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Analisa Variansi:
Eksperimentasi Faktorial
ARIF RAHMAN
1
Statistika
Statistika adalah cabang ilmu matematika yang
mempelajari metode ilmiah untuk mengumpulkan,
mengorganisasi, merangkum, menyederhanakan,
menyajikan, menginterpretasikan, menganalisa dan
mensintesa data (numerik atau nonnumerik) untuk
menghasilkan informasi dan/atau kesimpulan, yang
membantu dalam penyelesaian masalah dan/atau
pengambilan keputusan.
2
Statistika
3
Mengorganisasi,
Merangkum,
Menyederhanakan,
Menyajikan,
Menginterpretasikan
Menganalisa
Mensintesa
Mengumpulkan data
Menghasilkan informasi dan/atau kesimpulan
Menggeneralisasi
Mengestimasi,
Menguji hipotesa,
Menilai relasi,
Memprediksi
Menyelesaikan masalah Mengambil keputusan
Statistika Inferensia
Statistika inferensia adalah cabang statistika yang
menganalisa atau mensintesa data untuk
menggeneralisasi sampel terhadap populasi,
mengestimasi parameter, menguji hipotesa, menilai
relasi, dan membuat prediksi untuk menghasilkan
informasi dan/atau kesimpulan.
Terdapat banyak alat bantu statistika (statistical tools)
yang dapat dipergunakan untuk menginferensi
populasi atau sistem yang menjadi sumber asal data
sampel
4
Statistika Inferensia
5
Tujuan studi terhadap populasi Observasi atau eksperimen pada sampel
SAMPLING
INFERENSI
Parameter :
N (banyaknya anggota populasi),
μ (rata-rata populasi),
σ (simpangan baku populasi),
π (proporsi populasi)
Statistik :
n (banyaknya anggota sampel),
ẋ (rata-rata sampel),
s (simpangan baku sampel),
p (proporsi sampel)
Tipe Data
Data Nominal, data yang hanya berupa simbol (meski berupa
angka) untuk membedakan nilainya tanpa menunjukkan tingkatan
Data Ordinal, data yang mempunyai nilai untuk menunjukkan
tingkatan, namun tanpa skala yang baku dan jelas antar tingkatan.
Data Interval, data yang mempunyai nilai untuk menunjukkan
tingkatan dengan skala tertentu sesuai intervalnya. Nilai nol hanya
untuk menunjukkan titik acuan (baseline).
Data Rasio, data yang mempunyai nilai untuk menunjukkan
tingkatan dengan skala indikasi rasio perbandingan. Nilai nol
menunjukkan titik asal (origin) yang bernilai kosong (null).
6
Tipe Data
Data Parametrik, data kuantitatif yang mempunyai
sebaran variabel acak mengikuti pola distribusi
probabilitas dengan parameter tertentu (independent
and identically distributed random variables)
Data Nonparametrik, data yang tidak mempunyai
distribusi probabilitas (distribution-free)
7
Tipe Data
Data Diskrit, data hasil pencacahan atau
penghitungan, sehingga biasanya dalam angka
bilangan bulat.
Data Kontinyu, data hasil pengukuran yang
memungkinkan dalam angka bilangan nyata
(meskipun dapat pula dibulatkan)
8
Statistika Alat Bantu Problem Solving
9
Penting memperhatikan
cara memperoleh
data yang akan diolah
Demikian pula
cara mengolah data
juga penting diperhatikan
Statistika Alat Bantu Problem Solving
10
Metode statistika bukan
ramuan sihir
Alat statistika bukan
tongkat sihir
Ketelitian &
Tipe Kesalahan
11
Akurasi dan Presisi
Akurasi (accuracy), kesesuaian hasil pengukuran
terhadap nilai obyek sesungguhnya (bias kecil)
Presisi (precision), tingkat skala ketelitian
pengukuran dari alat pengukur, atau ketersebaran
yang relatif mengumpul (variansi atau deviasi kecil)
12
Akurat dan Presisi
Tidak presisi, akibat pola sebaran sampel
lebih melebar daripada pola sebaran
populasi menyebabkan deviasi yang besar.
Tidak akurat, akibat pergeseran
pemusatan sampel menjauh dari
pemusatan populasi menyebabkan bias
yang besar.
Akurat dan presisi, bias dan deviasi kecil,
membutuhkan sampel sedikit.
13
Kesalahan Pengambilan Kesimpulan
Galat tipe 1 () : kesalahan menyimpulkan karena
menolak hipotesa yang semestinya diterima
Galat tipe 2 () : kesalahan menyimpulkan karena
menerima hipotesa yang semestinya ditolak
14
 
Kesalahan Pengambilan Kesimpulan
15
The true state of nature
Decision H0 is true H0 is false
Reject H0 Type I error Exact decision
Fail to reject H0 Exact decision Type II error
The true state of nature
Decision H0 is true H0 is false
Reject H0  1 – 
Fail to reject H0 1 –  
Ukuran Ketelitian Pendugaan
Tingkat keberartian (significance level, ), probabilitas
penolakan data observasi, karena menyimpang signifikan terhadap
sasaran.
Tingkat kepercayaan (confidence coefficient,1-), persentase
data observasi yang diyakini tidak berbeda signifikan dengan target.
Kuasa statistik (power,1-), persentase data observasi yang
diyakini berbeda signifikan dengan target.
Derajat kebebasan (degree of freedom, df=n-k), besaran
yang menunjukkan bebas terhadap bias dari n data observasi.
16
Sumber Kesalahan atau Error
17
Sumber Kesalahan atau Error
random error is an uncontrollable difference from one trial to
another due to environment, equipment, or other issues that
reduce the repeatability of an observation
systematic error is a reproducible deviation of an
observation that biases the results, arising from procedures,
instruments, or ignorance
illegitimate error is an error introduced when an engineer
does mistakes, blunders, or miscalculations (e.g. measures
at the wrong time, notes the wrong value)
18
Kesalahan Pengukuran
unusual value (outlier) is an observation in a sample that are
so far from the main body of data that they give rise to the
question that they may be from another population.
missing value is any relevant data which are missing, since
there may be transcription or recording errors or may not
have been collected and archived.
bias is an effect that systematically distorts a statistical result
or estimate, preventing it from representing the true quantity
of interest.
19
Observasi dan
Eksperimen
20
Observasi dan Eksperimen
In an observational study, the engineer observes the
process or population, disturbing it as little as possible, and
records the quantities of interest.
In a designed experiment the engineer makes deliberate or
purposeful changes in the controllable variables of the
system or process, observes the resulting system output
data, and then makes an inference or decision about which
variables are responsible for the observed changes in output
performance.
21
Observasi dan Eksperimen
22
Observasi dan Eksperimen
23
Observasi dan Eksperimen
24
Eksperimen dirancang namun keluarannya acak
Designed experiment is an experiment in which the tests
are planned in advance and the plans usually incorporate
statistical models
Random experiment is an experiment that can result in
different outcomes, even though it is repeated in the same
manner each time.
Outcome is an element of a sample space.
Event is a subset of a sample space.
Sample space is the set of all possible outcomes of a
random experiment.
25
Unit Eksperimen atau Trial
Experimental unit or trial is a single testing in scientific
investigation through observations or experiments that is
reproducible in the same condition or treatment to observe the
response variable. It is an entity which is the primary unit of
interest in a specific research objective for researcher to make
inferences about (in the population) based on the sample (in the
experiment). Thus it needs adequate replication of experimental
units. The sample size is the number of experimental units per
group.
26
Aplikasi Eksperimen
27
Aplikasi Eksperimen
28
Tujuan Eksperimen
29
Tujuan Eksperimen
30
Tujuan Eksperimen
31
Tujuan Eksperimen
32
Panduan Desain dan Analisa Eksperimen
33
Prinsip Dasar Desain Eksperimen
Replication, to provide an estimate of experimental error;
Randomization, to ensure that this estimate is statistically
valid; and
Local control, to reduce experimental error by making the
experiment more efficient
34
Prinsip Dasar Desain Eksperimen
Replication is an independent repeat run of each factor combination. It
is the repetition of experiment under identical conditions. It refers to the
number of distinct experimental units under the same treatment.
 Replication is useful for obtaining homogeneous data.
 Replication improves the accuracy of response estimates by mapping confidence
intervals at a specific significance level.
 Replication helps detect outliers due to errors in experimentation, measurement errors
or other confounding factors.
35
Prinsip Dasar Desain Eksperimen
Randomization is the cornerstone underlying the use of statistical
methods in experimental design to randomly determine the order in which
the individual runs of the experiment are to be performed. Through
randomization, every experimental unit will have the same chance of
receiving any treatment.
 Randomization is useful to ensure that each experiment is independent, and that the
effect of nuisance factors is reduced.
 Randomization reduces the risk of experimental bias due to nuisance factors having
clustered effects on the same experimental treatment.
 The randomization helps increase the confidence of the statistical analysis of the
experimental results.
36
Prinsip Dasar Desain Eksperimen
37
!
!
!
)!
(
ts
Arrangemen
Possible
2
1
2
1
a
a
n
n
n
n
n
n





