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    Analysis of Variance (ANOVA)

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    Analysis of Variance - Learning Objectives

    At the end of this session, delegates will be able to:

    Understand the concept of additivity of variance

    Interpret results from an Analysis of Variance Table Test results from Analysis of Variance for statistical significance

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    Analysis of Variance - Agenda

    1. Introduction

    2. Calculation of Total Variance

    3. One-Way Analysis of Variance

    4. Components of Variation

    5. Calculation of Sum of Squares

    6. Degrees of Freedom

    7. Calculation of the Mean Square

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    8. F-Ratio9. Testing for Significance

    10. Estimating Components of Variation

    11. Crossed v Nested Designs

    12. Summary

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    Define ImproveMeasure Control Control Critical xs

    Monitor ys

    1 5 10 15 20

    10.2

    10.0

    9.8

    9.6

    Upper Control Limit

    Lower Control Limit

    Analyse Characterise xs

    Optimise xs

    y=f(x1,x2,..)

    y

    x

    . . .

    . . .

    . .. . .

    . . .

    Identify Potential xs

    Analyse xs

    Run 1 2 3 4 5 6 7

    Effect

    C1 C2

    C4

    C3

    C6C5

    Select Project

    Define ProjectObjective

    Form the Team

    Map the Process

    Define Measures (ys)

    Evaluate Measurement

    System

    DMAIC Improvement Process

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    Validate ControlPlan

    Close Project

    y

    Phase Review

    Set Tolerances for xs

    Verify Improvement

    15 20 25 30 35

    LSL USL

    Phase Review

    Select Critical xs

    Phase Review

    2 1 1 1 2 2 2 2

    31 2 2 1 1 2 2

    4 1 2 2 2 2 1 15 2 1 2 1 2 1 26 2 1 2 2 1 2 17 2 2 1 1 2 2 18 2 2 1 2 1 1 2

    x

    xx

    xx

    xx

    xx

    x

    x

    Identify CustomerRequirements

    Identify Priorities

    Update Project File

    Phase Review

    Stability Determine Process

    Capability

    Set Targets forMeasures

    15 20 25 30 35

    LSL USL

    Phase Review

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    Introduction to ANOVA

    Analysis of Variance (ANOVA) is a technique that separates variation into individual components

    These components of variation can then be interpreted to determine their importance

    In Six Sigma, Analysis of Variance will be used to interpret:

    Results from Gauge R&R Studies

    Data from Designed Experiments

    Results from Regression Analysis

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    Data from Response Surface Methodology

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    Additivity of Variance

    Although the standard deviation () is the most commonly used measure of variation, it is the

    variance (2

    ) that is studied in Analysis of Variance

    The reason for this is that variances are additive, which means that the total variation can be

    divided into constituent parts

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    The following example demonstrates how this is done

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    Data - Dimension

    1 2 3 4 5

    49.6 48.3 48.6 49.3 51.849.4 48.5 51.2 49.6 51.6

    51.1 51.5 49.5 51.1 49.5

    The data opposite represents the dimension of an

    injection moulded component, with a nominal

    Cavity Number

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    49.1 49.2 48.9 48.5 51.2

    48.9 50.2 48.4 50.0 51.8

    50.1 50.2 49.4 50.6 52.3

    50.9 50.2 50.4 50.4 50.9

    50.0 51.0 48.4 52.0 51.2

    49.7 49.5 48.2 50.5 50.0

    dimension of 50mm.

    10 samples have been taken from each of 5

    mould cavities.

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    Data-Dimension

    5251504948

    A nderson-Darling Normality Test

    V ariance 1.268

    Skewness 0.05595

    Kurtosis -1.00052

    N 50

    M inimum 48.200

    A -Squared

    1st Q uartile 49.275

    M edian 50.150

    3rd Q uartile 51.100

    Maximum 52.300

    95% C onfidence Interv al for Mean

    0.41

    P-V alue 0.323

    Mean 50.110

    StDev 1.126

    Summary for data

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    Median

    Mean

    50.5050.2550.0049.7549.50

    49.790 50.430

    95% C onfidence Interva l for Median

    49.567 50.500

    95% C onfidence Interval for StDev

    0.941 1.403

    95% Confidence Intervals

    We might want to investigate if there is a significant difference between cavities

    We can use One-way ANOVA to investigate this

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    The equation for the sample variance of the 50 observations can be calculated as follows:

