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Probability Theory
Chapter Structure
2.1
2.2
Introduction
Probability Theory
2.2.1 Basic terminology
2.2.2 Probability concept
2.2.3 Probability laws
2.3 Probability Distributions
2.3.1 Discrete and continuous random variable
2.3.2 Discrete Distributions
2.3.2.1
Binomial Distribution
2.3.2.2
Poisson Distribution
2.3.2.3
Negative Binomial or Pascal Distribution
2.3.2.4
Geometric Distribution
2.3.2.5
Hypergeometric Distribution
2.3.3 Continuous Distributions
2.3.3.1
Uniform Distribution
2.3.3.2
Gamma Distribution
2.3.3.3
Exponential Distribution
2.3.3.4
Normal Distribution
2.4
Hypothesis Testing
2.4.1 Null and alternate hypothesis
2.4.2 Terminology used in hypothesis testing
2.4.2.1 Error in sampling
2.4.2.2 Critical region and Level of significance
2.4.2.3 One tailed and two tailed tests
2.4..2. 4 Critical values or significant values
2.4.3 Procedure for testing of hypothesis
2.4.4 Z-test
2.4.5 t-test
2.4.6 Chi-Square Test
2.4.7 F- test
2.5 Analysis of Variance (ANOVA)
2.5.1 One -Way Analysis of Variance
2.5.2 Two-Way Analysis of Variance
2.7 Summary
Learning Objectives
In this chapter, you will learn about
2.1 Introduction
Probability theory is being applied in the solution of social, economic, political, engineering
and business problems. In fact, probability has become a part of our everyday life. In
personal and management decisions, we face uncertainty and use probability theory. Various
quality related processes are stochastic in nature and these are modeled using probability
theories and inferences are drawn based on statistical measures. In this chapter we learn about
basic probability terminology, related laws, probability distributions, hypothesis testing and
ANNOVA analysis.
of a
single
point
of
is
often
called
a simple or
Independent Events :
Two
or
For
example, if a coin is
tossed twice, the result of the second throw would in
no
way
be
affected by the
result of the first throw. Similarly, the results obtained by throwing a dice
are independent
of the results obtained by drawing an ace from a pack of cards.
Dependent
Events : Dependent events are those in which the
occurrence or
non-occurrence of one event in any one trial affects the probability of
other events in other
trials. For example , if a card is drawn from a pack of playing cards and is
not replaced this
will alter the probability that the second card drawn is, say an ace,
similarly the probability
4
52
or
1
13
3
51
more often than the others. For example, if an unbiased coin or dice is
thrown, each face
may be expected to be observed approximately the same number of
times in the long run.
Exhaustive Events:
totality includes all
possible outcomes are 1,2,3,4,5 and 6 and hence the exhaustive number
of cases is 6. If two
dice are thrown once, the possible outcomes are :The sample space of
the experiment i.e.
36 ordered pairs (62).
Complementary Events : Let there be two event A and B. A is called
the complementary
event of B (and vice versa) If A and B are mutually exclusive and
exhaustive. For example,
when a dice is thrown, occurrence of an even number (2,4,6) and odd
number (1, 3, 5) are
complementary events. Simultaneous occurrence of two events A and B is
generally
written as AB.
VENN DIAGRAM : Sample spaces events,
particularly relationships
A B ,
3.1. When A and B are mutually exclusive, we write A
denotes empty set, which has no elements at all.
where
Probability axioms
0 P ( A) 1;
P( S ) 1;
P ( ) 0;
P( A c ) 1 P( A)
P( A or B) P( A B ) P( A) P( B)
(3.1)
P( A or B) P( A B) P( A) P( B) P( A B)
(3.2)
Multiplication Law
If two events A and B are independent events the probability that they
both will occur is equal to the product of their individual probabilities.
Symbolically,
P ( A B ) P ( A) P( B)
(3.3)
CONDITIONAL PROBABILITY
P( A) 0
Let A and B be two events such that
P ( B / A)
P( A B)
P ( A)
P( A B) P( A) P( B / A)
or
(3.4)
(3.5)
In words, the probability that A1,and A2,and A3 all occur is equal to the
probability that A1 occurs times the probability that A2 occurs given that A1
has occurred times the probability that A3 occurs given that both A1 and A2
have occurred. The result can be easily generalized to n events.
Total Probability Law
If an event A must result in one of the mutually exclusive events A1, A2,
An, then
P ( A) P( A1 ) P ( A / A1 ) P( A2 ) P ( A / A2 ) ........... P ( An ) P ( A / An )
(3.6)
BAYE S THEOREM
Suppose that A1, A2.., Ak, , An are mutually exclusive events whose
union is the sample space S, i.e., one of the events must occur. Then if A
is any event, which have intersection with these mutually exclusive
events, then according to Bayes theorem:
P( Ak / A)
P( Ak ) P( A / Ak )
n
P( A ) P( A / A )
i 1
(3.7)
This enables us to find the probabilities of the various events A1, A2,.., An
that can cause A to occur.
