ASTM - STP 588 - Manual On Statistical Planning and Analysis
ASTM - STP 588 - Manual On Statistical Planning and Analysis
STATISTICAL PLANNING
AND ANALYSIS FOR
FATIGUE EXPERIMENTS
Sponsored by
Committee on Publications
AMERICAN SOCIETY FOR
TESTING AND MATERIALS
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(~) BY AMERICAN SOCIETY FOR TESTING AND MATERIALS 1975
Library of Congress Catalog Card N u m b e r : 75-13060.
NOTE
The Society is not responsible, as a body,
for the statements and opinions
advanced in this publication.
Printed in Lutherville-Tlmonium, Md
November 1975
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Foreword
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Related
ASTM Publications
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A Note of Appreciation
to Reviewers
This publication is made possible by the authors and, also, the unheralded
efforts of the reviewers. This body of technical experts whose dedication,
sacrifice of time and effort, and collective wisdom in reviewing the papers
must be acknowledged. The quality level of ASTM publications is a direct
function of their respected opinions. On behalf of ASTM we acknowledge
with appreciation their contribution.
A S T M Committee on Publications
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Editorial Staff
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Contents
Introduction 1
References 147
Acknowledgments 149
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STP588-EB/Nov. 1975
Introduction
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2 INTRODUCTION
2, when the life data for the two samples are generated using a completely
randomized design (CRD) test program.
Overall, the intent is to provide sufficient information to permit fatigue
investigators to conduct fatigue experiments (test programs) with statis-
tically planned organizational structures. Such planned structures are
mandatory for test programs with severe time and cost constraints. Namely,
structured experiments are efficient experiments!
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STP588-EB/Nov. 1975
Introduction
No manual can provide the fatigue investigator with a complete step-
by-step detailed procedure which is valid for the statistical planning of
experiments whatever the situation. In fact, only certain very simple fatigue
test programs fit precisely into the specific formats required for well-
established planned experiments, such as the completely randomized
design (CRD) and the randomized complete block (RCB) design, [1].~
Generally these simple fatigue test programs pertain to either elementary
comparative tests (for example, comparing the fatigue life of Material A
versus Material B), or to quality assurance tests (namely, the generation of
certain fatigue data under well-defined test conditions). On the other hand,
most (exploratory) research programs involve one or more (sometimes
subtle) constraints peculiar to the specific situation, that is, to the given
material processing, specimen preparation, test machine, environment, or
whatever. Such constraints often preclude elementary statistical analysis of
the resulting data and may even present difficulties to a trained statistician,
particularly if he is consulted only after the tests have been conducted.
But whatever the nature and the complexity of the given fatigue test situa-
tion, there are certain design of experiments fundamentals which must
appear in the planning and conduct of any competent experimental pro-
gram. It is the objective of this chapter of the manual to state these funda-
mentals (presented in italics in the following paragraph) and to illustrate
their application in a few example situations. For further specific references
to the design of experiments, see Refs 2, 3, and 4.
The characteristics of experimental design and the design of experiments
terminology that should be clearly in mind at the formative stage are as
follows:
First, and foremost, a well-planned experiment has a welt-defined
organizational structure which is clearly described by appropriate figures,
charts, and tables.
1 The italic numbers in brackets refer to the list of references appended to this manual.
3
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4 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS ,5
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6 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 7
example proceeds under the assumption that the test material required
(for example, a single bar) may be considered homogeneous, that a single
machine and technician are used in testing, and that all tests are conducted
at the same nominal stress amplitude. The only nuisance variable considered
in this first example is the possibility that subtle changes in machine
performance may occur over the time period in which this test program is
conducted. Thus, experimental units are tested in pairs, back to back in
time order, one experimental unit in each pair receiving Treatment A,
shot peening, the other Treatment B, mechanical polishing. The time order
of testing within pairs is randomized as illustrated by the organizational
structure of Fig. 1.
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8 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
ORGANIZATIONAL STRUCTURE
OF A PAIRED COMPARISON
TEST PROGRAM
P0,r~ ~
E'I 121 /'l YA,5(2 ) YB,3(I )
N
~~ ] ~"--1 (2) (,, 2 YA,N (I) YB,N (2)
FIG. 1--Diagram of the organizational structure of a simple paired comparison test pro-
gram. Test specimens are indicated schematically by small rectangles, treatments denoted by
capital letters A and B, the random time order for testing within pairs by subscript (j), and
the time order for testhlg pairs by [k].
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 9
(namely, by structuring the blocks such that treatment effect estimates may
be isolated from nuisance effects associated with block-to-block variability).
Blocks--The "blocks" in the paired comparison example are literally
time blocks, namely, all laboratory conditions and test machine performance
are expected to be more uniform for two tests back to back in time order
than for two tests randomly or arbitrarily selected from the total 2N tests.
Accordingly, the experimental units (specimens) are grouped in blocks of
size two (pairs), the number of treatments being compared.
Since in most test situations it is a simple matter to list several miscel-
laneous variables that potentially pose nuisance effects, the first engineering
problem faced in experiment planning is to condense this list to a tractable
size, nevertheless taking care to include all truly important variables.
Generally the experience of the investigator and the information available
in the literature suffice to identify the critical sources of potential bias.
In other cases, however, this information must be gained by studying
experimentally the effect of a given potential nuisance variable, that is,
by regarding that potential nuisance variable as a "treatment" in a planned
experiment. When the purpose of a test program is to study basic varia-
bility and potential nuisance variables, the program is termed a uniformity
trial. (This program is illustrated next, following a brief paragraph out-
lining the analysis of paired comparison programs.)
Analysis--Data from this paired comparison test program may be
analyzed by standard statistical techniques to determine, in engineering
interpretation, whether significant differences in fatigue behavior can be
expected which are attributable to surface preparation. The Student+s t
statistic is applied customarily to paired comparison data [1 ], but signed
rank tests are applica+ble when the underlying life distribution is unknown
[51.~
Elementary Uniformity Trial Test Program
An elementary uniformity trial program provides the simplest organiza-
tional structure of all planned experiments. Only two structural elements
are involved: experimental units and treatments, namely, the potential
nuisance variable(s) being studied. In the uniformity trial example which
follows, the experimental units are individual fatigue specimens prepared
as described previously for the paired comparison program, and the
potential nuisance variable being studied is simply two different but nomi-
nally identical test machines. Such a study might be considered a first phase
of a subsequent test program, wherein, for timeliness, the use of two (or
more) test machines would be necessary.
4 One advantage of the paired comparison program is that the number of test blocks used
is flexible. The analysts may proceed as data accumulate, and the program can be extended
if unusual variability is encountered.
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10 MANUAL ON STATISTICAL P L A N N I N G A N D ANALYSIS
Analysis--The test results from each set of fatigue life (Y) data provides
an independent estimate of the standard deviation of the population associa-
ted with the bar stock from which the single bar used in this test was
selected randomly. If it is assumed the logarithms of the respective fatigue
lives are distributed normally, the pooled estimate of the population
standard deviation provides sufficient information, based on the null
hypothesis that no difference between test machines actually exists, to test
whether the observed differences in average (log) lives can be expected
to occur more often than say once every 20 (or 100) times in repeated sam-
piing. The numerical details for this statistical analysis are illustrated in
Ref I, 6, 7, 8, and 9. If no assumption regarding the form of the life distribu-
t I
I I I 1 I I I I I I I l
I 2 3 ...... 14 15 16
FIG. 2a--The preparation o f experimental units far the mtiJormity trial example (also
valid for the paired comparison program o f Fig. 1). This diagram or its equivalent, however
elementary, should be regarded as a necessary adjunct to the organizational structttre diagrams,
Figs. 1 and 2b.
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CHAPTER I ON FUNDAMENTAL CONCEPTS ] 1
ORGANIZATIONAL STRUCTURE
OF A UNIFORMITY TRIAL
TEST PROGRAM
5 Said in engineering terms, the text statistic magnitude is so small that one does not
hesitate to accept the equality of fatigue responses for the two machines, that is, the ma-
chines are assumed identical for practical purposes.
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12 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
hesitation to reject the null hypothesis, that is, that one must conclude that
the two test machines really do give (markedly) different fatigue life re-
sponses, or (c) its magnitude is borderline (and perhaps a larger sample
size is required to make a firm decision). In situation (a) the conclusion
from this simple uniformity trial is that both machines may be used in a
larger subsequent program without undue concern about machines acting
as a nuisance variable. However, for the latter two situations, (b) and (c),
further consideration must be given to machines as a (possible) nuisance
variable, as described later.
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 13
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14 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
16 BLOCKS Random
Block Randomly Test Superimposed
Number Specimen Number Assign Order In Nuisance
Treat merits Blocks Variables
~ A B 2 I c c
'I2]__
2[.]__ ~ A B I 2 d d
3[,.] ~ ~ B A 2 c c
8[,2] ~ ~ A B I 2 d d
9[,] ~ l ~ B A , 2 e e
"b] ~ ~ B A , 2 e e
15 [14]' ~ _ _ [--'7] A B 2 I e e
,. [3] ~ ~ A . , 2 e o
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 15
in which A and B are the expected responses for the respective treatments
and d is the effect on the response of a given collection of superimposed
nuisance variables.
The symbolic form of the blocking (planned grouping) rationalization
is exact provided the actual relationship between the nuisance variables
and the imposed treatments is simply additive. However, even if the actual
relationship is quite complex and nonlinear, the concept of planned
grouping is still valid--and the symbolic approximation in this case should
still be reasonably accurate when d is small compared to A and B. The
only truly harmful situation arises when the magnitude of ddepends mark-
edly on whether A or B is applied, namely, when the magnitude of the effect
of the nuisance variables differs markedly when A is applied from when B
is applied. When d depends on A or B, the nuisance variables are said to
interact with the treatments. In proper planned grouping it is always
assumed that nuisance variables do not interact with treatments. If, there-
fore, an interaction is even suspected, the suspected variable is not a per-
missable blocking variable, that is, it should not be superimposed with
other nuisance variables in forming blocks.
A - B = (A - f ) - (B- g) = (A - B ) - (f- g)
or
A - B = (A % - f ) - - (B %-g) = (A - B) %- ( f - - g)
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16 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
+ The corresponding statistical analyses differ, however, because the simple t test is valid
for the CRD only if the two treatments being compared are selected before the test is
conducted (or randomly selected after the test program has been conducted), namely, the
Student's t statistic is not valid for testing the null hypothesis associated with the largest
estimated difference. Either the F statistic can be used to test the null hypothesis with
regard to all treatments, or Tukey's t can be used to compare each (all) estimated dif-
ference(s) (T, -- T+), ll]. Generally, Tukey's t is used to determine which treatments differ
after the F statistic has been used to establish differences among (at least) some of the
treatments.
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 17
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18 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 19
Block 1 3 2 1 4
Block 2 8 6 5 7
Block 3 9 12 11 10
Block 4 14 15 16 13
(b) Random assignment of time order of test within each block (i).
(c) Random assignment of time order of testing of blocks [kl. (This block
order randomization is not absolutely necessary but nevertheless reflects
good practice.)
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20 MANUAL ON ,STATISTICAL PLANNING AND ANALYSIS
test machine. Rather, either two or four test machines should be used
whenever there is advantage to speeding up the overall tests.
8 Good practice for test programs employing constrained randomization is first to estab-
lish deliberately the desired grouping, for example, each treatment appearing once and
only once in each block, after which all remaining assignments of test variables, time
orders, etc. are estabhshed randomly by randomization techniques.
9 Factorml arrangements permit simple assessment of the interactions (synergistic
effects) among treatments. Thus factorial arrangements are relevant whenever interactions
a r e physically meaningful.
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 21
Treatment
Block 1 A B C D
Block 2 A B C D
Block 3 A B C D
Block 4 A B C D
Treatment
Block 1 A B C
Block 2 A B D
Block 3 A "C' D
Block 4 ... "B c D
Block 2. i A B C D
Block 2.2 B A D C
Block 2.3 C D A B
Block 2.4 D C B A
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22 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
Treatment Combinations
Summary Schematic
1 1
2 a
3 b
4 ab
5 c
6 ac
7 bc
8 abc
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 23
Treatment C o m b l n a t m n
Treatments
Experimental Unit- A B C
2 + - -
3 - + -
4 + + -
5 - - +
6 + - +
7 - + +
8 + + +
T A B L E 5a--CRD test program for two treatments (tempering temperature and surface
preparation) at two levels (300 and 700~ mtd mechanical pohshing and shot peening).
This test program employs a single test machine. The 16 experimental units prepared as
described in Fig. 2a provide four complete replicates o f the four treatment combinations.
See text for discussion o f heat treating in batches.
Treatment A,
Experimental tempering Treatment B, Treatment
Unit i ~ temperature ~ surface preparation Combination Notation
i = 1 .... , 16.
