Mixture-Process Variable Experiments

with Noise Variables

HEIDI B. GOLDFARB
The Dial Corporation, Scottsdale, AZ 85254

CONNIE M. BORROR and DOUGLAS C. MONGOMERY

Arizona State University, Tempe, AZ 85287

In a mixture experiment, the design factors are mixture components whose proportions are varied, and
the response variables are assumed to depend only on these component proportions. In addition to the
mixture components, the experimenter may be interested in other variables that can be varied independently
of one another and of the mixture components. We consider the case where one or more of these variables
is a noise variable, or a variable that cannot be controlled in practice. We develop models for these robust
mixture formulation problems. We then derive mean and variance functions and illustrate their use in
formulation optimization. Cases of uncorrelated and correlated noise variables are addressed.

Introduction There may be instances where, in addition to the

dependent mixture components, we have other fac-
F ORMULATION mixture experiments are commonly
encountered in the chemical, food, pharmaceu-
tical, and consumer products industries, as well as
tors and/or process variables that can be controlled
independently of one another and of the mixture
components. For example, in a chemical production
in other industrial settings. In these experiments
system the composition of the chemical formulation
the factors are ingredients or components of a mix-
involves mixture variables, while the settings of the
ture, and the responses are typically assumed to be
manufacturing equipment are process variables.
functions of the component proportions. Thus, if
0 xi 1 is the proportion of the ith component, Cornell (2002) gave a comprehensive presentation
then of all aspects of mixture experiments, including those

q
xi = 1 where both mixture components and process vari-
i=1
ables are included in the same experiment or where
the mixture components and the total amount of the
is the usual constraint on these proportions. Because
mixture are varied. Cornell (1995) provided guidance
of this constraint, a design characteristic of mixture
on tting models to data from experiments with both
experiments is that the design factors (the compo-
mixture and process variables. Piepel and Cornell
nents) cannot be adjusted independently of one an-
(1985, 1987) proposed design and modeling strategies
other.
specically for those experiments where the response
depends on the total amount of the mixture. Cornell
and Gorman (1984) addressed the topic of fractional
Dr. Goldfarb is a Principal Statistician in the Research
and Development Department. She is a Member of ASQ. Her
designs for experiments with both mixture and pro-
e-mail address is goldfarb@dialcorp.com. cess variables. An excellent annotated bibliography
of papers on mixture designs with process variables,
Dr. Borror is a Senior Lecturer in the Department of In- as well as various other types of mixture experiments,
dustrial Engineering. She is a Senior Member of ASQ. Her
was created by Piepel and Cornell (2001).
e-mail address is conni@asu.edu.

Dr. Montgomery is a Professor in the Department of Indus- Another important area in industrial experimen-
trial Engineering. He is a Fellow of ASQ. His e-mail address tation is that of robust design or process robustness
is doug.montgomery@asu.edu. studies. Genichi Taguchi rst introduced the con-