Example 3.1 : A manufacturer has three machine operators A, B and C.
The first operator A produces 1% defective items, whereas the other two
operators B and C produces 5% and 7% defective items, respectively. A is
on the job for 50% of the time, B on the job for 30% of the time and C on
the job for 20% of the time. A defective item is produced. What is the
probability that it was produced by A?
Solution: Let E1, E2, E3 and A be the events defined as follows:
50
100
30
100
=
A
E1
20
100
the operator A
1
100
E2
P
Similarly ,
E3
5
100
P
=
A
)
E1
A
A
A
P ( E1 ) P ( ) P ( E 2 ) P ( ) P ( E3 ) P( )
E1
E2
E3
P( E1 ) P(
=
50
1
X
100 100
50
1 30
5 20
7
X
X
100 100 100 100 100 100
50
5
50 150 140 34
p( x ) 1
With the condition
i 1
F ( x) P{ X x}
F ( x)
f ( x)dx,
x ( , )
P ( X x) n C x p x (1 p ) n x
for x 0, 1, 2, ....., n
(3.8)
0.25
0.2
p(x)
0.15
0.1
0.05
5
Random variable
10
2 np(1 p)
np
and
(3.9)
The binomial distribution holds under the following conditions:
i)
ii)
iii)
iv)
(i) none
1 19
20 20
P ( X 0)5C0
i)
19
20
P(0 X 1) P( X 0) P( X 1)
ii)
0
1 19
1 19
5
C1
20 20
20 20
C0
6 19
5 20
P(1 X 5) 1 P(0 X 1)
iii)
6 19
1 19
1 19
5
C0
C1
1
5 20
20 20
20 20
0
P(1 X 5) 1 P ( X 0)
iv)
1
=
1 19
19
C0
1
20 20
20
0
2.3.2.2
Poisson Distribution
n .
i)
ii)
i.e.,
np .is finite.
iii)
x e x
x
for x 0,1,2,......
(3.10)
Thus, the number of successes is a random variable having a Poisson
distribution with the parameter
0.4
0.35
0.3
p(x)
0.25
0.2
0.15
0.1
0.05
0
4
5
6
Random variable
10
p
Then,
1
0.01
100
We have n=100
Since p is small, so we use the Poissons distribution with
np 100 X 0.01 1
r e
r
P( X 3) 1 P( X 2) 1 P( X 2) P( X 1) P( X 0)
P ( X 2)
(1) 2 e 1
0.184;
2
P( X 1)
(1)1 e 1
(1)0 e 1
0.368; P ( X 0)
0.368;
1
0
(3.11)
k
p
2
and
k 1
1
p p
.
(3.12)
Example 3.4: Suppose that 25% of the items taken from the end of a
production line are defective. If the items taken from the line are checked
until 5 defective items are found, what is the probability that 10 items are
examined?
Solution: Suppose the occurrence of a defective item is a success. Then
according to question we have to find the probability that there will be
(10-5)=5 failures preceding the 5th success, the probability of success in a
trial being 0.25. Then by negative binomial probability law, the required
probability is:
p ( x )101C51 (0.25) 5 (1 0.25)105
2.3.2.4
Geometric Distribution
for x 1,2,3
(3.13)
Probability mass function
0.25
0.2
p(x)
0.15
0.1
0.05
5
6
Random variable
10
Example 3.5:
A box contains dice numbered from 1 to 38. If Amit always bets that the
outcome will be one of the numbers 1 through 12, what is the probability
that his first win occurs on his fourth bet?
Solution.
Let X be the number of trial of which the first success (win ) occurs, then
using
p( x) p(1 p ) x 1
p ( x 4)
for x 1,2,3
12
26
(1 ) 3
38
38
=0.1012
2.3.2.5 Hypergeometric Distribution
p ( x)
C x N M Cn x
N
Cn
for, x= 0,1, 2, , n.
(3.14)
x M and n x N M
Thus, there is a finite population consisting of N items. Some number M,
of these items fall into class of interest. Then , a random sample of n
items from the population without replacement, and the number of items
in the sample that falls into the class of interest, say , x is is a random
variable having a hyper geometric distribution with the parameters n, N
and M.
The mean and variance of binomial distribution are:
nM
N
2
and
nM
N
M N n
N N 1
(3.15)
x 1
20
20
20
C3
C3
C3
2.3.2
Continuous Distributions
f ( x)
0
for x 0
elsewhere
(3.16)
and
The parameters
with
f(x)
Random Variable
0 and 20
train.
f ( x)
1
0.05
20 0
F ( X 8) (8 0)(0.05) 0.4
This is the probability that a person will wait for less than 8 minutes.
