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ISE-180 Engineering Statistics

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Title: ISE-180 Engineering Statistics


1
ISE-180Engineering Statistics
  • Prof. Dessouky

2
What is statistics
  • To guess is cheap. To guess wrongly is expensive
    - Chinese Proverb
  • There are three kinds of lies lies, d--n lies,
    and statistics - Benjamin Disraeli, British PM
  • First get your facts, then you can distort them
    at your leisure - Mark Twain
  • Statistical Thinking will one day be as necessary
    for efficient citizenship as the ability to read
    and write - H. G. Wells

3
What is statistics
  • In our world, through conversation with others,
    through books, TV and sports, we are continually
    confronted with collections of facts or data
  • STATISTICS is a branch of mathematics with
    the collection, analysis, interpretation, and
    presentation of masses of numerical data
  • Statistics is used to understand variability.

4
What is statistics
  • Frequently we wish to acquire information or draw
    conclusions about a population (all individuals
    or objects of a particular type)
  • Many times, the data at our disposal is a sample
    (a portion or subject of a population)
  • The field of statistics can be broken into 2
    branches
  • Descriptive statistics concerned with the
    organization, summation, and presentation of data
  • Inferential statistics - Value to apply to create
    population or when data consist of a sample

5
What is statistics
  • Probability a bridge between the 2 fields by
    studying random variation
  • Inferential statistics using sample data to
    draw conclusion about the entire population (
    i.e. making an inference about a group based on a
    sample)
  • To do so, split each xi into 2 parts, a stem
    consisting of one or more leading digits and a
    leaf which consists of the remaining digits .

6
Descriptive statistics
7
Descriptive statistics
8
Descriptive statistics
9
Descriptive Statistics
  • Histograms
  • A graphical summary tool that permits sorting of
    data into cells. It is especially useful for
    finding population tendencies (location and
    dispersion). Requires multiple (20-30)
    observations to allow process responses to
    exhibit their tendencies. Also data specifics
    are lost within the cell boundaries.

10
Descriptive Statistics
  • An example of this is the representation of 36
    air pollution readings (units .01 ppm of ozone).

11
Descriptive Statistics
  • As a set of readings, it is not easy to see any
    clear trend to the data. So, we can construct a
    frequency distribution using the classes 2.0 lt
    3.0, 3.0 - lt 4.0, etc. to 8.0 - lt 9.0 in order
    to get a sense of the distribution. The tallies
    are tabulated below

12
Descriptive Statistics
  • These lead to the frequency distribution

13
Descriptive Statistics
  • And also lead to the histogram

14
Descriptive Statistics
  • The drawback is that within each cell, we lose
    the data point values contained by the cell. For
    example, we would not be able to see from the
    graphical representation that the 3s cell data
    all lie within the range of 3.0 3.4.
    Therefore, cell selection can be an art form
    requiring some care.

15
Descriptive statistics
16
Descriptive statistics
17
Descriptive statistics
18
Descriptive statistics
19
Descriptive Statistics
  • Continuing with the data set from before,
  • Mean the weighted average of all observations
  • Sample Mean
  • Median the data point at which half of the
    observations are higher and half are lower in
    value
  • Mode the most common data point. There may be
    multiple modes in a distribution. The most
    frequently occurring value is 4.7 (5 times).

20
Descriptive statistics
21
Descriptive statistics
22
Descriptive statistics
23
Descriptive statistics
24
Descriptive Statistics
  • Continuing with the example data from before

25
Exploratory data analysis
26
Exploratory data analysis
27
Probability
28
Properties of Probability
  • An example would be the use of batting averages
    in baseball. If there is a .300 hitter at the
    plate, the chance of a base hit is 0.300 ( P(A))
    for each official at-bat. This is expected over
    many at-bats, but does not guarantee a base hit
    at any given at-bat.

