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The accompanying data resulted from an experiment to investigate whether yield from a certain chemical process depended either on the formulation of a particular input or on mixer speed.

A statistical computer package gave \(SS(\;Form\;) = 2253.44SS(\;Speed\;) = 230.81,\quad SS(\;Form*Speed\;) = 18.58, andSSE = 71.87\;\)

a. Does there appear to be interaction between the factors?

b. Does yield appear to depend on either formulation or speed?

c. Calculate estimates of the main effects.

d. The fitted values are\({\hat x_{ijk}} = \hat \mu + {\hat \alpha _i} + {\hat \beta _j} + {\hat \gamma _{ij}}\), and the residuals are \({x_{ijk}} - {\hat x_{ij{k^*}}}\)Verify that the residuals \(are.23, - .87,.63,4.50, - 1.20, - 3.30, - 2.03,1.97.07, - 1.10, - .30,1.40,.67, - 1.23,.57, - 3.43, - .13,\;\;and 3.57.\;\)e. Construct a normal probability plot from the residuals given in part (d). Do they \({ \in _{ijk}}\;'s\;\)appear to be normally distributed?

Short Answer

Expert verified

The solutions for the given statements are

a. Do not reject null hypothesis\({H_{0AB}}\);

b. It appears that yield highly depend on both formulation and speed;

c. Use formulas to obtain estimates;

d. Use formulas to verify;

e. Plausible to assume normality.

Step by step solution

01

Use ANOVA table and find degree of freedom

Construct ANOVA table in order to test relevant hypotheses. In order to construct an ANOVA table, a couple of values have to be computed. The table is

The degrees of freedom are

\(\begin{aligned}{l}\begin{aligned}{*{20}{c}}{d{f_T} = IJK - 1 = 2 \cdot 3 \cdot 3 - 1 = 17}\\{d{f_E} = IJ(K - 1) = 2 \cdot 3 \cdot (3 - 1) = 12}\end{aligned}\\\begin{aligned}{*{20}{c}}{d{f_A} = I - 1 = 2 - 1 = 1}\\{d{f_B} = J - 1 = 3 - 1 = 2}\end{aligned}\\d{f_{AB}} = (I - 1)(J - 1) = (2 - 1) \cdot (3 - 1) = 2\end{aligned}\)

Fundamental Identity:

\(SST = SSA + SSB + SSAB + SSE\)

By the fundamental identity, the SST is

\(\begin{aligned}{*{20}{c}}{SST = SSA + SSB + SSAB + SSE}\\{ = 2253.44 + 230.81 + 18.58 + 71.87 = 2574.7.}\end{aligned}\)

02

Use mean square and find test statistic values

The mean squares can now be computed as follows

\(\begin{aligned}{l}\begin{aligned}{*{20}{c}}{MSA = \frac{1}{{I - 1}} \cdot SSA = \frac{1}{1} \cdot 2253.44 = 2253.44}\\{MSB = \frac{1}{{J - 1}} \cdot SSB = \frac{1}{2} \cdot 230.81 = 115.41}\end{aligned}\\\begin{aligned}{*{20}{c}}{MSAB = \frac{1}{{(I - 1)(J - 1)}} \cdot SSAB = \frac{1}{2} \cdot 18.58 = 9.29}\\{MSE = \frac{1}{{IJ(K - 1)}} \cdot SSE = \frac{1}{{17}} \cdot 71.87 = 5.99}\end{aligned}\end{aligned}\)

The test statistic values f arc

The ANOVA table now becomes

There are two ways to make conclusion - using P value and critical value obtained from the table in the appendix.

03

Use mean and variance, Find hypotheses

(a)Let

where the are independent normally distributed random variable with mean 0 and variance\({\sigma ^2}\). The hypotheses of interest, for the interaction, are

\({H_{0AB}}:{\gamma _{ij}} = 0{\rm{\;for all\;}}i,j{\rm{\;versus\;}}{H_{aAB}}:{\rm{\;at least one\;}}{\gamma _ - }ij \ne 0.\)

When testing hypotheses\({H_{0AB}}{\rm{\;versus\;}}{H_{aAB}}\)the test statistic value is

\({f_{AB}} = \frac{{MSAB}}{{MSE}}\)

Using a software, the P value is\({f_{AB}}\)

\(P = P\left( {F > {f_{AB}}} \right) = P(F > 1.55) = 0.25,\)

where F has Fisher's distribution with\({\nu _1} = (I - 1)(J - 1) = 4{\rm{\;and\;}}{\nu _2} = IJ(K - 1) = 12\)degrees of freedom. Since

\(P = 0.25 > 0.05 = \alpha \)

do not reject null hypothesis\({H_{0AB}}\)

It appears that there is not interaction between factor A and factor B.

04

Use mean and variance, Find hypotheses

When testing hypotheses\({H_{0A}}{\rm{\;versus\;}}{H_{aA}}\)the test statistic value is

\(\begin{aligned}{*{20}{c}}{{F_{0.05,1,12}} = 4.75 < 376.2 = {f_A}}\\{{P_A} = 0 < 0.05 = \alpha }\end{aligned}\)

reject null hypothesis\({H_{0A}}\)

at given significance level.

