Experimental Design: With Applications in Management, Engineering and the Sciences PDF
Preview Experimental Design: With Applications in Management, Engineering and the Sciences
Paul D. Berger · Robert E. Maurer Giovana B. Celli Experimental Design With Applications in Management, Engineering, and the Sciences Second Edition Experimental Design Paul D. Berger (cid:129) Robert E. Maurer Giovana B. Celli Experimental Design With Applications in Management, Engineering, and the Sciences Second Edition PaulD.Berger RobertE.Maurer BentleyUniversity QuestromSchoolofBusiness Waltham,MA,USA BostonUniversity Boston,MA,USA GiovanaB.Celli CornellUniversity Ithaca,NY,USA Cengage/DuxburyrevertedallrightstoAuthors.RevisionletterattachedtoBFluxrecord. ISBN978-3-319-64582-7 ISBN978-3-319-64583-4 (eBook) DOI10.1007/978-3-319-64583-4 LibraryofCongressControlNumber:2017949996 ©SpringerInternationalPublishingAG2002,2018 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpart of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionor informationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilar methodologynowknownorhereafterdeveloped. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexempt fromtherelevantprotectivelawsandregulationsandthereforefreeforgeneraluse. Thepublisher,theauthorsandtheeditorsaresafetoassumethattheadviceandinformationinthisbook arebelievedtobetrueandaccurateatthedateofpublication.Neitherthepublishernortheauthorsorthe editorsgiveawarranty,expressorimplied,withrespecttothematerialcontainedhereinorforanyerrors oromissionsthatmayhavebeenmade.Thepublisherremainsneutralwithregardtojurisdictionalclaims inpublishedmapsandinstitutionalaffiliations. Printedonacid-freepaper ThisSpringerimprintispublishedbySpringerNature TheregisteredcompanyisSpringerInternationalPublishingAG Theregisteredcompanyaddressis:Gewerbestrasse11,6330Cham,Switzerland Preface Thekeyobjectiveofthisbookistointroduceandprovideinstructiononthedesign and analysis of experiments. This expanded edition contains additional examples, exercises, and situations covering the science and engineering practice. We have triedtomakethisbookspecialintwomajorways.First,wehavetriedtoprovidea textthatminimizestheamountofmathematicaldetail,whilestilldoingfulljustice to the mathematical rigor of the presentation and the precision of our statements. Thisdecisionmakesthisbookmoreaccessibleforthosewhohavelittleexperience withdesignofexperimentsandneedsomepracticaladviceonusingsuchdesignsto solveday-to-dayproblems.Second,wehavetriedtofocusonprovidinganintuitive understanding of the principles at all times. In doing so, we have filled this book withhelpfulhints,oftenlabeledaswaysto“practicesafestatistics.”Ourperspec- tivehasbeenformedbydecadesofteaching,consulting,andindustrialexperience inthefieldofdesignandanalysisofexperiments. Approach Ourapproachseekstoteachboth the fundamentalconcepts andtheirapplications. Specifically,weincludesimpleexamplesforunderstandingaswellaslarger,more challenging examples to illustrate their real-world nature and applications. Many of our numerical examples use simple numbers. This is a choice the authors con- sciously make, and it embraces a statement by C. C. Li, Professor of Biometry at the University of Pittsburgh, that the authors took to heart over 30 years ago and have incorporated into their teaching and writing: “How does one first learn to solve quadratic equations? By working with terms like 242.5189X2 (cid:1)683.1620Xþ19428.5149¼0,orwithtermslikeX2(cid:1)5Xþ6¼0?”Ourbeliefis that using simpler numerical calculationsthat students can moreeasilyfollow and verifyaidsthemintheintuitiveunderstandingofthematerialtoadegreethatmore thanoffsetsanydisadvantagefromusingnumbersthatdonotlooklikethoseinreal v vi Preface cases.Thisdoesnotmeanthatwefocussolelyonhandcalculations(tous,thisterm includestheuseofacalculator);wedonot.Wealsohaveexamples,aswellasfollow- upexercisesattheendofchapters,thatencourage,demonstrate,and,indeed,require the use of statistical software. Nevertheless, we believe in the virtue of students’ doingitatleastoncebyhandor,ataminimum,seeingitdoneatleastoncebyhand. Background and Prerequisites Most of our readers have some prior knowledge of statistics. However,as experi- enced teachers, we are aware that students often do not retain all the statistical