Statistical Design of Experiments

BITS Pilani, November 19 2006

~ Shilpa Gupta (97A4) gupta.shilpa@gmail.com

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Quiz Design of Experiments

Did you attend the lecture on Design of Experiment part I ? _______

Control chart help in distinguishing two types of ________ over time - ____________ and ___________

Difference between Control Charts and Design of Experiments?

Three types of experimentation strategies are

____________, ______________, ______________

Outline

Motivation for conducting Experiments Types of Experiments Applications of Experimental Designs Guidelines for Experimental Design

Choice of Factor and levels Randomization Replication Blocking

Basic Principles

Factorial Design Fractional Factorial Design Other Designs Research Topics References
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Why study a process..?

Objective is to optimize y, Increase yield Decrease the number of defects Reduced variability and closer conformance to nominal Reduced development time Reduced overall costs Interested in determining: x variables which are most influential on response y. where to set influential xs so that y is near nominal requirement. where to set influential xs so that variability in y is small. where to set influential xs so that effects of uncontrollable variables z are minimized.

Model of a System or a Process

Design of Experiment

Series of changes made to input variables to observe changes in the output response

Three approaches

Best Guess approach - No guarantee of success. One factor at a time (OFAT) - Fails to consider interaction

effects

Statistical Design of Experiments planning to gather data that can be analyzed using statistical methods resulting in valid and objective conclusions

Sophisticated QC tool and hence leads to significant gains in the process as compared to the other tools

Guidelines for Experimental Design*

* Coleman, D. E, and Montgomery, D. C. (1993), A Systematic Approach to Planning for a Designed Industrial Experiment, Technometrics, 35, pp 1-27

Choice of Factor and Levels

Design Factors
Held-constant Allowed-to-vary

Nuisance Factors
Controllable

e.g. e.g.

Blocking analysis of covariance

Uncontrollable

Noise

e.g.
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Robust design

Principles
Blocking Randomization Replication

Example#4
A product development engineer is interested in investigating the tensile strength of a new synthetic fiber that will be used to make cloth for mens shirt. The engineer knows from past experience that the strength of the fiber is affected by the weight percentage of cotton content in the blend of materials for the fiber. The engineer suspects increasing the cotton content will increase the strength. The cotton content ranges from 10-40%. So the engineer decides to test at 5 treatment levels: 15, 20, 25, 30, 35

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Basic Principles Replication, Randomization and Blocking

Replication

Repetition of basic experiment and NOT repeated measurements

Obtain an estimate of error More precise estimate of the error (incase of mean) Cotton Experimental Run Number Example: Take 5 replicates,
Weight Percenta ge 15 20 25 30 Rep 1 Rep2 Rep 3 Rep 4 Rep 5

pick the runs randomly Single replicate experiments Combine higher order interactions to obtain an estimate of error
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Basic Principles Replication, Randomization and Blocking

Randomization
Averaging

out the effect of nuisance parameters

Suppose the 25 runs were not randomized, i.e. all 5 runs at 15% were tested first followed by 5 runs at 20% and so on. If the tensile strength testing machine exhibits warm-up effect which means the longer it is on, the lower tensile strength readings will be. This warm up effect will contaminate the tensile strength data and destroy the validity of the experiment.

Restriction

on randomization call for specialized

designs

Randomized complete block design and Latin Squares Split Plot Design Hard to change factors Nested or Hierarchical Design
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Example - Demonstrate ANOVA

Tensile Strength experiment

Cotton Weight Percen tage 15 20 25 30 Observation Total 49 77 88 108 Average 9.8 15.4 17.6 21.6 Rep 1 Rep2 7 12 14 19 7 17 18 25 Rep 3 Rep 4 15 12 18 22 11 18 19 19 Rep 5 9 18 19 23

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54

10.8

10

11

15

11

376

15.04
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Box Plot

Boxplot of 15, 20, 25, 30, 35

25

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Tensile Strength

15

10

5 15 20 25 30 35

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Analysis Steps

Effects Model

i = 1, 2,..., a yij = m+ t i + eij , j = 1, 2,..., n

Hypothesis

H0 : t 1 = t 2 = L = t a = 0 H a : atleast one is 0

Test Statistic obtained by partitioning the total sum of squares

SST = SSTreatments + SS Error

( yi - y.. ) = n ( yi. - y.. ) +

2 2 i= 1

(yij -

yi. )

i= 1 j = 1

i= 1 j = 1

MSTreatments = MSE =

SSTreatments 2 ~ c DoFTreatments DOFTreatments

SS Error 2 ~ c DoFError DOFError

Critical region

Test Statistic =

MSTreatments = F1- a , DOFTreatments , DOFError MS Error

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Checking assumptions

Assumptions
Independence Constant Errors Linear

Variance

are distributed Normal with mean zero relationship Probability Plot versus Fitted vs. Time order

Residual Plots
Normal Residuals Residuals

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Basic Principles Randomization, Replication and Blocking

Blocking
Creating

homogeneous conditions for subset of experiments Improve the precision by eliminating the variability due to nuisance factor (factors that are influential but not of interest and can be observed but not controlled) Sum of Squares of Block account for the variability due to blocks Example:

Suppose each replication was done on a separate day and atmospheric temperature is nuisance factor. Use blocking.
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Experimental Designs

Features of a desirable design

Reasonable distribution of data points Allows lack of fit to be estimated Allows experiments to be performed in blocks Allows designs of higher order to be built up sequentially Provides an internal estimate of error Provides precise estimates of the model coefficients Provides good profile of the prediction variance Provides robustness against outliers Does not require large runs Does not require too many levels of the independent factors Ensure simplicity of calculation of the model parameters

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Design Space

x2

x1

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Factorial Design

All factors are varied together Full factorials all combinations of the factors are tested in each replicate
If

we have 4 factors at 2 levels => we have 24 = 16 experimental runs

Fractional Factorials fewer combinations of the factors are examined

Half fraction of 24 = 24-1 = 8 experimental runs

of Effects principle -> higher order interactions are not significant
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Sparsity

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Generator ABC Defining relationship, I = ABC Alias, e.g. [A] = A + BC, [B] = B + AC

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Design Resolution

Resolution III design - Main effects are aliased with two - factor interactions (FI) Resolution IV design 2 FI are aliased with 2 FI Resolution V Design 2 FI are aliased with 3 FI

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Analysis Procedure for Factorial Designs

Estimate Factor Effects Form Preliminary Model Test for significance of factor effects Analyze residuals Refine Model, if necessary Interpret results

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Research Opportunities in Design of Experiments*

Design for computer experiments

Response surface designs for cases involving randomization restriction

Model robust designs

Designs for non - normal response

Design, analysis and optimization of multiple responses Second order designs involving categorical factors

* Myers, R. H. , Montgomery, D. C., Vining, G. G, Borror, C. and Kowalski, S. M. 2004. Response Surface Methodology: A Retrospective and Literature Survey, Journal of Quality Technology, 36, pp 29 53 - 77

Reference
Basic

Concepts and Examples

Mitra, A. Fundamentals of Quality Control and Improvement, 2nd Edition, Prentice Hall. Montgomery, D. C. Design and Analysis of Experiments, 6th Edition, Wiley, New York.

Advanced

Experimental Designs

Myers, R. H., Montgomery, D. C. Response Surface Methodology 2nd Edition, Wiley, New York

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QUESTIONS

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