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书名 试验设计与分析(英文版第6版)/图灵原版数学统计学系列
分类 科学技术-自然科学-数学
作者 (美)蒙哥马利
出版社 人民邮电出版社
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本书内容包括简单比较试验、2k因素设计、响应曲面方法和设计、稳健参数设计和过程稳健性研究、随机因素试验、巢和分图设计等。作者给出了教学建议;还有提供给老师及学生的支持材料,如补充材料,习题解答,教学PPT文件等。适合作为统计人员、自然科学研究人员、工程技术人员、管理人员和教师进行科学试验设计与分析的参考书,也可用于农业类、生物类、统计类的高年级本科生、研究生的教学参考用书。

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本书是关于试验设计与分析的入门教材,是作者在亚利桑那州立大学、华盛顿大学和乔治亚工程学院三所大学近30年试验设计教学经验的基础上编写的。内容包括简单比较试验、2k因素设计、响应曲面方法和设计、稳健参数设计和过程稳健性研究、随机因素试验、巢和分图设计等。作者给出了教学建议;还有提供给老师及学生的支持材料,如补充材料,习题解答,教学PPT文件等。

本书适合作为统计人员、自然科学研究人员、工程技术人员、管理人员和教师进行科学试验设计与分析的参考书,也可用于农业类、生物类、统计类的高年级本科生、研究生的教学参考用书。

目录

  Chapter 1 Introduction 1

  1-1 Strategy of Experimentation 1

  1-2 Some Typical Applications of Experimental Design 8

  1-3 Basic Principles 12

  1-4 Guidelines for Designing Experiments 14

  1-5 A Brief History of Statistical Design 19

  1-6 Summary: Using Statistical Techniques in Experimentation 21

  1-7 Problems 22

 

  Chapter 2 Simple Comparative Experiments 23

  2-1 Introduction 23

  2-2 Basic Statistical Concepts 24

  2-3 Sampling and Sampling Distributions 28

  2-4 Inferences about the Differences in Means, Randomized Designs 34

  2-4.1 Hypothesis Testing 34

  2-4.2 Choice of Sample Size 41

  2-4.3 Confidence Intervals 43

  2-4.4 The Case Where  45

  2-4.5 The Case Where and Are Known 45

  2-4.6 Comparing a Single Mean to a Specified Value 46

  2-4.7 Summary 47

  2-5 Inferences about the Differences in Means, Paired Comparison Designs 48

  2-5.1 The Paired Comparison Problem 48

  2-5.2 Advantages of the Paired Comparison Design 51

  2-6 Inferences about the Variances of Normal Distributions 52

  2-7 Problems 54

 

  Chapter 3 Experiments with a Single Factor: The Analysis of Variance 60

  3-1 An Example 61

  3-2 The Analysis of Variance 63

  3-3 Analysis of the Fixed Effects Model 65

  3-3.1 Decomposition of the Total Sum of Squares 66

  3-3.2 Statistical Analysis 68

  3-3.3 Estimation of the Model Parameters 73

  3-3.4 Unbalanced Data 75

  3-4 Model Adequacy Checking 75

  3-4.1 The Normality Assumption 76

  3-4.2 Plot of Residuals in Time Sequence 78

  3-4.3 Plot of Residuals Versus Fitted Values 79

  3-4.4 Plots of Residuals Versus Other Variables 84

  3-5 Practical Interpretation of Results 85

  3-5.1 A Regression Model 85

  3-5.2 Comparisons Among Treatment Means 87

  3-5.3 Graphical Comparisons of Means 87

  3-5.4 Contrasts 88

  3-5.5 Orthogonal Contrasts 91

  3-5.6 Scheff??s Method for Comparing All Contrasts 93

  3-5.7 Comparing Pairs of Treatment Means 94

  3-5.8 Comparing Treatment Means with a Control 97

  3-6 Sample Computer Output 98

  3-7 Determining Sample Size 101

  3-7.1 Operating Characteristic Curves 101

  3-7.2 Specifying a Standard Deviation Increase 104

  3-7.3 Confidence Interval Estimation Method 104

  3-8 Discovering Dispersion Effects 105

  3-9 The Regression Approach to the Analysis of Variance 107

  3-9.1 Least Squares Estimation of the Model Parameters 107

  3-9.2 The General Regression Significance Test 108

  3-10 Nonparametric Methods in the Analysis of Variance 110

  3-10.1 The KruskalDWallis Test 110

  3-10.2 General Comments on the Rank Transformation 112

  3-11 Problems 112

 

  Chapter 4 Randomized Blocks, Latin Squares, and Related Designs 119

  4-1 The Randomized Complete Block Design 119

  4-1.1 Statistical Analysis of the RCBD 121

  4-1.2 Model Adequacy Checking 128

  4-1.3 Some Other Aspects of the Randomized Complete Block Design 130

  4-1.4 Estimating Model Parameters and the General Regression Significance Test 133