(j) = test o r d e r ; j = I . . . . . 16.
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24 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
TABLE 5b---RCB test program for two treatments at two levels. This test program may
employ one or more test machines and bars o f stock or both. Ttle 16 experimental units form
four blocks, each o f which forms a complete replicate o f the four treatment combinations.
Block One(~)
1(3) 300~ shot peen b - +
2(4) 700~ mechanical polish a + --
3c~) 300~ mechanical polish l
4(1) 700~ shot peen ab + +
Block Two(2)
5(3) 700~ mechanical polish a + -
6/~) 300~ shot peen b -- +
7(2) 700~ shot peen ab q- +
8(4) 300~ mechanical polish 1
Block Three.~
9(3) 300~ shot peen b - +
10(2) 700~ mechanical polish a + -
11(,o 700~ shot peen ab + +
12(4) 300~ mechanical polish 1
Block Four(~)
13(4) 300~ mechanical polish 1
14(o 300~ shot peen b - +
15(2) 700~ shot peen ab + +
16(3~ 700~ mechanical polish a + --
sets of four minuses and four pluses, the fourth column (if required)
consists of alternate sets of eight minuses and eight pluses, etc.
The C R D and RCB test programs are constructed easily for the two
t r e a t m e n t / t w o levels situation summarized in Table 4a. These two pro-
grams appear in Tables 5a and b, respectively. Note that the four treatment
combinations of Table 4a merely replace the original four treatments
denoted One, Two, Three, F o u r in Tables 1 and 2.
All experimental designs presented thus far, including the C R D and RCB
test programs with four treatment combinations, encounter certain practical
difficulties when applied to fatigue test situations. The basic problem is
that m a n y processing steps in specimen preparation, for example, heat
treating, are not legitimate treatments in the context defined h e r e i n - -
because practical considerations such as time and cost lead to the treatments
being processed in batches, that is, the 16 specimens in Tables 5a and b
will be tempered in two batches, one batch of eight specimens tempered
at 300~ another batch of eight at 700~ whereas the fundamental defini-
tions of treatment and replication require that there be 16 separate heat
treatments, eight independent tempering processes at 300~ and another
eight independent tempering processes at 700~ Sixteen separate heat
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(o) I B,ock O.e I Block Two I B,ock Three I .,ock .our ]
Typical Biock
(b) IMain Plot JMain Plot I
~--- Exp er i me n t al Unit for the Primary Treatment.
Typical Main Plot
I
(c)
I , 1
-r
"9'~ /oi'S"~//)'~olZ:, Experimento Units for the Secondary Treatment >=
o
Z
Eight Main Plots , each with Two Split Ptots
Z
(d) I I i' z I 3 6' 4 l I 5 ,I 7 l' 8 I 9 I', l~ I 'l i' 12 I 13 i' 14 I 15 i' 16
I 2 3 4 5 6 7 8
Z
SIXTEEN SPECIMENS
r-
r3
FIG. 4--Subdivision of bar stock for split plot test program example. o
Z
hO
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26 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
1 I I
300 i 300 700 I 700 Block One M.P. S,P. I S.P. II MP Block One
'1
(4)
I'l t
(3) (4) (1) (2)
I
(3)
I
300 I 300
I
(I)
I 700
I
I 700
I
(z)
)
Block Two
t S,P.
(e)
M.P. I S.P.
(I) (7)
M.P.
(z)
IBlockTwo
700
(e)
700 J I
300 II 3 0 0 I BIock Three
I
(7)
i sP.
(5)
MP
(e)
IMP (7)
S.P.
(6)
Block Three
I
300
I
I 500 J 700
I
lI 700 Block Four I S P. MP I SP
I I
M P [Block Four
I I I I
(6) (5) (3i (S) (4) (5)
(a) (b)
I 2 Main Plot Order
I
I' I
13
I 2
I
14
Z
16
I
15
J Block One(4)
Fohgue Test Order
2
I
I J Block Two(2)
I
8 7 5 Fatigue Test Order
2
2
I I
:5
I
I
I
2
4
Block Threed~1~
Fatigue Test Order
2
I
9
2
I0
1'1 2
12
I
l
I
I
II
Block Four~3J~
~
(a) Random assignment of main plot treatments within each block, then time order of
tempering (j).
(b) Random assignment of split plot treatments within each main plot, then time order
of each surface preparation (k).
(c) Random assignment of test order of blocks, main plots within blocks, and split plots
within main plots gives fatigue test order shown.
FIG. 5--Randomization for split plot example.
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 27
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28 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
tions, eight each for both shot peening and mechanical polishing, Fig. 5b.
The decrease in replication is, of course, the direct consequence of the
decrease in experimental units for tempering from 16 in the RCB to the
eight main plots in Fig. 4d. Each of the eight split plot pairs displayed in
this diagram are subunits with regard to tempering, the main plot treat-
ment. These 16 split plots are experimental units, however, with regard to
surface preparation, the split plot treatment.
Now for purposes of comparison, consider the split plot program where
only two tempering runs are conducted, one at 300~ and the other at 700~
Each of these tempering runs forms one main plot with eight split plots
within it. Thus there is only one replicate of each tempering temperature
treatment, whereas there are eight replicates of each surface preparation
treatment.
The split plot program with only one replicate of the tempering tempera-
ture treatments is perhaps as inappropriate from a statistical point of view
as the RCB with eight replicates of the tempering temperature treatments
is from a materials processing point of view. The former program is
statistically "impotent," the latter program is generally unacceptable
with regard to cost and time.
The obvious solution of course is to compromise between these unaccept-
able extremes, namely, to balance both main plot and split plot replication
such that the test program is both reasonably simple and inexpensive, and
statistically sound and effective, q'hese dual requirements may be satisfied
in general by enumerating and comparing several different split-plot test
programs, each time changing the numbers of split plots per main plot, the
numbers of main plots per bar of stock, the amount of bar stock, etc.,
until some suitable compromise is apparent.
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 29
APPENDIX
Mechanical Randomization and Random Number Tables
Table 6 lists 10 000 uniformly distributed random numbers (namely, each digit
0, 1, 2 . . . . ,9 having an equal probability of occurring at each entry).
For engineering purposes these 10 000 numbers may simply be viewed as a
rearrangement of a stream of 10 000 individual digits, one following the other in a
single column (vector). This stream starts with the entries: 5-1-8-6-0- . . . The
51st and subsequent entries are: 4 - 5 - 5 - 1 - 5 - . . . , and so forth.
Starting Point
The starting point for drawing numbers from the random stream is the next
number following the finish of the previous use of the table. (The first time the
table is used, the experimenter should use the last digit of his telephone number
(or similar device) to find a "random" starting point. For example, if this digit is 9,
the experimenter starts his stream in column 00 at row 10.)
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30 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
00-04 05--09 10--14 15-19 20-24 25-29 30-34 35-39 40-44 45-49
00 54463 22662 65905 70639 79365 67382 29085 69831 47058 08186
01 15389 85205 18850 39226 42249 90669 96325 23248 60933 26927
02 85941 40756 82414 02015 13858 78030 16269 65978 01385 15345
03 61149 69440 11286 88218 58925 03638 52862 62733 33451 77455
04 05219 81619 10651 67079 92511 59888 84502 72095 83463 75577
05 41417 98326 87719 92294 46614 50948 64886 20002 97365 30976
06 28357 94070 20652 35774 16249 75019 21145 05217 47286 76305
07 17783 00015 10806 83091 91530 36466 39981 62481 49177 75779
08 40950 84820 29881 85966 62800 70326 84740 62660 77379 90279
09 82995 64157 66164 41180 10089 41757 78258 96488 88629 37231
10 96754 17676 55659 44105 47361 34833 86679 23930 53249 27083
11 34357 88040 53364 71726 45690 66334 60332 22554 90600 71113
12 06318 37403 49927 57715 50423 67372 63116 48888 21505 80182
13 62111 52820 07243 79931 89292 84767 85693 73947 22278 11551
14 47534 09243 67879 00544 23410 12740 02540 54440 32949 13491
15 98614 75993 84460 62846 59844 14922 48730 73443 48167 34770
16 24856 03648 44898 09351 98795 18644 39765 71058 90368 44104
17 96887 12479 80621 66223 86085 78285 02432 53342 42846 94771
18 90801 21472 42815 77408 37390 76766 52615 32141 30268 18106
19 55165 77312 83666 36028 28420 70219 81369 41943 47366 41067
20 75884 12952 84318 95108 72305 64620 91318 89872 45375 85436
21 16777 37116 58550 42958 21460 43910 01175 87894 81378 10620
22 46230 43877 80207 88877 89380 32992 91380 03164 98656 59337
23 42902 66892 46134 01432 94710 23474 20423 60137 60609 13119
24 81007 00333 39693 28039 10154 95425 39220 19774 31782 49037
25 68089 01122 51111 72373 06902 74373 96199 97017 41273 21546
26 20411 67081 89950 16944 93054 87687 96693 87236 77054 33848
27 58212 13160 06468 15718 82627 76999 05999 58680 96739 63700
28 70577 42866 24969 61210 76046 67699 42054 12696 93758 03283
29 94522 74358 71659 62038 79643 79169 44741 05437 39038 13163
30 42626 86819 85651 88678 17401 03252 99547 32404 17918 62880
31 16051 33763 57194 16752 54450 19031 58580 47629 54132 60631
32 08244 27647 33851 44705 94211 46716 11738 55784 95374 72655
33 59497 04392 09419 89964 51211 04894 72882 17805 21895 83864
34 97155 13428 40293 09985 58434 01412 69124 82171 59058 82859
35 98409 66162 95763 47420 20792 61527 20441 39435 11859 41567
36 45476 84882 65109 96597 25930 66790 65706 61203 53634 22557
37 89300 69700 50741 30329 11658 23166 05400 66669 48708 03887
38 50051 95137 91631 66315 91428 12275 24816 68091 71710 33258
39 31753 85178 31310 89642 98364 02306 24617 09609 83942 22716
40 79152 53829 77250 20190 56535 18760 69942 77448 33278 48805
41 44560 38750 83635 56540 64900 42912 13953 79149 18710 68618
42 68328 83378 63369 71381 39564 05615 42451 64559 97501 65747
43 46939 38689 58625 08342 30459 85863 20781 09284 26333 91777
44 83544 86141 15707 96256 23068 13782 08467 89469 93842 55349
45 91621 00881 04900 54224 46177 55309 17852 27491 89415 23466
46 91896 67126 04151 03795 59077 11848 12630 98375 52068 60142
47 55751 62515 21108 80830 02263 29303 37204 96926 30506 09808
48 85156 87689 95493 88842 00664 55017 55539 17771 69448 87530
49 07521 56898 12236 60277 39102 62315 12239 07105 11844 01117
50-54 55-59 60-64 65-69 70-74 75-79 80-84 85-89 90-94 95-99
00 59391 58030 52098 82718 87024 82848 04190 96574 90464 29065
Ol 99567 76364 77204 04615 27062 96621 43918 01896 83991 51141
O2 10363 97518 51400 25670 98342 61891 27101 37855 06235 33316
03 86859 19558 64432 16706 99612 59798 32803 67708 15297 28612
04 11258 24591 36863 55368 31721 94355 34936 02566 80927 08188
05 95068 88628 35911 14530 33020 80428 39936 31855 34334 64865
06 54463 47237 73800 91017 36239 71824 83671 39892 60518 37092
07 16874 62677 57412 13215 31389 62233 80827 73917 82802 84420
08 92494 63157 76593 91316 03505 72389 96363 52887 01087 66091
09 15669 56689 35682 40844 53256 81872 35213 09840 34471 74441
10 99116 75486 84989 23476 52967 67104 39495 39100 17217 74073
11 15696 10703 65178 90637 63110 17622 53988 71087 84148 11670
12 97720 15369 51269 69620 03388 13699 33423 67453 43269 56720
13 11666 13841 71681 98000 35979 39719 81899 07449 47985 46967
14 71628 73130 78783 75691 41632 09847 61547 18707 85489 69944
15 40501 51089 99943 91843 41995 88931 73631 69361 05375 15417
16 22518 55576 98215 82068 10798 86211 36584 67466 69373 40054
17 75112 30485 62173 02132 14878 92879 22281 16783 86352 00077
18 80327 02671 98191 84342 90813 49268 95441 15496 20168 09271
19 60251 45548 02146 05597 48228 81366 34598 72856 66762 17002
20 57430 82270 10421 05540 43648 75888 66049 21511 47676 33444
