APPENDIX B

Some algebra

B.1 Introduction
Some specialized aspects of the design of experiments, especially
the construction of arrangements with special properties, have links
with problems of general combinatorial interest. This is not a topic
we have emphasized in the book, but in this Appendix we review in
outline some of the algebra involved. The discussion is in a number
of sections which can be read largely independently. One objective
of this Appendix is to introduce some key algebraic ideas needed
to approach some of the more specialized literature.

B.2 Group theory

B.2.1 Definition
A group is a set G of elements {a, b, . . .} and a rule of combination
such that
G1 for each ordered pair a, b ∈ G, there is defined a unique element
ab ∈ G;
G2 (ab)c = a(bc);
G3 there exists e ∈ G, such that ea = a, for all a ∈ G;
G4 for each a ∈ G, there exists a−1 ∈ G such that a−1 a = e.
Many properties follow directly from G1–G4. Thus ae = ea,
aa−1 = a−1 a = e, and e, a−1 are unique. Also ax = ay implies
x = y.
If ab = ba for all a, b ∈ G, then G is called commutative (or
Abelian). If it has a finite number n of elements we call it a finite
group of order n. All the groups considered in the present context
are finite.
A subset of elements of G forming a group under the law of
combination of G is called a subgroup of G.
Starting with a subgroup S of order r we can generate the group
G by multiplying the elements of S, say on the left, by new elements

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to form what are called the cosets of S. This construction is used
repeatedly in the theory of fractional replication and confounding.
We could equally denote the law of combination by +, but by
convention we restrict + to commutative groups and then denote
the identity by 0.
Examples
1. all integers under addition (infinite group)
2. the cyclic group of order n: Cn (a). This is the set
{1, a, a2, . . . , an−1 } (B.1)
with the rule ar as = at where t = (r + s) mod n. Alterna-
tively this can be written as the additive group of least posi-
tive residues mod n, G+ +
n , Gn = {0, 1, . . . , n − 1}, with the rule
r + s = t, where t = (r + s) mod n. Clearly Cn and G+ n are
essentially the same group. They are said to be isomorphic; the
elements of the two groups can be placed in 1-1 correspondence
in a way preserving the group operation.

B.2.2 Prime power commutative groups

Let p be prime. Build up groups from Cp (a), Cp (b) as follows:
1 a a2 ... ap−1
b ab a2 b ... ap−1 b
.. .. .. (B.2)
. . .
bp−1 abp−1 a2 bp−1 . . . ap−1 bp−1
This set of p2 symbols forms a commutative group if we define
(a b )(ak bl ) = ai+k bj+l , reducing mod p where necessary. We call
i j

this group Cp (a, b). Similarly, with the symbols a, b, . . . , d we define

Cp (a, b, . . . , d) to be the set of all powers ai bj . . . dk , with indices
between 0, . . . , p − 1. The group is called a prime power commu-
tative group of order pm and a, b, . . . , d are called the generators.

Properties
1. A group is generated equally by any set of m independent ele-
ments.
2. Any subgroup is of order p, p2 , . . . and is generated by a suitable
set of elements.

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 In the group Cp (a, b) enumerated above, the first line is a sub-
group. The remaining lines are obtained by repeated multiplication
by fixed elements and are thus the cosets of the subgroup.

B.2.3 Permutation groups

We now consider a different kind of finite group. Let each element
of the group denote a permutation of the positions
{1, 2, . . . , n}.
For example, with n = 4 the elements a and b might produce
a : 2, 4, 3, 1;
b : 4, 3, 2, 1.
We define ab by composition, i.e. by applying first b then a to give
in the above example
1, 3, 4, 2;
note that ba here gives
3, 1, 2, 4
showing that in general composition of permutations is not com-
mutative. A group of permutations is a set of permutations such
that if a and b are in the set so too is ab; the unit element leaves all
positions unchanged and we require also the inclusion with every
a, its inverse a−1 defined by aa−1 = e, i.e. by restoring the original
positions.
The simplest such group is the set of all possible permutations,
called the symmetric group of order n, denoted by Sn ; it has n!
elements.
A group of transformations is called transitive if it contains at
least one permutation sending position i into position j for all i, j.
It is called doubly transitive if it contains a permutation sending any
ordered pair i, j; i 6= j into any other ordered pair k, l; k 6= l. It can
be shown that if i 6= j 6= k 6= l then the number of permutations
with the required property is the same for all i, j, k, l.
An important construction of a group of permutations is as fol-
lows. Divide the positions into b blocks each of k positions. Consider
a group formed as follows. Take a permutation from the symmetric
group Sb to permute the blocks. Then take permutations from b
separate symmetric groups Sk to permute positions within blocks.
The group formed by composing these permutations is called a
wreath product.