knowledgetheyacquiredpreviously.Sincehypothesistestingissofundamentalto theentiretext,wereviewitheavily,essentiallyrepeatingthedepthofcoveragethe topicisaccordedinanintroductorycourseinstatistics.Otherusefultopicsfroma typicalintroductorystatisticscoursearereviewedonanadhocbasis:anexampleof this isthe topicofconfidence intervals.With respect totopics such asprobability and the Student t distribution, we occasionally remind the student of certain principles that we are using (e.g., the multiplication rule for independent events). In this new edition, we go into more detail on statistical principles that were discussedbrieflyinthefirsteditionofthebook,suchasrandomizationandsample sizes,amongothers. We have taught experimental design courses in which the audience varied considerably with respect to their application areas (e.g., chemical engineering, marketingresearch,biology);weprefacethesecoursesbyastatementwefervently believetobetrue: Theprinciplesandtechniquesofexperimentaldesigntranscendtheareaoftheirapplica- tion;theonlydifferencefromoneapplicationareatoanotheristhatdifferentsituations arisewithdifferentfrequencyand,correspondingly,theuseofvariousdesignsanddesign principlesoccurwithdifferentfrequency. Still, itis always helpful for peopletoactuallysee applicationsintheir areaof endeavor.Forthisreason,wehaveexpandedthenumberofexamplesandexercises coveringtheengineeringandsciencefields.Afterall,manypeoplebeginningtheir study of experimental design do not know what they do not know; this includes envisioningthewaysinwhichthematerialcanbeappliedusefully. Considering the broad audience to which this book is targeted, we assume a workingknowledgeofhigh-schoolalgebra.Onoccasion,webelieveitisnecessary to go a small distance beyond routine high-school algebra; we strive to minimize thefrequencyoftheseoccasions,andwhenitisunavoidableweexplainwhyitisin themostintuitivewaythatwecan.Thesecircumstancesexemplifywhereweaimto walkthefinelineofminimalmathematicalcomplexitywithoutcompromisingthe rigorofourpresentationortheprecisionofourstatements.Thiscanbeasurprising consideration for a book written for engineers, who often use mathematics and calculusona daily basis; however, we believe thatthis approach can increase the appealandboosttheuseofdesignofexperimentsinvarioussituations. Preface vii Thesecondwayinwhichwehavetriedtomakethisbookspecialistoemphasize theapplicationoftheexperimentaldesignmaterialinareasofmanagement,suchas marketing, finance, operations, management information systems, and organiza- tionalbehavior,andalsoinboththetraditionalbusinesssettingandnon-profitareas such as education, health care, and government. In addition, we include some applications that could be placed in other categories as well – say, engineering andscience. For example, a company needs to test whether different brands of D-cell batteries differ with respect to average lifetime (with the same pattern of usage) in order to convince a television network to accept a promotion that claims one brand’ssuperiorityoverotherbrands.Evenifthemanagerorthepersonresponsible forthiscampaigndoesnotknowinintimatedetailhowabatteryworks,heorshe must have the ability to evaluate the validity of the experiment, and be able to understand the analysis, results, and implications. The same example could be viewed from a different perspective: a chemical engineer is working on a new typeofbatteryandwantstocompareitwithotherbrandscurrentlyavailableinthe market inorder to determinethe efficiency ofnew electrolyte solutions. What we are trying to say is that the field of study does not change how we analyze and interpretthedata,althoughourconclusionswilldependonourinitialobjectives. Organization and Coverage We have made some tough choices for which topics to include. Our goal was to writeabookthatdiscussedthemostimportantandcommonlyusedmethodsinthe fieldofexperimentaldesign.Wecoverextensivelythetopicsoftwo-levelcomplete factorial designs, two-level fractional-factorial designs, and three-level complete factorial designs, and their use in practice in depth. In the interest of space, we prepare readers to study three-level fractional-factorial designs elsewhere and we provideourfavoritereferencesonthetopic.Thetextcontainsachapterdevotedto theuseofTaguchimethodsanditscomparisontomoretraditionaloptions,atopic whichisnotcommonlyfoundintheliterature.Inthisnewedition,wealsoinclude