21 73528 39559 34434 88596 54086 71693 43132 14414 79949 85193
22 25991 65959 70769 64721 86413 33475 42740 06175 82758 66248
23 78388 16638 09134 59880 63806 48472 39318 35434 24057 74739
24 12477 09965 96657 57994 59439 76330 24596 77515 09577 91871
25 83266 32883 42451 15579 38155 29793 40914 65990 16255 17777
26 76970 80876 10237 39515 79152 74798 39357 09054 73579 92359
27 37074 65198 44785 68624 98336 84481 97610 78735 46703 98265
28 83712 06514 30101 78295 54656 85417 43189 60048 72781 72606
29 20287 56862 69727 94443 64936 08366 27227 05158 50326 59566
30 74261 32592 86538 27041 65172 85532 07571 80609 39285 65340
31 64081 49863 08478 96001 18888 14810 70545 89755 59064 07210
32 05617 75818 47750 67814 29575 10526 66192 44464 27058 40467
33 26793 74951 95466 74307 13330 42664 85515 20632 05497 33625
34 65988 72850 48737 54719 52056 01596 03845 35067 03134 70322
35 27366 42271 44300 73399 21105 03280 73457 43093 05192 48657
36 56760 10909 98147 34736 33863 95256 12731 66598 50771 83665
37 72880 43338 93643 58904 59543 23943 11231 83268 65938 81581
38 77888 38100 03062 58103 47961 83841 25878 23746 55903 44115
39 28440 07819 21580 51459 47971 29882 13990 29226 23608 15873
40 63525 94441 77033 12147 51054 49955 58312 76923 96071 05813
41 47606 93410 16359 89033 89696 47231 64498 31776 05383 39902
42 52699 45030 96279 14709 52372 87832 02735 50803 72744 88208
43 16738 60159 07425 62369 07515 82721 37875 71153 21315 00132
44 59348 11695 45751 15865 74739 05572 32688 20271 65128 14551
45 12900 71775 29845 60774 94924 21810 38636 33717 67598 82521
46 75086 23537 49939 33595 13484 97588 28617 17979 70749 35234
47 99495 51434 29181 09993 38190 42553 68922 52125 91077 40197
48 26075 31671 45386 36583 93459 48599 52022 41330 60651 91321
49 13636 93596 23377 51133 95126 61496 42474 45141 46660 42338
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32 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
00-04 05-09 10-14 15-19 20-24 25-29 30-34 35-39 40-44 45-49
5O 64249 63664 39652 40646 97306 31741 07294 84149 46797 82487
51 26538 44249 04050 48174 65570 44072 40192 51153 11397 58212
52 05845 00512 78630 55328 18116 69296 91705 86224 29503 57071
53 74897 68373 67359 51014 33510 83048 17056 72506 82949 54600
54 20872 54570 35017 88132 25730 22626 86723 91691 13191 77212
55 31432 96156 89177 75541 81355 24480 77243 76690 42507 84362
56 66890 61505 01240 00660 05873 13568 76082 79172 57913 93448
57 48194 57790 79970 33106 86904 48119 52503 24130 72824 21627
58 11303 87118 81471 52936 08555 28420 49416 44448 04269 27029
59 54374 57325 16947 45356 78371 10563 97191 53798 12693 27928
60 64852 34421 61046 90849 13966 39810 42699 21753 76192 10508
61 16309 20384 09491 91588 97720 89846 30376 76970 23063 35894
62 42587 37065 24526 72602 57589 98131 37292 05967 26002 51945
63 40177 98590 97161 41682 84533 67588 62036 49967 01990 72308
64 82309 76128 93965 26743 24141 04838 40254 26065 07938 76236
65 79788 68243 59732 04257 27084 14743 17520 95401 55811 76099
66 40538 79000 89559 25026 42274 23489 34502 75508 06059 86682
67 64016 73598 18609 73150 62463 33102 45205 87440 96767 67042
68 49767 12691 17903 93871 99721 79109 09425 26904 07419 76013
69 76974 55108 29795 08404 82684 00497 51126 79935 57450 55671
70 23854 08480 85983 96025 50117 64610 99425 62291 86943 21541
71 68973 70551 25098 78033 98573 79848 31778 29555 61446 23037
72 36444 93600 65350 14971 25325 00427 52073 64280 18847 24768
73 03003 87800 07391 11594 21196 00781 32550 57158 58887 73041
74 17540 26188 36647 78386 04558 61463 57842 90382 77019 24210
75 38916 55809 47982 41968 69760 79422 80154 91486 19180 15100
76 64288 19843 69122 42502 48508 28820 59933 72998 99942 10515
77 86809 51564 38040 39418 49915 19000 58050 16899 79952 57849
78 99800 99566 14742 05028 30033 94889 53381 23656 75787 59223
79 92345 31890 95712 08279 91794 94068 49337 88674 35355 12267
80 90363 65162 32245 82279 79256 80834 06088 99462 56705 06118
81 64437 32242 48431 04835 39070 59702 31508 60935 22390 52246
82 91714 53662 28373 34333 55791 74758 51144 18827 10704 76803
83 20902 17646 31391 31459 33315 03444 55743 74701 58851 27427
84 12217 86007 70371 52281 14510 76094 96579 54853 78339 20839
85 45177 02863 42307 53571 22532 74921 17735 42201 80540 54721
86 28325 90814 08804 52746 47913 54577 47525 77705 95330 21866
87 29019 28776 56116 54791 64604 08815 46049 71186 34650 14994
88 84979 81353 56219 67062 26146 82567 33122 14124 46240 92973
89 50371 26347 48513 63915 11158 25563 91915 18431 92978 11591
90 53422 06825 69711 67950 64716 18003 49581 45378 99878 61130
91 67453 35651 89316 41620 32048 70225 47597 33137 31443 51445
92 07294 85353 74819 23445 68237 07202 99515 62282 53809 26685
93 79544 00302 45338 16015 66613 88968 14595 63836 77716 79596
94 64144 85442 82060 46471 24162 39500 87351 36637 42833 71875
95 90919 11883 58318 00042 52402 28210 34075 33272 00840 73268
96 06670 57353 86275 92276 77591 46924 60839 55437 03182 13191
97 36634 93976 52062 83678 41256 60948 18685 48992 19462 96062
98 75101 72891 85745 67106 26010 62107 60885 37503 55461 71213
99 05112 71222 72654 51583 05228 62056 57390 42746 39272 96659
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CHAPTER 1 ON FUNDAMENTAL CONCEPTS 33
50-54 55-59 60-64 65-69 70-74 75-79 80-84 85-89 90-94 95-99
50 32847 31282 03345 89593 69214 70381 78285 20054 91018 16742
51 16916 00041 30236 55023 14253 76582 12092 86533 92426 37655
52 66176 34047 21005 27137 03191 48970 64625 22394 39622 79085
53 46299 13335 12180 16861 38043 59292 62675 63631 37020 78195
54 22847 47839 45385 23289 47526 54098 45683 55849 51575 64689
55 41851 54160 92320 69936 34803 92479 33399 71160 64777 83378
56 28444 59497 91586 95917 68553 28639 06455 34174 11130 91994
57 47520 62378 98855 83174 13088 16561 68559 26679 06238 51254
58 34978 63271 13142 82681 05271 08822 06490 44984 49307 62717
59 37404 80416 69035 92980 49486 74378 75610 74976 70056 15478
60 32400 65482 52099 53676 74648 94148 65095 69597 52771 71551
61 89262 86332 51718 70663 11623 29834 79820 73002 84886 03591
62 86866 09127 98021 03871 27789 58444 44832 36505 40672 30180
63 90814 14833 08759 74645 05046 94056 99094 65091 32663 73040
64 19192 82756 20553 58446 55376 88914 75096 26119 83898 43816
65 77585 52593 56612 95766 10019 29531 73064 20953 53523 58136
66 23747 16364 05096 03192 62386 45389 85332 18877 55710 96459
67 45989 96257 23850 26216 23309 21526 07425 50254 19455 29315
68 92970 94243 07316 41467 64837 52406 25225 51553 31220 14032
69 74346 59596 40088 98176 17896 86900 20249 77753 19099 48885
70 87646 41309 27636 45153 29988 94770 07255 70908 05340 99751
71 50099 71038 45146 06146 55211 99429 43169 66259 97786 59180
72 10127 46900 64984 75348 04115 33624 68774 60013 35515 62556
73 67995 81977 18984 64091 02785 27762 42529 97144 80407 64524
74 26304 80217 84934 82657 69291 35397 98714 35104 08187 48109
75 81994 41070 56642 64091 31229 02595 13513 45148 78722 30144
76 59537 34662 79631 89403 65212 09975 06118 86197 58208 16162
77 51228 10937 62396 81460 47331 91403 95007 06047 16846 64809
78 31089 37995 29577 07828 42272 54016 21950 86192 99046 84864
79 38207 97938 93459 75174 79460 55436 57206 87644 21296 43395
80 88666 31142 09474 89712 63153 62333 42212 06140 42594 43671
81 53365 56134 67582 92557 89520 33452 05134 70628 27612 33738
82 89807 74530 38004 90102 11693 90257 05500 79920 62700 43325
83 18682 81038 85662 90915 91631 22223 91588 80774 07716 12548
84 63571 32579 63942 25371 09234 94592 98475 76884 37635 33608
85 68927 56492 67799 95398 77642 43913 91853 08424 81450 76229
86 56401 63186 39389 88798 31356 89235 97036 32341 33292 73757
87 24333 95603 02359 72942 46287 95382 08452 62862 97869 71775
88 17025 84202 95199 62272 06366 16175 97577 99304 41587 03686
89 02804 08253 52133 20224 68034 50865 57868 22343 55111 03607
90 08298 03879 20995 19850 73090 13191 18963 82244 78479 99121
91 59883 01785 82403 96062 03785 03488 12970 64896 38336 30030
92 46982 06682 62864 91837 74021 89094 39952 64158 79614 78235
93 31121 47266 07661 02051 67599 24471 69843 83696 71402 76287
94 97867 56641 63416 17577 30161 87320 37752 73276 48969 41915
95 57364 86746 08415 14621 49430 22311 15836 72492 49372 44103
96 09559 26263 69511 28064 75999 44540 13337 10918 79846 54809
97 53873 55571 00608 42661 91332 63956 74087 59008 47493 99581
98 35531 19162 86406 05299 77511 24311 57257 22826 77555 05941
99 28229 88629 25695 94932 30721 16197 78742 34974 97528 45447
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STP588-EB/Nov. 1975
Introduction
Proper statistical analysis of planned fatigue experiments involves
writing the mathematical model relevant to the given organizational
structure (for example, a split plot program), transforming the observed
data as required (for example, taking log life), performing the appropriate
statistical analysis pertinent to the stated test objective, and examining the
residual errors to ascertain as well as possible whether the transformed data
meet the assumptions underlying the mathematical model and analysis.
This overall process is mandatory for all fatigue test programs, even though
the individual steps may differ considerably in their detail and rigor depend-
ing on the situation.
For test programs whose primary objective is comparative in nature
(that is, to compare the fatigue behavior of two or more materials or com-
ponents), it is recommended that the statistical analysis methodology known
as analysis of variance (ANOVA) be used. The necessary steps in analysis
of variance are illustrated in this Chapter for the specific case of the paired
comparison (RCB) test program (see Fig. 3, Chapter 1). ANOVA for
other test programs may be found in Refs 1, 6-9.
TABLE 7--Example fatigue data for a paired comparison test program. (The number o f
blocks (b = 4) is made small deliberately to permit the reader to follow the numerical
details o f each step o f the analysis.)
Treatments
A B
Block Cycles to Failure Remarks
b[,~]
1 t~.] 6 620 000(2) 7 880 000o.) Vendor A
2E~] 4 310 000c2) 5 210 000o.) Vendor B
3cx~ 15 020 000o.) 9 070 000(2) Vendor C
4t4] 7 380 000(1) 3 740 000(2) Vendor D
NOTE I : Test conduct requires that both specimens in each block be tested back to back
in random time order on the same test machine at the same stress level. But different test
machines may be used to test different blocks.
NOTE 2: The time order of testing blocks is denoted by btkb assuming a single machine
is used in testing. If two or more test machines are used, the blocks assigned to each given
machine are tested in random time order.
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36 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
where
y~j = numerical value observed (measured) for the i th treatment in
the jth block, namely the observed datum,
average of all observed datum values, y , , for example, the average
of the values in Table 8,
estimated treatment effect. (~ = t, - ~, where L is the average of
all measurements involving the i th treatment),
b~ = estimated block effect. (1)~ = D~ - }, where D~ is the average of
both measurements involving the jth block, and
~ = estimated value of the r a n d o m error, c o m m o n l y termed the
residual or the residual error, associated with the i th treatment in
the jth block.
TABLE 8--Example data o f Table 6, transformed using logs base 10. a (The treatment averages
and the block averages are subsequently used to compute the treatment effect estimates
and the residual errors e~i).
Treatment
a Although generally speaking logs base e are preferable in modern computation, logs
base 10 are used herein to conform to common engineering practice.
