specimen Test 1, x
1
Test 2, x
2
d=x
2
-x
1
1 20.7 21.9 1.2
2 18.4 20.8 2.4
3 19.8 21.1 1.3
4 18.8 20.1 1.3
5 19.9 19.9 0
6 23.4 24.4 1.0
7 23.7 25.5 1.8
8 20.8 21.6 0.8
9 20.0 24.6 4.6
10 22.0 23.4 1.4
Total x
1
=207.5 x
2
=223.3 d=15.8
Mean 20.75 22.33 1.58
41
For these two random samples, n
1
= n
2
= 10
= n
1
+ n
2
2 = 18
If they both come from populations with the same variance, the
overall standard deviation, S, is:

S = 1.898

The standard error of the difference between means, SE, is

From t-table, for = 0.025 and = 18 t
= 2.1
( ) ( )
2
1
2
2
2 2
2
1
2
1 2
1
2 1
2
1
(
(
+
+
=

n
x
x
n
x
x
n n
S
849 . 0
100
20
898 . 1
.
.
2 1
2 1
= =
+
=
n n
n n
S SE
36 . 3 2 . 0
78 . 1 58 . 1 ) 849 . 0 ( 1 . 2 x x
1 2
2 1 1 2
+ =
= =

42
If a confidence interval was entirely positive or entirely negative, we
can have confidence that
2
-
1
is not zero There is significant
difference between results. (The null hypothesis is rejected).

In our example,

We cannot have 95% confidence on the effect of the heat treatment
process.
43
Example, (Related means):
Now assume that the results in previous example were obtained
when the same ten marked specimens were tested before (x
1
) and
after heat treatment (x
2
).

In this paired comparison test, we calculate:

Standard difference, S
d
is given as:

( )
96 . 24
10
6 . 249
58 . 38
2
2
= =
=
n
d
d
( )
389 . 0
23 . 1
9
96 . 24 58 . 38
1
/
2
2
=
=
=

n
S
n
n d d
S
d
d
44
From t- table t = 2.26 ( = 9, = 0.025)

With 95% confidence 2 - 1 is not zero.

The heat treatment process has significant effect.

46 . 2 7 . 0
) 389 . 0 ( 26 . 2
1 2
1 2 1 2
+ + =
=

x x
45
Confidence about the Proposed Numerical Relationship
(A Regression)
Suppose we have taken n pairs of observations:
(x
1
, y
1
) (x
n
, y
n
)
We may use Least Square Method to setup the equation
y=a + bx
a and b have such values that the variance of y values about the line
is minimized.
Since two constraints (a and b; or x, y with either a or b) determine
the line, the equation has (n-2) degrees of freedom for n experimental
points.

46

For point i on this line,
y
i
=a +bx
i
But corresponding experimental value of y may include an error, ,
i.e. a deviation from line, so experimentally
y
i
=a + bx
i
+
i

The variance of y is given by:
S
y/x
2
=
i
2
/ (n-2) = (y
i
a bx
i
)
2
/ (n-2)

It can be shown that the 100(1-2) confidence interval for y, related
to any stated value of x = x
0
is given by:
y = a + bx
0
t
,

n-2
.S
y/x
.[1/n + (x
0
x)/ (x
i
x)
2
47
The confidence limits are two smooth curves, on either side of
the chosen regression line.
y = ax +b
(x,y)

Note that the confidence interval and therefore the uncertainty is
smallest when x
0
= x
48
Test of significance
In test of significance we compare the values calculated from our
own data using appropriate equations with values in the table for the
same number of degrees of freedom.

This identifies the -value for our experiment, which is the fractional
chance that our results could have arisen merely by random error, and
and or x
1
and x
2
are not truly different.

The -value refer to one tail of the distribution only.
49
If we are interested only whether t

is positive (or negative), this
is a one-tailed test and the chance probability is . Example for one-
tailed test are when we are seeking to increase the yield or reaction
rate of a process or to decrease the cost.
Sometimes we have to use a two-tailed test because both sides are
important, for example when we investigate whether a new
analytical method gives a mean result different from that of an
established method.
Choosing a one-tailed test, where legitimate, halves the chance
probability and consequently increases the likelihood of our
observing a significant result.
50
Example:
For 95% confidence with five degrees of freedom we need t
e
= 2.02
on a one-tailed test or t
e
= 2.57 on a two-tailed test.
% Probability level Degree of Freedom