someadditionalchapterson(simpleandmultiple)regressionanalysisandmixture designs. This book provides a choice of material for a one-semester course. In the authors’ experience, the entire text would likely require a period of time longer thanonesemester.Twooftheauthorshavealsosuccessfullyusedpartsofmostof thechaptersinthistextinanundergraduatecourseinmarketingresearch.Thefirst edition of the book is currently used as reference material for a professional education course offered at MIT, which once again indicates the need for more accessible books for these professionals. Naturally, the 18 chapters in this new edition comprise our choice of topics; however, most of Chaps. 7, 13, 14, 15, 16, and 17 can be replaced by other material preferred by the instructor without compromising the integrity of the remaining chapters. One might also choose to viii Preface covervariousothersubsetsofchapters;forexample,onecancoverChaps.1,2,3,4, 5,6,7,8,9,10,11,12,13,and17onmixturedesignsinaseamlessway. Withtheadditiontonewchapters,thisversionisorganizedinfourparts: Part I – Statistical Principles for Design of Experiments, Chaps. 2, 3, 4, and 5 cover the basic statistical principles that are necessary for our study of design of experiments, including one-factor designs, analysis of variance (ANOVA), multi- ple comparison testing, orthogonality, and orthogonal decomposition. In Chap. 3, entitled Some Further Issues in One-Factor Designs and ANOVA, we introduce severaltopicsthatarewithusthroughoutthetext,suchasunderlyingassumptions of the F-test, hypothesis testing (encompassing the concept and calculation of power),andnonparametrictests(inthischapter,theKruskal-Wallistest).Follow- ing this chapter, we cover the topics of multiple-comparison testing and the orthogonal partitioning of sums of squares, topics that take the macro result of theF-testandinquiremoredeeplyintothemessagethedatahaveforus. PartII–IdentifyingActiveFactors,Chaps.6,7,and8includetheintroductionto two-factorexperimentation–bothcross-classificationdesigns(includingintroduc- tiontotheconceptsofblockingandinteraction)andnesteddesigns.Italsoincludes designs having three or more factors – notably, Latin-square and Graeco-Latin squaredesigns.Forthemostpart,thedesignandanalysisconceptsinChaps.6,7, and8donotvarysubstantiallyasafunctionofthenumberoflevelsofthefactors, butfocusonthenumberoffactorsunderstudy. PartIII–StudyingFactors’Effects,Chaps.9,10,11,12,and13discussthetwo- and three-level experimentation, including factorial and confounding designs with factorsattwolevels,fractional-factorialdesignswithfactorsattwolevels,anddesigns withfactorsatthreelevels.ItalsoincludesanintroductiontoTaguchimethods. Part IV – Regression Analysis, Response Surface Designs, and Other Topics, Chaps. 14, 15, 16, 17, and 18 wrap up with introductory chapters on simple and multiple regression, followed by an introduction to response-surface methods and mixture designs, and a concluding chapter discussing the literature and resourcesin thefieldofexperimentaldesign,ourchoicesoftextsandothersourcesasreferencesfor specifictopics,andthediscussionofvarioustopicsnotcoveredinthetext.Although several of our references are quite recent, many references are from the 1980s and earlier. In our view, the best references for many of the fundamental topics are relativelyoldertextsorjournalarticles,andwehaveincludedtheseexcellentsources. Statistical Software Packages JMPversion13software(aregisteredproductofSASInstituteInc.)isusedforthe experimental design and statistical analysis of the examples covered in the main body of the chapters. When appropriate, we perform the same analysis using MS Excel(Microsoft),SPSSStatisticsversion23(aregisteredproductofIBMCorp), Preface ix andthefreepackageRversion3.3(RFoundationforStatisticalComputing),andthe resultsarepresentedasanappendixofthecorrespondingchapter.Thisissomething newinthisedition,toimprovetheflowofthediscussioninthechapters,whilestill providing the required information for those readers who prefer other software packages. There are also other software packages not covered in this book (such asMinitabandDesign-Expert)thatcanperformexperimentaldesignandanalysis. Exercises The quality of a text in the area of design and analysis of experiments is, to an important extent, influenced by