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y..
7.2
7.1
Average(A) = ~. = 6.875
7.0
6.9 l - m
~. 6.8 Grand Average = 6.83
m
6.7
0
6.6 Average (8) = B = 6.786
6.5
" 6.4
o
-- 6.3 -
Identification
.I-
-J 6,2
6.1 9 Treatment A
6.0 Im Treatment B
0
Z
I I I I I I I I
Z
I 2 3 4 5 6 7 8 Time Order of Testing Specimens
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38 MANUALON STATISTICAL PLANNING AND ANALYSIS
#~-= [Z#,,2]/(N,,,ocks- 1)
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CHAPTER 2 O N NECESSARY STEPS 39
second life is equally likely to be smaller or larger than the first life in each
block (and that block outcomes are independent of one another.)
Generally speaking, if the data show any significant statistical trends,
such trends (differences) will be quite evident in the appropriate plot.
Thus, data plotting should always accompany (and preferably precede) the
corresponding statistical analysis. In certain cases data plotting may even
indicate a priori the nature of the outcome of the statistical analysis. For
example, the individual treatment differences in Fig. 7 display considerable
variability about their average value. Hence, it is unlikely that the observed
treatment differences will lead to a rejection of the null hypothesis of no
actual treatment effects.
(A-e)
0.5
04.
4
0.:5
|
Z 0.2
0
a
o~ o.= Average Difference
(0 08906)
=
o
oo Ira-
of testtng)
-02 5 I 2
FIG. 7--Plot of example data displaying(average) treatment difference, A-B, within blocks.
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40 MANUAL ON STATISTICAl PLANNING AND ANALYSIS
y,, = ~ + ~ + ~ + ~,
i= 1 i=1
~ T h e degrees o f f r e e d o m are established as follows. First, the data y~j are viewed as a
c o l u m n vector w h o s e elements are the eight i n d e p e n d e n t observations ( m e a s u r e m e n t s )
listed. This c o l u m n vector thus h a s eight degrees o f freedom (when plotted in N = 8 space).
T h e d a t a vector is the s u m o f the respective c o l u m n vectors }, F, ~, a n d ~. T h e c o l u m n
vector ~ is comprised o f a single (repeated) element. It t h u s h a s a single degree o f freedom.
T h e c o l u m n vector ?`has two distinct (repeated) elements, b u t one set o f repeated elements
is related to the,other set, namely, Y.i'~ = 0. T h u s , ?'has one (2 -- 1) degree o f freedom. T h e
c o l u m n vector b is c o m p r i s e d o f four distinct (repeated) elements, which are related by the
(single) constraint Zb~ = 0. T h u s it h a s three (4 -- 1) degrees o f freedom. Finally, the error
( c o l u m n ) vector h a s three degrees o f freedom, namely, 8 -- (1 + 1 + 3) = 3. Its degrees o f
freedom are obtained by subtraction, because the constraints involved are usually m u c h
m o r e tedious to e n u m e r a t e directly.
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CHAPTER 2 ON NECESSARY STEPS ~.1
and parameter estimation are associated only with test programs based on
properly planned organizational structures.
The paired comparison data are "explained" (decomposed) in Table 9.
The magnitude of the random error has been estimated for each test
observation. These residual errors are assumed to be normally distributed.
Hence, if the normality assumption is correct, the ordered residuals should
plot (lie) "near" a straight line on normal probability paper. But this
example was made small deliberately to simplify the calculations for the
reader, and therefore the data are so meager that a plot of the residual
errors on normal probability paper is hardly worthwhile. Nevertheless,
Figure 8 presents the required plot for the data of Table 9. The plotting
position used to locate (plot) the datum point along the nonlinear P-scale
is (for the normal distribution)
j - (3/8)
eplottmg position --
N + (1/4)
in which N is the number of residuals and j = l, N. The relevant plotting
positions and the ordered residuals are summarized in Table 10.
As evident in Fig. 8 the ordered residuals lie near the straight line repre-
senting the estimated normal distribution (which passes throughout the
point (0.0, 0.0) and has a slope equal to (1.0/estimated standard deviation)
= 1.0/0.139 = 7.2.) The standard deviation e for this plot is computed
using the expression e2 = [Z~2]/(Nblocks __ 1), in which the summation
acts over all residual errors.
Ordinate Abscissa
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Y(LINEAR) Normal probability paper
P(NONLINEAR)
(Y=) Z
c:
3.0
o
Z
2.0
N
Treatment A O ~ " Slope = 0.1--~ = +
0.0 Z
~-(o.o,o.o)
Z
f l
J
-I.0 li~ I _.
-2.0
-3.0 I I I I I I I I I I I I I X(LINEAR)
-0.10 0.0 0.10
Ordered Residuals
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CHAPTER 2 ON NECESSARYSTEPS 43
= [(-0.08236) 2 + ( - 0 . 0 8 5 7 1 ) 2 + (+0.06500) 2 +
(+0.10307) 2 + (+0.08236) 2 + (+0.08571) 2 +
( - 0 . 0 6 5 0 0 ) 2 + (-0.10307)2]/(4 - 1) = 0.01932
0.O1586
Fob ..... d -- -- 0.82
0.01932
Table 11 presents the classical format for summarizing the foregoing
calculations, namely, the ANOVA table. The tabulated value of the F
statistic (with 1 and 3 degrees of freedom) at the 5 percent significance level
is 10.1, refer Natrella [1], Table A.5. The observed value is clearly non-
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44 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
Source DF MS F
significant, namely, 0.82 is much smaller than 10.1. This outcome indicates
that an observed F-value on the order of 0.82 could easily occur by chance
when sampling randomly from the populations described by the foregoing
mathematical model with ~-a = TB = 0, that is, the " o b s e r v e d " treatment
effect estimates m a y be attributed to e (random variability) rather than r
(fixed treatment differences). However, it must be noted that the sample
size is so small that the statistical power of the test is very poor. u
The sample size given in Table 7 is so small, in fact, that if it had been
suspected a p r i o r i that the treatment effect would indeed be small, then the
test p r o g r a m should not have been conducted. Such small test programs
are effective only when the treatment effects measured are large c o m p a r e d
to ~. The outcome of the foregoing analysis does not indicate there is no
treatment effect. Rather, it merely indicates that the actual treatment effect,
if any, is too small to be detected reliably with the given sample size.
This latter interpretation may or may not be of value in the given situation.
Note that the computational results for blocks (vendors) have been
omitted from the analysis of variance table. This experiment provides no
statistical basis for comparing the vendors. There are two reasons for this:
first, the vendors were not selected at r a n d o m from the universe of all
possible sources (and seldom are), and second, the vendors are not truly
replicated. ( F r o m a broader organizational structure point of view, Treat-
ments A and B m a y be regarded as split plot treatments within each
vendor.)
I f vendors were of interest in this program, and if a single machine had
been used in testing, then a re-examination of Fig. 6 leaves the implication
that Vendor D might have basis for a complaint regarding a long-range
downward trend of the data, possibly due to deterioration of machine
performance. But, of course, if vendors were of interest, then a different
test p r o g r a m would have been used, and the vendor effects would have
been isolated from possible long-range time trends. F'roper test planning
xt The power of the test should be considered in sizing the program. Consult Refs 11-13.
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CHAPTER 2 ON NECESSARYSTEPS 45
Summary
Most statistical analyses of fatigue life data should involve an analysis of
variance (ANOVA) or covariance (ANOCOVAR), or the equivalent in
special situations. For complex fatigue programs, a professional statistician
should be consulted to plan the program prior to testing and to conduct
the subsequent analyses. But for simple test programs, say of the type in
the foregoing paired comparison example, both the test planning and the
ANOVA are sufficiently straightforward to be carried out competently by
nonstatisticians, especially by fatigue researchers with some statistical back-
ground. In this regard, Ref i should be of considerable value to beginners
because it not only emphasizes applications, it also presents numerous nu-
merical examples. For a broader view of statistical analysis, Refs 6-8 may be
of interest, because each, to a different degree, emphasizes both theory and
application. Reference 9 pertains specifically to the fatigue test situation,
emphasizing planned experiments and the associated analysis of variance.
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STP588-EB/Nov. 1975
Introduction
The key step in planning any fatigue test, and especially those involving
only a few specimens, is to define clearly before testing the primary test
objective. If the test data will be regarded as preliminary or exploratory,
as is common in the generation of much research data, then test planning
is markedly different than when the tests are expected to generate reliable
life data.
S
log S
Reverse Curvoture
(a) S4 Straight
S3 _
Forward Curvature
Log N
S
log S
--"-~4 " ~ I Stroight
(b)
Curvafure
Log N
log S
(c) Straight
Fatigue Limit
Log N
FIG. 9--Three elementary types o f S-N curves (E 468-72 T) with straight and curved
domains. Generally two stress levels per domain are sufficient to describe the curve shape
adequately. Note that fatigue limits should be estimated using either the up-and-down strategy
or the two-point method.
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48 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 3 ON PLANNING S-N AND RESPONSE TESTS 49
9 Fretting
9 No Fretting
130 A IA 9b d I IItlL J
OOe
125
v" 120
I10 9 ~
I05
I00100 2o0 500 10o0 2000
N, C y c F e s x 10 - 3
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50 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
form along the life interval of interest (that is, homoscedastic variance)
and the total number of specimens available for testing is fixed, the allo-
cation of specimens should be as follows: test one half the specimens at
S~, the other half at $2. But if test time, cost, or the precision of some
point on the S-N curve is critical, Ref 9 or 14 should be consulted for
optimal specimen allocation.
where n~ is the number of specimens tested at stress level S,, whose standard
deviation of log life is a,. For uniform variance conditions (that is, homo-
scedasticity) this elementary allocation scheme dictates equal sample sizes
at each stress level. Such allocation, however, may be relatively inefficient
when estimating parameters in polynomial regression, or when predicting
the location of fitted points on the polynomial regression curve. (Consult
the references in Ref 14.)
'~ If the S-N curve is to be described in terms of Log S, then equal spacing refers to
Log S, not S.
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CHAPTER 3 ON PLANNING S-N AND RESPONSE TESTS 51
then the test program appropriate for this situation is that corresponding
to preliminary or exploratory testing.
Test Planning--The time order of testing is important in testing groups of
specimens at several stress levels. If tests are conducted at say three stress
levels, one specimen should be tested at each stress level in random time
order before starting the second set of replicates, etc. In particular it is
mandatory not to test all of the specimens allocated to the highest stress
level before testing all of the specimens allocated to the next lowest level,
etc. The latter technique guarantees analytical difficulties if an equipment
malfunction occurs, or if a fixutre modification is required. Moreover, the
random assignment of stress levels in time order usually assures an inde-
pendent stress setting for each new test, that is, assures true replication of
the stress level treatment. If two or more test machines are used, the time-
machine blocks may be confounded with as many other nuisance variables
as desired.
When blocks appear in the organizational structure of the test program,
analysis of variance is recommended to separate the nuisance variability
from the variability associated with true replication. Generally the overall
analysis is simplified when it is assumed the underlying distribution of log
life is normal, that is, fatigue life is log normally distributed.
I
different stress levels|
used in t e s t i n ~ J
~o replication = 100 I-
total number of |
specimens tested _J
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52 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
Minimum Number
Type of Test of Specimens
Discussion of Guidelines
Generally speaking when the shape of the S-N curve is known on the
basis of experience or a literature survey, then at least 50 percent replication
is desirable. The minimums given in the guidelines are justified only when
necessitated by compelling considerations. When the shape of the S-N
curve is unknown, the percent replication should increase markedly as the
test program progresses. In particular, at least three out of four specimens
should be replicates by the time the number of stress levels used in testing
reaches the order of six to eight.
It is advisable to allocate at least two specimens for purpose of replication
in all S-N test programs, including those involving the minimum recom-
mended number of specimens. These two specimens may either be used to
replicate the highest and lowest stress levels used in the test program, or
both may be used to replicate only the lowest stress level. The latter alloca-
tion is usually slightly conservative in estimating the variability of the
fatigue life data (namely, tends to give a larger estimate of the variability
than occurs for replicating both the highest and lowest stress levels, because
the variability of fatigue life data tends to increase as the median life
increases).
Probit Method
In the well-known Probit method of conducting fatigue strength and
fatigue limit test programs, a group of specimens is tested at each of several
uniformly spaced stress levels. Such data may be used subsequently to fit a
fatigue strength response curve, commonly termed the P-S curve [9,15,16].
However, the Probit method is relatively inefficient for estimating the
median fatigue limit from a statistical point of view, and it usually requires
more specimens than are available for fatigue testing. Consequently the
Probit method is not recommended in this manual. Rather, the two-point
method presented later should be used whenever the number of test speci-
mens is limited.
