EXAMINATIONS – JUNE 2013 (MEMORANDUM) FACULTY OF SCIENCE AND AGRICULTURE DEPARTMENT OF MATHEMATICAL SCIENCES SSTT 321- Experimental Designs DURATION: 3 HOURS MARKS: 100 SUBMINIMUM: 40% Internal Examiner(s) J. M. Batidzirai Moderator Mr. Chifurira External Examiner Mr. Chiruka (UFH- Alice Campus) INSTRUCTION TO CANDIDATES 1. 2. 3. 4. 5. 6. 7. 8. Please ascertain that this question paper has five (5) pages. The paper consists of 6 Questions, attempt them all. All questions should be answered on the provided answer sheet [100 Marks]. Calculators may be used and only round final answers. Inform the invigilator during the examination of any problem. Start each new question on a new page. Number your questions correctly. Statistical tables are provided on the last page. Page 1 of 18 QUESTION 1 (10 MARKS) a. Define the following terms as they are used in experimental design i. Experimental units are the objects on which the response and factors are observed or measured. ii. 1 Treatment treatments of an experiment are the factor-level combinations utilized iii. 1 Response variable is the variable of interest to be measured in the experiment. We also refer to the response as the dependent variable iv. 1 Completely Randomized Design is a design in which treatments are randomly assigned to the experimental units 1 OR Is a design in which independent random samples of experimental units are selected for each treatment. v. Factors . are those variables whose effect on the response is of interest to the experimenter. Also known as Independent Variables. 1 Quantitative factors are measured on a numerical scale, whereas qualitative factors are not (naturally) measured on a numerical scale vi. ANOVA is a statistical procedure that is used to test the null hypothesis that the means of 3or more populations are equal. It is the cornerstone of an experimental design. Page 2 of 18 1 In t-test, we tested the null hypothesis that the means of only two populations are equal, but in ANOVA we are now testing for the means of 3or more populations b. Assumptions of ANOVA 1. The population from which the samples are drawn are (approximately) normal 1 2. The population from which the samples are drawn have the same variance (or standard deviation) i.e. σ1 = σ2 = ………….. = σk 1 3. The p treatments are randomly assigned, one treatment to each experimental unit within each block 1 c. In experimental design, what does it mean if a design is called a 2 X 3 X 2 design? Is a design with 3 factors (or independent variables), one with 2levels, the other one with three levels and the other one with two levels 1 ****************************************************************************** QUESTION 2 [10 Marks] a. State any three advantages of a completely randomized design. 1 i. It is easy to construct ii. It is easy to analyze even if sample sizes may be different for each treatment iii. The design maybe used for any number of treatments 1 b. Prove that for treatment sum of squares in Completely Randomized Designs, SSTot SSTreat SSError Page 3 of 18 1 p ni SSTot yij y i 1 j 1 ni p 2 y ni p 2 y yij T i i 1 j 1 ij i 1 j 1 yij T i T i y i 1 j 1 ni p ni p T i T i y T i y ij i 1 j 1 2 ni p 2 Ti Ti y 2 i 1 j 1 sum.over. j p ni yij T i i 1 p 2 p i 1 SS Error 2 T i y i 1 2 T i y y p j 1 ij p j 1 p yij T i ni T i y i 1 T i SSTreat p SS Error 0 SSTreat ........sin ce T i y 0 i 1 p p p i 1 i 1 p p p p Ti y y y 0 i 1 ni i 1 i 1 i 1 ie T i y T i y i 1 p ni Therefore2 y ij T i T i y 0 i 1 j 1 SSTot SS Error SSTreat Page 4 of 18 2 2 p ni SSTot yij y i 1 j 1 ni p 2 y ni p 2 y yij T i i 1 j 1 ij i 1 j 1 yij T i T i y i 1 j 1 ni p ni p T i T i y T i y ij i 1 j 1 2 ni p 2 Ti Ti y 2 i 1 j 1 2 sum.over. j p ni yij T i i 1 p 2 p i 1 SS Error 2 T i y i 1 2 T i y y p j 1 ij p j 1 p yij T i ni T i y i 1 2 T i SSTreat p SS Error 0 SSTreat ........sin ce T i y 0 i 1 p p p i 1 i 1 p p p p Ti y y y 0 i 1 ni i 1 i 1 i 1 ie T i y T i y i 1 p ni Therefore2 y ij T i T i y 0 i 1 j 1 SSTot SS Error SSTreat [7 marks] *************************************************************************** QUESTION 3 [25 Marks] Four different diets were compared to test which one has an effect on the coagulation rates of patients. The diets were labeled diet A, B, C, and D. We are interested in how the diets affect the coagulation rates of patient. The coagulation rate is the time in seconds that it takes for a cut to stop bleeding. 