Confidence Interval on the ith Treatment Mean

The response at each treatment of a single factor experiment can be assumed to be a normal population with a mean of and variance of provided that the error terms can be assumed to be normally distributed. A point estimator of is the average response at each treatment, . Since this is a sample average, the associated variance is , where is the number of replicates at the th treatment. Therefore, the confidence interval on is based on the distribution. Recall from Chapter 3 (inference on population mean when variance is unknown) that: [Note] MATHhas a distribution with degrees of freedom . Therefore, a 100() percent confidence interval on the th treatment mean, , is:MATH(12)For example, for the first treatment of the lathe speed we have:MATH

 

In DOE++, this value is displayed as the Estimated Mean for the first level, as shown in the Data Summary Table in Figure 6.3. The value displayed as the standard deviation for this level is simply the sample standard deviation calculated using the observations corresponding to this level. [Note] The 90% confidence interval for this treatment is:

 

Figure 6.3: Data Summary table for the single factor experiment in Table 6.1.

 
MATHThe 90% limits on are 5.9 and 11.1, respectively.

Confidence Interval on the Difference in Two Treatment Means

The confidence interval on the difference in two treatment means, , is used to compare two levels of the factor at a given significance. If the confidence interval does not include the value of zero, it is concluded that the two levels of the factor are significantly different. The point estimator of is . The variance for is:MATHFor balanced designs all . Therefore:MATHThe standard deviation for can be obtained by taking the square root of and is referred to as the pooled standard error:MATHThe statistic for the difference is:MATHThen a 100(1-) percent confidence interval on the difference in two treatment means, , is:MATH(13)For example, an estimate of the difference in the first and second treatment means of the lathe speed, , is:MATHThe pooled standard error for this difference is:MATHTo test , the statistic is:MATHIn DOE++, this value is displayed in the Mean Comparisons table under the column T Value as shown in Figure 6.4. The 90% confidence interval on this difference is:MATHHence the 90% limits on () are and , respectively. These values are displayed under the Low CI and High CI columns in Figure 6.4. Since the confidence interval for this pair of means does not included zero, it can be concluded that these means are significantly different at 90% confidence. This conclusion can also be arrived at using the value noting that the hypothesis is two-sided. The value corresponding to the statistic , based on the distribution with 9 degrees of freedom is:MATHSince value < 0.1, the means are significantly different at 90% confidence. Bounds on the difference between other treatment pairs can be obtained in a similar manner and it is concluded that all treatments are significantly different.

 

Figure 6.4: Mean Comparisons table for the data in Table 6.1.

 

See Also:

 
Analysis of Experiments
Residual Analysis
Statistical Background