Vol. 35, No. 4, October 2003 393 www.asq.org

394 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY
cept of robust design in the United States in the
1980s. His design and analysis ideas can be found in
Taguchi (1986, 1987), and Taguchi and Wu (1985).
In robust design experiments there are two types of
variablesthose that we can control and those that
we cannot. These uncontrollable variables are of-
ten referred to as noise variables. We assume that
they can be controlled for the purposes of an exper-
iment (i.e., xed eects), but that when the process
is in normal operation they will vary in a random
fashion (i.e., random eects). The overall goal in ro-
bust design is to nd settings of the controllable vari-
ables that are least sensitive to changes in the noise
variables, while still yielding acceptable mean levels
of the responses. While Taguchis introduction and
description of the robust design problem have been
of great value, his strategies for design and analysis
have been critiqued by many. Nair (1992), Myers
and Montgomery (2002), and Montgomery (1999)
provided summaries of some of the more prevalent
views on Taguchis ideas, including philosophy, de-
sign, and analysis.
Taguchis basic approach was to build separate ex-
perimental designs for the sets of controllable and
noise variables, and then form the Cartesian product
of the two designs in order to produce a crossed-
array design. His approach to analysis was to ex-
amine signal-to-noise ratios. An alternative to the
crossed-array design is to include both sets of vari-
ables in a single design called a combined-array de-
sign. The suggested analysis for this type of design
is based on response surface methods. More details
on this design and analysis approach can be found in
Myers, Khuri, and Vining (1992), Lucas (1994), and
Myers and Montgomery (2002).
In this paper we address experiments involving
both of the situations mentioned previously. Specif-
ically, we consider the analysis of experiments with
mixture components, controllable process variables,
and uncontrollable (or dicult to control) process
or environmental variables (which we consider to be
noise variables). The overall objective of such exper-
iments is to nd levels of the mixture components
and controllable variables that are most robust to
variation in the noise variables while simultaneously
providing an acceptable mean response value.
Steiner and Hamada (1997) addressed a very
similar problem. After tting a combined mixture-
process-noise variable model, they constructed and
solved an optimization problem to minimize a qua-
Journal of Quality Technology
dratic loss function that took into account both the
mean and the variance of the response. Then, so-
lutions to the resulting constrained nonlinear opti-
mization problem were found using standard tech-
niques. We use the Derringer and Suich (1980) desir-
ability function approach to solve the simultaneous
optimization problem rather than the loss function
approach. In this approach, a desirability function
is built for each response based on whether we wish
to minimize, maximize, or achieve a target level for
the response. Then, the geometric mean of these in-
dividual desirability functions is taken to form a sin-
gle composite desirability function to be maximized.
This procedure is very sensitive to the weights used
within the individual desirability functions as well as
the weight used for the geometric mean. More de-
tails and examples of this procedure can be found
in Myers and Montgomery (2002). For the examples
in this paper, the Design-Expert software package
(Stat-Ease (2002)) was used to simultaneously opti-
mize the mean response and minimize the standard
deviation response using the desirability approach.
For our examples, linear desirability functions were
used, and equal weights were given to the mean and
standard deviation responses. Desirability function
optimization has been included in several other soft-
ware packages, including Statistica, Minitab, and
JMP.
The model used in Steiner and Hamada (1997)
contains interaction terms involving the noise vari-
ables. To be more consistent with the typical as-
sumptions of the robust design eld, we do not in-
clude these terms in our model. Steiner and Hamada
also assumed independence among the noise vari-
ables, while we consider the situation where the noise
variables are correlated, which is a common situation
in many industrial settings. For example, we con-
sider a soap-making process where two noise vari-
ables, temperature and humidity, are known to af-
fect many attributes of the resulting product, such
as machinability, yield, and hardness. In a soap pro-
duction plant, these two noise variables are often cor-
related, sometimes to a great degree.
The paper is organized as follows. First, we intro-
duce the notation to be used and develop the general
model. We then apply the model to a classic and a
new example. A model is also developed for the situ-
ation in which there is a correlation among the noise
variables. An example is used to demonstrate the
eects of the correlation.
Vol. 35, No. 4, October 2003
 MIXTURE-PROCESS VARIABLE EXPERIMENTS WITH NOISE VARIABLES 395

Notation and Model Development be centered using historical data or, in some cases,
theoretical information about the process. Similarly,
We suppose there are q mixture components, c 2
the variances of the noise variables, N oise , are typi-
controllable process variables, and n noise variables.
cally estimated from historical data about the range
We also suppose that in model form, there are m
of variation of the noise variables or estimated from
mixture component terms, where m will depend on
external knowledge about the process. Then, by set-
the number of components and the degree of the
ting the low and high levels of the noise variables
model. We then have the mixture components xi ,
in the design at 1 N oise , in coded form we obtain
i = 1, 2, . . . , q, controllable process variables wp ,
z2 = 1. Myers and Montgomery (2002, Section 11.4)

p = 1, 2, . . . , c, and noise variables zt , t = 1, 2, . . . , n.
included more details about estimating variances of
The general models proposed contain quadratic or
the noise variables.
special cubic mixture terms (although a generaliza-
tion to other models follows naturally), interactions Equation (1) can be expressed in matrix form as
between the mixture components and the control-
lable process variables, interactions between the mix-
Y = f (x, w, z) = x
+ x
Aw+
ture components and the noise variables, and inter-
actions among all three types of variables. This type x
z + x
Vz + , (2)
of model allows the determinination of the settings of
the mixture variables and controllable process vari- where
ables that will be most robust to variation in the
x1 1
noise variables. x2 2
..
..
The general form of the model, assuming a . .

quadratic mixture model, is xq q

x1 x2 12
Y = f (x, w, z)



xm1 = x1 x3 , m1 = 13 ,
= i xi + ij xi xj .. ..

. .
i



i<j




xq1 xq q1,q
+ ip xi wp + ijp xi xj wp
x1 x2 x3 123
i p i<j p .. ..