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B.2.4 Application to randomization theory
The most direct way of thinking about the randomization of a de-
sign is to consider the experimental units as given, labelled 1, . . . , n,
say and then a particular pattern of treatment allocation to be
chosen at random out of some suitable set of arrangements. In
this sense the units are fixed and the treatments randomized to
the units. It is equivalent, however, to suppose that a treatment
pattern is fixed and then the units allocated at random to that
pattern.
For example consider an experiment with two treatments, T and
C and six units 1, . . . , 6, a completely randomized design with equal
replication being used. We may start with the design
T, T, T, C, C, C.
Next apply the symmetric group S6 of 6! permutations to the initial
order 1, 2, 3, 4, 5, 6 of the six experimental units. This generates the
set
1, 2, 3, 4, 5, 6
1, 2, 3, 4, 6, 5
..
.
6, 5, 4, 3, 2, 1
Then we choose one permutation at random out of that set as the
specification of the design. In some respects this is a clumsy con-
struction but it has the advantage of making it clear that because
the set of possible designs is invariant under any permutation in S6
so too must be the properties of the randomization distribution.
If instead we had used the matched pair design based on the
pairs (1, 2), (3, 4), (5, 6) the initial design would have been
T, C, T, C, T, C.
The permutations would either have interchanged units within a
pair or interchanged units within a pair and pairs as a whole.
The first possibility gives
1, 2, 3, 4, 5, 6
1, 2, 3, 4, 6, 5
1, 2, 4, 3, 5, 6
1, 2, 4, 3, 6, 5

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 2, 1, 3, 4, 5, 6
2, 1, 3, 4, 6, 5
2, 1, 4, 3, 5, 6
2, 1, 4, 3, 6, 5
The second possibility, which would become especially relevant if a
second set of treatments was to be imposed at the pair level, would
involve also interchanging pairs to give, for example
3, 4, 1, 2, 5, 6
3, 4, 2, 1, 5, 6
etc. In the first case, the set of designs is invariant under the per-
mutation group consisting of all possible transpositions of pairs. In
the second a larger group is involved, in fact the wreath product
as defined above. Again it follows that the randomization distribu-
tions involved are invariant under the appropriate group.
When the second moment theory of randomization is considered
we are concerned only with the properties of linear and quadratic
functions of the data. The arguments used in Sections 3.3 and 3.4
use invariance to simplify the randomization expectations involved.
If in the present formulation the set of designs is invariant under a
group G of permutations so too are all expectations involving the
unit constants ξ in the notation of Chapters 2 and 3.
There are essentially two uses of this formulation. One is in con-
nection with complex designs where randomization has been used
but it is not clear to what extent a randomization-based analysis is
valid. Then clarification of the group of permutations that leaves
the design invariant can resolve the issue.
Secondly, even in simple designs where second moment proper-
ties are considered, the maximal group of permutations may not
be required; the key property is some version of double transitivity
because the focus of interest is the randomization expectation of
quadratic forms. This leads to the notion of restricted randomiza-
tion; it may be possible to label certain arrangements generated
by the “full” group as objectionable and to find a restricted group
of permutations having the right double transitivity properties to
justify the standard analysis but excluding the objectionable ar-
rangements. The explicit use of permutation groups is unnecessary
for the relatively simple designs considered in this book but is es-
sential for more complex possibilities.

