Design of Experiments
Design of Experiments
Design of Experiments
Compiled by
Dr. Deepak Lawrence.K
MED, NIT Calicut
How to solve problems?
Theory Experience
Experimentation
Experiments are series if tests that are performed in all engineering and scientific
disciplines and are important parts of the way we learn about how systems and
processes work
designed experiment
A designed experiment is an approach to
systematically varying the controllable input
factors in the process and determining the effect
these factors have on the output product
parameters
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Strategy of experimentation
• Extensively used strategy in practice is the one-factor-at-a-
time (OFAT) approach.
Advantages:
• Simple
• Easy graphical displays
Disadvantages:
• Time consuming
• Extra work
• Shortcut - Less than optimal solution
Strategy of experimentation
Usually:
• Response is smooth (no sharp kinks or inflection points)
• Effect of one factor depends on level of one or more of other factors
•Why experiment?
Correlation ≠ Causation
Shelf life
Humidity, or
Temperature?
Correlated Factors
Why tasty?
Sugar or Syrup?
No Randomisation = Bias
• Defined objectives
• Unobscured Effects
- Balanced
• Free of Bias
• Blocking
• Randomization
• Replication
• Variability Estimable
• Better Precision
Good Techniques of experiments
Blocking
• Keeping noise factors similar
• Balance the effect of noise variables
Replication
•Repetition resetting all
factors
•Improves precision
Randomization
•Carry out experiments in random order
•Eliminate bias due to lurking factors
Experimental design
• Studying the effects of many factors simultaneously in an
efficient way, is the purpose of experimental design
techniques
Factors Response
Process
Experimental design
Series of tests are conducted by making purposeful
changes to the input variables so that we may
observe some concluded results in the output
variable.
• For determining which variable has the significant
influence on the output.
• For determining optimum combination of process
parameters.
➢ Steps:
1. Problem statement
2. Selection of response variable
3. Choice of the factors and levels
4. Analyze the measurement system
5. Experimental design
6. Performing the experiment
7. Data analysis
8. Confirmation run and recommendations
Terms and concepts used
1. Factor:
Independent variable that may affect the response, also called
input variables
2. Level:
Setting or adjustment of a factor
3. Response variable :
Variable that shows the observed result or the output. Also called dependent
variable
4. Background Variable
a variable of which the experimenter is unaware or cannot control, and which
could have an effect on the outcome of an experiment
Terms and concepts used
5. Experimental run:
Single performance of an experiment for a specific set of treatment conditions
6. Effect :
Relationship between a factor and response variable
What are the factors?
• Independent variables
• Can be:
• Numeric factors
• Categoric factors
• Numeric better than
categoric
• Stage by Stage
Rough Final
Screening
optimization optimization
First stage: Screening Design
●
●
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C Do The Experiment!
● ●
● ●
● A • In a random run order
• Watchout and record the results
Factorial Experiment
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Example : Factorial Experiment example
For example, if a chemical engineer is interested in
investigating the effects of reaction time and
reaction temperature on the yield of a process, and
if two levels of time (1.0 and 1.5 hours) and two
levels of temperature (125°F and 150°F) are
considered important, a factorial experiment would
consist of making experimental runs at each of the
four possible combinations of these levels of
reaction time and reaction temperature.
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Factorial designs
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Factorial designs for the process 30
Advantages of Factorial Design
They are more efficient than one-factor-at-a-time
experiments.
Furthermore, a factorial design is necessary when
interactions may be present to avoid misleading
conclusions.
Finally, factorial designs allow the effects of a factor
to be estimated at several levels of the other factors,
yielding conclusions that are valid over a range of
experimental conditions
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The 2k Factorial Design
They are factorial design with k factors, each at two levels. Because each
complete replicate of the design has 2k runs, the arrangement is called a
2k factorial design
The simplest type of design 2k is the 22—that is, two factors A and B,
each at two levels
The levels as the “low” or “-” and “high” or “+” levels of the factor.
the design can be represented geometrically as a square with the 22 = 4
runs forming the corners of the square and the four runs in a tabular
format often called the test matrix or the design matrix.
