ST5203 Experimental Design

              

 

The final exam is a close-book exam but you are allowed to bring in 4 pages of A4-size help sheets. Time: Nov 26, 7-9 pm; Venue: LT31 (at the 3rd floor in S16)

This module covers common designs of experiments and their analysis. Topics include basic experimental designs, analysis of one-way and two-way layout data, multiple comparisons, factorial designs, two-level factorial designs, blocking and confounding, fractional factorial designs and Taguchi designs.

This course will use the statistical software Minitab, which will be learned through classroom examples and laboratory instructions. Mathematical concepts will be kept to a minimum.

Lecturer:

Fan Shenghua, Kelly

Lecture Time & Venue:

1900-2200 Wed at S16/06-118

Consultation hours:

By appointment

Homepage:

http://www.stat.nus.edu.sg/~shfan

E-mail address:

stafank@nus.edu.sg

Office/phone number

S16/07-111; 68748932

 

Assignments:

Students should attend lectures and tutorials regularly. There will be a final project and a midterm test in this semester. The midterm test and final exam are both open notes. You will be allowed to bring help sheets. 

Questions and solutions for the midterm test   

Statistics for midterm score:

minimum 25 percentile median 75 percentile maximum
3 6.25 8.25 10.625 15.5

Group Project

The project will be carried out on a group base with 1-4 students in each group. The name list must be submitted by Oct 29 via e-mail. Each group must submit a (hard) copy of their report as a group by Nov 12. You can either select one of the 4 topics (topic 1; topic 2; topic 3; topic 4) to work on or select a topic on your own. If you decide to use your own topic, please submit description of the topic by Oct 29. Note that if an independent variable is continuous, you MUST divide the values into groups (or levels) since ANOVA method can only be applied on categorical independent variables.

Here is the guideline on  what a project report should be.

Sample Exam Problems    Solutions of Sample Problems

Evaluation:

Final exam 50%; midterm test 20%; group project 20%; tutorial participation 10%.

Important:  There will be no makeup test for any test/exam missed. Students who missed their test will be given a zero score unless they can produce a valid medical certification for their absence. For such students, the 20% for the test will be shifted to the final exam, making a total of 70% (50% + 20%) for the final exam. In addition, any late submission of assignment will not be accepted without a valid medical certification.

Reference books

Title

Author

Edn

Year

Publisher

Library

Compulsory textbook

Experimental Design

Berger & Maurer

--

2002

Duxbury

Sci & CL

Less mathematical; including outputs from several different software packages; using many examples. Good for the first time learners with no much mathematical background.

Supplementary books

Design of Experiments : Statistical Principles of Research Design and Analysis

Kuehl

2nd

2000

Duxbury Press

Sci & CL

This book covers the subject pretty completely and uses many examples to illustrate ideas. However, it is a bit more mathematical than the compulsory one. I recommend this as the 2nd reference textbook if you want to know more theories behind or more details of what you have learned in class.

Design & Analysis of Experiments

Montgomery

5th

2001

Wiley

Sci 

This is a popular book used as textbooks in many famous universities in US. It covers the basic designs as well as a few advanced designs. If you are good in mathematics, this will be a good reference book.

Software handbook: MINITAB Handbook, 4th edition, by Ryan and Joiner, published by Duxbury.

Schedule: (subject to change)

Aug 13

Introduction; one-way ANOVA

Oct 1

Midterm test

Aug 20

One-way ANOVA; power

Oct 8

Fractional factorial designs

Aug 27

Multiple comparisons

Oct 15

Fractional factorial designs

Sep 3

Two-way ANOVA

Oct 22

Orthogonality

Sep 10

Latin square designs; two-level factorial designs

Oct 29

Nested designs

Sep 17

Two-level factorial designs; confounding

Nov 5

Reading week

Sep 24

Confounding

Nov 12 

Review, last tutorial & project submission 

The final exam is scheduled on  Nov 26th, 7-9 pm at LT31.

Lecture Notes: (subject to minor change)

Introduction

One way ANOVA

Hypothesis testing

Power

Multiple comparisons

Two way ANOVA

Latin square designs

Two level factorial designs

Confounding

Fractional factorial designs

Orthogonality

Nested designs

Tutorials: (Chapters and pages are referred to the compulsory textbook.)

Venue: S16/05-102 (Lab 2); Time: 6:00-6:45 pm for group one and 8:45-9:30 pm for group two.

Each student will be asked to present once in the whole semester. You can either present solutions for the tutorial or present other relevant problems for 15 minutes per person. The presenters must send a soft copy of their presentation documents to stafank@nus.edu.sg by Tue. The list of presenters for the next tutorial will be posted here every Thur. 

Tutorial One

Chapter 2 (p. 49): Exercise 1, 2, 3; Chapter 3 (p. 85): Exercise 2, 3.

Basic calculations for one-way Anova and practice for getting familiar with MINITAB.  Handout for MINITAB.

Solutions

Tutorial Two

Chapter 3 (p. 85): Exercise 4, 5, 6, 9; Chapter 4 (p. 126): Exercise 10, 11, 12.

Power calculation, sample size finding, and multiple comparisons.

Solutions

Tutorial Three

Chapter 6 (p. 193): Exercise 2, 6, 12, 13, 14, 15.

Two-factor Anova.

Solutions

Tutorial Four

Chapter 8 (p. 240): Exercise 1, 2, 3, 11, 16.

Latin Square designs.

Solutions

Tutorial Five

Chapter 9 (p. 282): Exercise 5 (addition: draw the interactions plot  of A and B at each level of C), 8, 22, 23.

Two level factorial designs.

Solutions

Tutorial Six

Chapter 10 (p. 308): Exercise 1, 2, 13, 14 and an additional question.

Confounding scheme.

Solutions

Tutorial Seven

Chapter 11 (p. 354): Exercise 7, 8, 9, 10.

Fractional factorial designs. 

Solutions

Tutorial Eight

Chapter 11 (p. 354): Exercise 11, 12, 15, 16.

Fractional factorial designs. 

Solutions

Tutorial Nine

Chapter 5 (p. 151): Exercise 1, 2, 3, 7, 8, 9, 10.

Contrast.

Solutions

Tutorial Ten

Chapter 7 (p. 214): Exercise 1, 3, 4, 5, 6, 9.

Nested designs.

Solutions