Prinsip Dasar Desain Eksperimen
38
Prinsip Dasar Desain Eksperimen
Local control is the control of all factors except the design factors
which are investigated. It refines the relatively heterogeneous experimental
subset into homogeneous subset by removing extraneous sources of
variability. It refers to the amount of balancing, blocking and grouping of
the experimental units.
 Grouping is arranging a homogeneous set of experiments in groups that receive the
same treatment.
 Blocking is allocating experiments in blocks, so that each block contains
homogeneous experiments.
 Balancing is controlling the grouping and blocking processes so that the experiment is
in a balanced configuration or formation.
39
Prinsip Dasar Desain Eksperimen
40
Prinsip Dasar Desain Eksperimen
 Blocking is a technique for dealing with nuisance factors
 A nuisance factor is a factor that probably has some effect on the
response, but it’s of no interest to the experimenter…however, the
variability it transmits to the response needs to be minimized
 Typical nuisance factors include batches of raw material, operators,
pieces of test equipment, time (shifts, days, etc.), different experimental
units
 Many industrial experiments involve blocking (or should)
 Failure to block is a common flaw in designing an experiment
(consequences?)
41
Prinsip Dasar Desain Eksperimen
 If the nuisance variable is known and controllable, we use blocking
 If the nuisance factor is known and uncontrollable, sometimes we can
use the analysis of covariance to remove the effect of the nuisance
factor from the analysis
 If the nuisance factor is unknown and uncontrollable (a “lurking”
variable), we hope that randomization balances out its impact across
the experiment
 Sometimes several sources of variability are combined in a block, so
the block becomes an aggregate variable
42
Prinsip Dasar Desain Eksperimen
43
Prinsip Dasar Desain Eksperimen
44
Prinsip Dasar Desain Eksperimen
45
Prinsip Dasar Desain Eksperimen
46
Prinsip Dasar Desain Eksperimen
47
Prinsip Dasar Desain Eksperimen
48
Prinsip Dasar Desain Eksperimen
49
Randomization between blocks
Replicate Block Random
1 1 2047
1 2 5589
2 1 3255
2 2 7641
3 1 6859
3 2 3455
4 1 4328
4 2 1391
Prinsip Dasar Desain Eksperimen
50
Randomization within blocks
Repl-Block Test Random
4.2 abc 2997
4.2 a 8220
4.2 b 3507
4.2 c 1522
: : :
2.2 abc 9450
2.2 a 5147
2.2 b 2085
2.2 c 4735
Faktor dan Perlakuan
51
Faktor dan Perlakuan
Factors are the potential sources of variability that influence
the performance of a process or system.
Treatments are specific levels of the design factors (factors
of interest). They are deliberate changes of a set of design
factors at various level to observe the changes in the system
performance.
Factor level is the settings (or conditions) used for a factor in
an experiment.
52
Faktor dan Perlakuan
Effects are the impact of treatment to response variables.
They are the mean change to the response due to the
presence of the treatment.
Interaction is interdependence of several factors. Two
factors are said to interact if the effect of one variable is
different at different levels of the other variables. In general,
when variables operate independently of each other, they do
not exhibit interaction. An interaction is the failure of one
factor to produce the same effect on the response at different
levels of another factor.
53
Faktor dan Perlakuan
The potential design factors are those factors that the
experimenter may wish to vary in the experiment.
Design factors are the factors actually selected for study in the
experiment.
Held-constant factors are variables that may exert some effect on
the response, but for purposes of the present experiment these
factors are not of interest, so they will be held at a specific level.
Allowed-to-vary factors are variables that are usually
nonhomogeneous, but for ignoring this unit-to-unit variability, it
relies on randomization to balance out any effect.
54
Faktor dan Perlakuan
Nuisance factors may have large effects that must be
accounted for, yet the experimenter may not be interested in
them in the context of the present experiment.
A controllable nuisance factor is one whose levels may be set by
the experimenter
An uncontrollable nuisance factor is a nuisance factor that is
uncontrollable in the experiment, but it can be measured. An
analysis procedure called the analysis of covariance can be used to
compensate for its effect.
A noise factor is a factor that varies naturally and uncontrollably in
the process.
55
Faktor dan Perlakuan
Fixed effect factor is a design factor of experiment with
specific treatment at certain levels. All the levels of interest
for the factor are included in the experiment.
Random effect factor is a design factor of experiment with
treatment by random sample from some population of factor
levels. There may be unknown levels between treatment
(level numbers are only nominal).
56
Faktor dan Perlakuan
57
Faktor dan Perlakuan
58
Parameter Diagram (P Diagram)
59
Parameter Diagram (P Diagram)
Signal
Factors
(m)
Noise
Factors
(x)
Control
Factors
(z)
Scaling
Factors
(r)
Response
Variables
(y)
F(x,m,z,r)
60
Inputs
Controllable Factors
(x)
Uncontrollable Factors
(z)
Output
(y)
F(x,z)
Parameter Diagram (P Diagram)
 Response variables (y) are the dependent variables (that are affected some
factors) as observed output characteristics (that are designed to meet the target).
 Signal factors (M) are the parameter values set by the user at specified point or
within an acceptable range to attain the desired output.
 Control factors (Z) are the parameter values set by the engineer at least at two-
levels to select the best level for the desired output.
 Noise factors (X) are not controllable by the engineer or the user. However, for
the purpose of optimization, these factors may be set at one or more levels.
 Scaling factors (R) are special cases of control factors that are adjusted to
achieve the desired functional relationship as a ratio between the signal factor and the
response.
 Leveling factors (D) are special cases of control factors that are adjusted to
achieve the desired functional relationship as a constant between the signal factor and
the response.
61
Parameter Diagram (P Diagram)
 External noise factors are sources of variation that are external to the product
or process. They include environmental noise factors and load-related noise factors.
The environmental noise factors are temperature, humidity, dust, electromagnetic
interference, etc. The load-related noise factors are the period of time the product
works continuously, the pressures to which it is subjected simultaneously..
 Internal noise factors are sources of variation that are internal to the product or
process. They include time-dependent deterioration factors such as wear of
components, spoilage of materials, fatigue of parts, and operational errors, such as
improper settings on product or equipment.
 Unit-to-unit noise factors are inherent random variations in the process or
product caused by variability in raw materials, machinery and human participation.
62
Strategi
Desain Eksperimen
63
Strategi Desain Eksperimen
Best-guess experiments
One-factor-at-a-time (OFAT) experiments
Statistically-designed experiments
Factorial experiments
Fractional factorial experiments
64
Best-guess Experiments
Advantages
 The experimenter reasonably selects
an arbitrary combination of the design
factors, test them, and see what
happens
 The experimenter switches the levels
of one or two (or perhaps several)
factors for the next test, based on the
outcome of the current test.
 There is a great deal of technical or
theoretical knowledge of the system, as
well as considerable practical
experience.
Disadvantages
 The approach could be continued
almost indefinitely.
 The initial best-guess does not produce
the desired results. So the
experimenter has to take another
guess at the correct combination of
factor levels. This could continue for a
long time, without any guarantee of
success.
 The initial best-guess produces an
acceptable result. And the
experimenter is tempted to stop testing,
although there is no guarantee that the
best solution has been found.
65
One-factor-at-a-time (OFAT) Experiments
Advantages
 The experimenter selects a starting
point, or baseline set of levels, for each
factor, and then successively varying
each factor over its range with the
other factors held constant at the
baseline level.
 The experimenter analyzes how the
response variable is affected by
varying each factor with all other
factors held constant.
 The interpretation is straightforward,
conclude the interaction.
Disadvantages
 It assumes factors were independent. If
the experimenter varies a factor, he
assumes that the other factors have
virtually no effect.
 It fails to consider any possible
interaction between the factors. A
factor may produce the different effect
on the response at different levels of
another factor.
 If the interactions between factors
occur, it will usually produce poor
results
66
Statistically-designed (Factorial) Experiments
Advantages
 All possible combinations of the design
factors across their levels are used in
the design
 A reasonable plan would be at each
combination of factor levels
 The experimental design would enable
the experimenter to investigate the
individual effects of each factor (or the
main effects) and to determine whether
the factors interact.
Disadvantages
 The number of factors of interest
increases, the number of runs required
increases rapidly.
67
an Example: Playing Golf
68
an Example: Playing Golf
69
an Example: Playing Golf
70
an Example: Playing Golf
71
an Example: Playing Golf
72
an Example: Playing Golf
73
an Example: Playing Golf
74
an Example: Playing Golf
75
Analysis of Variance
76
Conjecture or Hypothesis
77
Analysis of Variance
78
Analysis of Variance
79
Analysis of Variance
80
Analysis of Variance
81
Analysis of Variance
82
Analysis of Variance
83
Analysis of Variance
84
Analysis of Variance
85
Analysis of Variance
86
Practical Interpretation of Results
A Regression Model
Comparisons Among Treatment Means
Graphical Comparisons of Means
Contrasts
Orthogonal Contrasts
Scheffé’s Method for Comparing All Contrasts
Comparing Pairs of Treatment Means
Tukey’s Test
Tukey–Kramer procedure
The Fisher Least Significant Difference (LSD) Method
87
an Example: Etching Process Experiment
88
an Example: Etching Process Experiment
89
an Example: Etching Process Experiment
90
an Example: Etching Process Experiment
91
Power Replication Random
160 1 57102
160 2 29337
160 3 24621
160 4 63548
160 5 40062
180 1 32318
180 2 71834
180 3 84675
180 4 77216
180 5 43289
200 1 49271
200 2 36481
200 3 94037
200 4 89323
200 5 12417
220 1 49813
220 2 21238
220 3 52286
220 4 67710
220 5 18369
Test Sequence Random (Sorted) Power
1 12417 200
2 18369 220
3 21238 220
4 24621 160
5 29337 160
6 32318 180
7 36481 200
8 40062 160
9 43289 180
10 49271 200
11 49813 220
12 52286 220
13 57102 160
14 63548 160
15 67710 220
16 71834 180
17 77216 180
18 84675 180
19 89323 200
20 94037 200
an Example: Etching Process Experiment
92
an Example: Etching Process Experiment
93
an Example: Etching Process Experiment
94
an Example: Etching Process Experiment
95
an Example: Etching Process Experiment
96
an Example: Etching Process Experiment
97
an Example: Etching Process Experiment
98
an Example: Etching Process Experiment
99
an Example: Etching Process Experiment
100
an Example: Etching Process Experiment
101
Desain Faktorial 2k
102
Pengantar Desain Faktorial 2k
103
Pengantar Desain Faktorial 2k
104
Pengantar Desain Faktorial 22
105
Desain Faktorial 22
106
Desain Faktorial 22
107
Desain Faktorial 22
108
Desain Faktorial 22
109
Desain Faktorial 22
110
Desain Faktorial 22
111