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The 2k Factorial Design
In general, a run is represented by a series of lowercase
letters.
If a letter is present, then the corresponding factor is set at the
high level in that run; if it is absent, the factor is run at its low
level
For example, run a indicates that factor A is at the high level
and factor B is at the low level.
The run with both factors at the low level is represented by (1).
For example, the run in a 24 with A and C at the high level and
B and D at the low level is
denoted by ac
The effects of interest in the 22 design are the main effects A
and B and the two-factor interaction AB. Let the letters (1), a,
b, and ab also represent the totals of all n observations taken
at these design points
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Factorial Experiments
Main effect is the change in response
produced by a change in the level of a
primary factor.
An interaction is present among factors
if a change in the levels of one factor
influences the effect of another factor.
Consider an experiment with two factors
A and B
Interested in
Main effect of A
Main effect of B
Interaction effect of AB
main effect of A
n is number of replications
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main effect of B
the main effect of B is found by averaging the
observations on the top of the square where B is
at the high level and subtracting the average of
the observations on the bottom of the square
where B is at the low level
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AB interaction
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Main Effect
The effect of a factor is defined to be the change in response
produced by a change in the level of the factor.
This is frequently called a main effect because it refers to the
primary factors of interest in the experiment.
For example, consider the simple experiment in Figure
(below). This is a two-factor factorial experiment with both
design factors at two levels.
30 52
+
(High)
Factor B
-
(Low) 20 40
- +
(Low) Factor A (High)
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Main Effect Without Interaction
The main effect of factor A in this two-level design can be
thought of as the difference between the average response at
the low level of A and the average response at the high level
of A.
30 52
+
(High)
Factor B
-
(Low) 20 40
- +
(Low) Factor A (High)
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Main Effect Calculation
40 + 52 20 + 30
A= - = 21
2 2 30 52
+
(High)
Increasing factor A from the low
Factor B
level to the high level causes an
average response increase of
21 units. -
(Low) 20 40
Similarly, the main effect of B is +
-
(Low) Factor A (High)
30 + 52 20 + 40
B= - = 11
2 2
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Main Effect With Interaction
In some experiments, we may find that the difference
in response between the levels of one factor is not
the same at all levels of the other factors.
When this occurs, there is an interaction between
the factors. For example, consider the two-factor
factorial experiment shown in Figure below
40 12
+
(High)
Factor B
-
(Low) 20 50
- +
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41
Main Effect With Interaction
At the low level of factor B, the A effect is
A = 50 - 20 = 30
At the high level of factor B, the A effect is
A = 12 - 40 = -28 40 12
Because the effect of A depends +
(High)
on the level chosen for factor B,
Factor B
we see that there is interaction
between A and B.
The magnitude of the interaction -
(Low) 20 50
effect is the average difference
in these two A effects, - +
(Low) Factor A (High)
-28 - 30
AB = = -29
2 Clearly, the interaction is large
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A Factorial experiment without interaction
A Factorial experiment without interaction
60
52
50
40
40
Response
30
30
20
20
10
0
Low (-) High (+)
Series 1 20 30
Series 2 40 52
Factor A
Series 1 Series 2
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A Factorial experiment with interaction
A Factorial experiment with interaction
50
40 40
40
30
Response
20
20
12
10
0
Low (-) High (+)
Series 1 20 40
Series 2 40 12
Factor A
Series 1 Series 2
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22 Design
The quantities in brackets in equations are called contrasts
In these equations, the contrast coefficients are always either + 1 or - 1.
The column headings for the table are the main effects A and B, the AB interaction,
and
I, which represents the total.
The row headings are the runs. Note that the signs in the AB column are the
product of signs from columns A and B.