16 patients were available for the experiment, so we will use 4 on each diet. Page 5 of 18 Randomization was done to assign the patients to the four treatment groups. The measured coagulation times for each diet are given below: : A 62 60 63 59 Mean 61 DIET B 63 67 71 64 66.25 C 68 66 71 67 D 56 62 60 61 68 59.75 a. Test at 5% significance level if there is a statistical difference in the coagulation times. [11 marks] b. Calculate Fisher’s LSD at 0.05level of significance. [2 marks] c. Use Fisher’s LSD in b) above to perform some pairwise comparison tests to test which Diets appear to be different. [7 marks] d. Construct a 95% confidence interval for the mean differences between diet A and diet B. [3 marks] e. Do the conclusions from your answer in d) above suggest the same conclusions as in a)? [2 marks] SOLUTION i. STEP 1 (State the hypothesis) Write down the null hypothesis and the alternative hypothesis used to test for the statistical significant difference in coagulation time H o : A B C D (Means are equal for all the diets) 1 or (There is no treatment effect) H1 : A B C D (Means are not the same for the diets) 1 Or (There is an effect due to the treatment) Or (At least one of the means differ from the others) Page 6 of 18 STEP 2 (Significance level and distribution) Test at 0.05 level of significance. Since we are testing for the means of more than 2samples, we use an F-distribution 1 STEP 3 (Rejection region) Fcritic F(3;12) 0.05 3.49 Therefore, we reject H 0 if Fcal Fcrit 3.49 1 STEP 4 (Test Statistic) Construct the ANOVA table for the data above p ni yij (62 60 63 ...... 61) 2 1020 i 1 j 1 CM 65025 n 16 16 ni TSS yij2 CM 622 602 632 .... 612 65025 653000 65025 275 p i 1 j 1 2 612 66.252 682 59.752 Ti SST CM CM 65216.5 65025 191.5 4 4 4 i 1 n 4 p SSE TSS SST 275 191.5 83.5 [3 marks] Page 7 of 18 The ANOVA Table SOURCE Treatment Error Total df 1 3 12 15 MS SS 191.5 83.5 275 F 1 1 63.833 6.95833 9.17.37 STEP 5 (Conclusion) Since Fcal (from the ANOVA) > Fcritic , we reject H o and conclude that at least one of the mean coagulation times are different for the four chemical agents. Hence there is an 1 effect due to the chemical agent. ii. Calculate Fisher’s LSD at 0.05level of significance. 1 1 1 1 LSD t 2 (n p) MSE t0.05 2 (16 4) 6.9583 n n 4 4 j i t0.025 (12) 3.47915 2.1788(1.865248) 4.064002 iii. 1 1 Use Fisher’s LSD in iv) above to perform some pairwise comparisons to test which Diets appear to be different H o : A B H o : A C H o : A D H o : B C H1 : A B H1 : A C H1 : A D H1 : B C H o : B D H o : C D H1 : B D H1 : C D Reject H o if | yi y j | LSD 4.065 2 1 Page 8 of 18 PAIR A& B A& C | yi y j | 5.25 7 A &D 1.25 B&C B&D C&D 1.75 6.5 8.25 conclusion Comparison 3 to LSD 5.25 > LSD Reject 7 > LSD Reject Do not 1.25 < LSD reject Do not 1.75 < LSD reject 6.5 > LSD Reject 8.25 > LSD Reject Therefore A and D, as well as B and C appear to be the same, whilst the other pairs are different iv. 1 Construct a 95% confidence interval for the mean differences between diet A and diet B. CI y A y B LSD 1 5.25 4.064002 (9.89; 1.185998) v. 1 1 Make a conclusion from your answer in vi) above Since the confidence interval above does not include zero, we reject H o and conclude that the means between diet A and B are not the same. This is the same conclusion as in a) above 1 1 QUESTION 4 [15 Marks] A chemist wishes to test the effect of four chemical agents on the strength of a particular type of cloth. Because there might be variability from one bolt to another, the chemist decides to use a randomized block design, with the bolts of cloth considered as blocks. She selects five bolts and applies all four chemicals in random order to each bolt. The resulting tensile strengths follow. Analyze the data from this experiment (use = 0.05) and draw appropriate conclusions. Page 9 of 18 Chemical 1 73 73 75 73 1 2 3 4 2 68 67 68 71 Bolt 3 74 75 78 75 5 67 70 68 69 4 71 72 73 75 a. From the information given, name which ones are the following: 1 i. Experimental units, BOLTS ii. Treatment, CHEMICAL iii. Blocks, BOLTS. iv. Response variable. TENSILE STRENGTH 1 1 1 b. How many factor levels are there in each factor? 