29
Probability Theory
30
Probability Theory
31
Probability Theory
32
Properties of Probability
33
Properties of Probability
34
Properties of Probability
35
Enumeration or Counting Technologies
36
Enumeration or Counting Technologies
37
Enumeration or Counting Technologies
38
Enumeration or Counting Technologies
39
Enumeration or Counting Technologies
40
Conditional Probability
41
Conditional Probability
42
Conditional Probability
  • Continuing the baseball analogy, managers
    frequently attempt to play the percentages by
    setting up relatively favorable match-ups. For
    example, if a particular hitter owns the
    pitcher, is really hot at the time, or bats from
    the correct side of the plate for the situation,
    the manager can expect better odds for success
    than if these facts were ignored (again, over the
    long run).

43
Conditional Probability
44
Independence
45
Independence
  • The classic example is a coin flip, whereby using
    an honest coin would not tell us any extra
    information about the next flip or series.
  • Other examples abound in industrial and other
    settings. We use the assumption independence to
    ease the estimation of processes and expected
    results.

46
Independence
47
Discrete Random Variables
48
Random Variables
49
Random Variables
50
Random Variable Definition
51
Random Variable Definition
52
Discrete Random Variables
53
Probability Distribution for Discrete R.V.
54
Probability Distribution for Discrete R.V.
55
Probability Distribution for Discrete R.V.
  • An example a biotech firm specializing in test
    kits tracks sales and has developed the following
    distribution for forecasting

56
Probability Distribution for Discrete R.V.
  • The probability mass function can be described
    by

57
Parameter of a probability distribution
58
Parameter of a probability distribution
59
Cumulative Distribution Function
60
Cumulative Distribution Function
61
Cumulative Distribution Function
  • Continuing from the data provided, the CDF for
    the forecast distribution would be

62
Expected value of a Discrete R.V.
63
Expected value of a Discrete R.V.
64
Expected Value for a Discrete R.V.
  • Here are two examples, noting that E(x) doesnt
    have to be an allowed distribution value.
  • First, the expected value of a one die would be
  • Continuing the example of the sales forecast

65
Expected Value for a Discrete R.V.
  • A chip maker tracks the number of large particles
    on a chip as part of the inspection process. 100
    sets of data were taken to get an estimate of the
    probability of each number of particles and the
    expected long-run number of particles.

66
Expected Value for a Discrete R.V.
  • The long-term expected value can then be
    determined from the observed distribution using
    the summation described previously

67
Rules of Expected Value
68
Expected Value of a Function
69
Variance of a Discrete RV
70
Variance of a Discrete RV
71
Variance of a Discrete R.V.
  • Continuing with the chip example, the variance is
    calculated using the estimate for the mean and
    the observations

72
Variance of a Discrete R.V.
  • Similarly, the variances for the forecast and die
    situations can also be calculated, and are
  • Die
  • Variance 2.917 s 1.708
  • Forecast
  • Variance 0.7875 s 0.8874
  • This information is handy for determining the
    likelihood of an observation occurring.

73
Rules of Variance
74
Common Families of Discrete Probability
Distribution
75
Bernoulli Distribution
76
Binomial Distribution
77
Binomial Distribution
78
Binomial Distribution
79
Binomial Distribution
80
Binomial Distribution
  • A process uses an inspection plan that calls for
    a sample of 5 units to be checked before
    shipment. One failure rejects the lot. If there
    are 10 defective, what is the probability of lot
    rejection?
  • In this example, p 0.10, and n 5, giving the
    following pmf

81
Binomial Distribution
  • This yields the following distribution table for
    the possible results
  • There is a 59 chance that failing lots would be
    sent out.

82
Geometric Probability Distribution
83
Geometric Probability Distribution
84
Geometric Probability Distribution
85
Poisson Probability Distribution
86
Poisson Probability Distribution
87
Poisson Probability Distribution
88
Poisson Probability Distribution
  • A manufacturer checks for contamination on their
    storage disks. The mean value is 0.1
    contaminants per square centimeter, with a disk
    surface of 100 square centimeters. What is the
    probability of five or more contaminants on the
    disks?
  • The expected value per disk is
  • 100 0.10 10 contaminants per disk

89
Poisson Probability Distribution
  • The question asked for 5 or more, which can be
    calculated by difference, e.g.
  • 1 P(0) P(1) P(2) P(3) P (4)
  • lambda 10, so the basic relation is

90
Poisson Probability Distribution
  • Tabulating the results and subtracting from 1
    gives
  • This totals 0.0292528, leaving the probability as
    0.9707472 that 5 or more contaminants will be
    found