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CHAPTER 3 ON PLANNING 5-N AND RESPONSE TESTS 53
O. 70
Normal
0.60 Distribution \
/ /
0.50
Weight
Extreme Value
w
/ -Smallest
0.40 Distribution
[w = (dP/dY)2]
PQ J
I
0.30
020 / / Logistic \
Distribution
\
\
O.iO
\
o.oo
o.o o.I o.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 I.O
P
FIG. 11--Plot o f statistical weight w (per specimen) versus P, the true probability o f
failure at the given stress level used in testing. For symmetrical distributions the weight w
is directly proportional to the effectiveness o f that specimen in locating the median fatigue
limit.
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54 M A N U A L O N STATISTICAL PLANNING AND ANALYSIS
77.5
750 X X X X , -
I0 14 22 28
725 X O--'X----O'mX X---<)--" X - - X "--<)-- X - -
5 9 II 15 15 19 21 23 25 27 29
Cn 70.0 o x-o--o o-o o-
"4 16 18 20 24 26 30
6Z 5 o o o
CO 7 17
65.0 - o
2
6 2 . 5 OI , 0 No FaiLure
X Foilure
60.0
Test Number
Up-and-Down Method
Up-and-Down Strategy--Specimens are tested sequentially, one at time
in the most elementary version of this strategy, as indicated in Fig. 12.
The first specimen is tested at a stress level approximately equal to the
median fatigue limit estimated by experience or using preliminary S-N
data. If this specimen survives a specified number of cycles N* (or a given
duration), the next specimen is tested at a higher stress level. Otherwise, it
is tested at a lower stress level. Generally, for convenience of analysis the
spacing of the increments between adjacent stress levels is uniform (con-
stant). However, arbitrary spacing is quite permissible when it is to be
accompanied by a Probit-type analysis [1] or [9].
The primary advantage of the up-and-down strategy over the Probit
method strategy is that the former estimates the median fatigue limit much
more rapidly in terms of number of specimens expended. However, once
the approximate median fatigue limit has been estimated by up-and-down
testing, this strategy no longer retains its advantage, and may indeed
become relatively inefficient.
Two-Point Method
Two-Point Strategy--The two-point strategy [9,18] is the same as the up-
and-down strategy until the first test result such that two nonzero and
nonunity proportions failed are observed, 13 after which specimens are
tested only at the two corresponding stress levels. In Fig. 12 the second
nonzero, nonunity proportion failed is observed at specimen 9. Subse-
quently all tests should be conducted at either $1 (70.0) or $2 (72.5). Note
that the two-point strategy avoids testing four specimens at $3 (75.0)
where the statistical weight associated with the specimens is diminished
markedly. In addition, testing of specimen 17 at an equally ineffective
stress level is avoided.
Is The up-and-down strategy is used until there are two P-values to plot on the proba-
bility paper o f Fig. 13.
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CHAPTER 3 ON PI-ANNING S-N AND RESPONSE TESTS 55
For the normal and logistic distributions, 950 equals zero when estimating
the median fatigue limit.
Example--Estimate the median fatigue limit for the data in Fig. 12
assuming the specimens 10, 14, 22, 28, and 17 have not been tested (omitted
according to the two-point strategy). Also ignoring specimens l, 2, 3, and 7,
the resulting data are
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y(LINEAR) P(NONLLNEAR) Normal probab| I I ty paper U~
O~
3:
(Y=) >
z
c:
3.0
SI S2 0
z
2.0 f 1.960
L645
.975
.95 I
1.282 .90 "
1.0 + 0.61 -1
>.
0"842 "80 P = 0"636 i z
^
Y2 =
0.524 .'tO 2 "~ 9
z_
z
+0.349 0.Z53 .60 0
o.o o.o .5o r~, ,''r F I
.o.~53 Ao I ,-- z
o
- - -0.5Z4 .30 ~ --
J
z
"~1 : 1 9 .o.,,,~ .~O-~l = O. 2 0 0 ' 9~ - ~ I,,';
-o.842 -,.o- ,......~. ~ I_o.6, , _. ,. .,<
-- -I.282 .10 / () I l ,I
S, KSI
F I G . 13--Analysis for the two-poiltt strategy. The fitted response curve (a straight line) passes tkroug]t the two points used in testing (St, PI;
S~, PO.
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CHAPTER 3 ON PLANNING $-N AND RESPONSE TESTS 57
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--Begin up- and - d o w n strategy
Z
r
>..
0
Z
~3
X~
"X Z
Z
\_ Z
G3
x,, Z
Z
0
w v
.~- II.-
3 4 5 Number
Log Cycles
Specimen Number Specimen Life
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Begin up-and --down strategy
t~
-p
\
c~
o
Z
x
Z
z
Z
0 0
0
w
Z
R.efest Runouts "7
FIG. 15--Preliminary testing ill which a single test specimen is used. (Note) This procedure is not r e c o m m e n d e d except in extreme situations involving
expensive components.
t~
*,0
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60 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
independent of the outcomes for the other test machines. The overall
results may subsequently be combined using a Probit-type analysis [1] or
[9] (confounding machine differences with the median fatigue limit).
When using several machines to speed response data output care should
be taken to assure that individual machine calibration differences do not
inadvertently introduce a bias into the slope estimate of the response curve.
Note that if a given test machine has a calibration error of magnitude 6, the
slope of the overall response curve will be biased if all its tests are con-
ducted on one side of the median fatigue limit. But this bias will be dimin-
ished markedly by an attempt to balance the stress levels above and below
the median fatigue limit.
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STP588-EB/Nov. 1975
Nomenclature
Introduction
entirely. On the other hand, when the comparison is made by the same
personnel in the same laboratory at the same time, both the physical
interpretation and the statistical inference clearly have greater validity.
Moreover, if one of the samples pertains to a reference population (say
the material, processing, configuration, etc., presently being used), then
the interpretation and inference are enhanced even further.
We shall assume that all data are generated using a completely ran-
domized design (CR D) test program; namely, we assume that all data are
generated at the same time ~ by the same personnel using the same equip-
ment, and that all sample allocations are established using random number
tables. These assumptions, in effect, validate the use of the statistical tables
presented herein.
Let X be the reference population. Assume Nx specimens are tested, and
the data, ordered from smallest to largest, are: xl, x2 . . . . . XN~. Further,
let Y be the other (test) population. The respective ordered Y data are:
yl, Y2. . . . , Yiy. Usually, My < Nx for practical reasons.
Censored Data
Usually, when an individual fatigue test specimen does not fail within a
reasonable period of time, the test is suspended, and the only life informa-
tion available is that the given specimen endured a specific test duration.
Or, when the resources allocated to the given test program are limited, it
may be necessary at some point in time to suspend all fatigue tests then
still in progress. In either ease, the test data are censored.
There are a number of different categorizations of censored data. In fact,
each distinct set of rules for suspending individual tests leads to a different
category (and statistical analysis) of censored data. For example, the overaU
test program could be suspended as soon as the first X failure is observed,
or it could be suspended as soon as the third failure is observed (counting
both X and Y), or it could be suspended as soon as all specimens have
either failed or endured a specific test duration. Each of these three cases
~a That is, during a specified time period in which it may reasonably be assumed the test
conditions and environment are invariant for practical purposes.
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 63
Test of Hypolhests
The classical statistical test o f hypothesis technique is receiving m o r e
and more criticism as this "decision m a k i n g " technique finds b r o a d e r
application. Nevertheless, it provides a starting point in analysis and
interpretation of fatigue life data.
The null hypothesis for c o m p a r i n g two life populations is simply that
b o t h distributio.ns are identical, whatever the distributions and the p a r a m e -
ter values. Then, if the null hypothesis is true, there would be (Nx + M~)
factorial equally likely permutations for the c o m b i n e d (X plus Y) set o f
ordered data. O f these permutations, only a small fraction will c o r r e s p o n d
to the situation where m o s t X's precede, say, the first observed Y (termed
yl). Hence, if that were the given test p r o g r a m outcome, we have either
observed an unlikely event if the null hypothesis is true, or a m o r e likely
event if indeed Y > X . : Usually, if the probability of the given event is
less than 0.10 assuming the null hypothesis is true, we opt for the decision
that the null hypothesis is not true, that is, we reject the null hypothesis.
N o t e that if indeed the null hypothesis is true, we would incorrectly reject
it less than 0.10 X 100 percent of the time in repeated applications (repeated
trials). This mistake is termed a Type i error.
On the other hand, we might also m a k e the mistake of not rejecting the
null hypothesis when it is false. This mistake is called a Type II error, The
~6The two most common types of censoring are referred to as Types I and II in the
statistical literature. Type I pertains to censoring based on test t~me endured, namely, each
individual test is suspended as soon as the specimen has survived a specific prestated test
duration. For example, run-outs in fatigue testing (at say N* cycles) correspond to Type I
censoring. Note that the number of suspended tests is a random variable for Type I censor-
lng. In contrast, Type II censoring pertains to a censoring plan based on a prespecified
number of censored observations, for example, suspending the overall test program as
soon as the second Y failure is observed (to accelerate the comparison).
: Y > X Is read : Y is stochastically greater than X; namely, F(z) > G(z)for all z, where
F and G are the cumulative distribution functtons of X and Y, respectively. A loose verbal
translation is that Y is greater than X in distribution. X and Y are random variables.
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64 MANUALON STATISTICAL PLANNING AND ANALYSIS
larger the Type I I error the smaller the power of the statistical test of
hypothesis, namely, the smaller the probability of correctly rejecting the
null hypothesis when it is false.
For a given significance (Type l error) level, the power of a statistical
test of hypothesis is controlled primarily by the sample sizes used in the
test program. But test planning is also important. Thus consultation with a
statistician to assure reasonable statistical power before becoming com-
mitted to an expensive test program is quite prudent.
Alternative Hypotheses
Types I and II errors are not independent of one another. In order to
tabulate the significance levels pertinent to testing the null hypothesis,
we must properly state the alternative hypothesis, namely, what we con-
elude if we reject the null hypothesis.
Elementary alternative hypotheses are of two types: one-sided or two-
sided. A one-sided alternative hypothesis is used when the question is
whether Y is an improvement over X, that is, the alternative hypothesis is
Y > X. On the other hand, the two-sided alternative is used when the
question is whether Y is different than X, either Y > X or Y < X. In
summary
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICALTESTS 65
Next, we order the entire collection of data, but retaining the X, Y identity
of the individual datum
Now, the test statistic used to refer to statistical tables must be defined for
these data. Note that the alternative hypothesis Y > X is neither over-
whelming nor unreasonable.
In overall perspective, Mann and Whitney's U statistic provides the best
distribution-free statistical test available for the two sample life com-
parison situation with no censoring, Table 12.
XXXX Y Y X Y X Y
The observed value of U, termed u, is 5. (Note that each of the first two
Y's precede two X's, and thereby contribute four counts to u. The third
Y precedes one X and thus contributes the final count to u.)
Example--Given N~ = 10 and M~ = 2. Suppose the test outcome is
XXXX Y XXXXXX Y
In this case u = 6.
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66 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
columns state the critical significance values of u~ for which (if the null
hypothesis is true)
Prob [U < u~] < , ~
where a, the size of the Type I error, is equal to 0.10, 0.05, 0.025, and 0.01,
respectively. The four adjacent columns denoted Prob state the exact size
of the significance test for the corresponding values of u~.
Given the tables and the observed value u of U, the appropriate sig-
nificance test of size a is
reject the null hypothesis if u < uo, or
"accept" the null hypotheses if u > u~
Example--Given the outcome X X X X Y Y X Y X Y, consider the
statistical significance at the 0.10 level.
Answer--For My = 4 and N~ = 6, Table 12 indicates that a value of U
equal to 5 or smaller would occur 0.0857 X 100 percent of the time by
chance if the populations were indeed identical. This probability is suffi-
ciently small that we would usually opt to reject the null hypothesis and
believe instead that Y is better than X. (Note that a value of U equal to one
or smaller would occur by chance less than 1 percent of the time. This
probability is clearly sufficiently small that we would surely opt to reject
the null hypothesis and believe instead that Y is better than X.)
Example--Given the outcome X X X X Y X X X X X X Y, consider the
statistical significance at the 0.10 level.
Answer--For Mu = 2 and N~ = 10, examination of Table 12 indicates
that a value of U equal to 3 or smaller is regarded as significant statistically
at the 0.10 level (exact size 0.0909). Thus, the observed value u = 6 does
not support a decision to reject the null hypothesis, that is, we have no
overwhelming reason to suspect the null hypothesis even though the odds
favor the proposition that Y is better than X.
Censored Data
Run-Outs
Case / - - S u p p o s e each individual test is terminated as soon as the
specimen fails or is a run-out at say N* cycles. In this case, the overall data
consist of the ordered life data and the numbers of X and Y run-outs.
