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Optimal design of experiments : a case study approach PDF

305 Pages·2011·1.131 MB·English
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P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome Optimal Design of Experiments A Case Study Approach sdfsdf P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome Optimal Design of Experiments A Case Study Approach Peter Goos UniversityofAntwerpandErasmusUniversityRotterdam Bradley Jones JMPDivisionofSAS A John Wiley & Sons, Ltd., Publication P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome Thiseditionfirstpublished2011 ©2011JohnWiley&Sons,Ltd Registeredoffice JohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussex,PO198SQ,United Kingdom Fordetailsofourglobaleditorialoffices,forcustomerservicesandforinformationabouthowtoapply forpermissiontoreusethecopyrightmaterialinthisbookpleaseseeourwebsiteatwww.wiley.com. Therightoftheauthortobeidentifiedastheauthorofthisworkhasbeenassertedinaccordancewiththe Copyright,DesignsandPatentsAct1988. Allrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,or transmitted,inanyformorbyanymeans,electronic,mechanical,photocopying,recordingorotherwise, exceptaspermittedbytheUKCopyright,DesignsandPatentsAct1988,withoutthepriorpermissionof thepublisher. Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsinprintmay notbeavailableinelectronicbooks. Designationsusedbycompaniestodistinguishtheirproductsareoftenclaimedastrademarks.Allbrand namesandproductnamesusedinthisbookaretradenames,servicemarks,trademarksorregistered trademarksoftheirrespectiveowners.Thepublisherisnotassociatedwithanyproductorvendor mentionedinthisbook.Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationin regardtothesubjectmattercovered.Itissoldontheunderstandingthatthepublisherisnotengagedin renderingprofessionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservices ofacompetentprofessionalshouldbesought. LibraryofCongressCataloging-in-PublicationData Goos,Peter. Optimaldesignofexperiments:acasestudyapproach/PeterGoosandBradleyJones. p.cm. Includesbibliographicalreferencesandindex. ISBN978-0-470-74461-1(hardback) 1.Industrialengineering–Experiments–Computer-aideddesign. 2.Experimentaldesign–Data processing. 3.Industrialengineering–Casestudies. I.Jones,Bradley. II.Title. T57.5.G662011 670.285–dc22 2011008381 AcataloguerecordforthisbookisavailablefromtheBritishLibrary. PrintISBN:978-0-470-74461-1 ePDFISBN:978-1-119-97400-0 oBookISBN:978-1-119-97401-7 ePubISBN:978-1-119-97616-5 MobiISBN:978-1-119-97617-2 Setin10/12ptTimesbyAptaraInc.,NewDelhi,India. P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome ToMarijke,Bas,andLoes ToRoselinde sdfsdf P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome Contents Preface xiii Acknowledgments xv 1 Asimplecomparativeexperiment 1 1.1 Keyconcepts 1 1.2 Thesetupofacomparativeexperiment 2 1.3 Summary 8 2 Anoptimalscreeningexperiment 9 2.1 Keyconcepts 9 2.2 Case:anextractionexperiment 10 2.2.1 Problemanddesign 10 2.2.2 Dataanalysis 14 2.3 Peekintotheblackbox 21 2.3.1 Main-effectsmodels 21 2.3.2 Modelswithtwo-factorinteractioneffects 22 2.3.3 Factorscaling 24 