.
.
+ it xi zt + ijt xi xj zt (1) xq2 xq1 xq q2 q1 q
i t i<j t





+ ipt xi wp zt w1 0 0
i p t .. ..




w2 . .
+ ijpt xi xj wp zt + , . .. ..
.
. . .
i<j p t ..
wc 0 .
where the s are the mixture model coecients, the

..
s are the coecients of the interactions of the mix- 0 w1
.

ture and controllable process variables, the s are the ..
..
. w2 .
coecients of the interactions of the mixture and the
w1 .. .. ..
noise variables, and the s are the coecients of the . . .
w2 .
interactions of the mixture, controllable process, and wc1 =
... , Vcnn =
.. wc
,

..
.
noise variables. In this model, the process and noise . ..
.
variables appear with only linear terms. Higher- wc . 0 .
. .. .. ..
order terms are not included, although they could .. . . .

be incorporated if appropriate. This model high- .. ..
. . 0
.
lights the importance of interactions with the mix- . ..
. . w1
ture components to develop the methodology, and it . ..
.
is a reasonable model in many industrial settings. . . w2
. .. ..
It is initially assumed that the noise variables are .. . .
centered so that they have means of zero. They can 0 0 wc

Vol. 35, No. 4, October 2003 www.asq.org

396 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY

11 12 1c
21 21 2c

.. ..
. .

q1 qc

121 12c

Amc =

131 13c ,

.. ..
. .

q1,q,1 q1,q,c

1231 123c
.. ..
. .
q2,q1,1 q2,q1,2 q2,q1,c FIGURE 1. The Matrix mcn .

z1
z2
zn1 =
... ,
where z = diag(z21 , z22 , z2n ) is an nn diagonal
matrix with the variances of the noise variables on
zn the diagonal and 0s elsewhere.

11 12 1n
Since z only appears in a rst-order term in our
21 22 2n
model, these results are exact rather than approxi-
.. ..
. . mate. Using the previously dened model for Y in

q1 qn matrix form, we nd that

121 12n

mn = 131 13n , f (x, w, z = 0) = x
+ x
Aw
.. ..
f
(x, w, z = 0) =
x + V

x,
. .

q1,q,1 q1,q,n
so
1231 123n

.
.. .
.. E(Y ) = x
+ x
w, (3)
q2,q1,q,1 q2,q1,q,n and
and mcn is given in Figure 1.

Var(Y ) = [
x + V

x] x [
x + V

x] , (4)
The expected value and variance of Y are found
using the delta method, which employs a rst-order where it is assumed that the zs are normally distri-
Taylor series approximation of the model around the buted and centered so that they have a mean of 0.
mean of z. The delta method will also work for mod-
els with higher-order terms than the present model. Note that the noise variables are treated as ran-
See Rice (1995) for more details on the delta method. dom eects for the purpose of deriving the mean and
We assume that the noise variables are uncorrelated, variance expressions in Equations (3) and (4). How-
that the model errors () are also uncorrelated, and ever, for design construction and experimental exe-
that the noise variables and the model errors are un- cution, they are treated as xed eects. This is a
correlated with each other. Expanding f (x, w, z) us- standard approach to robust modeling. The noise
ing a rst-order Taylor series around z = 0, which factors are uncontrollable during normal process op-
represents the vector of centered means of the noise eration, but it is assumed that they can be controlled
variables, yields for experimental purposes.

Y = f (x, w, z = 0) + (z 0)f
(x, w, z = 0) + , Example 1: Fish Patties

where f
(x, w, z = 0) represents the vector of partial
derivatives with respect to z evaluated at z = 0.
Expectation and variance operators are applied to
obtain
E(Y ) f (x, w, z = 0)


Var(Y ) [f
(x, w, z = 0)] z [f
(x, w, z = 0)] + 2 ,
Consider the sh patty texture experiment from
Cornell (2002). In this classic example there are
three mixture components (mullet = x1 , sheepshead
= x2 , and croaker = x3 ) and three process variables.
The response variable is the texture of the sh pat-
ties. The experimental design is a 23 factorial in the