1. Suppose the following data are observed
X: 212, 329, 500(DNF) is, 192, 500(DNF),
401,231,345 (Nx = 8)
Y." 112, 143, 177, 151 (My = 4)
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 67
U,~ ua Ua u,~
M~ N~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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68 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
u~ u~ u~ ua
Mr N~ 0.10 Prob 0.05 Prob 0.025Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 69
tt. u~ tl~ ua
M~ N~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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70 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
Answer- Visual inspection does not suffice in this case. Thus, we first
order each set of data from smallest to largest
Next, we order the entire collection of data, separating the run-outs from
the life data but retaining the X, Y identity of the individual datum.
Life Data
112, 143, 151, 177, 192, 212, 231,329, 345, 401
X X X X Y Y X Y X Y
Suspended Tests
X's: 0
Y's: 1
Now, the test statistic used to refer to statistical tables must be defined for
these data.
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 71
Halperin' s UH Statistic
Halperin [25] devised a modification of Mann and Whitney's U statistic
which accounts for certain individual tests being suspended as soon as the
specimen has survived a pre-established duration, say N* cycles. He shows
that the limiting form of the distribution of UII is normal if My and N~ go
to infinity in any arbitrary manner. The power of the UH statistic is con-
sidered in R e f 26.
Halperin's Un statistic is defined as
XXXX YY X Y X Y (Y)DNF
The observed value of U~t, termed u~,, is 5 + 0 = 5. (The life data con-
tributes a count of 5 to uh; and the suspended data contributes a count of
zero, namely, 4(6 - 6) = 0.)
Halperin's Tables
Table 13 consists of eleven columns. The first three identify My, N~, and
RH, respectively. The last eight columns consist of four pairs of columns,
each pair denoted uh and Prob. The four uh columns state the critical
significance values of (ut,), for which (if the null hypothesis is true and
given RH)
Prob[UH < (uh).] _-< c~
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72 MANUAk ON STATISTICAL PLANNING AND ANALYSIS
where a, the size of the Type I error, is equal to 0.10, 0.05, 0.025, and 0.01,
respectively. The four adjacent columns denoted Prob state the exact size
of the significance test for the corresponding values of (Uh),.
Given the tables and the values of RH and Uh, the appropriate significance
test of size c~ is
reject the null hypothesis if uh < (Uh),, or
"accept" the null hypothesis if Uh > (Uh),
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAl TESTS 73
T A B L E 13--Halperin's U~ statistic."
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78 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
T A B L E 1 3 - - H a l p e r i n ' s U n statistic ( c o n t i n u e d ) .
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 79
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 81
$t h a U ha bl h a U ha
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 83
Id ha Id hct bl h a lib=
My Nx RH 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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84 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
6 14 2 25 0.0936 21 0 . 0 4 8 2 17 0.0216 13 0 . 0 0 8 2
6 14 3 24 0.0878 20 0 . 0 4 4 5 17 0.0242 13 0 . 0 0 9 2
6 14 4 24 0.0996 19 0 . 0 4 2 8 16 0.0231 12 0 . 0 0 R 6
6 14 5 22 0.0864 18 0 . 0 4 3 3 15 0.0231 11 0 . 0 0 8 3
6 14 6 21 0.0903 17 0 . 0 4 5 4 14 0.0244 i0 0 . 0 0 8 8
6 14 7 20 0.0972 16 0 . 0 4 9 7 12 0.0215 9 0.0099
6 14 R iR 0.0932 14 0 . 0 4 7 0 Ii 0.0246 7 0.0079
6 i4 9 16 0.0899 I2 0 . 0 4 4 4 9 0.0217 5 0.0087
6 14 iO I4 0.0921 IO 0 . 0 4 4 4 7 0.0249 4 0.0054
6 i4 Ii i2 0.0954 8 0.0477 6 0.0238 0 0.0
6 14 12 9 0.0851 7 0.0443 6 0.0238 0 0.0
6 14 13 8 0.0775 7 0.0443 o 0.0 0 0.0
6 14 14 R 0.0775 0 0.0 0 0.0 0 0.0
6 15 0 27 0.0890 23 0 . 0 4 7 4 19 0.0224 15 0 . 0 0 9 2
6 15 i 27 0.0890 23 0 . 0 4 7 4 19 0.0224 15 0 . 0 0 9 2
6 15 2 27 0.0930 23 0 . 0 4 9 9 19 0.0237 15 0 . 0 0 9 7
6 15 3 26 0.0876 22 0 . 0 4 6 3 iR 0.0216 14 0 . 0 0 8 6
6 15 4 26 0.0986 21 0 . 0 4 4 9 17 0.0206 13 0 . 0 0 8 0
6 i5 5 25 0.0994 20 0.0454 16 0.0208 i20.OORO
6 15 6 23 0.0899 19 0 . 0 4 7 4 15 0.0218 11 0 . 0 0 ~ 2
6 15 7 22 0.0961 17 0 . 0 4 3 0 14 0.0239 iO 0 . 0 0 9 4
6 15 8 20 0.0924 16 0 . 0 4 8 2 12 0.0224 8 0.0080
6 15 9 18 0.0890 14 0 . 0 4 8 0 Ii 0.0248 6 0.0085
6 15 iO 16 0.0898 12 0 . 0 4 4 9 8 0.0224 5 0.0085
6 15 II 14 0.0912 9 0.0426 6 0.0170 5 0.0085
6 i5 I2 ii 0.0900 8 0.0462 6 0.0170 0 0.0
6 i5 i3 9 0.0791 7 0.0316 0 0.0 0 0.0
6 I5 14 9 0.0922 0 0.0 0 0.0 0 0.0
6 15 15 9 0.0922 0 0.0 0 0.0 0 0.0
7 4 0 6 0.0818 4 0.0364 3 0.0212 1 0.0061
7 4 i 6 0.0818 4 0.0364 3 0.0212 I 0.0061
7 4 2 6 0.0848 4 0.0364 3 0.0212 1 0.0061
7 4 3 6 0.0909 4 0.0364 3 0.0212 1 0.0061
7 4 4 5 0.0697 4 0.0455 3 0.0212 1 0.0061
7 4 5 5 0.0939 3 0.0333 2 0.0121 1 0.0061
7 4 6 4 0.0879 3 0.0485 1 0.0061 1 0.0061
7 4 7 3 0.0667 2 0.0455 1 0.0242 0 0.0030
7 4 8 1 0.0242 I 0.0242 1 0.0242 0 0.0
7 5 0 8 0.0745 6 0.0366 5 0.0240 3 0.0088
7 5 i 8 0,0745 6 0,0366 5 0.0240 3 0.0088
7 5 2 8 0.0770 6 0.0379 5 0.0240 3 0.0088
7 5 3 8 0.0846 6 0.0404 4 0.0152 3 0.0088
7 5 4 7 0.0707 6 0.0480 4 0.0189 3 0.0088
7 5 5 7 0.0909 5 0.0404 4 0.0240 2 0.0051
7 5 6 6 0.0947 4 0.0366 3 0.0202 1 0.0025
7 5 7 5 0.0985 3 0.0278 2 0.0189 0 0.0013
7 5 8 3 0.0808 2 0.0455 1 0.0101 0 0.0
7 5 9 2 0.0455 2 0.0455 0 0.0 0 0.0
7 6 0 II 0.0903 8 0.0367 6 0.0175 4 0.0070
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86 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
U ha I,l h a I~ h a l t hct
My N~ RH 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 8(2
nag* U hot ll h a a ha
M~ N~ Rn 0.10 Prob 0.05 Prob 0.025 Prob 0 . 0 1 Prob
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90 MANUAl ON STATISTICAl PLANNING AND ANALYSIS
Uha R ha tl ha Uha
Mu N~ R~ 0.I0 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 91
T A B L E 1 3 - - H a l p e r i n ' s UH statistic ( c o n t i n u e d ) .
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92 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 93
I~ha U Aa lg het bl ha
Mu N~ R~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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94 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
9 14 9 32 0.0916 27 0.0463 23 0 . 0 2 4 0 iS 0 . 0 0 8 9
9 14 I0 30 0.0955 25 0.0470 21 0 . 0 2 4 1 16 0 . 0 0 8 8
9 14 Ii 28 0.0981 23 0.0487 18 0 . 0 2 1 0 14 0 . 0 0 9 0
9 14 12 25 0.0914 20 0,0454 16 0 . 0 2 2 4 12 0 . 0 0 9 6
9 14 13 22 0.0901 17 0.0418 13 0 . 0 1 9 2 9 0.00~7
9 14 14 19 0.0859 15 0.0439 ii 0 . 0 2 4 5 7 0.0098
9 14 15 17 0.0849 ii 0.0455 8 0.0219 6 0.0061
9 14 16 12 0.0927 9 0.0455 7 0o0140 0 0~
9 14 17 i0 0.0892 8 0.0297 0 0.0 0 0.0
9 14 18 9 0.0595 0 0.0 00.0 00.o
9 15 0 45 0.0968 39 0.0478 34 0 . 0 2 3 8 28 0 . 0 0 8 9
9 15 i 45 0.0968 39 0.0478 34 0 . 0 2 3 8 28 0 . 0 0 8 9
9 15 2 45 0.0998 39 0,0494 34 0 . 0 2 4 6 28 0 . 0 0 9 2
9 15 3 44 0.0951 38 0.0464 33 0 . 0 2 2 8 28 0 . 0 0 9 9
9 15 4 43 0.0932 37 0.0450 32 0 . 0 2 1 8 27 0 . 0 0 9 3
9 15 5 42 0.0938 36 0.0450 31 0 . 0 2 1 6 26 O . O O W l
9 15 6 41 0.0970 35 0.0466 30 0 . 0 2 2 3 25 0 . 0 0 9 3
9 15 7 39 0.0921 34 0.0498 29 0 . 0 2 3 8 24 0 . 0 0 9 9
9 15 37 0.0896 32 0.0479 27 0 . 0 2 2 5 22 O . O O q l
9 15 9 35 0.0892 30 0.0474 25 0 . 0 2 2 0 20 0 . 0 0 8 7
9 15 I0 33 0.0911 28 0.0481 23 0 . 0 2 2 1 18 0 . 0 0 8 7
9 15 Ii 31 0.0949 25 0.0435 21 0 . 0 2 3 2 16 0 . 0 0 8 7
9 15 12 28 0.0907 23 0.0463 19 0 . 0 2 4 3 14 0 . 0 0 9 8
9 15 13 26 0.0967 20 0.0442 16 0 . 0 2 3 2 12 0 . 0 0 9 7
9 15 14 22 0.0901 18 0.0481 14 0 . 0 2 4 8 8 0.0084
9 15 15 20 0.0924 15 0.0481 10 0 . 0 2 3 5 7 0.0087
9 15 16 1R 0.0962 ii 0.0481 8 0.0186 7 0.0087
9 15 17 12 0 . 0 9 3 0 9 0.0372 8 0.0186 0 0.0
9 15 18 10 0.0707 9 0.0372 0 0.0 0 0.0
9 15 19 10 0 . 0 7 0 7 0 0.0 0 0.0 0 0.0
I0 7 0 21 0 . 0 9 6 6 17 0 . 0 4 3 9 14 0 . 0 2 1 5 Ii 0 . 0 0 9 3
I0 7 1 21 0 . 0 9 6 6 I7 0.0439 14 0 . 0 2 1 5 ii 0 . 0 0 9 3
i0 7 2 21 0 . 0 9 9 4 17 0 . 0 4 4 9 14 0 . 0 2 1 9 11 0 . 0 0 9 4
i0 7 3 20 0.08~2 17 0.0475 14 0 . 0 2 3 0 ii 0 . 0 0 9 7
I0 7 4 20 0.0974 16 0.0418 13 0 . 0 1 9 2 I0 0 . 0 0 7 5
I0 7 5 19 0.0927 16 0.0484 13 0 . 0 2 1 9 i0 0 . 0 0 8 5
i0 7 6 18 0.0923 15 0.0462 12 0 . 0 2 0 1 9 0.0072
I0 7 7 17 0.0947 14 0.0467 II 0 . 0 1 9 1 9 0.0090
I0 7 8 15 0.0831 15 0.0499 I0 0 . 0 1 9 6 ~ 0.0093
i0 7 9 14 0.0936 ii 0.0411 9 0.0222 7 0,00q7
i0 7 I0 12 0.0908 9 0.0376 8 0.0245 5 0.0073
I0 7 Ii i0 0.0939 7 0.0345 6 0.0232 4 0.0090
I0 7 12 R 0.0854 6 0.0486 3 0.0147 2 0.0034
iO 7 i3 5 0.0882 3 0.0147 3 0.0147 0 0.0
I0 7 14 4 0.0515 0 0.0 0 0.0 0 0.0
i0 8 0 24 0.0864 20 0.0416 17 0 . 0 2 1 7 13 0 . 0 0 7 8
