1.8 Practice problems

Problem 1.8.1. State and define the three principles of experimental design, and give one reason why each is important.

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Solution. Replication: each treatment is applied independently to several experimental units; it provides an estimate of the experimental error, without which treatment differences cannot be judged. Randomisation is the use of a chance mechanism to allocate treatments to units and to order the runs; it makes the errors behave as independent random variables and protects against bias from uncontrolled factors. Blocking is the grouping of similar units into blocks within which the treatments are compared; it removes the effect of a known nuisance factor from the comparisons and so increases their precision.

Problem 1.8.2. Four fields are available. Two are chosen at random to be irrigated and two are not. Each field is divided into six plots, and three fertilisers are allocated at random to the plots within each field, two plots each. The yield of every plot is recorded. Identify the experimental unit for irrigation and for fertiliser, and the number of replicates of each irrigation level.

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Solution. Irrigation is applied to whole fields, so the field is the experimental unit for irrigation, and each irrigation level has only two replicates, however many plots are measured. Fertiliser is applied to plots, so the plot is the experimental unit for fertiliser. The two factors have different experimental units and so different experimental errors; this is a split-plot experiment, analysed in Section 12. Comparing irrigation levels against the plot-to-plot variation would be pseudo-replication.

Problem 1.8.3. Four units have values \(u = (5, 9, 6, 12)\), and two treatments with \(\tau _A = \tau _B\) are allocated completely at random, two units each. List the randomisation distribution of \(\bar y_A - \bar y_B\) and verify Theorem 1.3.2.

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Solution. Here \(\bar u = 8\) and \(S^2 = (9 + 1 + 4 + 16)/3 = 10\), so the theorem predicts mean \(0\) and variance \(2S^2/n = 10\). The \(\binom 42 = 6\) allocations give

units on \(A\) units on \(B\) \(\bar y_A - \bar y_B\)
\(5, 9\) \(6, 12\) \(-2\)
\(5, 6\) \(9, 12\) \(-5\)
\(5, 12\) \(9, 6\) \(1\)
\(6, 12\) \(5, 9\) \(2\)
\(9, 12\) \(5, 6\) \(5\)
\(9, 6\) \(5, 12\) \(-1\)

Each value is equally likely. The mean is \(0\) and the variance is \(2(4 + 25 + 1)/6 = 10\), as predicted.

Problem 1.8.4. In a tyre wear study the variance between cars is \(\sigma _\beta ^2 = 3\) and the variance of a tyre about its car’s level is \(\sigma ^2 = 1\) (in suitable units). A completely randomised design uses \(20\) cars, \(10\) per brand. How many cars would a paired design (strategy (c) of Example 1.4.1) need to estimate \(\mu _A - \mu _B\) at least as precisely?

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Solution. The completely randomised design gives \(\Var (\bar y_A - \bar y_B) = 2(\sigma _\beta ^2 + \sigma ^2)/10 = 2(4)/10 = 0.8\). The paired design with \(n\) cars gives \(\Var (\bar d) = 2\sigma ^2/n = 2/n\), which is at most \(0.8\) when \(n \ge 2.5\). Three cars suffice, against twenty. In practice more would be used, to estimate \(\sigma ^2\) with reasonable precision and to check the assumptions, but the comparison shows how much blocking can save.

Problem 1.8.5. The mean responses of a two-factor experiment are \(20\) at \((A^-, B^-)\), \(30\) at \((A^+, B^-)\), \(40\) at \((A^-, B^+)\) and \(12\) at \((A^+, B^+)\). Compute the main effects and the interaction. An OFAT experiment starts from \((A^-, B^-)\), varies \(A\) first and keeps the better level, then varies \(B\). Which combination does it recommend?

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Solution. The effect of \(A\) is \(30 - 20 = 10\) at \(B^-\) and \(12 - 40 = -28\) at \(B^+\), so \(A = \frac 12(10 - 28) = -9\) and \(AB = \frac 12(-28 - 10) = -19\). The effect of \(B\) is \(40 - 20 = 20\) at \(A^-\) and \(12 - 30 = -18\) at \(A^+\), so \(B = \frac 12(20 - 18) = 1\). The main effects are small and the interaction is large: each factor’s effect reverses with the level of the other.

The OFAT experiment finds \(30 > 20\) and moves to \(A^+\); at \(A^+\) it finds \(12 < 30\) and keeps \(B^-\). It recommends \((A^+, B^-)\) with response \(30\), and misses \((A^-, B^+)\) with \(40\), a combination it never runs.

Problem 1.8.6. Three factors at two levels are to be studied, and each main effect is to be estimated with variance \(\sigma ^2/2\). How many runs does an OFAT experiment need, and how many does a factorial experiment need?

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Solution. OFAT gives variance \(2\sigma ^2/m\), so \(m = 4\) runs at each of the \(k + 1 = 4\) conditions: \(16\) runs. A balanced factorial gives \(4\sigma ^2/N\), so \(N = 8\): one replicate of the \(2^3 = 8\) combinations. The factorial uses half the runs, in agreement with Proposition 1.5.4, and it estimates the three two-factor interactions as well.

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