Journal of Quality Technology Vol. 35, No. 4, October 2003

 MIXTURE-PROCESS VARIABLE EXPERIMENTS WITH NOISE VARIABLES
process variables and a simplex-centroid in the mix-
ture components (7 runs) at each combination of the
process variables, giving a total of 56 trials. We as-
sume that one of the process variables is controllable
(deep fat frying time = w1 ) and that the other two
are noise variables (oven temperature = z1 and oven
baking time = z2 ). Using the notation introduced in
the previous section, q = 3, c = 1, and n = 2. A
quadratic model in the mixture components is t, so
m = 6.
The data given in Cornell (2002, p. 360, Table
7.1) are the averages of two patties made under each
condition, each measured three times. Using the sig-
nicant model coecients shown in Cornell (2002, p.
363, Table 7.2) we obtain the following model:
y(x, w, z) = 2.86x1 + 1.11x2 + 2.03x3 0.99x1 x2
0.85x1 x3 + 0.49x1 z1 + 0.17x2 z1
+ 0.24x3 z1 0.80x1 x2 z1 + 0.70x1 z2
+ 0.26x2 z2 + 0.39x3 z2 + 0.09x3 w1 z1 .
Using Equations (3) and (4) developed in the previ-
ous section, we can estimate the mean and variance
response functions for the mixture components at dif-
ferent levels of the controllable process variable, w1
to obtain
) = 2.86x1 + 1.11x2 + 2.03x3
E(Y
0.99x1 x2 0.85x1 x3 ,
and
)=
Var(Y z21 (0.49x1 + 0.17x2 + 0.24x3
0.80x1 x2 + 0.09x3 w1 )
2 are shown in Figures 2 and 3. The two plots could
z22 (0.70x1 + 0.26x2 + 0.39x3 )2 +
+ 2 .
Note that the expected value and variance equations
are similar to those of Steiner and Hamada (1997).
There are some dierences in the variance equation
because they included interactions among the noise
variables in their model while we do not. Also note
that the coecients for the process and noise vari-
ables are in coded units.
Numerical optimization methods can be used to
nd the optimum levels for the mixture variables to
yield the desired texture with the smallest standard
deviation. Design Expert V6.0 incorporates pattern
search techniques to do this. For a brief descrip-
tion of pattern search, see Carlyle, Montgomery, and
Runger (2000). The numerical solution is found by
Vol. 35, No. 4, October 2003
397
assigning a desirability value to the mean texture
which increases linearly as the texture increases, and
a desirability value to the standard deviation of the
texture which increases linearly as the standard de-
viation decreases. The ranges used here for the de-
sirability function are the full ranges of values from
the design itself, so the highest texture value is as-
signed a desirability of 1 and the lowest texture is
assigned a desirability of 0. The geometric mean of
these two desirability values is then maximized to
nd the optimum.
We assume that z22 = 1 for demonstrative
z21 =
purposes, since no such variances are given in the
original example. For the later examples, we give
strategies for estimating the variances. We also set
2 = 0.0184, the value reported in Cornell (2002).
For maximum texture and minimum standard devi-
ation, the following levels are optimal:
Mullet (A or x1 ) = 0.0
Sheepshead (B or x2 ) = 0.0
Croaker (C or x3 ) = 1.0
Deep Fry Time (w1 ) = 25 seconds,
which yields a predicted texture of 2.03 with a stan-
dard deviation of 0.440.
Contour plots for the average and standard devi-
ation of texture at w1 (deep fry time) = 25 seconds
be overlaid to simultaneously investigate obtaining
a desired texture with a suitably small standard de-
viation. Since a high texture value is desired, there
is a tradeo between the mean value and the stan-
dard deviation. As the mean texture values increase
(moving toward a higher percentage of mullet), the
standard deviation also increases, indicating a de-
crease in the product robustness.
To identify an area of high desirability, we sup-
pose that the goal is a mean texture greater than
2 and a standard deviation less than 0.7. A con-
tour overlay graph based on these criteria is shown
in Figure 4. The area meeting both criteria is the
unshaded portion. In the shaded portion of the g-
ure, the mean is too small, the standard deviation
is too large, or both. This graph shows that there
www.asq.org
398 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY

FIGURE 2. Design-Expert Contour Plot of Mean Tex- FIGURE 4. Design-Expert Response Overlay Plot for Ex-
ture Values for Example 1 at w1 (deep frying time) = 25 ample 1 at w1 (deep frying time) = 25 Seconds.
Seconds.

are many formulations of the sh patties that would

satisfy the requirements in addition to the numerical
solution found above. For example, a blend with
Mullet (A or x1 ) = 0.64, Sheepshead (B or x2 ) =
0.36, and Croaker (C or x3 ) = 0.0 yields a texture of
2.01 with a standard deviation of 0.598. This very
dierent blend has a desirability value close to that
of the optimum. This is valuable knowledge, since
there may be external factors that would make this
blend a more attractive option.