high
treatment
low
high
high
low
high
low
treatment
low
high
high
low
low
low
high
high
low
treatment
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
if
1
)
2
/
)
((
)
2
/
)
((
if
1
)
2
/
)
((
)
2
/
)
((
)
2
/
)
((
)
2
/
)
((
Desain Faktorial 23
112
Desain Faktorial 23
113
Desain Faktorial 23
114
Desain Faktorial 23
115
Desain Faktorial 23
116
Desain Faktorial 23
117
Desain Faktorial 23
118
an Example: Etching Process Experiment
119
an Example: Etching Process Experiment
120
an Example: Etching Process Experiment
121
an Example: Etching Process Experiment
122
an Example: Etching Process Experiment
123
an Example: Etching Process Experiment
124
an Example: Etching Process Experiment
125
an Example: Etching Process Experiment
126
Desain Umum Faktorial 2k
127
Desain Umum Faktorial 2k
128
Desain Umum Faktorial 2k
129
Desain Umum Faktorial 2k
130
Desain Umum Faktorial 2k
131
Desain Umum Faktorial 2k
132
Desain Umum Faktorial 2k
133
Desain Umum Faktorial 2k
134
Desain Umum Faktorial 2k
135
Desain Umum Faktorial 2k
136
Desain Faktorial 3k
137
Pengantar Desain Faktorial 3k
138
Pengantar Desain Faktorial 3k
139
Pengantar Desain Faktorial 3k
140
Desain Faktorial 32
141
Desain Faktorial 32
142
Desain Faktorial 32
143
Desain Faktorial 32
144
Desain Faktorial 33
145
Desain Faktorial 33
146
an Example: Syrup Frothing Experiment
147
an Example: Syrup Frothing Experiment
148
an Example: Syrup Frothing Experiment
149
an Example: Syrup Frothing Experiment
150
an Example: Syrup Frothing Experiment
151
an Example: Syrup Frothing Experiment
152
an Example: Syrup Frothing Experiment
153
an Example: Syrup Frothing Experiment
154
an Example: Syrup Frothing Experiment
155
an Example: Syrup Frothing Experiment
156
an Example: Syrup Frothing Experiment
157
78
.
126
54
165
3
.
2
16
75
74
)
(
2
2
2
2
2
2