91
Poisson Probability Distribution
92
Tchebysheffs Theorem
93
Continuous Random Variables
94
Continuous Random Variables
95
Continuous Random Variables
96
Continuous Random Variables
97
Continuous Random Variable
  • An example would be the following random
    variable, distributed as follows

98
Continuous Random Variable
  • Its density function would be

99
Continuous Random Variables
100
Cumulative Distribution Function
101
Cumulative Distribution Function
102
Cumulative Distribution Function
  • The c.d.f. for the previous example is shown
    below

103
Expected Value for a Continuous R.V.
104
Expected Value for a Continuous R.V.
105
Expected Value for a Continuous R.V.
  • Continuing with the previous example
    distribution, and integrating from the allowed
    values from 0 to 2, the expected value is

106
Variance of a Continuous R.V.
107
Variance of a Continuous R.V.
  • Continuing as before, and integrating from 0 to 2
    as before, the variance of the distribution is

108
Variance of a Continuous R.V.
109
Common families of Continuous Distribution
110
Common Families of Continuous Distributions
111
The Uniform Distribution
112
The Uniform Distribution
113
The Uniform Distribution
114
Exponential Distribution
115
Exponential Distribution
116
Exponential Distribution
  • An example A production line has the potential
    to break down, with an average time between
    breakdown events of 10 months (e.g. ? 0.10
    /month). What is the probability of the time
    between breakdowns being one year or less?

117
Normal Distribution
118
Normal Distribution
119
Normal Distribution
120
Normal Distribution
121
Normal Distribution
122
Normal Distribution
123
Normal Distribution
124
Exponential Distribution
  • An example A production line has the potential
    to break down, with an average time between
    breakdown events of 10 months (e.g. ? 0.10
    /month). What is the probability of the time
    between breakdowns being one year or less?

125
Normal Distribution
  • An example of converting to standard normal
    distribution is given by the data from a dry
    plasma etch study (Lynch and Markle, 1997). The
    data are in angstroms, from the before process
    improvement trial. The mean is 564.11, and the
    standard deviation is 10.747 angstroms.

126
Normal Distribution
  • This example demonstrated the yielded values from
    the normalization equation for Z. The values
    obtained can then be used to compare the
    likelihood of occurrence when comparing to other
    data. This is done in hypothesis testing and
    related methods (SPC, etc.)

127
Normal approximates to Binomial
128
Multivariate/ Joint Probability Distributions
129
Sampling distribution
130
Sampling distribution
131
Sampling distribution
132
Central limit theorem
133
Central limit theorem
134
Central limit theorem
135
Central Limit Theorem
  • Using the exponential distribution and random
    number generator, it is possible to plot the
    resulting frequency distributions of data.
    Notice the trend towards normality.

136
Central Limit Theorem
  • Continuing,

137
T-distribution
  • Use of the t-distribution is similar to the use
    of the standard normal distribution, except that
    the degrees of freedom must be accounted for.
    The estimation of the true process mean µ by the
    experimental mean creates the loss of one degree
    of freedom in estimating the true process
    standard deviation s by s.

138
T-Distribution
139
T-Distribution
140
Parameter estimation
Statistical inference process by which
information from samples data is used to draw
conclusions about the population from which the
sample was selected.
141
Parameter estimation
142
Parameter estimation
143
Parameter estimation
144
Confidence Interval
145
Confidence Interval
  • Interpreting a confidence interval? is covered
    by interval with confidence 100(1- ?).If many
    samples are taken and a 100(1- ?) CI is
    calculated for each, then 100(1-?) of them will
    contain/ cover the true value for ?.
  • Note the larger (wider) a CI, the more confident
    we are that the interval contains the true value
    of ?.
  • But, the longer it is, the less we know about ?,
    due to variability or uncertainty ? need to
    balance

146
Confidence Interval
147
Confidence Interval
148
Confidence Interval
149
Confidence Interval
150
Confidence Interval
151
Confidence Interval
  • Interpreting a confidence interval? is covered
    by interval with confidence 100(1- ?).If many
    samples are taken and a 100(1- ?) CI is
    calculated for each, then 100(1-?) of them will
    contain/ cover the true value for ?.
  • Note the larger (wider) a CI, the more confident
    we are that the interval contains the true value
    of ?.
  • But, the longer it is, the less we know about ?,
    due to variability or uncertainty ? need to
    balance

152
Normal Distribution
  • An example of converting to standard normal
    distribution is given by the data from a dry
    plasma etch study (Lynch and Markle, 1997). The
    data are in angstroms, from the before process
    improvement trial. The mean is 564.11, and the
    standard deviation is 10.747 angstroms.

