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STA 4202 / 5126 / 5206

DESIGN OF EXPERIMENTS

Fall 2013

Time and place: 12 pm – 1:15 pm Monday and Wednesday, PC 439

Instructor: Wensong Wu

Office: DM 410C

Office hour: 2:30 pm – 4:30 pm Mondays and Wednesdays, or by appointment.

Email:

wenswu@fiu.edu

Text: Design and Analysis of Experiments, 7 th Edition, by Douglas C. Montgomery.

Prerequisites :

STA 3112 or STA 3123 or STA 3163 or STA 4322 or equivalent.

Topics :

1.

INTRODUCTION.

The scientific method. The role of statistics in the advancement of science. The phases of an experiment. Specifying the problem and the hypotheses. Experimental designs. Analyses of experiments. Statistical inference.

2.

REVIEW OF PARAMETRIC STATISTICAL INFERENCE.

Estimation. Properties of estimators.

Confidence intervals. Hypothesis testing. The Z-test, the T-test, the X2-test, and the F-test. Sample size.

3.

THE COMPLETELY RANDOMIZED DESIGN.

The one-factor experiments in a CRD. Linear model. Partitioning of the total sum of squares. The analysis of variance table. Orthogonal contrasts.

Confidence intervals on means. Fixed and random models. Estimation of variance components.

4.

RANDOMIZED COMPLETE BLOCK DESIGN.

The model and assumptions. The ANOVA table.

Tests after ANOVA.

5.

LATIN SQUARE AND RELATED DESIGNS. Latin squares and two-way restrictions on randomization. The linear model and assumptions for a one-factor experiment fitted in a Latin square design. ANOVA table.

6.

FACTORIAL EXPERIMENTS.

Complete factorial experiments in CRD's. Main effects and interactions. One observation per treatment combination. Linear model and analysis. The error term and pooling. The meaning of a significant interaction. The case of n observations per treatment combination.

7.

2 k FACTORIAL EXPERIMENTS.

Complete 2 k factorial experiments in CRD's. Special notation.

Average effect of main effects and interaction. Orthogonal contrasts and sum of squares. Yates's algorithm.

8.

FIXED, RANDOM AND MIXED MODELS.

One-and-two factor models.

9.

NESTED AND NESTED-FACTORIAL EXPERIMENTS. Introduction. Nested experiments.

Nested-factorial experiments. Repeated-measures design and nested-factorial experiments.

10.

FACTORIAL EXPERIMENTS AND RESTRICTIONS ON RANDOMIZATION.

Factorial experiments fitted in randomized complete block designs.

11.

FRACTIONAL FACTORIALS (STA 5126 / 5206 only). Aliasing and blocking with designs. The use of one degree of freedom contrasts for constructing fractional factorials. Use of catalogs for designing fractional factorial designs.

Grading: Attendance/Quiz 5%

Homework 30%

Project 10%

Midterm Exam 25%

Final Exam 30%

A = 90% -100%

B = 80% - 89%

C = 70% - 79%

D = 60% - 69%

F < 60%

Attendance: You are expected to attend all classes and to arrive on time. If you miss a class, you are responsible for all material and announcements covered in class on that day. Attendance will be taken in the form of quizzes, which may occur either at the beginning or the end of lectures. Half of points of quizzes will be based on attendance, and the other half will be based on performance of the quizzes. No make-up quizzes will be considered.

Homework: You are allowed to work together on homework assignments, but you need to write up your own solutions, so that your homework does not become a copy of another. Some problems may differ for different course numbers. Homework will be collected, but only a randomly selected portion will be graded. You will receive full credit for the portion that is not graded as long as you provide solutions.

Project: You will work in groups for the project. The outcome will be evaluated through a written report and/or an oral presentation.

Exams: The midterm and final exams will both have an in-class part and a take-home part; On both parts you are to work entirely on your own. You will be given at least a week to complete each exam. The inclass part of the midterm exam will be on 10/14, Monday, and the take-home part is due at the beginning of the exam on 10/14. The in-class part of the final exam will be on 12/13, Friday at 9:45am - 11:45am, and the take-home part is due at the beginning of the exam on 12/13. No make-up exams are considered unless extreme circumstances and documentation will be required. Also, you must notify me prior to the exam or the day of the exam if you think your situation merits a make-up. If you miss an exam for a valid reason but do not notify me of your situation in a timely manner, then you will receive a zero on the exam.

Software and Computing Facilities: SPSS will be mainly used. Student version can be purchased at UTS upon enrollment. Contact UTS at uts.fiu.edu, and at 305-348-2284. SPSS is also available in computer labs in PC 411, PC 413, PC 414, and at https://elabs.fiu.edu.

A free statistical software, “R”, will also be used, which is available at http://www.r-project.org

. We will use Blackboard Learn as the course management system

at

https://fiu.blackboard.com/.

Cheating: No form of cheating or plagiarism will be tolerated in any way.

Important Information

"Florida International University is a community dedicated to generating and imparting knowledge through excellent teaching and research, the rigorous and respectful exchange of ideas, and community service. All students should respect the right of others to have an equitable opportunity to learn and honestly to demonstrate the quality of their learning. Therefore, all students are expected to adhere to a standard of academic conduct, which demonstrates respect for themselves, their fellow students, and the educational mission of the University.

All students are deemed by the University to understand that if they are found responsible for academic misconduct, they will be subject to the Academic Misconduct procedures and sanctions, as outlined in the

Student Handbook."

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