 AB
AB
I
I(AB) J(AB)
-198 -106 -155 -222 -79 -158
331 255 377 238 440 285
-59 -74 -206 -144 -40 -155
74 75 16 -128 321 -28
11
.
174
,
6
54
165
3
.
2
)
28
(
321
)
128
(
)
(
2
2
2
2
2
2







 AB
AB
J
89
.
300
,
6
11
.
174
,
6
78
.
126 


AB
SS
an Example: Syrup Frothing Experiment
158
an Example: Syrup Frothing Experiment
159
an Example: Syrup Frothing Experiment
160
an Example: Syrup Frothing Experiment
161
an Example: Syrup Frothing Experiment
162
SSAB = 6,300.89 = 126.78 + 6,174.11
SSABC = 4,628.76 = 3,804.11 + 221.77 + 18.77 + 584.11
Desain Umum Faktorial 3k
163
Desain Umum Faktorial 3k
164
Nonparametric
Kruskal-Wallis Test
165
Kruskal-Wallis H-Test
166
Kruskal-Wallis H-Test
167
Kruskal-Wallis H-Test
168
Kruskal-Wallis H-Test
Tests that more than two (k) independent samples
are from identical distributions
Corresponds to ANOVA for more than two means
Used to analyze completely randomized experimental
designs
Uses 2 distribution with k – 1 df
— if sample size nj ≥ 5
169
Kruskal-Wallis H-Test
Kruskal-Wallis H-Test for Comparing k
Probability Distributions
H0: μ1= μ2= . . . = μk
H1: All means are not all equal. at least one mean is
different.
170
Test statistic:
)
1
(
3
)
1
(
12
)
(
)
1
(
12
2
2

















n
n
R
n
n
R
R
n
n
n
H
j
j
j
j
Kruskal-Wallis H-Test
Kruskal-Wallis H-Test for Comparing k
Probability Distributions
where
nj =Number of measurements in sample j
Rj = Rank sum for sample j, where the rank of each
measurement is computed according to its relative
magnitude in the totality of data for the k samples
͞Rj=Rj/nj = Mean rank sum for j-th sample
͞R =Mean of all ranks = (n + 1)/2
n = Total sample size = n1 + n2 + . . . + nk
171
Kruskal-Wallis H-Test
Kruskal-Wallis H-Test for Comparing k
Probability Distributions
Rejection region:
H > χ2 with (k – 1) degrees of freedom
Ties: Assign tied measurements the average of the ranks
they would receive if they were unequal but occurred in
successive order. For example, if the third-ranked and fourth-
ranked measurements are tied, assign each a rank of (3 +
4)/2 = 3.5. The number should be small relative to the total
number of observations.
172
Kruskal-Wallis H-Test
Conditions Required for the Validity of
the Kruskal-Wallis H-Test
1. The k samples are random and independent.
2. There are five or more measurements in each
sample.
3. The k probability distributions from which the
samples are drawn are continuous
173
Kruskal-Wallis H-Test
Kruskal-Wallis H-Test Procedure
1. Assign ranks, Ri , to the n combined observations
 Smallest value = 1; largest value = n
 Average ties
2. Sum ranks for each group
3. Compute test statistic
174
 
 
2
12
3 1
1
j
j
R
H n
n n n
 
  
 
 

 

Squared total of
each group
an Example: Filling Machine
As production manager, you
want to see if three filling
machines have different filling
times. You assign 15
similarly trained and
experienced workers, 5 per
machine, to the machines. At
the .05 level of significance,
is there a difference in the
distribution of filling times?
175
Mach1Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
an Example: Filling Machine
H0: μ1= μ2= μ3
H1: The three means are not all equal
α = 0.05
df = p – 1 = 3 – 1 = 2
Critical Value(s): χ2 = 5.991
176
2
0 5.991
 = .05
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
177
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
1
178
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2
1
179
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2
1
3
180
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2
1
4
3
181
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2
1
4
5 3
182
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
14 9 2
15 6 7
12 10 1
11 8 4
13 5 3
183
an Example: Filling Machine
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
14 9 2
15 6 7
12 10 1
11 8 4
13 5 3
65 38 17
184
an Example: Filling Machine
185
58
.
11
48
5
5958
240
12
)
1
15
(
3
5
)
17
(
5
)
38
(
5
)
65
(
)
1
15
(
15
12
)
1
(
3
)
1
(
12
2
2
2
2











































  n
n
R
n
n
H
j
j
an Example: Filling Machine
H0: μ1= μ2= μ3
H1: The three means are not all equal
α = 0.05
df = p – 1 = 3 – 1 = 2
Critical Value(s): χ2 = 5.991
Test statistic: H = 11.58, P-value = 0.00306
Decision: Reject H0. At least 2 groups have different
distribution
186
2
0 5.991
 = .05
an Example: Propellant Burning Rate
187
an Example: Propellant Burning Rate
188
an Example: Propellant Burning Rate
189
Nonparametric
Friedman Test
190
Friedman Test
provides another method for testing to detect a shift in
location of a set of k populations that have the same
spread (or, scale)
is based on the rank sums of the treatments,
measures the extent to which the k samples differ
with respect to their relative ranks within the blocks
191
Friedman Test
Friedman Fr-Test for a Randomized Block Design
H0: μ1= μ2= . . . = μk
H1: All means are not all equal. at least one mean is
different.
Test statistic:
192
 