One-
tailed
Two-
tailed
1 5 10 20 30
0.1 10 20 3.08 1.48 1.37 1.33 1.31
0.05 5 10 6.31 2.02 1.81 1.73 1.7
0.025 2.5 5 12.7 2.57 2.23 2.09 2.04
0.005 0.5 1 63.7 4.03 3.17 2.85 2.75
51
These so called critical values of t are connected with the need to
distinguish between highly significant, significant or less significant
results.
Hence, = 0.04 is significant on a one-tailed test, but only possibly
significant on its two-tailed test.
Probability % Degree of significance
< 1.0 Highly significant
1 5 significant
5.1 10 Possibly significant
(continue testing)
> 10 not significant
52
Use of the Normal Distribution Table
If we already have so much information that we feel we know the
population mean and the population standard deviation , we can
proceed as we did in previous examples. This is often the case
in quality control work where a large amount of earlier data is
available.
53
Example: to test whether a single observation could come from a
normal population
Many batches of a product have been made in a chemical plant, and
it is known from this long experience that the combined water in the
product is distributed normally with = 2.48% and = 0.12.
After necessary repairs to the plant, a single test on the next batch
gives 2.76% moisture.
U
e
=(x ) / =(2.76 2.48) / 0.12 =2.33
From normal distribution table:
(100 )% U
1 2.326
0.9 2.366
54
= 0.01 = 0.01
2.326
-2.326
0
U
Therefore, there is only 2% chance that moisture content being
found as 2.76% without repair having caused some variation in the
product. (The difference is significant and there is only 2% chance
that this difference is caused only by random error)
Note that we have used two-tailed probability level, because we did
not state in advance that only results higher ( or lower) than before
would be of interest.
55
Example: to test whether a sample mean x differs significantly from

Suppose that instead of testing just one sample from the first batch,
it was decided to run four batches, take one sample from each batch
and regard the four samples as representative of the new product.
suppose sample mean x = 2.62%
U
e
= (2.62 2.48) / (0.12 / 4) = 0.14 / 0.06 = 2.33
There is again less 2% chance of the mean moisture content being
found as 2.62% over four batches, as mere random variation of the
old process.

56
Comparing the two examples show that if we make several
samples, instead of just one, then the smaller differences of results
are needed to show a given level of significance.
Note that in one-tailed tests, if the other side had been of interest,
the results would not have been significant, even thought the might
be very small.
In general, a one-tailed test is appropriate if a deviation in the
direction opposite to that tested would have no practical importance.
e.g. when a specification imposes an impurity limit on a product, it
would be important if it were significantly higher but not if it were
significantly lower.

57
The t- Test
Normal distribution test of significance can only be used when is
known exactly, or at least is based on sample size > 30.
If this is not the case, we must use sample standard deviation S
instead of and t instead of U.
Example: to test whether a sample mean x differs significantly from
an expected value E when is estimated from the sample
From experimental data x
1
, x
2
, , x
n
we calculate x and S, and then
t
e
=x E / ( S / n)
We compare this value, with = n-1, with table values and obtain
the fractional probability, or 2, that the results could have
occurred by chance.
58
Example: The structure of a chemical compound is such that it
contains 7.15% of X when pure. Ten analyses by a standard method
of negligible systematic error gave the following data:

Is x significantly different from E?

Answer:
t
e
=x E / ( S / n) =7.15 6.94 / ( 0.31 / 10) =2.14
Since it is not stated that the x is significantly smaller or higher
than E, a two-tailed test should be used.
= 9 , t = 2.14 0.1 > 2
> 0.05
x E S N
6.94 7.15 0.31 10
59
We can say with better than 90% but less than 95% confidence that
x is different from E.

This result is possibly significant (more tests are needed).

If there had been expected that x < E , we could have applied one-
tailed test
0.05 <<0.025 This is a significant result.

We could say with better than 95% confidence that x is smaller
than expected value E.
60
Example: to test the difference between the means of two samples
from a single population
If two samples of n
1
and n
2
items are taken at random from a single
population, we can calculate t
e
by using:

Where

We

can compare this value of t
e
with = n
1
+n
2
-2 with table values
to obtain the fractional probability that the results could have been
occurred by chance.
( )
( ) ( ) | |
2
1
2
2
2
2
2 1
2
1
2
1
2 1
/ /
2
1
)
`
+
+
=

n x x n x x
n n
S
(
(
+
=
2
1
2 1
2 1
. /
n
e
n
n n
s x x t
61
: Suppose we have the following results : Example

Then

From t- table , for = 12
x
1
x
2
n
1
n
2
S
110 126 6 8 11.8
51 . 2
8 * 6
8 6
* 8 . 11 /[ ) 110 126 (
. /
2
1
2 1
2 1
=
+
=
(
(
+
=
n
e
n
n n
s x x t
Probability
level %,
= 12
Two-tailed 10 5 2 1 0.1
One-tailed 5 2.5 1 0.5 0.05
t 1.78 2.18 2.68 3.05 4.32
62
If our alternative hypothesis had been x
1
x
2
, we would use a two
tailed test , where t
e
= 2.51 corresponds to 5% > 2 > 2%
the two means are significantly different .
If we had stated our alternative hypothesis as x
1
x
2
, the one
tailed test shows that the difference between means is significant less
than 2.5 % confidence limit ( 2.5 % > > 1% ) .

