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DISC 8397
Design and Analysis of Experiments


Design and Analysis of Experiments
(DISC 8397)

Prof. Julio L. Peixoto

TEXTBOOK: Applied Linear Statistical Models, by Michael H. Kutner, Christopher J. Nachtschiem, and William Wasserman, Irwin, 1996

TENTATIVE COURSE OUTLINE

  1. Introduction. Statistical experiments; control; experimental and nonexperimental data; experimental and nonexperimental sciences; experimental units; factors and levels; randomization; replication; blocking.
  2. Review of basic statistical concepts and results. Population; sample; parameter; statistic; simple random sample; statistical independence; usual assumptions; sampling distributions; estimator; central limit theorem; standard error of estimator; confidence intervals; tests of hypotheses; p values; inferences on one mean; inferences on one proportion; comparing means of independent samples; paired comparisons of means; comparing proportions of independent samples.
  3. One-way analysis of variance. Analysis of variance (ANOVA) models; dummy variables; matrix formulation; relations with regression models; cell-means models; overparametrized models; completely randomized design; randomization; balanced and unbalanced models; fixed and random models; pairwise comparisons; multiple comparisons; contrasts; orthogonal contrasts; orthogonal polynomials.
  4. Two-way analysis of variance. Blocking; randomized block design; restricted randomization; balanced and unbalanced models; proportional cell frequencies; orthogonality between treatments and blocks; interaction effects; treatment and block contrasts; estimability; empty cells; k-way analysis of variance.
  5. Latin squares and related designs. The Latin square design; randomization; Youden squares; multiple Latin squares; Graeco-Latin squares.
  6. Factorial Experiments. Advantages over one-factor-at-a-time experiments; two-factor experiments; k-factor experiments; 2k factorial experiments; main and interaction effects; generalized interactions; fractional replication; blocking; confounding in 2k factorial experiments; confounding in 2k-p fractional factorial experiments.
  7. Response Surfaces. Fundamentals; determination of optimum operating conditions; first and second order models; designs for fitting first order models; the orthogonal design; augmented 2k factorial designs; simplex designs; designs for fitting second order models; central composite designs; methods of comparing second order designs; rotatable second order designs; blocking.
  8. Fixed, random and mixed models. Fundamentals; fixed and random effects; expected mean squares; F tests; pseudo F tests.
  9. Miscellaneous topics. Split-plot designs; incomplete block designs; lattice designs; balanced lattices; partially balanced lattices; analysis of covariance (ANACOVA).
  10. Multivariate extensions. Multivariate analysis of variance (MANOVA); multivariate analysis of covariance (MANACOVA).

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