 2
)
(
)
1
(
12
R
R
k
k
b
Fr j
Friedman Test
Friedman Fr-Test for a Randomized Block Design
where
b = Number of blocks
k = Number of treatments
Rj = Rank sum of the j-th treatment, where the rank
of each measurement is computed relative to its
position within its own block
Test statistic:
Fr > χ2 with (k – 1) degrees of freedom
193
Friedman Test
Ties: Assign tied measurements the average of the
ranks they would receive if they were unequal but
occurred in successive order. For example, if the
third-ranked and fourth-ranked measurements are
tied, assign each a rank of (3 + 4)/2 = 3.5. The
number should be small relative to the total number of
observations.
194
an Example: Drug Reaction
Consider the data in the table. A pharmaceutical firm
wants to compare the reaction times of subjects under
the influence of three different drugs that it produces.
Apply the Friedman Fr-test to the data. What conclusion
can you draw? Test using  = .05.
195
an Example: Drug Reaction
H0: The average reaction times are identical for the
three drugs
H1: At least one of the three drugs have different
average reaction time
196
an Example: Drug Reaction
For  = .05,  2
.05 = 5.99147, therefore
Rejection region: Fr > 5.99147
197
an Example: Drug Reaction
Conclusion: Because Fr = 8.33 exceeds the critical
value of 5.99, we reject the null hypothesis and
conclude that at least two of the three drugs have
distributions of reaction times that differ in location. That
is, at least one of the drugs tends to yield reaction times
that are faster than the others.
198
199
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Modul Ajar Statistika Inferensia ke-13: Analisis Variansi, Eksperimentasi Faktorial