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B.3 Galois fields
B.3.1 Definition
The most important algebraic systems involving two operations, by
convention represented as addition and multiplication, are known
as fields and we give a brief introduction to their properties.
A field is a set F of elements {a, b, . . .} such that for any pair
a, b ∈ F, there are defined unique a + b, a · b ∈ F such that
F1 Under +, F is an additive group with identity 0;
F2 Under ·, all elements of F except 0 form a commutative group;
F3 a · (b + c) = a · b + a · c.
Various properties follow from the axioms. In particular we have
cancellation laws: a + b = a + c implies b = c; a · b = a · c and a 6= 0,
imply b = c. F2 implies the existence of a unit element.
If F contains a finite number n of elements it is called a Galois
field of order n.
The key facts about Galois fields are:
1. Galois fields exist if and only if n is a prime power pm ;
2. any two fields of order n are isomorphic, so that there exists
essentially only one Galois field of order pm , which we denote
GF(pm ).
Fields of prime order, GF(p), may be defined as consisting of
{0, 1, . . . , p − 1}, defining addition and multiplication mod p. This
construction satisfies F1 for all p, but F2 only for prime p.
We use GF(p) to construct finite fields of prime power order,
GF(pm ). These consist of all polynomials
a0 + a1 x + . . . + am−1 xm−1 ,
with ai ∈ GF(p). Obviously there are pm such expressions. Ad-
dition is defined as ordinary addition with reduction of the co-
efficients mod p. To define multiplication, we use an irreducible
polynomial P (x) of degree m, and with coefficients in GF(p). That
is we take
P (x) = α0 + α1 x + . . . + αm xm (αm 6= 0), (B.3)
where P (x) is not a product, reducing mod p, of polynomials of
lower degree. Such a P (x) always exists. The product of two ele-
ments in GF(pm ) is the remainder of their ordinary product after
division by P (x) and reduction of the coefficients mod p. It can be
shown that this defines a field.

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 Example. For GF(22 ) the elements are {0, 1, x, x + 1}. An irre-
ducible polynomial is P (x) = x2 + x + 1; note that P (x) is not x2
or x · (x + 1) or (x + 1)2 = x2 + 1. Then for example x · x is
x2 = (x2 + x + 1) − (x + 1) = −(x + 1) = x + 1, (B.4)
after division by P (x) and because −1 = 1.
The field GF(pm ) can alternatively be constructed using a power
m
cycle from a primitive element in which the powers x1 , . . . , xp −1
are identified with each nonzero element of the field. In the Exam-
m
ple above x1 = x, x2 = x + 1, x3 = 1. The powers x1 , . . . , xp −1
contain each nonzero element of the field just once. The power
cycle can be used to work back to the multiplication table; e.g.
x · (x + 1) = xx2 = 1.
We define a nonzero member a of the field to be a quadratic
residue if it is the square of another member of the field. It can be
seen that quadratic residues are even powers of a primitive element
of the field and that therefore the number of nonzero nonquadratic
residues is the same as the number of quadratic residues. That is,
if we define

 1 a is a quadratic residue
χ(a) = −1 a 6= 0 and is not a quadratic residue (B.5)

0 a = 0,
then
Σχ(a) = 0, χ(a)χ(b) = χ(ab), (B.6)
Σj χ(j − i1 )χ(j − i2 ) = −1, (B.7)
the last, a quasi-orthogonality relation, being useful in connection
with the construction of Hadamard matrices.

B.3.2 Orthogonal sets of Latin squares

We now sketch the application of Galois fields to orthogonal Latin
squares, adopting a rather more formal approach than that sketched
in Section 4.1.3.
A set of n × n Latin squares such that any pair are orthogonal is
called an orthogonal set and an orthogonal set of n − 1 n × n Latin
squares is called a complete orthogonal set.
The central result is that whenever n is a prime power pm ,
a complete orthogonal set exists. To see this, number the rows,
columns and letters by the elements of GF(pm ); u0 = 0, u1 =