  4-2 The Latin Square Design 136

  4-3 The Graeco-Latin Square Design 142

  4-4 Balanced Incomplete Block Designs 145

  4-4.1 Statistical Analysis of the BIBD 146

  4-4.2 Least Squares Estimation of the Parameters 150

  4-4.3 Recovery of Interblock Information in the BIBD 152

  4-5 Problems 154

 

  Chapter 5 Introduction to Factorial Designs 160

  5-1 Basic Definitions and Principles 160

  5-2 The Advantage of Factorials 163

  5-3 The Two-Factor Factorial Design 164

  5-3.1 An Example 164

  5-3.2 Statistical Analysis of the Fixed Effects Model 167

  5-3.3 Model Adequacy Checking 172

  5-3.4 Estimating the Model Parameters 175

  5-3.5 Choice of Sample Size 177

  5-3.6 The Assumption of No Interaction in a Two-Factor Model 178

  5-3.7 One Observation per Cell 179

  5-4 The General Factorial Design 182

  5-5 Fitting Response Curves and Surfaces 188

  5-6 Blocking in a Factorial Design 193

  5-7 Problems 197

 

  Chapter 6 The 2k Factorial Design 203

  6-1 Introduction 203

  6-2 The 22 Design 204

  6-3 The 23 Design 211

  6-4 The General 2k Design 224

  6-5 A Single Replicate of the 2k Design 226

  6-6 The Addition of Center Points to the 2k Design 247

  6-7 Why We Work with Coded Design Variables 251

  6-8 Problems 254

 

  Chapter 7 Blocking and Confounding in the 2k Factorial Design 265

  7-1 Introduction 265

  7-2 Blocking a Replicated 2k Factorial Design 266

  7-3 Confounding in the 2k Factorial Design 266

  7-4 Confounding the 2k Factorial Design in Two Blocks 267

  7-5 Another Illustration of Why Blocking Is Important 273

  7-6 Confounding the 2k Factorial Design in Four Blocks 275

  7-7 Confounding the 2k Factorial Design in 2p Blocks 276

  7-8 Partial Confounding 278

  7-9 Problems 280

 

  Chapter 8 Two-Level Fractional Factorial Designs 282

  8-1 Introduction 282

  8-2 The One-Half Fraction of the 2k Design 283

  8-2.1 Definitions and Basic Principles 283

  8-2.2 Design Resolution 285

  8-2.3 Construction and Analysis of the One-Half Fraction 286

  8-3 The One-Quarter Fraction of the 2k Design 296

  8-4 The General 2k2p Fractional Factorial Design 303

  8-4.1 Choosing a Design 303

  8-4.2 Analysis of 2k2p Fractional Factorials 306

  8-4.3 Blocking Fractional Factorials 307

  8-5 Resolution III Designs 312

  8-5.1 Constructing Resolution III Designs 312

  8-5.2 Fold Over of Resolution III Fractions to Separate Aliased Effects 314

  8-5.3 PlackettDBurman Designs 319

  8-6 Resolution IV and V Designs 322

  8-6.1 Resolution IV Designs 322

  8-6.2 Sequential Experimentation with Resolution IV Designs 325

  8-6.3 Resolution V Designs 331

  8-7 Supersaturated Designs 333

  8-8 Summary 335

  8-9 Problems 335

 

  Chapter 9 Three-Level and Mixed-Level Factorial and Fractional Factorial Designs 347

  9-1 The 3k Factorial Design 347

  9-1.1 Notation and Motivation for the 3k Design 347

  9-1.2 The 32 Design 349

  9-1.3 The 33 Design 351

  9-1.4 The General 3k Design 355

  9-2 Confounding in the 3k Factorial Design 356

  9-2.1 The 3k Factorial Design in Three Blocks 356

  9-2.2 The 3k Factorial Design in Nine Blocks 360

  9-2.3 The 3k Factorial Design in 3p Blocks 360

  9-3 Fractional Replication of the 3k Factorial Design 361

  9-3.1 The One-Third Fraction of the 3k Factorial Design 361

  9-3.2 Other 3k2p Fractional Factorial Designs 364

  9-4 Factorials with Mixed Levels 365

  9-4.1 Factors at Two and Three Levels 366

  9-4.2 Factors at Two and Four Levels 367

  9-5 Problems 369

 

  Chapter 10 Fitting Regression Models 373

  10-1 Introduction  373

  10-2 Linear Regression Models 374

  10-3 Estimation of the Parameters in Linear Regression Models 375

  10-4 Hypothesis Testing in Multiple Regression 388

  10-4.1 Test for Significance of Regression 388

  10-4.2 Tests on Individual Regression Coefficients and Groups of Coefficients 390