  • 2. Statistika Statistika adalah cabang ilmu matematika yang mempelajari metode ilmiah untuk mengumpulkan, mengorganisasi, merangkum, menyederhanakan, menyajikan, menginterpretasikan, menganalisa dan mensintesa data (numerik atau nonnumerik) untuk menghasilkan informasi dan/atau kesimpulan, yang membantu dalam penyelesaian masalah dan/atau pengambilan keputusan. 2
  • 3. Statistika 3 Mengorganisasi, Merangkum, Menyederhanakan, Menyajikan, Menginterpretasikan Menganalisa Mensintesa Mengumpulkan data Menghasilkan informasi dan/atau kesimpulan Menggeneralisasi Mengestimasi, Menguji hipotesa, Menilai relasi, Memprediksi Menyelesaikan masalah Mengambil keputusan
  • 4. Statistika Inferensia Statistika inferensia adalah cabang statistika yang menganalisa atau mensintesa data untuk menggeneralisasi sampel terhadap populasi, mengestimasi parameter, menguji hipotesa, menilai relasi, dan membuat prediksi untuk menghasilkan informasi dan/atau kesimpulan. Terdapat banyak alat bantu statistika (statistical tools) yang dapat dipergunakan untuk menginferensi populasi atau sistem yang menjadi sumber asal data sampel 4
  • 5. Statistika Inferensia 5 Tujuan studi terhadap populasi Observasi atau eksperimen pada sampel SAMPLING INFERENSI Parameter : N (banyaknya anggota populasi), μ (rata-rata populasi), σ (simpangan baku populasi), π (proporsi populasi) Statistik : n (banyaknya anggota sampel), ẋ (rata-rata sampel), s (simpangan baku sampel), p (proporsi sampel)
  • 6. Tipe Data Data Nominal, data yang hanya berupa simbol (meski berupa angka) untuk membedakan nilainya tanpa menunjukkan tingkatan Data Ordinal, data yang mempunyai nilai untuk menunjukkan tingkatan, namun tanpa skala yang baku dan jelas antar tingkatan. Data Interval, data yang mempunyai nilai untuk menunjukkan tingkatan dengan skala tertentu sesuai intervalnya. Nilai nol hanya untuk menunjukkan titik acuan (baseline). Data Rasio, data yang mempunyai nilai untuk menunjukkan tingkatan dengan skala indikasi rasio perbandingan. Nilai nol menunjukkan titik asal (origin) yang bernilai kosong (null). 6
  • 7. Tipe Data Data Parametrik, data kuantitatif yang mempunyai sebaran variabel acak mengikuti pola distribusi probabilitas dengan parameter tertentu (independent and identically distributed random variables) Data Nonparametrik, data yang tidak mempunyai distribusi probabilitas (distribution-free) 7
  • 8. Tipe Data Data Diskrit, data hasil pencacahan atau penghitungan, sehingga biasanya dalam angka bilangan bulat. Data Kontinyu, data hasil pengukuran yang memungkinkan dalam angka bilangan nyata (meskipun dapat pula dibulatkan) 8
  • 9. Statistika Alat Bantu Problem Solving 9 Penting memperhatikan cara memperoleh data yang akan diolah Demikian pula cara mengolah data juga penting diperhatikan
  • 10. Statistika Alat Bantu Problem Solving 10 Metode statistika bukan ramuan sihir Alat statistika bukan tongkat sihir
  • 12. Akurasi dan Presisi Akurasi (accuracy), kesesuaian hasil pengukuran terhadap nilai obyek sesungguhnya (bias kecil) Presisi (precision), tingkat skala ketelitian pengukuran dari alat pengukur, atau ketersebaran yang relatif mengumpul (variansi atau deviasi kecil) 12
  • 13. Akurat dan Presisi Tidak presisi, akibat pola sebaran sampel lebih melebar daripada pola sebaran populasi menyebabkan deviasi yang besar. Tidak akurat, akibat pergeseran pemusatan sampel menjauh dari pemusatan populasi menyebabkan bias yang besar. Akurat dan presisi, bias dan deviasi kecil, membutuhkan sampel sedikit. 13
  • 14. Kesalahan Pengambilan Kesimpulan Galat tipe 1 () : kesalahan menyimpulkan karena menolak hipotesa yang semestinya diterima Galat tipe 2 () : kesalahan menyimpulkan karena menerima hipotesa yang semestinya ditolak 14  
  • 15. Kesalahan Pengambilan Kesimpulan 15 The true state of nature Decision H0 is true H0 is false Reject H0 Type I error Exact decision Fail to reject H0 Exact decision Type II error The true state of nature Decision H0 is true H0 is false Reject H0  1 –  Fail to reject H0 1 –  
  • 16. Ukuran Ketelitian Pendugaan Tingkat keberartian (significance level, ), probabilitas penolakan data observasi, karena menyimpang signifikan terhadap sasaran. Tingkat kepercayaan (confidence coefficient,1-), persentase data observasi yang diyakini tidak berbeda signifikan dengan target. Kuasa statistik (power,1-), persentase data observasi yang diyakini berbeda signifikan dengan target. Derajat kebebasan (degree of freedom, df=n-k), besaran yang menunjukkan bebas terhadap bias dari n data observasi. 16
  • 18. Sumber Kesalahan atau Error random error is an uncontrollable difference from one trial to another due to environment, equipment, or other issues that reduce the repeatability of an observation systematic error is a reproducible deviation of an observation that biases the results, arising from procedures, instruments, or ignorance illegitimate error is an error introduced when an engineer does mistakes, blunders, or miscalculations (e.g. measures at the wrong time, notes the wrong value) 18
  • 19. Kesalahan Pengukuran unusual value (outlier) is an observation in a sample that are so far from the main body of data that they give rise to the question that they may be from another population. missing value is any relevant data which are missing, since there may be transcription or recording errors or may not have been collected and archived. bias is an effect that systematically distorts a statistical result or estimate, preventing it from representing the true quantity of interest. 19
  • 21. Observasi dan Eksperimen In an observational study, the engineer observes the process or population, disturbing it as little as possible, and records the quantities of interest. In a designed experiment the engineer makes deliberate or purposeful changes in the controllable variables of the system or process, observes the resulting system output data, and then makes an inference or decision about which variables are responsible for the observed changes in output performance. 21
  • 25. Eksperimen dirancang namun keluarannya acak Designed experiment is an experiment in which the tests are planned in advance and the plans usually incorporate statistical models Random experiment is an experiment that can result in different outcomes, even though it is repeated in the same manner each time. Outcome is an element of a sample space. Event is a subset of a sample space. Sample space is the set of all possible outcomes of a random experiment. 25
  • 26. Unit Eksperimen atau Trial Experimental unit or trial is a single testing in scientific investigation through observations or experiments that is reproducible in the same condition or treatment to observe the response variable. It is an entity which is the primary unit of interest in a specific research objective for researcher to make inferences about (in the population) based on the sample (in the experiment). Thus it needs adequate replication of experimental units. The sample size is the number of experimental units per group. 26
  • 33. Panduan Desain dan Analisa Eksperimen 33
  • 34. Prinsip Dasar Desain Eksperimen Replication, to provide an estimate of experimental error; Randomization, to ensure that this estimate is statistically valid; and Local control, to reduce experimental error by making the experiment more efficient 34
  • 35. Prinsip Dasar Desain Eksperimen Replication is an independent repeat run of each factor combination. It is the repetition of experiment under identical conditions. It refers to the number of distinct experimental units under the same treatment.  Replication is useful for obtaining homogeneous data.  Replication improves the accuracy of response estimates by mapping confidence intervals at a specific significance level.  Replication helps detect outliers due to errors in experimentation, measurement errors or other confounding factors. 35
  • 36. Prinsip Dasar Desain Eksperimen Randomization is the cornerstone underlying the use of statistical methods in experimental design to randomly determine the order in which the individual runs of the experiment are to be performed. Through randomization, every experimental unit will have the same chance of receiving any treatment.  Randomization is useful to ensure that each experiment is independent, and that the effect of nuisance factors is reduced.  Randomization reduces the risk of experimental bias due to nuisance factors having clustered effects on the same experimental treatment.  The randomization helps increase the confidence of the statistical analysis of the experimental results. 36
  • 37. Prinsip Dasar Desain Eksperimen 37 ! ! ! )! ( ts Arrangemen Possible 2 1 2 1 a a n n n n n n     
  • 38. Prinsip Dasar Desain Eksperimen 38
  • 39. Prinsip Dasar Desain Eksperimen Local control is the control of all factors except the design factors which are investigated. It refines the relatively heterogeneous experimental subset into homogeneous subset by removing extraneous sources of variability. It refers to the amount of balancing, blocking and grouping of the experimental units.  Grouping is arranging a homogeneous set of experiments in groups that receive the same treatment.  Blocking is allocating experiments in blocks, so that each block contains homogeneous experiments.  Balancing is controlling the grouping and blocking processes so that the experiment is in a balanced configuration or formation. 39
  • 40. Prinsip Dasar Desain Eksperimen 40