2.3.4 Ordinaryleastsquaresestimation 24 2.3.5 Significancetestsandstatisticalpowercalculations 27 2.3.6 Varianceinflation 28 2.3.7 Aliasing 29 2.3.8 Optimaldesign 33 2.3.9 Generatingoptimalexperimentaldesigns 35 2.3.10 Theextractionexperimentrevisited 40 2.3.11 Principlesofsuccessfulscreening:sparsity,hierarchy, andheredity 41 2.4 Backgroundreading 44 2.4.1 Screening 44 2.4.2 Algorithmsforfindingoptimaldesigns 44 2.5 Summary 45 P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome viii CONTENTS 3 Addingrunstoascreeningexperiment 47 3.1 Keyconcepts 47 3.2 Case:anaugmentedextractionexperiment 48 3.2.1 Problemanddesign 48 3.2.2 Dataanalysis 55 3.3 Peekintotheblackbox 59 3.3.1 Optimalselectionofafollow-updesign 60 3.3.2 Designconstructionalgorithm 65 3.3.3 Foldoverdesigns 66 3.4 Backgroundreading 67 3.5 Summary 67 4 Aresponsesurfacedesignwithacategoricalfactor 69 4.1 Keyconcepts 69 4.2 Case:arobustandoptimalprocessexperiment 70 4.2.1 Problemanddesign 70 4.2.2 Dataanalysis 79 4.3 Peekintotheblackbox 82 4.3.1 Quadraticeffects 82 4.3.2 Dummyvariablesformultilevelcategoricalfactors 83 4.3.3 ComputingD-efficiencies 86 4.3.4 ConstructingFractionofDesignSpaceplots 87 4.3.5 Calculatingtheaveragerelativevarianceofprediction 88 4.3.6 ComputingI-efficiencies 90 4.3.7 Ensuringthevalidityofinferencebasedonordinary leastsquares 90 4.3.8 Designregions 91 4.4 Backgroundreading 92 4.5 Summary 93 5 Aresponsesurfacedesigninanirregularlyshapeddesignregion 95 5.1 Keyconcepts 95 5.2 Case:theyieldmaximizationexperiment 95 5.2.1 Problemanddesign 95 5.2.2 Dataanalysis 103 5.3 Peekintotheblackbox 108 5.3.1 Cubicfactoreffects 108 5.3.2 Lack-of-fittest 109 5.3.3 Incorporatingfactorconstraintsinthedesign constructionalgorithm 111 5.4 Backgroundreading 112 5.5 Summary 112 P1:OTA/XYZ P2:ABC JWST075-FM JWST075-Goos June6,2011 8:54 PrinterName:YettoCome CONTENTS ix 6 A“mixture”experimentwithprocessvariables 113 6.1 Keyconcepts 113 6.2 Case:therollingmillexperiment 114 6.2.1 Problemanddesign 114 6.2.2 Dataanalysis 121 6.3 Peekintotheblackbox 123 6.3.1 Themixtureconstraint 123 6.3.2 Theeffectofthemixtureconstraintonthemodel 123 6.3.3 Commonlyusedmodelsfordatafrommixture experiments 125 6.3.4 Optimaldesignsformixtureexperiments 127 6.3.5 Designconstructionalgorithmsformixtureexperiments 130 6.4 Backgroundreading 132 6.5 Summary 133 7 Aresponsesurfacedesigninblocks 135 7.1 Keyconcepts 135 7.2 Case:thepastrydoughexperiment 136 7.2.1 Problemanddesign 136 7.2.2 Dataanalysis 144 7.3 Peekintotheblackbox 151 7.3.1 Model 151 7.3.2 Generalizedleastsquaresestimation 153 7.3.3 Estimationofvariancecomponents 156 7.3.4 Significancetests 157 7.3.5 Optimaldesignofblockedexperiments 157 7.3.6 Orthogonalblocking 158 7.3.7 Optimalversusorthogonalblocking 160 7.4 Backgroundreading 160 7.5 Summary 161 8 Ascreeningexperimentinblocks 163 8.1 Keyconcepts 163 8.2 Case:thestabilityimprovementexperiment 164 8.2.1 Problemanddesign 164 8.2.2 Afterthoughtsaboutthedesignproblem 169 8.2.3 Dataanalysis 175 8.3 Peekintotheblackbox 179 8.3.1 Modelsinvolvingblockeffects 179 8.3.2 Fixedblockeffects 182 8.4 Backgroundreading 184 8.5 Summary 185

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