153
Confidence Interval
  • Continuing,

154
Sample Size Needed
  • Suppose we desire a confidence interval
  • Based on a preliminary sample of n0, we have an
    estimate of S2 and confidence interval

155
Sample Size needed
  • Find n such that
  • If n is large,

156
Hypothesis Tests - Review
  • Hypothesis Tests
  • Objective This section devoted to enabling us
    to
  • Construct and test a valid statistical hypothesis
  • Conduct comparative statistical tests( t-tests)
  • Relate alpha and beta risk to sample size
  • Conceptually understand analysis of variance
    (ANOVA)
  • Interpret the results of various statistical
    tests
  • T-tests, f-tests, chi-square tests.
  • Understand the foundation for full and fractional
    factorial
  • Compute confidence intervals to assess degree of
    improvements

157
Hypothesis Tests
  • Hypotheses defined
  • Used to infer population characteristics from
    observed data.
  • Hypothesis test A series of procedures that
    allows us to make inferences about a population
    by analyzing samples
  • Key question was the observed outcomes the
    result of chance variation, or was it an unusual
    event?
  • Hint Frequency Area Probability

158
Hypothesis Tests
  • Hypothesis Definition of terms
  • Null hypothesis (H0) Statement of no change or
    difference. This statement is tested directly,
    and we either reject H0 or we do not reject H0
  • Alternative hypothesis (H1) The statement that
    must be true if H0 is rejected.

159
Hypothesis Tests
  • Definition of terms
  • Type I error The mistake of rejecting H0 when it
    is true.
  • Type II error The mistake of failing to reject
    H0 when it is false.
  • alpha risk (?)Probability of a type I error
  • beta risk (?) Probability of a type II error
  • Test statistic sample value used in making
    decision about whether or not to reject H0

160
Hypothesis Tests
  • Definition of terms
  • Critical region Area under the curve
    corresponding to test statistic that leads to
    rejection of H0
  • Critical value The value that separates the
    critical region from those values that do not
    lead to rejection of H0
  • Significance level The probability of rejecting
    H0 when it is true
  • Degrees of freedom Referred to as d.f. or ?, and
    n - 1

161
Hypothesis Tests
  • Definition of terms
  • Type I error Producers risk
  • Type II error Consumers risk
  • Set so type I is the more serious error type
    (taking action when none is required)
  • Levels for ? and ? must be established before the
    test is conducted

162
Hypothesis Tests
  • Hypothesis Definition of terms
  • Degree of freedom
  • Degree of freedom are a way of counting the
    information in an experiment. In other words,
    they relate to sample size. More specifically,
    d.f. n 1
  • A degree of freedom corresponds to the number of
    values that are free to vary in the sample. If
    you have a sample with 20 data points, each of
    the data points provides a distinct place of
    information. The data set is described completely
    by these 20 values. If you calculate the mean for
    this set of data, no new information is created
    because the mean was implied by all of the
    information in the 20 data points.

163
Hypothesis Tests
  • Hypothesis Definition of terms
  • Degree of freedom
  • Once the mean is known, though, all of the
    information in the data set can be described with
    any 19 data points. The information in a 20th
    data point is now redundant because the 20th data
    points has lost the freedom to have any value
    besides the one imposed on it by the mean
  • We have one less than the total in our sample
    because a sample is at least one less than the
    total population.