Example 2: Soap Manufacturing

This example involves a soap processing plant ap-
plication. We are interested in studying throughput,
or the amount of soap in pounds per hour that the
process yields. In making the soap blend, there are
three mixture components (soap = x1 , co-surfactant
= x2 , and ller = x3 ). We have the following restric-
tions on these variables:

0.20 x1 0.80
0.15 x2 0.50
0.05 x3 0.30
FIGURE 3. Design-Expert Contour Plot of Standard De- x1 + x2 + x3 = 1.
viation of Texture for Example 1 at w1 (deep frying time)
= 25 Seconds. In manufacturing mixture blends, there are two

Journal of Quality Technology Vol. 35, No. 4, October 2003

 MIXTURE-PROCESS VARIABLE EXPERIMENTS WITH NOISE VARIABLES 399

processing variables of interest, plodder temperature
and mixing time. Mixing time (w1 ) is considered
a controllable variable that can be run at two lev-
els, 0.5 hours and 1 hour. The plodder temperature
(z1 ) is not easy to control and is considered a noise
variable. Two levels of plodder temperature will be
considered in the experiment, 15 C and 25 C. These
levels cover about 70 percent of the variation in plod-
der temperature around the average value of 20 C
routinely observed in practice, and so represent low
and high levels that are about one standard deviation
of the noise variable from the mean. Thus, z21 = 1.
If a reliable estimate of the standard deviation is not
easily obtainable, one approach that could be used
would be to evaluate the problem over a reasonable
range of z21 values.
Using the notation previously introduced, we have
q = 3, c = 1, and n = 1. Several previous ex-
periments performed on the mixture variables led to
models with only linear mixture components. There-
fore, a linear model was used for the mixture com-
ponents in this experiment, resulting in m = 3.
Design-Expert was used to generate a ve-run D-
optimal design for the linear mixture model. The
resulting ve-point design was repeated at each of
the four factorial combinations of the two process
variables, for a total of 20 runs. The design and
response data are shown in Table 1.
The chosen design supports a linear model in the
mixture terms crossed with a two-factor interaction
model for the process variables. All higher-order
models would result in aliasing. This full crossed
model was evaluated and found to have an excellent
t. After eliminating one non-signicant term at a
0.05 level, the lack-of-t p-value is 0.90. The R2 and
adjusted R2 values are both greater than 0.99. The
nal model is
y(x, w, z) = 438.36x1 254.01x2 + 765.78x3
+ 34.55x1 w1 + 263.49x2 w1 203.75x3 w1
0.04x1 z1 + 5.27x2 z1 18.56x3 z1
3.90x2 w1 z1 + 4.69x3 w1 z1 .
Using Equations (3) and (4) we can estimate the
mean and variance response surfaces for the mixture
components at dierent levels of the controllable pro-
cess variable, w1 to obtain
) = 438.36x1 254.01x2 + 765.78x3
E(Y
+ 34.55x1 w1 + 263.49x2 w1 203.74x3 w1

TABLE 1. Soap Processing Design and Data for Example 2 (Note: The Noise Variable has been Centered Around 0)

Standard Run Soap Co-surfactant Filler Plodder Mixing Time Throughput

Order Order (%) (%) (%) Temp ( C) (Hours) (lbs/hr)
1 3 0.2 0.5 0.3 5 0.5 245.2
2 2 0.8 0.15 0.05 5 0.5 381.5
3 15 0.8 0.15 0.05 5 0.5 381.0
4 19 0.55 0.15 0.3 5 0.5 453.3
5 12 0.45 0.5 0.05 5 0.5 172.9
6 18 0.2 0.5 0.3 5 1 285.4
7 6 0.8 0.15 0.05 5 1 409.1
8 20 0.8 0.15 0.05 5 1 411.7
9 8 0.55 0.15 0.3 5 1 450.0
10 13 0.45 0.5 0.05 5 1 245.8
11 10 0.2 0.5 0.3 5 0.5 213.8
12 1 0.8 0.15 0.05 5 0.5 378.4
13 16 0.8 0.15 0.05 5 0.5 377.3
14 9 0.55 0.15 0.3 5 0.5 408.8
15 5 0.45 0.5 0.05 5 0.5 180.6
16 7 0.2 0.5 0.3 5 1 250.6
17 14 0.8 0.15 0.05 5 1 404.2
18 17 0.8 0.15 0.05 5 1 406.6
19 4 0.55 0.15 0.3 5 1 410.1
20 11 0.45 0.5 0.05 5 1 245.4

Vol. 35, No. 4, October 2003 www.asq.org

400 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY

) = 2 (0.04x1 + 5.27x2 18.56x3
Var(Y z1
2
3.90x2 w1 + 4.69x3 w1 ) + 2 ,
where 2 = 1.07, the mean square error for the tted
model, is used as an estimate of 2 .
We would like to maximize the average through-
put while simultaneously minimizing the variability.
The desirability function optimization procedure of
Design-Expert 6.0 was used with a linear desirability
function over the ranges of the response values within
the design. The following optimum levels were ob-
tained:
Soap (A or x1 ) = 0.80

Co-surfactant (B or x2 ) = 0.15

Filler (C or x3 ) = 0.05

Mixing Time (w1 ) = 1 hour.