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1, u2 , . . . , un−1 . For each λ = 1, . . . , n − 1 define a Latin square Lλ
by the rule: in row ux , column uy , put letter uλ ux + uy . Symboli-
cally
Lλ : {ux , uy : uλ ux + uy }. (B.8)
Then these are a complete orthogonal set. For
1. Lλ is a Latin square;
2. if λ 6= λ0 , Lλ and Lλ0 are orthogonal.
To prove 1., note that if the same letter occurs in row ux and
columns uy and uy0 , then
uλ ux + uy = uλ ux + uy 0 . (B.9)
This implies that uy = uy0 , because of the cancellation law in the
additive group GF(pm ).
Similarly if the same letter occurs in rows ux , ux0 , and in column
uy , then
uλ ux + uy = u λ u x0 + u y ,
uλ ux = u λ u x0 ,
ux = u x0
using both addition and multiplication cancellation laws.
To prove 2., suppose that row ux , column uy contain the same
pair of letters as row ux0 and column uy0 . Then
uλ ux + uy = u λ u x0 + u y 0 ,
uλ0 ux + uy = uλ0 ux0 + uy0 .
Therefore (uλ − uλ0 )ux = (uλ − uλ0 )ux0 . Thus ux = ux0 , since
uλ − uλ0 6= 0. Similarly uy = uy0 .
From this it follows that any square of the set can be derived
from any other, in particular from L1 , by a permutation of rows.
For if and only if uλ ux = uλ0 ux0 , then the ux row of Lλ is identical
with the ux0 row of Lλ0 . Further the last equation has a unique
solution for ux0 , so that each row of Lλ occurs just once in Lλ0 .
(This result is not true for all complete orthogonal sets.)
A second consequence is that L1 is the addition table of GF(pm ).
For it is given by the rule {ux , uy ; ux + uy }. An example of two
orthogonal 5 × 5 Latin squares is given in Table B.1.
Let N (n) be the maximum possible number of squares in an
orthogonal set of n × n squares. We have shown above that if
n = pm , N (n) = n − 1. This can be extended to show that if

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 Table B.1 The construction of two orthogonal 5 × 5 Latin squares.

Column
u0 u1 u2 u3 u4
Row u0 =0 0 1 2 3 4
u1 =1 1 2 3 4 0
u2 =2 2 3 4 0 1
u3 =3 3 4 0 1 2
u4 =4 4 0 1 2 3
L1

u0 u1 u2 u3 u4
Row u0 =0 0 1 2 3 4
u1 =1 2 3 4 0 1
u2 =2 4 0 1 2 3
u3 =3 1 2 3 4 0
u4 =4 3 4 0 1 2
L2

n = pm 1 m2
1 p2 . . . (p1 6= p2 6= . . .) and if rn = min(pm 1 m2
1 , p2 , . . . , ),
2
then N (n) ≥ rn − 1. Thus if n = 12, rn = min(2 , 3) = 3 and there
exists at least 3 − 1 = 2 orthogonal 12 × 12 squares. Fisher and
Yates, and others, have shown that N (6) = 1, i.e. there is not even
a Graeco-Latin square of size 6.
A longstanding conjecture of Euler was that N (n) = rn − 1,
which would have implied that no Graeco-Latin square exists when
n = 2 mod 4, and in particular that no 10×10 Graeco-Latin square
exists. A pair of orthogonal 10 × 10 Latin squares was constructed
in 1960, and it is now known that N (n) > 1, n > 6, so that Graeco-
Latin squares exist except when n = 6. Some bounds for N (n) are
known, and N (n) → ∞ as n → ∞.

Notes

1. The full axioms for a field are not used in the above construction.
It would be enough to have a linear associative algebra. This
fact does lead to systems of squares essentially different from
L1 , . . . , Ln , but not to a solution when n 6= pm .

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2. Orthogonal partitions of Latin squares can be constructed: the
following is an example derived from a 4×4 Graeco-Latin square.

Bγ Dα Cβ Aδ BII DI CI AII
Cδ Aβ Bα Dγ CII AI BI DII
Aα Cγ Dδ Bβ AI CII DII BI
Dβ Bδ Aγ Cα DI BII AII CI

The symbols I, II each occur twice in each row and column and
twice in common with each letter. Orthogonal partitions exist
for 6 × 6 squares.
3. Combinatorial properties of Latin squares are unaffected by
changes between rows, columns and letters.