    Total Variance Calculation

    )()(

    222

    2

    ====

    ====

    ny

    yyys

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    Where:

    y = The sum of the individual observations

    y2 = The sum of squares of the individual observations n = the number of observations

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    Total Variance Calculation

    1 2 3 4 5

    49.6 48.3 48.6 49.3 51.8

    49.4 48.5 51.2 49.6 51.6

    51.1 51.5 49.5 51.1 49.5

    51.6 51.8 50.5 48.7 50.249.1 49.2 48.9 48.5 51.2

    48.9 50.2 48.4 50.0 51.8

    50.1 50.2 49.4 50.6 52.3

    Copyright 2012 BSI. All rights

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    5.25050.50.............1.514.496.49y=++++=

    73.1256120.50.............1.514.496.49y 22222 =++++=

    0.9 0. 0. 0. 0.9

    50.0 51.0 48.4 52.0 51.2

    49.7 49.5 48.2 50.5 50.0

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    (((( ))))

    1

    2

    2

    22

    1

    ======== n

    n

    yy

    sn

    (((( ))))5.2505 2

    Total Variance Calculation

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    The total variance of our 50 observations is 1.268

    The square root of the variance, the standard deviation, is 1.126

    (These calculations can be performed simply in Minitab!)

    268.149

    50.221 ====

    ========

    sn

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    One-Way ANOVA

    A one-way analysis of variance requires the following:

    1. Identification of the Sources (Components) of Variation

    2. Calculation of the Sum of Squares due to each Source of Variation

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    .

    4. Calculation of the Mean Squares

    5. Calculation of the F-Ratio

    6. Test the statistical significance of the F-Ratio

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    1. Components of Variation

    Analysis of Variance (ANOVA) allows the decomposition of the total variance into its constituent

    parts:

    The components of variance in this study are:

    2Between Cavity = Variation due to the different cavities

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    (Between Cavities)

    2Within Cavity = Variation due to the parts within each cavity

    (Between Parts within Cavities)

    2Total = 2Between Cavity +

    2Within Cavity

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    The total sum of squares is calculated as follows:

    Strictl s eakin the sum of s uares is the sum of s uares around the mean known as the

    (((( ))))(((( ))))

    n

    y

    yyySSTotal

    2

    22 ========

    2. Calculation of the Sum of Squares

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    corrected sum of squares. We always use the corrected sum of squares when estimating

    variation.

    (((( )))) (((( )))) 12.6250

    5.250573.125612

    22

    2============

    n

    yySSTotal

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    The sum of squares due to cavities is calculated as follows:

    (((( )))) (((( )))) (((( )))) (((( )))) (((( )))) (((( ))))

    (((( )))) (((( )))) (((( )))) (((( ))))5.2505)5.510()7.500(5.4934.5004.500 222222

    22

    5

    2

    4

    2

    3

    2

    2

    2

    1

    ++++++++++++++++

    ====

    ++++++++++++++++

    ==== p

    ityBetweenCavn

    yn

    CCCCCSS

    2. Calculation of the Sum of Squares

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    C1, C2, C3, C4, C5 are the Sums for each Cavity (i.e the Sum of the 10 parts made on each cavity).

    np is the number of parts made within each cavity

    72.1461.12555033.125565

    5010

    ========ityBetweenCav

    ye ween av

    SS

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    The sum of squares due to within cavity variation can be calculated by subtraction since:

    12.62====

    ++++====

    Total

    tiesWithinCaviitiesBetweenCavTotal

    SS

    SSSSSS

    2. Calculation of the Sum of Squares

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    40.4772.1412.62

    72.14

    ========

    ====

    tiesWithinCavi

    itiesBetweenCav

    SS

    SS

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    Source of Variation

    Between Cavities

    Sum of Squares

    14.72

    2. Calculation of the Sum of Squares

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    Within Cavities

    Total

    47.40

    62.12

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    3. Degrees of Freedom

    Degrees of Freedom is a statistical concept relating to the number of paired comparisons

    required to distinguish between items.

    For example, we need to find the tallest person out of 3 people. 2 comparisons would be

    required:

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    Person 1 v Person 2

    Tallest v Person 3

    We would then know who the tallest person is.

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    3. Rules for Degrees of Freedom

    The following rules apply to Degrees of Freedom for One-Way ANOVA:

    DF for Between Factor Variation = (Number of levels) 1

    (Between Cavities)

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    DF for Within Factor Variation = (Factor levels) x (Repeats 1)

    (Within Cavities)

    Total DF = (Number of Individual results 1)

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    Source of Variation

    Between Cavities

    Sum of Squares

    14.72

    Degree of Freedom

    4

    3. Degrees of Freedom

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    Total

    .