164
Hypothesis Tests
  • If the population variance is unknown, use s of
    the sample to approximate population variance,
    since under central limit theorem, s ? when n gt
    30. Thus solve the problem as before, using s
  • With smaller sample sizes, we have a different
    problem. But it is solved in the same manner.
    Instead of using the z distribution, we use the t
    distribution

165
Hypothesis Tests
  • Using t distribution when
  • Sample is small (lt30)
  • Parent population is essentially normal
  • Population variance (?) is unknown
  • As n decreases, variation within the sample
    increases, so distribution becomes flatter.

166
Methods to Test a Statistical Hypothesis
167
Methods to Test a Statistical Hypothesis
168
Relationship Between Hypothesis Tests and
Confidence Intervals
169
Relationship Between Hypothesis Tests and
Confidence Intervals
170
Relationship between Hypothesis Tests and
Confidence Intervals
  • Using the data from the plasma etch study, can a
    true process mean of 530 angstroms be expected at
    a 95 confidence level?
  • The 95 confidence interval (developed earlier in
    detail) runs from 555.85 to 572.37. Since 530 is
    not included in this interval, the null
    hypothesis of µ 530 is rejected.

171
Confidence Interval
172
Prediction Interval
173
Prediction Interval
174
Prediction Interval
175
P - Values
  • The P value is the smallest level of
    significance that leads to rejection of the null
    hypothesis with the given data. It is the
    probability attached to the value of the Z
    statistic developed in experimental conditions.
    It is dependent upon the type of test (two-sided,
    upper, or lower tail tests) selected to analyze
    data significance.

176
Confidence Interval
177
P-value
178
P-value
179
Hypothesis Tests
  • Compare the means of two samples Steps
  • Understand word problem by writing out null and
    alternative hypotheses
  • Select alpha risk level and find critical value
  • Draw graph of the relation
  • Insert data into formula
  • Interpret and conclude

180
Test for comparing two means
181
Tests for Comparing Two Means
  • A company wanted to compare the production from
    two process lines to see if there was a
    statistically significant difference in the
    outputs, which would then require separate
    tracking. The line data is as follows
  • A 15 samples, mean of 24.2, and variance of 10
  • B 10 samples, mean of 23.9, and variance of 20
  • 95 confidence

182
P - Values
  • Using the data developed from the process line
    example, but with line A having a mean of 27.2,
    instead of 24.2, the P-value would be

183
Test for comparing two means
184
Test for comparing two means
185
Tests for Comparing Two Means
  • A process improvement by exercising equipment was
    attempted for an etch line. Given that the true
    variances are unknown but equal, determine
    whether a statistically significant difference
    exists at the 95 confidence level.
  • Before Mean 564.108, standard deviation
    10.7475, number of observations 9.
  • Exercise Mean 561.263, standard deviation
    7.6214, number of observations 9.

186
Tests for Comparing Two Means
  • Since the variances are equal, the pooled
    variance is used for creation of the confidence
    interval. If zero is included, there is no
    statistically significant difference.
  • There are 16 degrees of freedom, and at the a/2
    0.025 level, the critical value for t is 2.120.

187
Test for comparing two means
188
Tests for Comparing Two Means
  • An etch process was improved by recalibration of
    equipment. The values for a determination of
    statistically significant improvement at the 95
    confidence level are given as follows
  • Before Mean 564.108, standard deviation
    10.7475, number of observations 9.
  • Calibrated Mean 552.340, standard
    deviation 2.3280, number of observations 9.
  • The null hypothesis is that µb µc 0

189
Tests for Comparing Two Means
  • The first task is to determine the number of
    degrees of freedom and the appropriate critical
    value.

190
Tests for Comparing Two Means
  • For 9 degrees of freedom and a/2 0.025, the
    critical value for t is 2.262

191
Test for comparing two means
192
Tests for Comparing Two Means
193
Tests for Comparing Two Means
  • Two materials were compared in a wear test as a
    paired, randomized experiment. The coded data
    are tabulated below, as well as the differences
    for each pairing.

194
Tests for Comparing Two Means
  • The mean, standard deviation, and 95 confidence
    intervals are constructed below, with nine
    degrees of freedom. If the interval does not
    contain zero, the null hypothesis of no
    difference is rejected.

195
Test for Comparing Two Variances
  • The variances can also be used to determine the
    likelihood of observations being part of the same
    population. For variances, the test used is the
    F-test since the ratio of variances will follow
    the F-distribution. This test is also the basic
    test used in the ANOVA method covered in the next
    section.