  10-5 Confidence Intervals in Multiple Regression 393

  10-5.1 Confidence Intervals on the Individual Regression Coefficients 393

  10-5.2 Confidence Interval on the Mean Response 394

  10-6 Prediction of New Response Observations 394

  10-7 Regression Model Diagnostics 396

  10-7.1 Scaled Residuals and PRESS 396

  10-7.2 Influence Diagnostics 399

  10-8 Testing for Lack of Fit 400

  10-9 Problems 401

 

  Chapter 11 Response Surface Methods and Designs 405

  11-1 Introduction to Response Surface Methodology 405

  11-2 The Method of Steepest Ascent 407

  11-3 Analysis of a Second-Order Response Surface 413

  11-3.1 Location of the Stationary Point 413

  11-3.2 Characterizing the Response Surface 415

  11-3.3 Ridge Systems 422

  11-3.4 Multiple Responses 423

  11-4 Experimental Designs for Fitting Response Surfaces 427

  11-4.1 Designs for Fitting the First-Order Model 428

  11-4.2 Designs for Fitting the Second-Order Model 428

  11-4.3 Blocking in Response Surface Designs 436

  11-4.4 Computer-Generated (Optimal) Designs 439

  11-5 Mixture Experiments 444

  11-6 Evolutionary Operation 452

  11-7 Problems 458

 

  Chapter 12 Robust Parameter Design and Process Robustness Studies 464

  12-1 Introduction 464

  12-2 Crossed Array Designs 466

  12-3 Analysis of the Crossed Array Design 468

  12-4 Combined Array Designs and the Response Model Approach 471

  12-5 Choice of Designs 477

  12-6 Problems 480

 

  Chapter 13 Experiments with Random Factors 484

  13-1 The Random Effects Model 485

  13-2 The Two-Factor Factorial with Random Factors 490

  13-3 The Two-Factor Mixed Model 495

  13-4 Sample Size Determination with Random Effects 500

  13-5 Rules for Expected Mean Squares 501

  13-6 Approximate F Tests 505

  13-7 Some Additional Topics on Estimation of Variance Components 511

  13-7.1 Approximate Confidence Intervals on Variance Components 511

  13-7.2 The Modified Large-Sample Method 514

  13-7.3 Maximum Likelihood Estimation of Variance Components 516

  13-8 Problems 521

 

  Chapter 14 Nested and Split-Plot Designs 525

  14-1 The Two-Stage Nested Design 525

  14-1.1 Statistical Analysis 526

  14-1.2 Diagnostic Checking 531

  14-1.3 Variance Components 532

  14-1.4 Staggered Nested Designs 533

  14-2 The General m-Stage Nested Design 534

  14-3 Designs with Both Nested and Factorial Factors 536

  14-4 The Split-Plot Design 540

  14-5 Other Variations of the Split-Plot Design 545

  14-5.1 Split-Plot Designs with More Than Two Factors 545

  14-5.2 The Split-Split-Plot Design 550

  14-5.3 The Strip-Split-Plot Design 552

  14-6 Problems 554

 

  Chapter 15 Other Design and Analysis Topics 559

  15-1 Nonnormal Responses and Transformations 560

  15-1.1 Selecting a Transformation: The BoxDCox Method 560

  15-1.2 The Generalized Linear Model 563

  15-2 Unbalanced Data in a Factorial Design 570

  15-2.1 Proportional Data: An Easy Case 571

  15-2.2 Approximate Methods 572

  15-2.3 The Exact Method 574

  15-3 The Analysis of Covariance 574

  15-3.1 Description of the Procedure 576

  15-3.2 Computer Solution 583

  15-3.3 Development by the General Regression Significance Test 584

  15-3.4 Factorial Experiments with Covariates 586

  15D4 Repeated Measures 590

  15-5 Problems 592

 

  Bibliography 595

 

  Appendix 603

  Table I. Cumulative Standard Normal Distribution 604

  Table II. Percentage Points of the t Distribution 606

  Table III. Percentage Points of the x2 Distribution 607

  Table IV. Percentage Points of the F Distribution 608

  Table V. Operating Characteristic Curves for the Fixed Effects Model Analysis of Variance 613

  Table VI. Operating Characteristic Curves for the Random Effects Model Analysis of Variance 617

  Table VII. Percentage Points of the Studentized Range Statistic 621

  Table VIII. Critical Values for Dunnett's Test for Comparing Treatments with a Control 623

  Table IX. Coefficients of Orthogonal Polynomials 625

  Table X. Alias Relationships for 2k-p Fractional Factorial Designs with k≤15 and n≤64 626

  Index 638

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