I0 8 i 24 0.0864 20 0.0416 17 o . 0 2 1 7 13 0 . 0 0 7 8
i0 8 2 24 0.0~90 20 0.0426 17 0 . 0 2 2 2 15 0 . 0 0 7 9
i0 8 3 24 0.0949 20 0,0454 17 0 . 0 2 3 4 13 0 . 0 0 8 2
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 95
U I~ U h~ lt h a a hot
Mu N. Rn 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 97
U h~ l t hc~ lg h a U ha
Mu N~ R~t 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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98 MANUAt ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 9(2
U hct ~lh~ U h~ U ha
Mu N= RH 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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] O0 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 101
U hct U hct Ig hr U ha
Mu Nx R~ 0.10 Prob 0.05 Prob 0,025 Prob 0 . 0 1 Prob
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102 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAl. TESTS 103
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104 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
U hct U ha Ig hct lt h a
M~ Nx R• 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 10.5
13 II 15 25 0.0903 21 0.0485 17 0 . 0 2 1 3 13 0 . 0 0 8 2
13 II 16 22 0.0903 18 0.0478 14 0 . 0 2 1 8 Ii 0 . 0 0 9 6
13 Ii 17 18 0.0927 15 0.0481 12 0 . 0 2 3 3 70.OOR4
13 ii iH 16 0.0991 13 O.04RI 70.OIR3 5 0.0034
13 ii 19 i0 0.0916 7 0.0311 6 0.0109 0 0.0
13 II 20 8 0.0815 7 0.0311 0 0.0 0 0.0
13 ii 21 8 0.0815 0 0.0 0 0.0 0 0.0
13 12 0 53 0.0930 47 0.0488 41 0 . 0 2 2 9 35 0 . 0 0 9 4
13 12 i 53 0.0930 47 0.0488 41 0 . 0 2 2 9 35 0 . 0 0 9 4
13 12 2 53 0.0951 47 0.0499 41 0 . 0 2 3 3 35 0 . 0 0 9 6
13 12 3 53 0.0993 46 0.0464 41 0 . 0 2 4 4 35 0 . 0 1 0 0
13 12 4 52 0.0962 46 0.0498 40 0 . 0 2 2 8 34 0 . 0 0 9 1
13 12 5 51 0.0953 45 0.0487 39 0 . 0 2 1 9 33 O . O O R 5
13 12 6 50 0.0966 44 0.0489 38 0 . 0 2 1 7 33 0 . 0 0 9 8
13 12 7 48 0.0903 42 0.0445 37 0 . 0 2 2 1 32 0 . 0 0 9 8
13 12 8 47 0.0961 41 0.0473 36 0 . 0 2 3 3 30 0 . 0 0 8 5
13 12 9 45 0.0942 39 0.0453 34 0 . 0 2 1 8 29 0 . 0 0 9 1
13 12 I0 43 0.0946 37 0.0447 33 0 . 0 2 4 6 27 0 . 0 0 8 5
13 12 II 41 0.0974 35 0.0455 31 0 . 0 2 4 7 25 O . O O R 2
13 12 12 38 0.0917 33 0.0476 2S 0 . 0 2 1 6 23 O . O O S 2
13 12 13 36 0.0995 30 0.0444 26 0 . 0 2 3 2 21 0 . 0 0 8 7
13 12 14 33 0.0980 28 0.0499 23 0 . 0 2 1 3 19 0 . 0 0 9 4
13 12 15 30 0.0987 25 0.0493 21 0 . 0 2 4 9 16 O . O O S 6
13 12 16 26 0.0920 22 0.0488 18 0 . 0 2 5 0 13 O . O O S 3
13 12 17 23 0.0S92 18 0.0481 15 0 . 0 2 4 3 ii O . O O S 8
13 12 18 18 0.0817 15 0.0389 ii 0 . 0 2 3 1 7 0.0088
13 12 19 17 0.0924 I0 0.0440 R 0.0246 6 0.0052
13 12 20 i0 0,0876 8 0,0391 7 0.0149 0 0.0
13 12 21 9 0.0957 8 0.0391 0 0.0 0 0.0
13 12 22 9 0.0957 0 0.0 0 0.0 0 0.0
13 13 0 58 0.0928 51 0.0454 45 0 . 0 2 2 1 39 0 . 0 0 9 5
13 13 i 58 0.092R 51 0.0454 45 0 . 0 2 2 1 39 0 . 0 0 9 5
13 13 2 58 0.0949 51 0.0464 45 0 . 0 2 2 5 39 0 . 0 0 9 7
13 13 3 58 0.0990 51 0.0486 45 0 . 0 2 3 6 38 0 . 0 0 8 7
13 13 4 57 0,0963 50 0.0466 44 0 . 0 2 2 3 38 0 . 0 0 9 4
13 13 5 56 0.0958 49 0.0458 44 0 . 0 2 4 6 37 0 . 0 0 8 9
13 13 6 55 0.0974 48 0.0462 43 0 . 0 2 4 6 36 O . O O S 7
13 13 7 53 0.0919 47 0.0479 41 0 . 0 2 2 0 35 0 . 0 0 8 8
13 15 8 52 0.0979 45 0.0452 40 0 . 0 2 3 4 34 0 . 0 0 9 2
13 13 9 50 0.0966 44 0.0495 38 0 . 0 2 2 1 32 0 . 0 0 8 4
13 13 I0 48 0.0975 42 0.0494 36 0 . 0 2 1 6 31 0 . 0 0 9 5
13 13 Ii 45 0.0907 39 0.0445 34 0 . 0 2 1 8 29 0 . 0 0 9 4
13 13 12 43 0.0959 37 0.0468 32 0 . 0 2 2 8 27 0 . 0 0 9 6
13 13 13 40 0.0932 34 0.0444 30 0 . 0 2 4 5 24 0 . 0 0 8 4
13 13 14 37 0.0923 32 0.0497 27 0 . 0 2 3 2 22 0 . 0 0 9 3
13 13 15 34 0.0940 29 0.0490 24 0 . 0 2 2 9 19 O . O O R S
13 13 16 31 0.0969 25 0.0442 21 0 . 0 2 2 3 16 0 . 0 0 8 5
13 13 17 27 0.0914 22 0.0450 18 0 . 0 2 4 6 13 O . O O R O
13 13 Is 24 0.0989 IS 0.0426 15 0 . 0 2 1 2 i0 0 . 0 0 9 7
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106 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
u ha I,l hr lt h= Uha
Mu Nx Ru 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 107
lt hr U hot ll ha ll ha
Mu N~ RH 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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108 MANUAL ON STATISTICAl PLANNING AND ANALYSIS
gaol U h~ U h~ l,l h~
Mu N= R~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 109
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1 10 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 111
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112 MANUALON STATISTICAL PLANNING AND ANALYSIS
Life Data
112, 143, 151, 177, 192, 212 ( = y2)
X X X X Y
Suspended Tests
X's: 2
Y's: 3
Next, the test statistic used to refer to statistical tables must be defined for
these data.
Young's Ur statistic is appropriate for a test program terminated at the
occurrence of the ru th Y failure, (namely, for Type II censoring) Table 14.
Young's Uy Statistic
Young [27] devised a modification of Mann and Whitney's U statistic
which accounts for suspended specimens when the test program is termi-
nated early to speed the comparison. His statistic assumes the test program
is terminated at the occurrence of the r~th Y failure. When r~ = 1, the
test program usually is termed a precedence test [28]. The power o f
Young's statistic and precedence tests are discussed in Refs 21, 27, and 28.
Young's Uv statistic is defined as
in which UL* is Mann and Whitney's U statistic for the observed life data
(but based on the numbers of times an X precedes a Y in the combined
ordered samplO 9) ignoring the r~th Y failure, and Uc* is the term used to
account for the censored data. Ue* is computed as follows
Uc* = J~(M~ - ry + 1)
x9It is important to note that Young and Halperin define their statistics differently.
Young counts the X's that precede a Y, while Halperin counts the Y's that precede an X.
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Young's Tables
Table 14 consists of eleven columns. The first three columns identify Mr,
ru, and N~, respectively. The remaining eight columns consist of four pairs
of columns, each pair denoted uu and Prob. The four uy columns state the
critical significance values of (uy)~ for which (if the null hypothesis is true)
P r o b [ U r > (uy)~] < a
where a, the size of the Type I error, is equal to 0.10, 0.05, 0.025, and 0.01,
respectively. The four adjacent columns denoted Frob state the exact
size of the significance test for the corresponding values of (uy)~.
Given the tables and the values of ry and uy, the appropriate significance
test of size a is
reject the null hypothesis if uy > (uu)~, or
"accept" the null hypothesis if uy < (uy)~
Example--Given the outcome X X X X Y y.., (2 X's and 3 Y's) suspended,
consider the statistical significance at the 0.10 level.
Answer--For Mu = 5, N~ = 6, and ry = 2, examination of Table 14
indicates that a value of U r equal to 20 or larger would occur 0.0887 • 100
percent of the time by chance if the populations were indeed identical.
This probability is sufficiently small that we usually opt to reject the null
hypothesis and believe instead that Y is better than X.
Example--Given the outcome X X X X Y X X X X X X y2 (5 X's, 2 Y's)
suspended, consider the statistical significance at the 0.10 level.
Answer--For My = 4, N~ = 15, and ry = 2, examination of Table 14
indicates that a value of U r equal to 39 or larger is regarded as significant
statistically at the 0.10 level (exact size 0.0973). Thus, the observed value
uy = 34 does not support a decision to reject the null hypothesis.
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 117
My a nila lly~ Uy a
My r~ Nx 0.I0 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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128 MANUAl. ON STATISTICAL PLANNING AND ANALYSIS
u~ u~ u~ uya
My ru N~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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CHAPTER 4 ON DISTRIBUTION-FREESTATISTICAL TESTS 129
APPENDIX I
Tables
Table 15 has the same format as Table 14, except the test statistic Jx refers to the
number of X failures which precede the hypothetical r th Y failure. If the observed
value, ix, is larger than the tabulated value (jxL, we reject the null hypothesis
(of equal proportions failing) at the a level, that is
Prob [J~ > (ix)o] =<
The value of r~ is established as follows. Let Su equal the number of Y run-outs.
Then, r u = M u + 1 - S u.
E x a m p l e - - S u p p o s e M u = 10, Nx = 15, L = 14, and S~ = 6. Test the null
hypothesis Y = X at the 0.10 significance level versus the alternative hypothesis
Y > X.
A n s w e r - - W i t h r~ = (I0 + 1 - 6) = 5, examination of Table 15 indicates that
12 or more X failures is regarded as significant statistically at the 0.10 level. The
observed value, Jx = 14, is significant statistically even at the 0.01 level (exact size
0.0068). Thus, we opt to reject the null hypothesis and believe instead that Y is
better than X.