  • 41. Prinsip Dasar Desain Eksperimen  Blocking is a technique for dealing with nuisance factors  A nuisance factor is a factor that probably has some effect on the response, but it’s of no interest to the experimenter…however, the variability it transmits to the response needs to be minimized  Typical nuisance factors include batches of raw material, operators, pieces of test equipment, time (shifts, days, etc.), different experimental units  Many industrial experiments involve blocking (or should)  Failure to block is a common flaw in designing an experiment (consequences?) 41
  • 42. Prinsip Dasar Desain Eksperimen  If the nuisance variable is known and controllable, we use blocking  If the nuisance factor is known and uncontrollable, sometimes we can use the analysis of covariance to remove the effect of the nuisance factor from the analysis  If the nuisance factor is unknown and uncontrollable (a “lurking” variable), we hope that randomization balances out its impact across the experiment  Sometimes several sources of variability are combined in a block, so the block becomes an aggregate variable 42
  • 43. Prinsip Dasar Desain Eksperimen 43
  • 44. Prinsip Dasar Desain Eksperimen 44
  • 45. Prinsip Dasar Desain Eksperimen 45
  • 46. Prinsip Dasar Desain Eksperimen 46
  • 47. Prinsip Dasar Desain Eksperimen 47
  • 48. Prinsip Dasar Desain Eksperimen 48
  • 49. Prinsip Dasar Desain Eksperimen 49 Randomization between blocks Replicate Block Random 1 1 2047 1 2 5589 2 1 3255 2 2 7641 3 1 6859 3 2 3455 4 1 4328 4 2 1391
  • 50. Prinsip Dasar Desain Eksperimen 50 Randomization within blocks Repl-Block Test Random 4.2 abc 2997 4.2 a 8220 4.2 b 3507 4.2 c 1522 : : : 2.2 abc 9450 2.2 a 5147 2.2 b 2085 2.2 c 4735
  • 52. Faktor dan Perlakuan Factors are the potential sources of variability that influence the performance of a process or system. Treatments are specific levels of the design factors (factors of interest). They are deliberate changes of a set of design factors at various level to observe the changes in the system performance. Factor level is the settings (or conditions) used for a factor in an experiment. 52
  • 53. Faktor dan Perlakuan Effects are the impact of treatment to response variables. They are the mean change to the response due to the presence of the treatment. Interaction is interdependence of several factors. Two factors are said to interact if the effect of one variable is different at different levels of the other variables. In general, when variables operate independently of each other, they do not exhibit interaction. An interaction is the failure of one factor to produce the same effect on the response at different levels of another factor. 53
  • 54. Faktor dan Perlakuan The potential design factors are those factors that the experimenter may wish to vary in the experiment. Design factors are the factors actually selected for study in the experiment. Held-constant factors are variables that may exert some effect on the response, but for purposes of the present experiment these factors are not of interest, so they will be held at a specific level. Allowed-to-vary factors are variables that are usually nonhomogeneous, but for ignoring this unit-to-unit variability, it relies on randomization to balance out any effect. 54
  • 55. Faktor dan Perlakuan Nuisance factors may have large effects that must be accounted for, yet the experimenter may not be interested in them in the context of the present experiment. A controllable nuisance factor is one whose levels may be set by the experimenter An uncontrollable nuisance factor is a nuisance factor that is uncontrollable in the experiment, but it can be measured. An analysis procedure called the analysis of covariance can be used to compensate for its effect. A noise factor is a factor that varies naturally and uncontrollably in the process. 55
  • 56. Faktor dan Perlakuan Fixed effect factor is a design factor of experiment with specific treatment at certain levels. All the levels of interest for the factor are included in the experiment. Random effect factor is a design factor of experiment with treatment by random sample from some population of factor levels. There may be unknown levels between treatment (level numbers are only nominal). 56
  • 59. Parameter Diagram (P Diagram) 59
  • 60. Parameter Diagram (P Diagram) Signal Factors (m) Noise Factors (x) Control Factors (z) Scaling Factors (r) Response Variables (y) F(x,m,z,r) 60 Inputs Controllable Factors (x) Uncontrollable Factors (z) Output (y) F(x,z)
  • 61. Parameter Diagram (P Diagram)  Response variables (y) are the dependent variables (that are affected some factors) as observed output characteristics (that are designed to meet the target).  Signal factors (M) are the parameter values set by the user at specified point or within an acceptable range to attain the desired output.  Control factors (Z) are the parameter values set by the engineer at least at two- levels to select the best level for the desired output.  Noise factors (X) are not controllable by the engineer or the user. However, for the purpose of optimization, these factors may be set at one or more levels.  Scaling factors (R) are special cases of control factors that are adjusted to achieve the desired functional relationship as a ratio between the signal factor and the response.  Leveling factors (D) are special cases of control factors that are adjusted to achieve the desired functional relationship as a constant between the signal factor and the response. 61
  • 62. Parameter Diagram (P Diagram)  External noise factors are sources of variation that are external to the product or process. They include environmental noise factors and load-related noise factors. The environmental noise factors are temperature, humidity, dust, electromagnetic interference, etc. The load-related noise factors are the period of time the product works continuously, the pressures to which it is subjected simultaneously..  Internal noise factors are sources of variation that are internal to the product or process. They include time-dependent deterioration factors such as wear of components, spoilage of materials, fatigue of parts, and operational errors, such as improper settings on product or equipment.  Unit-to-unit noise factors are inherent random variations in the process or product caused by variability in raw materials, machinery and human participation. 62
  • 64. Strategi Desain Eksperimen Best-guess experiments One-factor-at-a-time (OFAT) experiments Statistically-designed experiments Factorial experiments Fractional factorial experiments 64
  • 65. Best-guess Experiments Advantages  The experimenter reasonably selects an arbitrary combination of the design factors, test them, and see what happens  The experimenter switches the levels of one or two (or perhaps several) factors for the next test, based on the outcome of the current test.  There is a great deal of technical or theoretical knowledge of the system, as well as considerable practical experience. Disadvantages  The approach could be continued almost indefinitely.  The initial best-guess does not produce the desired results. So the experimenter has to take another guess at the correct combination of factor levels. This could continue for a long time, without any guarantee of success.  The initial best-guess produces an acceptable result. And the experimenter is tempted to stop testing, although there is no guarantee that the best solution has been found. 65
  • 66. One-factor-at-a-time (OFAT) Experiments Advantages  The experimenter selects a starting point, or baseline set of levels, for each factor, and then successively varying each factor over its range with the other factors held constant at the baseline level.  The experimenter analyzes how the response variable is affected by varying each factor with all other factors held constant.  The interpretation is straightforward, conclude the interaction. Disadvantages  It assumes factors were independent. If the experimenter varies a factor, he assumes that the other factors have virtually no effect.  It fails to consider any possible interaction between the factors. A factor may produce the different effect on the response at different levels of another factor.  If the interactions between factors occur, it will usually produce poor results 66
  • 67. Statistically-designed (Factorial) Experiments Advantages  All possible combinations of the design factors across their levels are used in the design  A reasonable plan would be at each combination of factor levels  The experimental design would enable the experimenter to investigate the individual effects of each factor (or the main effects) and to determine whether the factors interact. Disadvantages  The number of factors of interest increases, the number of runs required increases rapidly. 67
  • 87. Practical Interpretation of Results A Regression Model Comparisons Among Treatment Means Graphical Comparisons of Means Contrasts Orthogonal Contrasts Scheffé’s Method for Comparing All Contrasts Comparing Pairs of Treatment Means Tukey’s Test Tukey–Kramer procedure The Fisher Least Significant Difference (LSD) Method 87
  • 88. an Example: Etching Process Experiment 88
  • 89. an Example: Etching Process Experiment 89
  • 90. an Example: Etching Process Experiment 90
  • 91. an Example: Etching Process Experiment 91 Power Replication Random 160 1 57102 160 2 29337 160 3 24621 160 4 63548 160 5 40062 180 1 32318 180 2 71834 180 3 84675 180 4 77216 180 5 43289 200 1 49271 200 2 36481 200 3 94037 200 4 89323 200 5 12417 220 1 49813 220 2 21238 220 3 52286 220 4 67710 220 5 18369 Test Sequence Random (Sorted) Power 1 12417 200 2 18369 220 3 21238 220 4 24621 160 5 29337 160 6 32318 180 7 36481 200 8 40062 160 9 43289 180 10 49271 200 11 49813 220 12 52286 220 13 57102 160 14 63548 160 15 67710 220 16 71834 180 17 77216 180 18 84675 180 19 89323 200 20 94037 200