5 LEVELS BOLTS & 4 LEVELS CHEMICAL 1 c. STEP 1 (State the hypothesis) H o : 1 2 3 4 (Means are equal for all the chemicals) H1 : 1 2 3 4 (Means are not the same for the chemicals) 1 H o : 1 2 3 4 5 (Means are equal for all the bolts) H1 : 1 2 3 4 5 (Means are not the same for the bolts) 1 STEP 2 (Significance level and distribution) Test at 0.05 level of significance. Since we are testing for the means of more than 2samples, we use an F-distribution STEP 3 (Rejection region) Page 10 of 18 For Chemicals, we reject H 0 if Fcal Fcritic F(3;12) 0.05 3.49 For Chemicals, we reject H 0 if Fcal Fcritic F(4;12) 0.05 3.9 1 1 STEP 4 (Test Statistic) ANOVA Source Df 1 SS MS Chemical 3 12.95 1 4.32 Block 4 157 39.25 Error Total 12 19 21.8 191.75 F 2.38 1 21.5659 1 1.82 STEP 5 (Conclusion) For chemical, since Fcal (from the ANOVA) > Fcritic , we reject H o and conclude that at 5%, there is a significant difference in chemical agent 1 For bolts, since Fcal (from the ANOVA) < Fcritic , we do not reject H o and conclude that at 5%, there is a significant difference in bolts 1 ****************************************************************************** QUESTION 5 (15 Marks) An engineer is designing battery for use in a device that will be subjected to some extreme variations in temperature. The only design parameter that he can select at this point is the plate material for the battery, and he has three possible choices. When the device is manufactured and is shipped time the field, the engineer has no control over the temperature extremes that the device will encounter, and he knows from experience that temperature will probably affect the effective battery life. However, temperature can be controlled in the product development Page 11 of 18 laboratory for the purposes of a test. The engineer decides to test all three plate materials at three temperature levels, 15 0C , 70 0C and 125 0C , because these temperature levels are consistent with the product end- use environment. Four batteries are tested at each combination of plate material and temperature, and all 36 tests are done in random order. The experiment and the resulting observed battery life data are given in the table below: Material Type 1 15 C 130 155 74 180 y11. 539 2 150 159 188 126 Temperature 70 C 34 40 80 75 y12. 229 125 C 20 70 82 58 136 106 25 58 y21. 623 3 138 168 110 160 122 115 y13. 230 y22. 479 174 150 120 139 70 45 y23. 198 96 82 y1.. 998 y2.. 1300 104 60 y31. 536 y32. 583 y33. 342 y.1. 1738 y.2. 1291 y.3. 770 y3.. 1501 y... 3799 a. Test at 5% significance level if material type, and temperature have an effect on the life of a battery [12 marks] b. Is there a choice of material that would give uniformly long life regardless of temperature? [3 marks] SOLUTION. a.. STEP 1 (State the hypothesis) Write down the null hypothesis and the alternative hypothesis used to test for the statistical significant difference in coagulation time H o : There is no effect due to material type H1 : There is an effect due to material type 1 Page 12 of 18 H o : There is no effect due to temperature H1 : There is an effect due to temperature 1 H o : There is no effect due to material type and temperature H1 : There is an effect due to material type and temperature 1 STEP 2 (Significance level and distribution) Test at 0.05 level of significance. Since we are testing for the means of more than 2samples, we use an F-distribution STEP 3 (Rejection region) For material type, we reject H 0 if Fcal Fcrit F(2;27) 0.05 3.35 For temperature, we reject H 0 if Fcal Fcrit F(2;27) 0.05 3.35 1 For material type*temperature, we reject H 0 if Fcal Fcrit F(4;27) 0.05 2.73 STEP 4 (Test Statistic) Construct the ANOVA table for the data above Page 13 of 18 1 a b r TSS yijk y... i 1 j 1 k 1 a SSA br y i.. y ... i 1 2 (130 105.53) 2 (155 105.53) 2 .... (60 105.53) 2 77646.97 2 (3)(4) (83.1667 105.53) 2 (108.333 105.53) 2 (125.083 105.53) 2 10683.7222 a SSB ar y . j . y ... i 1 2 (3)(4) (103.083 105.53) 2 (107.5833 105.53) 2 (64.16 105.53) 2 39118.7222 a b SSAB r y ij . y i.. y. j . y... i 1 j 1 2 4 (134 83.1667 103.083 105.53) 2 (155.75 83.166 107.583 105.53) 2 ...... (85.5 125.08 64.16 105.53) 2 9613.7778 