196
F - Test
  • The F distribution is developed from three
    parameters a (level of confidence), and the two
    degrees of freedom for the variances under
    comparison. The null hypothesis is typically one
    where the variances are equal, which would yield
    an allowed set of values that F can be and still
    not reject the null hypothesis.

197
F - Test
  • If the observed value of F is outside of this
    range, the null hypothesis is rejected and the
    observation is statistically significant.
  • Tables for the F distribution are found in texts
    with a statistical interest. Normally, the ratio
    is tabulated with the higher variance in the
    denominator, the lower variance in the numerator.

198
F - Test
  • Compare two sample variances
  • Compare two newly drawn samples to determine if a
    difference exists between the variance of the
    samples.(Up until now we have compared samples
    to populations, and sample means)
  • For two normally distributed populations with
    equal variances. ?12 ?22
  • We can compare the two variances such that s12 /
    s22 Fmax where s12 gt s22

199
F - Test
  • Compare two sample variances
  • F tests for equality of the variances and uses
    the f-distribution.
  • This works just like method used with the t
    distribution critical value is compared to test
    statistics.
  • If two variances are equal, F s12 / s22 1
    ,thus we compare ratios of variances.

200
F - Test
  • Compare two sample variances
  • If two variances are equal, F s12 / s22
    1Thus, we compare ratios of variances
  • Large F leads to conclusion variances are very
    different.
  • Small F (close to 1) leads to conclusion
    variances do not differ significantly. Thus for F
    test
  • H0 s12 s22 H1 s12 ? s22

201
F - Test
  • Compare two sample variances
  • F tables
  • Several exist, depending on alpha level.
  • Using F tables requires 3 bits of information.
  • Chosen alpha risk
  • Degree of freedom (n1 1) for numerator term.
  • Degree of freedom (n2 1) for denominator term.

202
Test for comparing two variances
203
F - Test
  • An etching process of semiconductor wafers is
    used with two separate gas treatment mixtures on
    20 wafers each. The standard deviations of
    treatments 1 and 2 are 2.13 and 1.96 angstroms,
    respectively. Is there a significant difference
    between treatments at the 95 confidence level?

204
F - Test
  • 95 confidence level infers a 0.05, and also
    since this is a two-tailed distribution, a/2
    0.025 is used for F. There are 19 degrees of
    freedom for each set of data.
  • Therefore the null hypothesis of no difference
    in treatments cannot be rejected.

205
Test for comparing two proportions
206
Test for comparing two means
207
Test for comparing two means
208
Test for comparing two means
209
Test for comparing two means
210
Test for comparing two means - Paired
211
Test for comparing two means - Paired
212
Test for comparing two means - Paired
213
Test for comparing two variances
214
Test for comparing two variances
215
ANOVA
  • Analysis of Variance
  • Employs F distribution to compare ratio of
    variances of samples when true population
    variance is unknown
  • Compares variance between samples to the variance
    within samples (variance of means compared to
    mean of variances). If ratio of variance of means
    gt mean of variances, the effect is significant
  • Can be used with more than 2 group at a time
  • Requires independent samples and normally
    distributed population.

216
ANOVA
  • ANOVA
  • Anova concept

217
ANOVA
  • ANOVA Concepts
  • All we are saying is
  • Assumption that the population variances are
    equal or nearly equal allows us to treat the
    samples from many different populations as if
    they in fact belonged to a single large
    population. If that is true, then variance among
    samples should nearly equal variance within the
    samples
  • H0 ?1 ?2 ?3 ?4 ?k

218
ANOVA
  • ANOVA Steps
  • Understand word problem by writing out null and
    alternative hypotheses
  • Select alpha risk level and find critical value
  • Run the experiment
  • Insert data into Anova formula
  • Draw graph of relation
  • Interpret and conclude

219
ANOVA
  • Analysis of Variance (ANOVA) is a powerful tool
    for determining significant contributors towards
    process responses. The process is a vector
    decomposition of a response, and can be modified
    for a wide variety of models.
  • Can be used with more than 2 groups at a time
  • Requires independent, normally distributed
    samples.

