Applied Statistics and Probability for Engineers

(Chris Devlin) #1
13-4 RANDOMIZED COMPLETE BLOCK DESIGN 503

MIND-EXPANDING EXERCISES

13-40. Show that in the fixed-effects model analysis
of variance E(MSE)^2. How would your develop-
ment change if the random-effects model had been
specified?
13-41. Consider testing the equality of the means of
two normal populations where the variances are
unknown but are assumed equal. The appropriate test
procedure is the two-sample t-test. Show that the two-
sample t-test is equivalent to the single-factor analysis of
variance F-test.
13-42. Consider the ANOVA with a2 treatments.
Show that the MSEin this analysis is equal to the
pooled variance estimate used in the two-sample
t-test.
13-43. Show that the variance of the linear combina-
tion

13-44. In a fixed-effects model, suppose that there are
nobservations for each of four treatments. Let Q^21 , Q^22 ,
and Q^23 be single-degree-of-freedom sums of squares for
the orthogonal contrasts. Prove that SSTreatmentsQ^21 
Q^22 Q^23.
13-45. Consider the single-factor completely ran-
domized design with atreatments and nreplicates.
Show that if the difference between any two treatment
means is as large as D, the minimum value that the OC
curve parameter ^2 can take on is

13-46. Consider the single-factor completely ran-
domized design. Show that a 100(1 ) percent confi-
dence interval for ^2 is

where Nis the total number of observations in the
experimental design.
13-47. Consider the random-effect model for the
single-factor completely randomized design. Show that

1 Na 2 MSE
^2 2, Na
^2 

1 Na 2 MSE
^21  2, Na

^2 
nD^2
2 a^2

a

a
i 1

ciYi. is ^2 a

a
i 1

nic^2 i.

a 100(1)% confidence interval on the ratio of vari-
ance components ^2 ^2 is given by

where

and

13-48. Consider a random-effects model for the
single-factor completely randomized design. Show that
a 100(1 )% confidence interval on the ratio ^2 
(^2 ^2 ) is

where Land Uare as defined in Exercise 13-47.
13-49. Continuation of Exercise 13-48.Use the
results of Exercise 13-48 to find a 100(1 )% confi-
dence interval for ^2 (^2 ^2 ).
13-50. Consider the fixed-effect model of the com-
pletely randomized single-factor design. The model
parameters are restricted by the constraint.
(Actually, other restrictions could be used, but this one is
simple and results in intuitively pleasing estimates for
the model parameters.) For the case of unequal sample
size n 1 , n 2 , p, na, the restriction is .Use
this to show that

Does this suggest that the null hypothesis in this model
is H 0 : n 1  1 n 2  2 pnaa0?
13-51. Sample Size Determination.In the single-
factor completely randomized design, the accuracy of a

E 1 MSTreatments 2 ^2 

a

a
i 1

ni^2 i

a 1

gai 1 nii 0

gai 1 i 0

L
1 L


^2 
^2 ^2 

U
1 U

U

1
n^ c

MSTreatments
MSE
a

1
f 1  2,a1,Na
b 1 d

L
1
n^ c

MSTreatments
MSE

a
1
f 2,a1,Na

b 1 d

L

^2 
^2
U

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