B.4 Finite geometries

Closely associated with Galois fields are systems of finite num-
bers of “points” that with suitable definitions satisfy axioms of
either Euclidean or projective geometry and are therefore reason-
ably called finite geometries. In an abstract approach we start with
a system consisting of a finite number of points and a collection
of lines, each line consisting of a set of points said to be collinear.
Such a system is called a finite projective geometry PG(k, pm ) if it
obeys the following axioms:
1. there is just one line through any pair of points
2. if points A, B, C are not collinear and if a line l contains a point
D on the line AB and a point E on the line BC, then it contains
a point F on the line CA
3. if points are called 0-spaces and lines 1-spaces and if q-spaces
are defined inductively, for example by defining 2-spaces as the
set of points collinear with points on two given distinct lines,
then if q < k not all points lie in the same q space and there is
no k + 1 space
4. there are (pm )k + pm + 1 distinct points.
It can be shown that such a system is isomorphic with the fol-
lowing construction. Let aj denote elements of GF (pm ). Then a
point is identified by a set of homogeneous coordinates
(a0 , a1 , . . . , ak ),

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not all zero. By the term homogeneous coordinates is meant that
all sets of coordinates (aa0 , aa1 , . . . , aak ) for a any nonzero element
of the field denote the same point. The line joining two points

(a0 , a1 , . . . , ak ), (b0 , b1 , . . . , bk )

contains all points with coordinates

(λa0 + µb0 , λa1 + µb1 , . . . , λak + µbk ), (B.10)

where λ, µ are elements of the field.

The axioms defining a field can be used to show that the require-
ments of a finite projective geometry are satisfied.
Now in “ordinary” geometry, Euclidean geometry is obtained
from a corresponding projective geometry by deleting points at in-
finity. A similar construction is possible here. Take all those points
with a0 6= 0; without loss of generality we can then set a0 to the
unit element of the field and take the remaining points as defined
by a unique set of k coordinates, a1 , . . . , ak , say. This system is
called a finite Euclidean geometry, EG(k, pm ). In effect the set of
points with a0 = 0 plays the role of a point at infinity.
Many of the features of “ordinary” geometry, for example a du-
ality principle in which k − 1 subspaces correspond to points and
k − 2 subspaces to lines can be mimicked in these systems.
In particular if m1 < m and we define a subfield GF(pm1 ) con-
tained in GF(pm ) we can derive a proper subgeometry PG(k, pm1 )
within PG(k, pm ) by using only elements of the subfield.
As an example we consider PG(2, 2) contained within PG(2, 22 ).
We start with the elements of the Galois field labelled {0, 1, x, x+1}
as above. The full system has 21 points with homogeneous coordi-
nates as follows:
A B C D E
0, 0, 1 0, 1, 0 0, 1, 1 0, 1, x 0, 1, x + 1
F G H I J
1, 0, 0 1, 0, 1 1, 0, x 1, 0, x + 1 1, 1, 0
K L M N O
1, 1, 1 1, 1, x 1, 1, x + 1 1, x, 0 1, x, 1
P Q R S T
1, x, x 1, x, x + 1 1, x + 1, 0 1, x + 1, 1 1, x + 1, x
U
1, x + 1, x + 1

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The lines are formed from linear combinations of coordinates. Thus
on the line AB are also the points 0, µA + λB for all choices of λ,
µ from the nonzero elements of GF(22 ). This leads to the line
containing just the points A, B, C, D, E.
The subgeometry PG(2, 2) is formed from the points with co-
ordinates 00, 01, 10, 11 formed from the elements 0, 1 of GF(2).
These are the points A, B, C, F, G, J, K in the above specification
and when these are arranged in a rectangle with associated lines
as columns we obtain the balanced incomplete block design with
seven points (treatments) arranged in seven lines (blocks), with
three points on each line, each pair of treatments occurring in the
same line just once:
A B F C J K G
B F C J K G A (B.11)
C J K G A B F

A Euclidean geometry is formed from points F, . . . , U specifying

each point by the second and third coordinate, for example M as
(1, x + 1).

B.5 Difference sets

A very convenient way of generating block, and more generally

row by column, designs is by development from an initial block
by repeated addition of 1. That is, if there are v treatments la-
belled 0, 1, . . . , v − 1 we define an initial block and then produce
more blocks by successive addition of 1 and reduction mod v. For
example, if v = 7 and we start with the initial block 1, 2, 4 then
with the successive blocks, namely 2, 3, 5; 3, 4, 6; 4, 5, 0; 5, 6, 1;
6, 0, 2; 0, 1, 3, we have a balanced incomplete block design with
v = b = 7, r = k = 3, λ = 1, different from that in (B.11).
The key to this construction is that in the initial block the dif-
ferences between pairs of entries are 3 − 2 = 1, 2 − 3 = −1 = 6,
5 − 2 = 3, 2 − 5 = 4, 5 − 3 = 2, 3 − 5 = 5, so that each possible
difference occurs just once. This implies that in the whole design
each pair of treatments occurs together just once.
There are connections between difference sets and Abelian groups
and also with Galois fields. Thus it can be shown that for v = pm =
4q + 1 there are two starting blocks with the desired properties,
namely the set of nonzero quadratic residues of GF(pm ) and the

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set of nonzero nonquadratic residues. If v = pm = 4q − 1 we take
the nonzero quadratic residues.