the end-of-chapter exercises. We present notonly exercises that illustrate the basics of the chapter, but also some more challenging exercisesthatgobeyondthetextexamples.Manyofthemorechallengingproblems haveappearedontake-homeexamsincourseswehavetaught.Althoughafewother textsalsooffersuchchallengingexercises,theyare,sadly,stillinthesmallminority. Supplementary Material Thedatasetsforthemanyexamplesusedinthisbookareprovidedassupplemen- tarymaterial,inadditiontodataformostend-of-chapterexercises. Acknowledgments Many people deserve our thanks for their contributions toward making this book what it is. First, we are grateful to the several individuals who gave us the opportunitytobeexposedtoalargevarietyofapplicationsofexperimentaldesign to real-world situations. Most notable among them is Dr. Kevin Clancy, Ex-Chairman and CEO of Copernicus Marketing Consulting and Research. For many years, working with Kevin throughout various incarnations of his company and with many excellent coworkers such as Dr. Steven Tipps, Robert Shulman, Peter Krieg, and Luisa Flaim, among others, author PDB has observed more experimental design application areas, discussed more experiments, and designed more experiments than would seem possible. Many of the examples in this book havetheirbasisinthisexperience.AnotherpersontobethankedisDouglasHaley, former Managing Partner of Yankelovich Partners, who also afforded PDB the opportunity to be exposed to a large variety of experimental design application areas.Manyotherindividuals–toonumeroustolist–havealsoprovidedPDBwith consulting experience in the field of experimental design, which has contributed significantlytothesetofexamplesinthisbook. x Preface Author REM acknowledges the influence of his many colleagues, and particu- larlyDr.LewisE.Franks,atBellTelephoneLaboratories.BellLabswasformany years the country’s premier R&D organization, where the commitment to funda- mental understanding was endemic. Many of the principles and techniques that constitutetheessenceofexperimentaldesignweredeveloped atBellLabs andits sisterorganization,WesternElectric.REMexpresseshisgratitudetohiscolleague and coauthor, PDB, who contributed greatly to the depth and breadth of his knowledgeandunderstandingofDOE.And,finally,REMgratefullyacknowledges the influence of his first teacher, his father, Edward, who showed by example the importance ofacommitment toquality inallendeavors, and his mother, Eleanor, whowastheinspirationforbothfatherandson. AuthorGBCacknowledgestheencouragementprovidedbyherPhDsupervisor, Dr. Su-Ling Brooks. GBC is also grateful for the continuous supportand mentor- shipprovidedbyDr.Bergersinceshemethimattheprofessionaleducationcourse. Shealsoacknowledgesoneofthemanagersshehadworkedwithwhoclaimedthat “you cannot change many variables at the same time as you wouldn’t be able to assesstheirimpactinthefinalproduct”–infact,youcanandthemethodsdescribed inthisbookareproofofit! AveryspecialthankyouisdueposthumouslytoProfessorHaroldA.Freemanof theEconomicsDepartmentatMIT.ProfessorFreemanwasoneof“thegreatones,” both as a statistician and teacher of experimental design as well as, more impor- tantly,aperson.ProfessorFreeman,whodiedatage88inMarch1998,wasPDB’s experimentaldesignteacherandmentor,instillinginhimaloveforthesubjectand offering him his first opportunity to teach experimental design in 1966, while a graduate student at MIT. Professor Freeman’s teaching, as well as his way of teaching,hashadacontinuingandprofoundeffectonPDB’steachingandwriting inthefieldofexperimentaldesign.Ifthisbookisdedicatedtoanyoneindividual, thisindividualis,indeed,HaroldA.Freeman. Finally, thanks are due to our families for affording us the ability to focus on writing this book. Susan Berger patiently waited for her husband to “tear himself away”fromthecomputerto(finally)joinherfordinner.Sheoftenwonderedifhe knew she was in the house. Mary Lou Maurer was never too busy to help her digitallyimpairedhusbandwiththetyping,alongwithprovidingcopiousamounts of encouragement and coffee. Luiz Augusto Pacheco was a constant questioner even though most topics covered in this book were abstract to him and gave significantinsightswheneverhiswifeneededthem. Thankstoallofyou. Waltham,MA,USA PaulD.Berger Boston,MA,USA RobertE.Maurer Ithaca,NY,USA GiovanaB.Celli
The list of books you might like