FIGURE 5. Design-Expert Contour Plot of Mean
The predicted throughput at this point is 408.5 with Throughput Values for Example 2 at w1 (mix time) = 1
a standard deviation of 0.52. Hour.
Contour plots of the average and standard devia-
tion of throughput are shown in Figures 5 and 6 for a and
mix time of 1 hour. The plots reveal clearly why the
optimum formulation has a high percentage of soap = [1 | 2 | | n ] ,
and a low percentage of ller.
where k =
Correlation Among the
11k 12k 1ck
Noise Variables 21k 22k 2ck

We now consider the case where there is correla- .. .. .. ..
. . . .
tion among some of the noise variables. It is conve-
q1k q2k qck
nient to dene the and matrices as partitioned
121k 122k 12ck
matrices, so that we have
131k 132k 13ck
.. .. ..
= [1 | 2 | | n ] ,
. . .

q1,q,1,1 q1,q,2,k q1,q,c,k
where
1231k 1232k 123ck
1k .. .. ..

2k . . .

.. q2,q1,q,1,k q2,q1,q,2,k q2,q1,q,c,k
.

qk for k = 1, 2, ...n.

12k

k =

13k ,
k = 1, 2, ...n, The response model for the correlated noise vari-
.. able problem is identical to the model for the in-
.
dependent noise variable problem, as is the ex-
q1,q,1
pected value of the response obtained from the delta
123k
.. method. However, the variance derived from the re-
. sponse model using the delta method is dierent. Be-
q2,q1,q,k cause we no longer have independence among the zs,

Journal of Quality Technology Vol. 35, No. 4, October 2003

 MIXTURE-PROCESS VARIABLE EXPERIMENTS WITH NOISE VARIABLES 401

ature of the process. We know that temperature and

humidity are correlated and incorporate this fact into
the analysis. Let z1 be temperature and z2 be humid-
ity. From previous experience, we know that the av-
erage temperature is 20 C with a standard deviation
of 5 C, and the average humidity is 60% with a stan-
dard deviation of 20%. We set the low and high levels
for these variables at 1 N oise , and we center them
so that they have a mean of 0 and z21 =
z22 = 1. We
found that the correlation between temperature and
humidity, z1 z2 , can be as large as 0.9. Therefore,
z1 z2 = z1 z2
z1
z2 can be as large as 0.9(1)(1) =
0.9. The matrices of model parameters are now

x1  
z
x = x2 , w = [w1 ] , z = 1 ,
z2
x3

  1 11
w1 0
V= , = 2 , = 21 ,
0 w1
3 31

FIGURE 6. Design Expert Contour Plot of Standard De- 11 12 111 112
viation of Throughput for Example 2 at w1 (mix time) = 1 = 21 22 , and = 211 212 ,
Hour. 31 32 311 312
and the response model is
the variance term for Y now includes terms involving Y = f (x, w, z) = x
+ x
w + x
z + x
Vz + .
the covariances for those zs that are correlated.
The expected value and variance of Y are given by
Specically, for all zi and zj that are correlated, Equations (6) and (5), respectively.
the variance equation has the additional term given
by A linear mixture model is once again assumed,
   based on previous experience. The design here has
g() g()
2zi zj . a full 23 factorial structure for the noise and process
zi zj
variables crossed with a ve-point mixture design,
So, in general, for a total of 40 runs. The design and data are given


Var(Y ) = [
x + V

x] x [
x + V

x] in Table 2. The model above was t to the data


and yielded an insignicant lack-of-t with a p-value
+2 zi zj [i
x + w

i x]
greater than 0.99. Additionally, the R2 value was
i<j
 also greater than 0.99. The nal model is given as
j
x + w

j x + 2 , (5) follows:
where z = diag(z21 , z22 , , z2n ) is an n n diag- y(x, w, z) = 1899.0x1 + 1626.4x2 + 1537.9x3
onal matrix with the variances of the noise variables
on the diagonal and 0s elsewhere. Note that for all zi + 39.6x1 w1 + 285.9x2 w1 + 24.7x3 w1
and zj that are not correlated, no additional term(s) + 10.3x1 z1 + 3.3x2 z1 + 18.8x3 z1
for those pairs would be needed. As before, We have + 1.10 1014 x1 z2 20.0x2 z2
E(Y ) = x
+ x
Aw. (6) + 1.77 1014 x3 z2 + 15.7x1 w1 z1
+ 31.7x2 w1 z1 6.32 1015 x1 w1 z2
Example 3: Soap Processing 25.0x2 w1 z2 2.22 1014 x3 w1 z2 .
We next consider a second soap processing exam- While some of the coecients are quite small nu-
ple at a plant located in an area where we are con- merically, they do have a considerable impact on the
cerned about the humidity in addition to the temper- model t. The lack-of-t portion of the model mean