Example : t-test for paired comparisons
Eight compounds were analyzed in order to compare two methods for
determining percentage of manganese , and the results are :
63
Method
Compound d=X
I
-X
II
I II
A 14.7 14.4 0.3
B 10.1 10.0 0.1
C 6.4 6.4 0.0
D 18.3 18.5 -0.2
E 5.4 5.4 0.0
F 13.6 13.2 0.4
G 5.3 5.0 0.3
H 9.3 9.2 0.1
64
Null hypothesis , H
0
: x
I
= x
II
Alternative hypothesis , H
a
: x
I
x
II
d = 0.125
( )
79 . 1 07 . 0 / 125 . 0 / /
07 . 0 /
2 . 0 ) 1 /(
2
= = =
=
= =

n S d t
n S
n d d S
d e
d
d
65
From t-table for = 7 0.2 > 2 >0.1

The observed mean difference between the methods could arise
purely by chance on more than 10 % and less than 20 % of the
occasions .

The difference is not significant H
0
is accepted

The two methods do not produce different result .
66
Non Homogeneous Variances
Equation

Was obtained on the assumption that S
1
= S
2
= S and can be used
whenever the ratio of the variances S
1
2 ,
S
2
2
is not significant by F
test .

If there is non homogeneity ( S
1
S
2
) , the t- test cannot be
applied , but we can use tan test or the Welch test .

Homework : Students are asked to investigate about tan test and
bring their papers in two weeks time .

(
(
+
=
2
1
2 1
2 1
. /
n
e
n
n n
s x x t
67
Welch Test for Difference between Two Means of Different
Variances

Where x
1
and x
2
are means , S
1
2
and S
2
2
are variances of samples
size n1 and n
2
.
If W is greater than appropriate table values , than a significant
difference between means is indicated .
The table values relate to degrees of freedom (n
1
1 ) and ( n
2
1 )
and a quality :
|
|
.
|
\
|
+ =
2
2
2
1
2
1
2 1
/
n
S
n
S
x x W
(
+ =
2
2
2
1
2
1
1
2
1
/ /
n
S
n
S
n S C
68
Example : Is x
1
significantly greater than x
2
on the following data ?
X
1
= 17.0 , n
1
= 12 , S
1
2
= 2.25 , = 11
X
2
= 14.5 , n
2
= 11 , S
2
2
= 12.1 , = 10
Answer :
S
2
2
/ S
1
2
= F = 12.1 / 2.25 = 5.38
From F table , single sided for = 10 , 11 0.005
This means that variances are significantly different
t test cannot be used , compute Welch
,
s statistic W :

W =17.0 14.5 / 2.25 / 12 +121 / 11 =2.5 / 1.14 =2.19
69
C = 2.25 / 12 / ( 2.25 / 12 + 12.1 / 11 ) =0.145
From tables , for a single sided test ,

Therefore , W
exp
. Is significant at the 5 % level 0.05 > > 0.01
x
1
is significantly greater than x
2

0.01 0.05
C 0.1 0.2 0.1 0.2
1 = 10, 2 = 10 2.7 2.63 1.78 1.76
1 = 12, 2 = 10 2.62 2.57 - -
1 = 10, 2 = 15 - - 1.78 1.76
70
The F test
If we wish to establish that two samples belong to the population ,
we should test not only to determine that their means are not
significantly different , but also that their standard deviations do not
differ significantly .

The procedure to establish the difference between standard
deviations is F test , where F is the ratio of the two sample
variances .

71
samples two of variances observed the whether test to : Example
differ significantly

If S
1
2
and S
2
2
are the variances of two sets of observations , then the F
test statistic is :

F = S
1
2
/ S
2
2
(S
1
2
must be always the larger variance )
72
2

1
1 4 7 10
1 = 0.05
= 0.01
161.4
4052
224.6
5625
236.8
5928
241.9
6056
4 7.71
21.2
6.39
16.0
6.09
15.0
5.96
14.5
7 5.59
12.25
4.12
7.85
3.79
6.99
3.36
6.62
10 4.96
10.04
3.48
5.99
3.14
5.20
2.98
4.85
14 4.60
8.86
3.11
5.04
2.70
4.28
2.60
3.94
20 4.35
8.10
2.87
4.43
2.51
3.70
2.35
3.37
73
Example : Consider the mixing of several components in a
chemical reactor . To determine the effectiveness of the mixing
process at constant stirring rate , eight samples were taken from the
reactor after ten minutes . The percentages of component C found in
each sample were as follows :

10 min : 38.3 36.6 36.0 33.3 34.8 36.2 37.4 35.5
20 min : 36.2 38.1 34.3 35.4 35.2 37.0 35.2 36.6

x
1
= 36.0 , x
2
= 36.0

S
1
2
={ (38.3 36.0 )
2
+ + (35.4 36.0)
2
} / 7 = 2.39
S
2
2
={ (36.2 36.0 )
2
+ + (36.6 36.0)
2
} / 7 = 1.48
F = 2.39 / 1.48 = 1.61
74
From tables for F
7,7
(single-sided) 0.1 0.05
F 2.79 3.79

F = 1.61 > 0.1
The variances are not significantly different .
The second period of mixing has not made the bulk significantly
more homogeneous .
75

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Experimental Design and Statistical Analysis

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Experimental Design and Statistical Analysis

By: Dr. Farshad Rahimpour

and applies to one tailed tests, the

has a fraction of the total area under the curve

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