220
ANOVA
  • ANOVA decomposition is an orthogonal vector
    breakdown of a response (which is why
    independence is required), so for a process with
    factors A and B, as tabulated below

221
ANOVA
  • The ANOVA values are given by

222
ANOVA
  • In this case, we use it to demonstrate how the
    deposition of oxide on wafers as described by
    Czitrom and Reese (1997) can be decomposed into
    significant factors, checking the wafer type and
    furnace location. The effects will be removed in
    sequence and verified for significance using the
    F-test. The proposed model is
  • YM W F R, where
  • M is the grand mean, W is the effect of a given
    wafer type, F is the effect of a particular
    furnace location, and R is the residual. Y
    denotes the observed value.

223
ANOVA
  • F-test in ANOVA
  • The estimator for a given variance in ANOVA is
    the mean sum of squares (MS). For a given
    factor, its MS can be calculated as noted before,
    and the ratio of the factor MS and residual MS
    compared to the F-distribution for significance.
    To do so, the level of significance ? must be
    defined to establish the Type I error limit.

224
ANOVA
  • In this example, the level of significance is
    selected at 0.10, yielding the following table of
    upper bounds for the F-test. In all cases, the
    higher variance (usually the factor) is divided
    by the lower variance (usually the residual).

225
ANOVA
  • The set of means observed in the process, broken
    down by wafer type and furnace location are (in
    mils 0.001 inch) tabulated below. The grand
    mean is 92.1485.

226
ANOVA
  • The sum of squares about the grand mean is found
    by adding the squares of all of the deviations in
    the 12 inner cells, and totals 6.7819. One
    degree of freedom is expended in fixing the mean,
    and 11 are left.

227
ANOVA
  • Determining the sum of squares for the wafer
    types is done by multiplying the squared
    difference between a type and the grand mean by
    the number of times that type appears in the data
    (e.g. 4squared differences). This is done for
    all types, and totals 3.4764, with 2 degrees of
    freedom.

228
ANOVA
  • The residual sum of squares totals 3.3145 with
    nine degrees of freedom, and indicates that the
    wafer type may not be the only significant
    factor. The significance of the wafer type is
    verified using the F-test

229
ANOVA
  • As noted before, a residual sum of squares of
    about 50 percent of the total sum of squares may
    indicate the presence of a significant factor.
    The effect of furnace location is then removed
    from the data and tested for significance as
    before. The furnace location sum of squares
    totals 2.7863, with three degrees of freedom.

230
ANOVA
  • The remaining residual sum of squares totals
    0.5282 with six degrees of freedom. Repeating
    the F-tests as before for both factors yields

231
ANOVA
  • These are very significant values to the ? 0.02
    level. The resulting ANOVA table shows all of
    the factors combined

232
ANOVA
  • The last task is to verify that the residuals
    follow a normal distribution about the expected
    value from the model. This is done easily using
    a normal plot and checking that the responses are
    approximately linear. Patterns or significant
    deviations could indicate another significant
    factor affecting the response. The plot that
    follows of the residual responses from all values
    shows no significant indication of non-normal
    behavior, and we fail to reject (on this level)
    the null hypothesis of the residuals conforming
    to a normal distribution around the model
    predicted value.

233
ANOVA
234
DOE Overview
  • Focus is on univariate statistics (1 dependent
    variable) vs. multivariate statistics (more than
    one dependent variable)
  • Focus is on basic designs, and does not include
    all possible types of designs (I.e. Latin
    squares, incomplete blocks, nested, etc.)

235
DOE Overview
  • One key item to keep in clear focus while
    performing a designed experiment
  • Why are we doing it?
  • According to Taguchi (among others) it is to
    refine our process to yield one of the following
    quality outcomes

236
DOE Overview
  • Bigger is better (yields, income, some tensile
    parameters, etc.)
  • Smaller is better (costs, defects, taxes,
    contaminants, etc.)
  • Nominal is best (Most dimensions, and associated
    parameters, etc.)
  • Remember also that whatever is selected as the
    standard for comparison, it must be measured!

237
ISE-130
  • The End !
  • Have a nice vacation!
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