To generate a contrast from this table, multiply the signs in the appropriate column
of Table by the runs listed in the rows and add
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22 Design
To obtain the sums of squares for A, B, and AB, we use the following
result.
the sums of squares for A, B, and AB are
The analysis of variance is completed by computing the total sum of
squares SST (with 4n - 1degrees of freedom) as usual, and obtaining the
error sum of squares SSE [with 4(n - 1) degrees of freedom] by subtraction
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Factorial Experiments
Statistical Analysis
Completely randomized design with two factors
(A and B) and n replicates.
The model is
y ijk = + i + j + ( ) ij + ijk
where = overall mean
i = effect of ith level of factor A
j = effect of jth level of factor B
()ij = effect of the interaction between A
and B.
= random error component
Factorial Experiments
Statistical Analysis
Total corrected sum of squares
decomposition, notation:
SST = SSA + SSB + SSAB + SSE
The corresponding degree of freedom
decomposition is
abn – 1 = (a – 1) + (b – 1) + (a – 1)(b – 1) + ab(n – 1)
Formula for Main effect A
Now
AB = ab - b - a - (1)
1
2n
1
AB = ab + (1) - a - b
2n
SS A =
n 2k
b + ab - a - (1)
2
SS B =
n 2k
ab + (1) - a - b
2
SS AB =
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Formula for Sum of Squares
The total sum of squares is found in the usual way,
that is,
2 2 n
y...2
SST = y 2
ijk -
i =1 j =1 k =1 4n
In general, SST has 4n - 1 degrees of freedom. The
error sum of squares, with 4(n - 1) degrees of
freedom, is usually computed by subtraction as
SS E = SST - SS A - SS B - SS AB
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ANOVA
𝑀𝑆
F0 =
𝑀𝑆𝐸
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Problem - 1
Consider an investigation into the effect of the concentration of the reactant and the
amount of the catalyst on the conversion (yield) in a chemical process. The objective
of the experiment was to determine if adjustments to either of these two factors would
increase the yield. Let the reactant concentration be factor A and let the two levels of
interest be 15 and 25 percent. The catalyst is factor B, with the high level denoting the
use of 2 pounds of the catalyst and the low level denoting the use of only 1 pound.
The experiment is replicated three times, so there are 12 runs. The order in which the
runs are made is random, so this is a completely randomized experiment. The data
obtained are as follows:
Factors Replications
Treatment
A B I II III Total
Combination
-1 -1 A low, B low 28 25 27 80
1 -1 A high, B low 36 32 32 100
-1 1 A low, B high 18 19 23 60
1 1 A high, B high 31 30 29 90
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Solution:
❑ The four treatment combinations in this design are shown
graphically in Figure (next slide).
❑ By convention, we denote the effect of a factor by a
capital Latin letter.
❑ Thus “A” refers to the effect of factor A, “B” refers to the
effect of factor B, and “AB” refers to the AB interaction.
❑ In the 22 design, the low and high levels of A and B are
denoted by “-” and “+” respectively, on the A and B axes.
❑ Thus, on the A axis represents the low level of
concentration (15%), whereas represents the high level
(25%), and on the B axis represents the low level of
catalyst, and denotes the high level.
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Solution:
b = 60 ab = 90
High +
(2 pounds)
catalyst, B
Amount of
Low -
(1 pound) (1) = 80 a = 100
- +
Low High
Reactant
(15%) (25%)
concentration, A
❑ a represents the treatment combination of A at the high level and B at the low
level,
❑ b represents A at the low level and B at the high level, and
❑ ab represents both factors at the high level.
❑ By convention, (1) is used to denote both factors at the low level.
❑ This notation is used throughout the 2k series.