    62.12 49

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    The Mean Square is calculated as follows:

    Source of Variation Sum of Squares DF Mean Square

    4. Calculation of the Mean Square

    Mean Square = (Sum of Squares) / (Degrees of Freedom)

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    Between Cavities

    Within Cavities

    Total

    14.72

    47.40

    62.12

    4

    45

    49

    3.680

    1.053

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    F-Ratio

    3.49

    Source of Variation

    Between Cavities

    Within Cavities

    Total

    Sum of Squares

    14.72

    47.40

    62.12

    DF

    4

    45

    49

    Mean Square

    3.680

    1.053

    5. Calculation of the F-Ratio

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    The F-Ratio is used to test the significance of the between cavity variation. The higher the F-Ratio,

    the more likely that the source of variation is significant.

    F-ratio = (MSBetween Cavities) / (MSWithin Cavities) = 3.680/1.053 = 3.49

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    We can test the significance of the between cavity variation by examining the F-Ratio, (named after

    Sir Ronald Aylmer Fisher).

    Examining the F tables for F0.05,4,45 gives a value of 2.61 (this is

    6. Testing for Significance

    49.3053.1680.3

    SquareMeanCavityWithinSquareMeanCavityBetweenratio-F ============

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    nearest in the tables to F0.05,4,40)

    Our value of 3.49 is greater than 2.61 so we can assume that the

    between cavity variation is statistically significant.

    This is equivalent to saying that there is a statistically significant

    difference in dimension dependent on the cavity used.

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    Open Worksheet: ANOVA-One-Way Unstacked

    ANOVA - Minitab

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    ANOVA - Minitab

    Select: 1-5

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    Analysis of Variance - Minitab

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    The p-value gives the probability of no difference between the cavity averages.

    As p = 0.014

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    95% Confidence Intervals

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    Crossed v Nested Designs

    In the previous example we were investigating the effect of a single factor (cavity) on component

    dimension

    In many cases we might want to investigate two or more factors e.g. machine or operator

    Depending upon how the levels of one factor appear with the levels of the other factor, we can say

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    In Crossed Designs every level of one factor occurs with every level of another factor

    In Nested Designs not all levels of one factor occur with every level of another factor

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    Machine 1

    Machine 2Factor A:- Machine

    Crossed Design

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    Factors are CROSSED because each operator works on each machine

    For example, when doing a Gauge R&R every component is measured by every operator so we

    use a Crossed analysis

    -

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    Machine 1

    Machine 2

    Factor A:- Machine

    Factor B:-

    Nested Design

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    Factors are NESTED because different operators work on each machine

    Operator

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    Analysis of Variance - Summary

    Analysis of Variance (ANOVA) is a technique that separates all variation into individual

    components

    These components of variation can then be interpreted to determine their importance

    Analysis of Variance is a complicated subject and the advice of a statistician should be sought

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    before attempting any complex analyses

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    Define ImproveMeasure Control Control Critical xs

    Monitor ys

    1 5 10 15 20

    10.2

    10.0

    9.8

    9.6

    Upper Control Limit

    Lower Control Limit

    Analyse Characterise xs

    Optimise xs

    y=f(x1,x2,..)

    y

    x

    . . .. . .

    . .. . .

    . . .

    Identify Potential xs

    Analyse xs

    Run 1 2 3 4 5 6 7

    Effect

    C1 C2

    C4

    C3

    C6C5

    Select Project

    Define ProjectObjective

    Form the Team

    Map the Process

    Define Measures (ys)

    Evaluate MeasurementSystem

    DMAIC Improvement Process

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    Validate ControlPlan

    Close Project

    y

    Phase Review

    Set Tolerances for xs

    Verify Improvement

    15 20 25 30 35

    LSL USL

    Phase Review

    Select Critical xs

    Phase Review

    2 1 1 1 2 2 2 23 1 2 2 1 1 2 24 1 2 2 2 2 1 15 2 1 2 1 2 1 26 2 1 2 2 1 2 17 2 2 1 1 2 2 18 2 2 1 2 1 1 2

    x

    x

    xx

    x

    xx

    x

    xx

    x

    Identify Customer

    Requirements

    Identify Priorities

    Update Project File

    Phase Review

    Stability

    Determine ProcessCapability

    Set Targets forMeasures

    15 20 25 30 35

    LSL USL

    Phase Review