SSE TSS SSA SSB SSAB 77646.9722 10683.722 39118.7222 9613.77778 18230.75 ANOVA Table Source of variation Material Types Temperature Material Types *Temperature ERROR TOTAL Df SS 1 1 2 2 10683.72 39118.72 5341.86 19559.36 7.91 28.97 4 9613.78 2403.44 3.56 27 35 18230.75 77646.97 675.21 Page 14 of 18 MS F 2 STEP 5 (Conclusion) Since Fcal (from the ANOVA) > Fcritic , we reject H o and conclude there is a significant effect on the life of a battery due to material type Since Fcal (from the ANOVA) > Fcritic , we reject H o and conclude there is a significant effect on the life of a batteru due to temperature 1 1 Since Fcal (from the ANOVA) > Fcritic , we reject H o and conclude there is a significant effect on the life of a battery due to both material type and temperature 1 b. y32. 119.75 and y32. 145.75 MSE 675.21 3.5 45.47 n 4 q q0.05 3, 27 * y 22. y 32. 145.75 119.75 26 TSD 45.47 1 1 So we do not reject H 0 .Hence the analysis shows that at temperature 70 0C , the mean battery life is the same for material types 2 and 3 1 a. How much percentage of the variability in battery life is explained by the plate material in the battery, temperature and interaction (of plate material in the battery * temperature)? SS Model S Material SSTemperature SS Interaction 1 10683.72 39118.72 9613.78 1 =59416.22 So, R 2 SS Model SSTotal 1 59416.22 77646.97 Page 15 of 18 1 =0.7652 Therefore, 76.52% of the variability in battery life is explained by the plate material in the battery, temperature and interaction (of plate material in the battery * temperature) 1 ********************************************************************* QUESTION 6 (10 Marks) a. Define 2k factorial design. Is an experiment whose design consists of k- factors, 1 each with 2 values 1 (or levels) and whose experimental units take on all possible combinations of these levels across all such factors. 1 b. Give a general statistical model for the 2k factorial designs Yijk i j k ij ik jk ijk ijk 2 c. A Random Block Design Experiment was carried out and the following ANOVA table was constructed. SOURCE df SS MS F Blocks 3 3.4767 1.16 15.26 Treatment 2 5.4767 2.74 36.05 Error 6 0.4533 0.076 Total 11 9.4067 Calculate the relative efficiency of Random Block Design to Completely Randomized Design And interpret it Relative efficiency= MSEC MSE R 1 (b 1) MSB b( p 1) MSE (bp 1) MSE 1 Page 16 of 18 (4 1)(1.16) 4(3 1)(0.076) (12 1)(0.076) 4.89 5 1 This means that 5times as many observations of each treatment would be required in a CRD to get the same accuracy and precision for treatment comparisons as with the RBD 2 ******************************************************************** QUESTION 7 (10 Marks) The computer output n Appendix A was extracted. Give a short description and analysis of the output SOLUTION Discuss the descriptives, including the overall mean for these 20 observations is 335.8585 and overall standard deviation is 30.63702 3 For data analysis, the Levene’s test for equality of error variances shows a p-value of 0.867. Now, since p > 0.05, it shows that error variances have equal variances across all groups. 1 -From the ANOVA table, CLASS has a p-value of 0.47. So since p<0.05, we reject H o : and conclude that CLASS has a significant effect on the number of points in class. We should keep it in the model. 1 -Also GPA has a p-value of 0.08 < 0.05, which shows, again, that GPA has a significant effect on the number of points in class. We should keep it in the model. 1 -The interaction of CLASS*GPA also has a p-value of 0.31 < 0.05. So it has a significant effect on the number of points in class. We should keep it in the model. The model is also has a p-value of 0.12 < 0.05, which shows that it is sufficient. The model has the form Yijk i j ij ijk 1 1 The R2 value is 0.486. This means that 48.6% of the total variation is explained by the model. 1 Page 17 of 18 Remember: R 2 1 SSresidual SS mod el . SSmod el SSresidual SSTotal The adjusted R2 is 0.39. This means that 39% is the amount of variation around the mean explained by the model, adjusted for the number of terms in the model. SSresidual DFresidual Remember: R 1 SSmod el SSresidual DFmod el DFresidual 2 END Page 18 of 18 1
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