Vol. 35, No. 4, October 2003 www.asq.org

402 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY

TABLE 2. Soap Processing Design and Data for Example 3 (Note: The Noise Variable has been Centered Around 0)

Standard Run Soap Co-surfactant Filler Plodder Mixing Time Humidity Throughput
Order Order (%) (%) (%) Temp ( C) (Hours) (%RH) (lbs/hr)

1 33 0.2 0.5 0.3 5 0.5 20 1962.0

2 15 0.8 0.15 0.05 5 0.5 20 1887.7
3 4 0.8 0.15 0.05 5 0.5 20 1882.9
4 37 0.55 0.15 0.3 5 0.5 20 1784.4
5 27 0.45 0.5 0.05 5 0.5 20 2060.5
6 14 0.2 0.5 0.3 5 1 20 2124.2
7 35 0.8 0.15 0.05 5 1 20 1901.7
8 39 0.8 0.15 0.05 5 1 20 1927.8
9 7 0.55 0.15 0.3 5 1 20 1836.3
10 25 0.45 0.5 0.05 5 1 20 2201.6
11 24 0.2 0.5 0.3 5 0.5 20 2161.8
12 8 0.8 0.15 0.05 5 0.5 20 2074.6
13 1 0.8 0.15 0.05 5 0.5 20 2063.3
14 17 0.55 0.15 0.3 5 0.5 20 1975.4
15 26 0.45 0.5 0.05 5 0.5 20 2234.0
16 19 0.2 0.5 0.3 5 1 20 2402.8
17 40 0.8 0.15 0.05 5 1 20 2175.6
18 38 0.8 0.15 0.05 5 1 20 2199.8
19 11 0.55 0.15 0.3 5 1 20 2075.7
20 9 0.45 0.5 0.05 5 1 20 2510.0
21 13 0.2 0.5 0.3 5 0.5 20 1312.0
22 5 0.8 0.15 0.05 5 0.5 20 1692.7
23 23 0.8 0.15 0.05 5 0.5 20 1687.9
24 21 0.55 0.15 0.3 5 0.5 20 1589.4
25 2 0.45 0.5 0.05 5 0.5 20 1410.5
26 30 0.2 0.5 0.3 5 1 20 1224.2
27 3 0.8 0.15 0.05 5 1 20 1631.7
28 32 0.8 0.15 0.05 5 1 20 1657.8
29 31 0.55 0.15 0.3 5 1 20 1566.3
30 29 0.45 0.5 0.05 5 1 20 1301.6
31 28 0.2 0.5 0.3 5 0.5 20 1511.8
32 10 0.8 0.15 0.05 5 0.5 20 1879.6
33 36 0.8 0.15 0.05 5 0.5 20 1868.3
34 6 0.55 0.15 0.3 5 0.5 20 1780.4
35 34 0.45 0.5 0.05 5 0.5 20 1584.0
36 20 0.2 0.5 0.3 5 1 20 1502.8
37 12 0.8 0.15 0.05 5 1 20 1905.6
38 16 0.8 0.15 0.05 5 1 20 1929.8
39 18 0.55 0.15 0.3 5 1 20 1805.7
40 22 0.45 0.5 0.05 5 1 20 1610.0

square error is orders of magnitude larger and statis- and

tically signicant if these terms are omitted. With-
) = (10.3x1 + 3.3x2 + 18.8x3
Var(Y
out these terms, the widths of condence and pre- +15.7x1 w1 + 31.7x2 w1 )
2

diction intervals increase greatly. Estimates of the

+ (20.0x2 25.0x2 w1 )2
expected value and variance of Y are
+ 2(0.9) (10.3x1 + 3.3x2 + 18.8x3
) = 1899.0x1 + 1626.4x2 + 1537.9x3 + 39.6x1 w1
E(Y +15.7x1 w1 + 31.7x2 w1 )
+ 285.9x2 w1 + 24.7x3 w1 , (20.0x2 25.0x2 w1 ) +
2 ,