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J~ jx~ jx. j~
Mu ru N= 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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132 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
J~ J~ J=~ J~
M~ ~ N~ 0.10 Prob 0.05 Prob 0.025 Prob 0.01 Prob
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134 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
J~ J~ j~ J~
My r~ N~ 0.10 Prob 0 . 0 5 Prob 0.025 Prob 0 . 0 1 Prob
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CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS ] 41
J~ J~ J~ J~
Mu ru N~ 0.10 Prob 0.05 Prob 0.025 Prob 0 . 0 1 Prob
14 9 12 II 0 . 0 6 0 0 12 0.0130 12 0 . 0 1 3 0 0 0.0
14 i0 12 12 0 . 0 3 0 4 12 0.0304 0 0.0 0 0.0
14 11 12 12 0 . 0 6 7 0 0 0.0 0 0.0 0 0.0
14 1 13 3 0.0978 4 0.0407 5 0.0159 6 0.0058
14 2 13 5 0.0667 6 0.0290 7 0.0114 8 0.0040
14 3 13 60.OSI7 7 0.0373 8 0.0151 9 0.0053
14 4 13 7 0.0891 0.0412 9 0.0165 i0 0.0056
14 5 13 8 0.0906 9 0.0412 i0 0 . 0 1 5 7 II 0.0048
14 6 13 90.OS71 I0 0 . 0 3 7 7 Ii 0 . 0 1 3 0 12 0.0032
14 7 13 i0 0 . 0 7 8 9 ii 0 . 0 3 1 0 12 0 . 0 0 8 8 12 0.0088
14 8 13 II 0 . 0 6 5 9 12 0 . 0 2 1 4 12 0 . 0 2 1 4 13 0.0059
14 9 13 12 0 . 0 4 7 8 12 0 . 0 4 7 8 13 0 . 0 1 0 1 0 0.0
14 i0 13 12 0 . 0 9 8 1 13 0 . 0 2 4 8 13 0 . 0 2 4 8 0 0.0
14 ii 13 13 0 . 0 5 7 0 0 0.0 0 0.0 0 0.0
14 I 14 4 0.0489 4 0,0489 5 0.0204 6 0.0080
14 2 14 5 0.0824 6 0.0384 7 0.0164 8 0.0064
14 3 14 7 0.0516 8 0.0230 8 0.0230 9 0.0092
14 4 14 8 0.0601 9 0.0271 I0 0 . 0 1 0 7 ii 0.0035
14 5 14 9 0.0642 i0 0 . 0 2 8 5 ii 0 . 0 1 0 7 12 0.0032
14 6 14 i0 0 . 0 6 4 2 ii 0 . 0 2 7 1 12 0 . 0 0 9 2 12 0,0092
14 7 14 Ii 0 . 0 6 0 1 12 0 . 0 2 3 0 12 0 . 0 2 3 0 13 0.0064
14 8 14 12 0 . 0 5 1 6 13 0 . 0 1 6 4 13 0 . 0 1 6 4 14 0.0029
14 9 14 13 0 . 0 3 S 4 13 0 . 0 3 8 4 14 0 . 0 0 8 0 14 O. O O S O
14 10 14 13 0 . 0 8 2 4 14 0 . 0 2 0 4 14 0 . 0 2 0 4 0 0.0
14 Ii 14 14 0 . 0 4 8 9 14 0 . 0 4 8 9 0 0.0 0 0.0
14 I 15 4 0.0575 5 0.0253 6 0.0105 7 0.0041
14 2 15 5 0.0990 6 0.0490 7 0.0225 8 0.0095
14 3 15 70.06SO 8 0.0329 9 0.0144 I0 0.0056
14 4 15 O.0a?l 9 0.0407 10 O . O I R O ii 0.0070
14 5 15 9 0.0919 i0 0 . 0 4 5 7 Ii 0 . 0 1 9 9 12 0.0073
14 6 15 i0 0 . 0 9 7 4 11 0 . 0 4 7 6 12 0 . 0 1 9 7 13 0.0065
14 7 15 Ii 0 . 0 9 S 7 12 0 . 0 4 6 0 13 0 . 0 1 7 3 14 0.0047
14 8 15 12 0 . 0 9 5 3 13 0 . 0 4 0 7 14 0 . 0 1 2 7 15 0.0022
14 9 15 13 0 . 0 S 6 2 14 0 . 0 3 1 1 15 0 . 0 0 6 3 15 0.0063
14 i0 15 14 0 . 0 6 9 5 15 0 . 0 1 6 9 15 0 . 0 1 6 9 0 0.0
14 ii 15 15 0 . 0 4 2 1 15 0 . 0 4 2 1 0 0.0 0 0.0
14 12 15 15 0 , 0 9 9 6 0 0.0 0 0.0 0 0.0
15 1 12 3 0.0752 4 0.0282 5 0.0098 5 0.0098
15 2 12 5 0.0435 5 0.0433 6 0.0165 7 0.0056
15 3 12 6 0.0493 6 0.0493 7 0.0194 8 0.0066
15 4 12 7 0.0493 7 0.0493 8 0.0191 9 0.0062
15 5 12 8 0.0450 8 0.0450 9 0.0165 i0 0.0048
15 6 12 8 0.0906 9 0.0377 I0 0 . 0 1 2 4 ii 0.0029
15 7 12 9 0.0757 10 0 . 0 2 8 2 II 0 . 0 0 7 5 Ii 0.0075
15 8 12 i0 0 . 0 5 7 8 ii 0 . 0 1 7 5 II 0 . 0 1 7 5 12 0.0029
15 9 12 ii 0 . 0 3 7 7 ii 0 . 0 3 7 7 12 0 . 0 0 7 2 12 0.0072
15 i0 12 ii 0 . 0 7 4 9 12 0 . 0 1 6 9 12 0 . 0 1 6 9 0 0.0
15 11 12 12 0 . 0 5 7 2 12 0 . 0 3 7 2 0 0.0 0 0.0
15 12 12 12 0 . 0 7 7 8 00.0 00.0 0 0.0
| ~.4 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
A P P E N D I X II
Procedure
1. R a n k the a b s o l u t e values o f the differences (y~ - x 0 , namely, I Y~ - x, [ = I d,I,
f r o m smallest to largest.
2. T h e n a t t a c h the sign to r yl - x~l = I d~l a c c o r d i n g to the sign o f (y~ - x~).
This two step p r o c e d u r e thus gives the signed r a n k s o f interest in this analysis.
3. C o m p u t e the s u m of the negative r a n k s st.
4. I f this s u m is very small ( t h a t is, if the respective (y~ - x,) are mostly positive)
t h e n it m a y be unlikely t h a t such a small value o f s~ would be o b s e r v e d by c h a n c e
u n d e r the null h y p o t h e s i s t h a t Y = X. Test the null hypothesis by c o m p a r i n g the
o b s e r v e d value sr to the a p p r o p r i a t e t a b u l a t e d value (srL, T a b l e 16, where ~, the
For
4<N=<20
where
SR = sum of the signed ranks for all pmred comparisons in which yi < x~ (see text for
counting procedure); the smaller the value of SR, the less likely it would occur
if Y = X, and
N = number of paired comparisons (blocks).
NOTE: When the statistic tabulated has no value such that a significance test is possible
at the desired level, this condition is stipulated by the probability entry 0.0.
146 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
Type I error, equals 0.10, 0.05, 0.025, and 0.01. IfSr < (Sr)a, reject the null hypothesis
that Y = X and opt instead for the alternative hypothesis Y > X.
Example--Given the following paired comparison fatigue life data in cycles.
Block X Y
Censored Data
When both tests within a block are suspended (at the same duration), the block
provides no information regarding the better material (processing, configuration)
and, therefore, may be neglected in analysis. However, if only one test is suspended
in one or more blocks, then the signed rank test is literally not applicable because
the exact ranks associated with the blocks with suspended tests are unknown.
Regardless of the number of blocks with one suspended test, the life data within
blocks provide as much information as two observed life values when working
with the simple sign statistic (that is, the sign test) [5] based on the well-known
binomial distribution with P equal 0.5. The sign statistic requires knowledge of
only which sample exhibits the greater life within a block, and requires no informa-
tion regarding the magnitude of the difference, tk. (The sign test may thus be used
to compare either censored and uncensored life samples generated by a paired
comparison test program. However, because the sign statistic in effect ignores
certain information, its statistical power is lower than the analogous power for the
signed rank statistic. Thus, the signed rank test is always preferred to the sign test
when both are applicable.)
REFERENCES 147
References
[1] Natrella, M. G., Experimental Statistics, National Bureau of Standards Handbook 91,
U.S. Government Office, Washington, D.C., 1963 (this reference should be in your
library).
[2] Finney, D. J., An Introduction to the Theory of Experimental Design, The Umversity of
Chicago Press, Chicago, 1960.
[3] Cox, D. R., Planning of Experiments, Wdey, New York, 1958.
[4] Youden, W. J., Statistical Design, Industrial and Engineering Chemistry Reprints,
American Chemical Society Applied Publications, Washington, D.C.
[5] Conover, W. J., Practical Nonparametric Statistics, Wiley, New York, 1971.
[6] Snedecor, G. W. and Cochran, W. G., Statistical Methods, 6th edition, Iowa State
University Press, Ames, Iowa, 1967.
[7] Brownlee, K. A., Statistical Theory and Methodology in Science and Engineering,
2nd edition, Wiley, New York, 1965.
[8] Hald, A., Statistical Theory with Engineering Applications, Wiley, New York, 1952.
[9] Little, R. E. and Jebe, E. H., Statistical Design of Fatigue Experiments, Applied
Science Publishers Ltd, London, 1975,
[10] Wilk, M. B. and Kempthorne, O., "Fixed, Mixed, and Random Models," Journal of
the American Statistical Association, Vol. 50, 1955, pp. 1144-1167.
[11] Little, R. E., "A Note on Selecting the Better Material in a Paired Comparison Test
Program," Journal of Testing and Evaluation, Vol. 2, 1974, pp. 235-239.
[12] Kastenbaum, M. A., Hoel, D. G., and Bowman, K. O., "Sample Size Requirements:
Randomized Block Designs," Biometrika, Vol. 57, Part 3, 1970, pp. 573-577.
[13] Bowker, A. H. and Lieberman, G. J., Engh~eering Statistics, Prentice-Hall, Inc.,
Englewood Chffs, N.J., second edition, 1972.
[14] Little, R. E. and Jebe, E. H., "A Note on the Gain in Precision for Optimal Allocation
in Regression as Applied to Extrapolation in S-N Fatigue Testing, "'Technometrics,
Vol. 11, 1969, pp. 389-392.
[15] Little, R. E., "Choosing the R~ght Fatigue Test," Machine Design, Vol. 39, No. 28,
7 Dec. 1967.
[16] Little, R. E., '% Rehabdlty Analysis of Fatigue L~mlts Based on Large Sample Quantal
Response Data," Mechantcal Behavior oJ Materials, Vol. V, The Society of Materials
Science, Japan, 1972, pp. 471-479.
[17] Little, R. E., "Estimating the Medmn Fatigue Limit for Very Small Up-and-Down
Quantal Response Tests and for S-N Data with Runouts," Probabdisric Aspects of
Fatigue, ASTM STP 511, American Society for Testing and Materials, 1972, pp. 29-42.
[18] Little, R. E., "Handbook for Up-and-Down Testmg with Small Samples," unpub-
lished.
[19] Dixon, W. J., "The Up-and-Down Method for Small Samples," Journal of the Ameri-
can Statistical Association, Vol. 60, 1965, pp. 967-978.
[20] Little, R. E., "The Up-and-Down Method for Small Samples with Extreme Value
Response Distributions," Journal of the American Statistical Association, Vol. 69,
1974, pp. 202-206.
[21] Young, D. H., "Distributions of Some Censored Rank Statistics Under Lehmann
Alternatives for the Two-Sample Case," Biometrika, Vol. 60, 1973, pp. 543-549.
[22] Basu, A. P., "On a Generalized Savage Statistic with Apphcations to Life Testing,"
Annals of Mathematical Statistics, Vol. 39, I968, pp. 1591-1604.
[23] Mann, H. B. and Whitney, D. R., "On a Test of Whether One of Two Random
Variables is Stochastically Larger Than the Other," Annals of Mathematical Statistics,
Vol. 18, 1947, pp. 50--60.
[24] Shorack, R. A., "Tables of the Distribution of the Mann-Whitney-WilcoxonU-Sta-
tistic Under Lehmann Alternatives," Technometrics, Vol. 9, 1967, pp. 666-677.
[25] Halperin, M., "Extension of the Wilcoxon-Mann-WhitneyTest to Samples Censored
at the Same Fixed Point, "Journal o] the American Statistical Association, Vol. 55,
1960, pp. 125-138.
[26] Shorack, R. A., "Recursive Generation of the Distribution of Several Non-Parametric
Test Statistics Under Censoring," Journal of the American Statistical Association,
Vol. 63, 1968, pp. 353-366.
148 MANUAL ON STATISTICAL PLANNING AND ANALYSIS
[27] Young, D. H., "Consideration of Power for Some Two Sample Tests with Censoring
Based on a Given Order Statistic," Biometrika, Vol. 57, 1970, pp. 595-604.
[28] Eilbott, J. and Nadler, J., "On Precedence Life Testing," Technometrics, Vol. 7, 1965,
pp. 359-377.
[29] Cochran, W. G. and Cox, G. M., Experimental Designs, 2nd edition, Wiley, New
York, 1957.
[30] Moses, L. E. and Oakford, R. V., Tables of Random Permutations, Stanford University
Press, Stanford, Calif., 1963.
CHAPTER 4 ON DISTRIBUTION-FREE STATISTICAL TESTS 149
Acknowledgments
I would especially like to acknowledge the continued efforts of H. S.
Reemsnyder and E. H. Jebe in bringing this manual to fruition. Dr.
Reemsnyder worked diligently over the last several years preparing work-
ing documents and kindling interest in planned experiments. Dr. Jebe
headed a design of experiments task group in ASTM Subcommittee
E09.06 charged with developing chapters on the statistical planning of
fatigue experiments for the proposed revision of A S T M STP 91A. The
first two chapters of the present manuscript evolved from the residue of
my work on that task group. Dr Jebe's continued assistance in reading
and criticising the entire manuscript have been invaluable. I would also
like to acknowledge the extensive and detailed comments made on the
first two chapters by W. S. Hyler, J. F. Throop, and H. S. Reemsnyder.
Finally, I would like to thank the Computing Center of the University
of Michigan, Dearborn Campus, for their financial support in developing
the computer programs used to generate the statistical tables presented
in Chapter 4.
R. E. Little
Dearborn, Mich.
8 Oct. 1975