  • 92. an Example: Etching Process Experiment 92
  • 93. an Example: Etching Process Experiment 93
  • 94. an Example: Etching Process Experiment 94
  • 95. an Example: Etching Process Experiment 95
  • 96. an Example: Etching Process Experiment 96
  • 97. an Example: Etching Process Experiment 97
  • 98. an Example: Etching Process Experiment 98
  • 99. an Example: Etching Process Experiment 99
  • 100. an Example: Etching Process Experiment 100
  • 101. an Example: Etching Process Experiment 101
  • 119. an Example: Etching Process Experiment 119
  • 120. an Example: Etching Process Experiment 120
  • 121. an Example: Etching Process Experiment 121
  • 122. an Example: Etching Process Experiment 122
  • 123. an Example: Etching Process Experiment 123
  • 124. an Example: Etching Process Experiment 124
  • 125. an Example: Etching Process Experiment 125
  • 126. an Example: Etching Process Experiment 126
  • 147. an Example: Syrup Frothing Experiment 147
  • 148. an Example: Syrup Frothing Experiment 148
  • 149. an Example: Syrup Frothing Experiment 149
  • 150. an Example: Syrup Frothing Experiment 150
  • 151. an Example: Syrup Frothing Experiment 151
  • 152. an Example: Syrup Frothing Experiment 152
  • 153. an Example: Syrup Frothing Experiment 153
  • 154. an Example: Syrup Frothing Experiment 154
  • 155. an Example: Syrup Frothing Experiment 155
  • 156. an Example: Syrup Frothing Experiment 156
  • 157. an Example: Syrup Frothing Experiment 157 78 . 126 54 165 3 . 2 16 75 74 ) ( 2 2 2 2 2 2       AB AB I I(AB) J(AB) -198 -106 -155 -222 -79 -158 331 255 377 238 440 285 -59 -74 -206 -144 -40 -155 74 75 16 -128 321 -28 11 . 174 , 6 54 165 3 . 2 ) 28 ( 321 ) 128 ( ) ( 2 2 2 2 2 2         AB AB J 89 . 300 , 6 11 . 174 , 6 78 . 126    AB SS
  • 158. an Example: Syrup Frothing Experiment 158
  • 159. an Example: Syrup Frothing Experiment 159
  • 160. an Example: Syrup Frothing Experiment 160
  • 161. an Example: Syrup Frothing Experiment 161
  • 162. an Example: Syrup Frothing Experiment 162 SSAB = 6,300.89 = 126.78 + 6,174.11 SSABC = 4,628.76 = 3,804.11 + 221.77 + 18.77 + 584.11
  • 169. Kruskal-Wallis H-Test Tests that more than two (k) independent samples are from identical distributions Corresponds to ANOVA for more than two means Used to analyze completely randomized experimental designs Uses 2 distribution with k – 1 df — if sample size nj ≥ 5 169
  • 170. Kruskal-Wallis H-Test Kruskal-Wallis H-Test for Comparing k Probability Distributions H0: μ1= μ2= . . . = μk H1: All means are not all equal. at least one mean is different. 170 Test statistic: ) 1 ( 3 ) 1 ( 12 ) ( ) 1 ( 12 2 2                  n n R n n R R n n n H j j j j
  • 171. Kruskal-Wallis H-Test Kruskal-Wallis H-Test for Comparing k Probability Distributions where nj =Number of measurements in sample j Rj = Rank sum for sample j, where the rank of each measurement is computed according to its relative magnitude in the totality of data for the k samples ͞Rj=Rj/nj = Mean rank sum for j-th sample ͞R =Mean of all ranks = (n + 1)/2 n = Total sample size = n1 + n2 + . . . + nk 171
  • 172. Kruskal-Wallis H-Test Kruskal-Wallis H-Test for Comparing k Probability Distributions Rejection region: H > χ2 with (k – 1) degrees of freedom Ties: Assign tied measurements the average of the ranks they would receive if they were unequal but occurred in successive order. For example, if the third-ranked and fourth- ranked measurements are tied, assign each a rank of (3 + 4)/2 = 3.5. The number should be small relative to the total number of observations. 172
  • 173. Kruskal-Wallis H-Test Conditions Required for the Validity of the Kruskal-Wallis H-Test 1. The k samples are random and independent. 2. There are five or more measurements in each sample. 3. The k probability distributions from which the samples are drawn are continuous 173
  • 174. Kruskal-Wallis H-Test Kruskal-Wallis H-Test Procedure 1. Assign ranks, Ri , to the n combined observations  Smallest value = 1; largest value = n  Average ties 2. Sum ranks for each group 3. Compute test statistic 174     2 12 3 1 1 j j R H n n n n              Squared total of each group
  • 175. an Example: Filling Machine As production manager, you want to see if three filling machines have different filling times. You assign 15 similarly trained and experienced workers, 5 per machine, to the machines. At the .05 level of significance, is there a difference in the distribution of filling times? 175 Mach1Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40
  • 176. an Example: Filling Machine H0: μ1= μ2= μ3 H1: The three means are not all equal α = 0.05 df = p – 1 = 3 – 1 = 2 Critical Value(s): χ2 = 5.991 176 2 0 5.991  = .05
  • 177. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 177
  • 178. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 1 178
  • 179. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 2 1 179
  • 180. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 2 1 3 180
  • 181. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 2 1 4 3 181
  • 182. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 2 1 4 5 3 182
  • 183. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 14 9 2 15 6 7 12 10 1 11 8 4 13 5 3 183
  • 184. an Example: Filling Machine Raw Data Mach1 Mach2 Mach3 25.40 23.40 20.00 26.31 21.80 22.20 24.10 23.50 19.75 23.74 22.75 20.60 25.10 21.60 20.40 Ranks Mach1 Mach2 Mach3 14 9 2 15 6 7 12 10 1 11 8 4 13 5 3 65 38 17 184
  • 185. an Example: Filling Machine 185 58 . 11 48 5 5958 240 12 ) 1 15 ( 3 5 ) 17 ( 5 ) 38 ( 5 ) 65 ( ) 1 15 ( 15 12 ) 1 ( 3 ) 1 ( 12 2 2 2 2                                              n n R n n H j j
  • 186. an Example: Filling Machine H0: μ1= μ2= μ3 H1: The three means are not all equal α = 0.05 df = p – 1 = 3 – 1 = 2 Critical Value(s): χ2 = 5.991 Test statistic: H = 11.58, P-value = 0.00306 Decision: Reject H0. At least 2 groups have different distribution 186 2 0 5.991  = .05
  • 187. an Example: Propellant Burning Rate 187
  • 188. an Example: Propellant Burning Rate 188
  • 189. an Example: Propellant Burning Rate 189
  • 191. Friedman Test provides another method for testing to detect a shift in location of a set of k populations that have the same spread (or, scale) is based on the rank sums of the treatments, measures the extent to which the k samples differ with respect to their relative ranks within the blocks 191
  • 192. Friedman Test Friedman Fr-Test for a Randomized Block Design H0: μ1= μ2= . . . = μk H1: All means are not all equal. at least one mean is different. Test statistic: 192     2 ) ( ) 1 ( 12 R R k k b Fr j
  • 193. Friedman Test Friedman Fr-Test for a Randomized Block Design where b = Number of blocks k = Number of treatments Rj = Rank sum of the j-th treatment, where the rank of each measurement is computed relative to its position within its own block Test statistic: Fr > χ2 with (k – 1) degrees of freedom 193
  • 194. Friedman Test Ties: Assign tied measurements the average of the ranks they would receive if they were unequal but occurred in successive order. For example, if the third-ranked and fourth-ranked measurements are tied, assign each a rank of (3 + 4)/2 = 3.5. The number should be small relative to the total number of observations. 194
  • 195. an Example: Drug Reaction Consider the data in the table. A pharmaceutical firm wants to compare the reaction times of subjects under the influence of three different drugs that it produces. Apply the Friedman Fr-test to the data. What conclusion can you draw? Test using  = .05. 195
  • 196. an Example: Drug Reaction H0: The average reaction times are identical for the three drugs H1: At least one of the three drugs have different average reaction time 196
  • 197. an Example: Drug Reaction For  = .05,  2 .05 = 5.99147, therefore Rejection region: Fr > 5.99147 197
  • 198. an Example: Drug Reaction Conclusion: Because Fr = 8.33 exceeds the critical value of 5.99, we reject the null hypothesis and conclude that at least two of the three drugs have distributions of reaction times that differ in location. That is, at least one of the drugs tends to yield reaction times that are faster than the others. 198
  • 199. 199 Terima kasih ... ... Ada pertanyaan ???

Notas do Editor

  1. Statistika dapat menjadi alat bantu dalam menyelesaikan masalah. Mulai dari saat mengumpulkan data, mengolah, menginterpresikan, menganalisa dan mensitesanya. Namun saat keliru menetapkan populasi atau keliru memilih sampel, serta keliru mendeskripsikan variabel yang akan diambil datanya, melalaikan tujuan penelitian, maka hasil pengolahannyapun akan menjadi sampah. Demikian pula meskipun data yang diambil benar dan representatif, namun metode dan alat pengolahannya pun keliru yang dipilih atau keliru cara mempergunakannya, maka hasilnya pun akan menjadi sampah. Sehingga perlu kita pahami bahwa statistika cuma alat berbasis model matematis, ada angka dimasukkan akan mengeluarkan hasil, entah itu benar atau sampah.
  2. Alat statistika bukan tongkat sihir, apapun dan bagaimanapun keadaan datanya dengan tongkat sihir ajaib bisa mengubahnya menjadi hasil yang sesuai dengan tujuan penelitian. Metode statistika pun bukan ramuan sihir, apapun dan bagaimanapun keadaan datanya diolah dalam ramuan sihir ajaib bisa mewujudkan hasil yang sesuai dengan tujuan penelitian.