When testing hypotheses\({H_{0B}}{\rm{\;versus\;}}{H_{aB}}\)the test statistic value is

\(\begin{aligned}{*{20}{c}}{{F_{0.05,2,12}} = 3.89 < 19.27 = {f_B};}\\{{P_B} = 0 < 0.05 = \alpha ;}\end{aligned}\)

reject null hypothesis\({H_{0B}}\)

at given significance level.

It appears that yield highly depend on both formulation and speed.

05

Estimate the average of measurements using factor A and B

(c)The estimates of\({\alpha _i},{\beta _j},{\gamma _{ij}}\)can be computed using the averages of measurements.

Denote with\({\bar X_{i..}}\)the average of measurements obtained when factor A is held at level i

with\({\bar X_{.j.}}\)the average of measurements obtained when factor B is held at level j

with\({\bar X_{ij.}}\)the average of measurements obtained when factor A is held at level i and factor B is held at level j

and with\({\bar X_ \ldots }\)the grand mean

Observed values are denoted with small\(x\)instead of big X. The notations without line over X are just the sums.

06

Estimate the average of measurements using factor A and B

The average of measurements obtained when factor A is held at level i are

The average of measurements obtained when factor B is held at level j is

07

Estimate the average of measurements using factor A and B

The average of measurements obtained when factor A is held at level i and when factor B is held at level j are

The grand mean is

\({\bar x_ \ldots } = \frac{1}{{2 \cdot 3 \cdot 3}} \cdot (189.7 + 185.1 + \ldots + 161.6 + 170.3) = 175.84\).

08

Derive the given values in the estimated formula

\({\rm{\;The estimates can be computed using formulas\;}}\)

\(\begin{aligned}{*{20}{c}}{{{\hat \alpha }_i} = {{\bar x}_{i..}} - {{\bar x}_ \ldots };}\\{{{\hat \beta }_j} = {{\bar x}_{.j.}} - {{\bar x}_ \ldots }}\\{{{\hat \gamma }_{ij}} = {{\bar x}_{ij.}} - \left( {{{\bar x}_ \ldots } + {\alpha _i} + {\beta _j}} \right).}\end{aligned}\)

The estimates of the main effects are

\(\begin{aligned}{l}\begin{aligned}{*{20}{c}}{{{\hat \alpha }_1} = {{\bar x}_{1..}} - {{\bar x}_ \ldots } = 187.03 - 175.84 = 11.19}\\{{{\hat \alpha }_2} = {{\bar x}_{2..}} - {{\bar x}_ \ldots } = 164.66 - 175.84 = - 11.18}\end{aligned}\\\begin{aligned}{*{20}{c}}{{{\hat \beta }_1} = {{\bar x}_{.1.}} - {{\bar x}_ \ldots } = 177.83 - 175.84 = 1.99}\\{{{\hat \beta }_2} = {{\bar x}_{.2.}} - {{\bar x}_ \ldots } = 170.82 - 175.84 = - 5.02}\\{{{\hat \beta }_3} = {{\bar x}_{.3.}} - {{\bar x}_ \ldots } = 178.88 - 175.84 = 3.04}\end{aligned}\end{aligned}\)

and the estimates of\({\gamma _{ij}}\)are

\(\begin{aligned}{l}\begin{aligned}{*{20}{c}}{{{\hat \gamma }_{11}} = {{\bar x}_{11.}} - \left( {{{\bar x}_ \ldots } + {\alpha _1} + {\beta _1}} \right) = 0.45}\\{{{\hat \gamma }_{12}} = {{\bar x}_{12.}} - \left( {{{\bar x}_ \ldots } + {\alpha _1} + {\beta _2}} \right) = - 1.41}\\{{{\hat \gamma }_{13}} = {{\bar x}_{13.}} - \left( {{{\bar x}_ \ldots } + {\alpha _1} + {\beta _3}} \right) = 0.96}\end{aligned}\\\begin{aligned}{*{20}{c}}{{{\hat \gamma }_{21}} = {{\bar x}_{21.}} - \left( {{{\bar x}_ \ldots } + {\alpha _2} + {\beta _1}} \right) = - 0.45}\\{{{\hat \gamma }_{22}} = {{\bar x}_{22.}} - \left( {{{\bar x}_ \ldots } + {\alpha _2} + {\beta _2}} \right) = 1.39}\\{{{\hat \gamma }_{23}} = {{\bar x}_{23.}} - \left( {{{\bar x}_ \ldots } + {\alpha _2} + {\beta _3}} \right) = - 0.97}\end{aligned}\end{aligned}\)

The residuals are obviously the same as the given residuals.

09

Find the order of residuals and z scores

First order the residuals:

\( - 3.43, - 3.30, - 2.03, - 1.23, - 1.20, - 1.10, - 0.87, - 0.30, - 0.13,0.07,0.23,0.57,0.63,0.67,1.40,1.97,3.57,4.50.{\rm{\;}}\)Than find corresponding\(Z\)scores:

\( - 1.91, - 1.38, - 1.09, - 0.86, - 0.67, - 0.51, - 0.36, - 0.21, - 0.07,0.07,0.21,0.36,0.51,0.67,0.86,1.09,1.38,1.91\)The following normal probability plots suggest that the assumption of normality is plausible (by looking into the line).

10

Graphical representation of normal probability

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