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Solution:
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Solution: Estimation of the average effects
1
A= ab + a - b - (1)
2n
1
A= ( 90 + 100 - 60 - 80 ) = 8.33
2(3)
1
B= ab + b - a - (1)
2n
1
B= ( 90 + 60 - 100 - 80 ) = -5.00
2(3)
1
AB = ab + (1) - a - b
2n
1
AB = ( 90 + 80 - 100 - 60 ) = 1.67
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2(3)
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Solution:
SS A =
n 2k
(100 + 90 - 60 - 80 ) ( 50 )
2 2
SS A = 2
SS A = = 208.33
3(2) 12
b + ab - a - (1)
2
SS B =
n 2k
( 60 + 90 - 100 - 80 ) ( -30 )
2 2
SS B = 2
SS B = = 75.00
3(2) 12
ab + (1) - a - b
2
SS AB =
n 2k
( 90 + 80 - 100 - 60 ) (10 )
2 2
SS AB = SS AB = = 8.33
3(2) 2 12
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Solution: Estimation of SST and SSE
For the experiment, we obtain
2 2 n
y...2
SST = yijk
2
-
i =1 j =1 k =1 4n
2 2 3
y...2
SST = y 2
ijk -
i =1 j =1 k =1 4(3)
SST = 9398.00 - 9075.00 SST = 323.00
SS E = SST - SS A - SS B - SS AB
SS E = 323.00 - 208.33 - 75.00 - 8.33
SS E = 31.34
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Analyze the results using ANOVA
• Usually we use statistical
software
• Check all diagnostic graphs
Confirmation run
• Run under the optimum levels
• Result achieved?
• Celebrate!
• If NOT, need to go back
Source of Degree of
Sum of Squares Mean Square F-value p-value
Variation Freedom
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Problem 2
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Solution : Factor effect computation
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ANOVA of results
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Experimental design example 23 design
(1)
a
b
ab
c
ac
bc
abc
Effect of factor is the difference between the average response at the high level of A and the average response
at the low level of A.
Effect of A = (Mean of the response variable where A is at the high level – Mean
of the response variable where A is at the low level)
• Effect of C and D:
n = No of replications
• Two-factor interaction:
n = No of replications
(𝑫𝒐𝒇
)
Total sum of
squares:
Error sum of squares, SSE = SST – (SSA + SSB + SSC + SSAB + SSBC + SSAC + SSABC )
𝑀𝑆
F0 =
𝑀𝑆𝐸
Confirmation run
• Run under the optimum levels
• Result achieved?
• Celebrate!
• If NOT, need to go back
Inferences:
• From examining the magnitude of the effects, feed rate (factor A) is clearly
dominant, followed by depth of cut (B) and the AB interaction, although the
interaction effect is relatively small.
• Since small values of the surface finish response are desirable, this would suggest that both A
(feed rate) and B (depth of cut) should be run at the low level
Male and female: An experiment is designed to test a new drug for weight
loss on patients. There are two levels of the treatment, drug, and placebo,
administered to male and female patients in a double blind trial.
The sex of the patient is a blocking factor (a source of variability that is not
of primary interest to the experimenter) accounting for treatment variability
between males and females. This reduces sources of variability and thus
leads to greater precision.
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factorial design with two replications in two blocks in random order
(1)
a
b
ab
c
ac
bc
abc
1 1 7 50 0.1 20 10
2 1 5 50 0.05 20 11
3 1 2 100 0.05 10 10
4 1 1 50 0.05 10 9
5 1 4 100 0.1 10 12
6 1 8 100 0.1 20 16
7 1 3 50 0.1 10 9
8 1 6 100 0.05 20 10
9 2 10 100 0.05 10 12
10 2 13 50 0.05 20 10
11 2 12 100 0.1 10 15
12 2 15 50 0.1 20 8
13 2 9 50 0.05 10 7
14 2 14 100 0.05 20 13
15 2 16 100 0.1 20 14
16 2 11 50 0.1 10 11
Exercise:
It is required to compare the petrol consumption of two
cars, one by Toyota, the other by Honda. The traffic can
be low or high. The average speed can be 30 or 50 km/hr.
Design a factorial design based experimental plan with
two replications in two blocks in random order.
Text books
Thank you !
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