B.6 Hadamard matrices

An n × n square matrix L is orthogonal by definition if

LT L = I, (B.12)

where I is the n × n identity matrix. The matrix L may be called

orthogonal in the extended sense if

LT L = D, (B.13)

where D is a diagonal matrix with strictly positive elements. Such

a matrix is formed from mutually orthogonal columns which are,
however, not in general scaled to have unit norm. The columns of
such a matrix can always be rescaled to produce an orthogonal
matrix.
An n×n matrix H is called a Hadamard matrix if its first column
consists only of elements +1, if its remaining elements are +1 or
−1 and if it is orthogonal in the extended sense.
For such a matrix to exist n must be a multiple of 4. It has been
shown that such matrices indeed exist for all multiples of 4 up to
and including 424.
If for a prime p, 4t = p + 1 we may define a matrix by

hi0 = h0j = 1, hii = −1, hij = χ(j − i) (B.14)

and the required orthogonality property follows from those of the

quadratic residue. If pm = 4t − 1 we proceed similarly labelling
the rows and columns by the elements of GF(pm ). The size of a
Hadamard matrix, H, can always be doubled by the construction
 
H H
. (B.15)
H −H

The following is a 8 × 8 Hadamard matrix:

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  
1 1 1 1 1 1 1 1
 1 1 1 1 −1 −1 −1 −1 
 
 1 1 −1 −1 1 1 −1 −1 
 
 1 1 −1 −1 −1 −1 1 1 
 . (B.16)
 1 −1 1 −1 1 −1 1 −1 
 
 1 −1 1 −1 −1 1 −1 1 
 
 1 −1 −1 1 1 −1 −1 1 
1 −1 −1 1 −1 1 1 −1

This is used to define the treatment contrasts in a 23 factorial

in Section 5.5 and a saturated main effect plan for a 27 factorial in
Section 6.3.

B.7 Orthogonal arrays

In Section 6.3 we briefly described orthogonal arrays, which from

one point of view are generalizations of fractional factorial designs.
The construction of orthogonal arrays is based on the algebra of
finite fields. Orthogonal arrays can be constructed from Hadamard
matrices, as illustrated in Section 6.3, and can also be constructed
from Galois fields, from difference schemes, and from sets of or-
thogonal Latin squares.
A symmetric orthogonal array of size n with k columns has s
symbols in each column, and has strength r if every n × r subar-
ray contains each r-tuple of symbols the same number of times.
Suppose s = pm is a prime power. Then an orthogonal array with
n = sl rows and (sl − 1)/(s − 1) columns that has strength 2
can be constructed as follows: form an l × (sl − 1)/(s − 1) matrix
whose columns are all nonzero l-tuples from GF(s) in which the
first nonzero element is 1. All linear combinations of the rows of
this generator matrix form an orthogonal array of the required size.
This is known as the Rao-Hamming construction.
For example, with s = 2 and l = 3 and generator matrix
 
1 0 0 1 1 0 1
 0 1 0 1 0 1 1 
0 0 1 0 1 1 1

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we obtain the 8 × 7 orthogonal array of strength 2:
 
0 0 0 0 0 0 0
 1 0 0 1 1 0 1 
 
 0 1 0 1 0 1 1 
 
 0 0 1 0 1 1 1 
 
 1 1 0 0 1 1 0 .
 
 1 0 1 1 0 1 0 
 
 0 1 1 1 1 0 0 
1 1 1 0 0 0 1
Orthogonal arrays can also be constructed from error-correcting
codes, by associating to each codeword a row of an orthogonal
array. In the next section we illustrate the construction of codes
from some of the designs considered in this book.