Journal of Quality Technology Vol. 35, No. 4, October 2003

 MIXTURE-PROCESS VARIABLE EXPERIMENTS WITH NOISE VARIABLES
FIGURE 7. Design-Expert Contour Plot of Mean
Throughput Values for Example 3 at w1 (mix time) = 0.82
Hours.
where 2 = 76.5, the mean square error for the t-
ted model, is used as an estimate of 2 and we have
z21 = 1 and
substituted z22 = 1.
As in Example 2, we would like to maximize the
average throughput while minimizing the variabil-
ity. The desirability function optimization procedure
of Design-Expert 6.0 was used with linear desirabil-
ity functions over the ranges of the response values
within the design. This provides the following opti-
mum levels:
Soap (A or x1 ) = 0.45
Co-surfactant (B or x2 ) = 0.50
Filler (C or x3 ) = 0.05
Mixing Time (w1 ) = 0.82 hours.
The expected throughput is 1877.4 with a standard
deviation of 14.8.
Contour plots of the mean and standard deviation
of throughput are shown in Figures 7 and 8 for a
mix time of 0.82 hours. From these plots we can
see that a mixture with a high percentage of soap
Vol. 35, No. 4, October 2003
403
FIGURE 8. Design-Expert Contour Plot of Standard De-
viation of Throughput for Example 3 with a Correlation of
0.9 at w1 (mix time) = 0.82 Hours.
will have the highest expected throughput, but also
a high standard deviation. Mixtures with a lower
percentage of soap and a higher percentage of co-
surfactant have lower standard deviations but also
have lower expected throughputs. In practice, an
engineer or manager may decide that increasing the
output is worth the extra variation; however, this ex-
ample is useful in demonstrating how to objectively
apply the methodology we have developed.
If we had performed the optimization without tak-
ing the correlation between temperature and humid-
ity into account, then the standard deviation func-
tion would have changed and this would have led to
dierent optimum levels for the mixture components
and the mixing time. The solution would have been
the following:
Soap (A or x1 ) = 0.80
Co-surfactant (B or x2 ) = 0.15
Filler (C or x3 ) = 0.05
Mixing Time (w1 ) = 0.5 hours.
This blend is quite dierent than the one obtained
when the correlation was considered, and it yields
www.asq.org
404 HEIDI B. GOLDFARB, CONNIE M. BORROR, AND DOUGLAS C. MONTGOMERY
FIGURE 9. Design-Expert Contour Plot of Mean
Throughput Values for Example 3 with a Correlation of 0
at w1 (mix time) = 0.5 Hours.
an expected throughput of 1877.8 with a standard
deviation of 20.9. Figures 9 and 10 show the mean
and standard deviation contour plots for the uncor-
related scenario for a mix time of 0.5. By looking at
the plots, it becomes clear that for the no-correlation
case higher percentages of soap lead to blends that
have high throughput as well as low standard devia-
tions. A comparison of Figures 8 and 10 shows that
increasing the level of co-surfactant causes the stan-
dard deviation to increase when correlation is con-
sidered but decrease when the correlation is ignored.
Thus, the correlation between the noise variables has
had a dramatic impact on the results in this exam-
ple. The impact will not be so large in all cases, and
we have seen other examples where the correlation
has a minimal impact. However, when correlation is
present it should be modeled, as this cannot do any
harm to model correlation but can lead to erroneous
results if ignored.
Conclusions
We developed models for experiments contain-
ing mixture components, controllable process (or
other non-mixture) variables, and uncontrollable
noise variables. Models were also developed that al-
low for correlations between the noise variables. Us-
Journal of Quality Technology
FIGURE 10. Design-Expert Contour Plot of Standard De-
viation of Throughput for Example 3 with a Correlation of
0 at w1 (mix time) = 0.5 Hours.
ing the delta method, we derived expressions for the
expected value and variance of the response variable.
Using these expressions, an experimenter can nd
variable levels that will lead to results that have an
optimal combination of mean and variance values.
We have shown how both simple graphical methods
and more sophisticated non-linear optimization tech-
niques can help nd these optimum conditions. The
desirability approach to optimization gives the ex-
perimenter exibility in assigning weights to the val-
ues within each response and weights among the re-
sponses. The eects of correlation among the noise
variable were also demonstrated. We showed how ig-
noring this correlation could lead to solutions that
are not optimal when correlation is present.
Acknowledgments
The authors would like to thank the Editor and
three anonymous referees for their helpful comments
on an earlier draft of this paper.
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Key Words: Mixture Experiments, Mixture-Process
Experiments, Noise Variables, Response Surface
Methodology, Robust Parameter Design.
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