B.8 Coding theory

The combinatorial considerations involved in the design of experi-
ments, in particular those associated with orthogonal Latin squares
and balanced incomplete block designs, have other applications, no-
tably to the theory of error-detecting and error-correcting codes.
For example, suppose that q ≥ 3, q 6= 6 so that a q × q Graeco-
Latin square exists. Then we may use an alphabet of q letters
0, 1, . . . , q − 1 to assign each of q 2 codewords a code of four symbols
by labelling the codewords (i, j) for i, j = 0, . . . , q − 1 and then
assigning codeword (i, j) the code
ijαij βij , (B.17)
where αij and βij refer to the Latin and Greek letters in row i and
column j translated onto 0, . . . , q − 1 in the obvious way.
For example with q = 3 we obtain the following:

Codeword 00 01 02 10 11
Code 0000 0111 0222 1012 1120

Codeword 12 20 21 22
Code 1201 2021 2102 2210

It can be checked in this example, and indeed in general from

the properties of the Graeco-Latin square, that the codes for any
two codewords differ by at least three symbols. This implies that

© 2000 by Chapman & Hall/CRC

two errors in coding can be detected and one error corrected, the
last by moving to the codeword nearest to the transmitted word.
In the same way if q = pm , we can by labelling the codewords via
the elements of GF(pm ) and using the complete set of mutually
orthogonal q×q Latin squares obtain a coding of q 2 codewords with
q + 1 symbols per codeword and with very strong error detecting
and error correcting properties.
Symmetrical balanced incomplete block designs with b = v can
be used to derive binary codes in a rather different way. Add to
the incidence matrix of the design a row of 0’s and below this the
matrix with 0’s and 1’s interchanged, thus producing a 2v + 2 by
v matrix coding 2v + 2 codewords with v symbols per codeword.
Thus with b = v = 7, r = k = 3, λ = 1, sixteen codewords are each
assigned seven binary symbols. Again any two codewords differ by
at least three symbols and the error-detecting and error-correcting
properties are as before.

B.9 Bibliographic notes

Restricted randomization was introduced by Yates (1951a, b) to
deal with a particular practical problem arising with a quasi-Latin
square, i.e. a factorial experiment with double confounding in square
form. The group theory justification is due to Grundy and Healy
(1950). The method was rediscovered in a much simpler context by
Youden (1956). See the general discussion by Bailey and Rowley
(1987).
Galois fields were introduced into the study of sets of Latin
squares by Bose (1938).
A beautiful account of finite groups and fields is by Carmichael
(1937). Street and Street (1981) give a wide-ranging account of
combinatorial problems connected with experimental design.
John and Williams (1995) give an extensive discussion of designs
formed by cyclic generation.
For the first account of a 10 × 10 Graeco-Latin square, see Bose,
Shrikhande and Parker (1960). For orthogonal partitions of Latin
squares, see Finney (1945a).
For an introduction to coding theory establishing connections
with experimental design, see Hill (1986). The existence and con-
struction of orthogonal arrays with a view to their statistical appli-
cations is given by Hedayat, Sloane and Stufken (1999). The use of
error-correcting codes to construct orthogonal arrays is the subject

© 2000 by Chapman & Hall/CRC

of their Chapter 5, and the Rao-Hamming construction outlined
in Section A.8 is given in Chapter 3.
There is an extensive specialized literature on all the topics in
this Appendix.

B.10 Further results and exercises

1. For the group C2 (a, b, c) = {1, a, b, ab, c, ac, bc, abc} write out
the multiplication table and verify that the group is equally
generated by (ab, c, bc). Enumerate all subgroups of C2 (a, b, c).
2. Write out the multiplication table for GF(2 2 ).
3. Construct the addition and multiplication table for GF(32 ) tak-
ing x2 + x + 2 as the irreducible polynomial. (Verify that it is
irreducible.) Verify the power cycle
x = x, x2 = 2x + 1, x3 = 2x + 2, x4 = 2,
x5 = 2x, x6 = x + 2, x7 = x + 1
and conversely use the power cycle to derive the multiplication
table.
4. Use the addition and multiplication tables for GF(32 ) to write
down L1 , L2 for the 9 × 9 set. Check that L2 can be obtained
by permuting the rows of L1 .
5. Construct a theory of orthogonal Latin cubes.
6. Count the number of lines and points in finite Euclidean and
projective geometries.

© 2000 by Chapman & Hall/CRC