2.3.3.2 Gamma Distribution
A random variable X has a gamma distribution and it is referred to as a
gamma random variable if and only if its probability density is given by
f ( x)
1
1
x
e
( )
0
for x 0
elsewhere
(3.17)
0 and 0
Where
and
2 2
(3.18)
parameter
104
= 2 and
2 X 10 4 hour
The cumulative gamma distribution is
x
1
F (a ) 1
x 1e
( )
a
F (a ) 1
xe
2
10000
(
2
)
2
2.3.3.3
dt
10000
dx
Exponential Distribution
1 and
e x
f ( x)
for x 0
elsewhere
(3.19)
-5
11
x 10
10
9
f(x)
8
7
6
5
4
3
1000
2000
3000
7000
8000
9000 10000
1
and
1
2
(3.20)
e x
800
F ( X 80) e dx
800
(1 e 0.0001(800) )
= 0.0769
2.3.3.4
Normal Distribution
The normal distribution is the most important distribution in both theory
and application of statistics. A random variable X has a normal distribution
and it is referred to as a normal random variable if and only if its
probability density is given by
1 x
1
f ( x)
e 2
2
for x
(3.21)
F ( X x)
1
1 ( x' )2 '
exp[
]dx
2 2
2
(3.22)
The closed form solution of this integral can not be obtained. It is calculated by numerical
solution. First, the PDF, f(x) expression is transformed into standard normal variable, z,
z
function using transformation,
( z)
1 z2 / 2
e
2
(z )
as
F ( x) Pr{ X x} Pr{
(3.23)
This can be solved with the help of standard normal distribution tables.
Solution .
0.20 cm
We have, =10.10 cm,
10.05 10.10
0.25
0.20
10.20 10.10
0. 5
0.20
For X=10.05,
For X=10.20,
Therefore, area of the normal curve between the ordinate -0.25 to 0.5 =
Area between the ordinates -0.25 to 0 + area between the ordinates 0 to
0.5 = 0.0987 + 0.1915 = 0.2902. Thus 29.02% of the output meets the
specification.
Example 3.11: A sample of 100 dry battery cells tested to find the length
of life produced the following results :
12 hours,
3 hours
2.5
Area
2
0.4938
1
0.4772
0.67
0.3413
0.2487
Solution : Let the random variable X denote the length of life of dry
battery cells.
(i)
P(X =15) = P (Z =1 )
Z
Where,
15 12
1
3
(ii)
Z
Where,
6 12
2
3
Null hypothesis
Alternate hypothesis
i)
ii)
H a : 0
H a : 0
iii)
The alternative hypothesis in (i) is known as a two tailed alternative and
the alternatives in (ii) and (iii) are known as right tailed and left tailed
alternatives respectively. The setting of alternative hypothesis is very
important since it enable us to decide whether we have to use a single
tailed (right or left) or two-tailed test.
2.4.2. Terminology used in hypothesis testing
2.4.2.1 Errors in Sampling: The main objective in sampling theory is to
draw valid inferences about the population parameters on the basis of the
sample results. In practice we decide to accept or reject the lot after
examining a sample from it. As such we are liable to commit the following
two types of errors:
Type I Error: Reject H0 when it is true.
Type II Error: Accept H0 when it is wrong. i.e. accept H0 when H1 is true.
If we write,
P{Reject H0 when it is true}=P{Reject H0/H0} =
and
respectively.
of Ho is termed as critical region or region of rejection. If
region and if t is
is the critical
Where
H a : 0
(Right tailed ) or
(Left tailed), is a single tailed test. In
the right tailed test the critical region lies entirely in the right tail of the
sampling distribution of , while for the left tail test, the critical region is
entirely in the left tail of the distribution.
A test of statistical hypothesis where the alternative hypothesis is two
tailed such as :
H 0 : 0
H a : 0
0 and 0
and
H1 : 1 2
Thus giving us a left-tail test. Similarly, for testing if the product of new
process is inferior to that of standard process, then we have :
H 0 : 1 2
and
H1 : 1 2
Thus giving us a right-tail test. Thus, the decision about applying a twotail test or a single-tail (right or left) test will depend on the problem under
study.
2.4.2.4 Critical Values or significant Values: The value of test
statistic which separates the critical (or rejection) region and the
acceptance region is called the critical value or significant value. It
depends upon :
(i) The level of significance used, and
(ii) The alternative hypothesis, whether it is two-tailed or single-tailed.
As has been pointed our earlier, for large samples, the standardised
variable corresponding to the statistic x viz :
This value of Z under the null hypothesis is known as test statistic. The
critical value of the test statistic at level of significance
test is given by
where
for a two-tailed
P( Z z
i.e.,
is
is the value so that the total area of the critical region on both tails
P( Z z P( Z z )
P( Z z )
or
right of
is
. Thus
is
,
z
:
:
is determined so that
and for left-tailed test
P ( Z z )
P ( Z z )
2.4.3
2.
3.
is fixed in
advance.
4.
5.
the significance,
Z z
If
i.e., if the calculated value of Z (in modulus value) is less than
we say it is not significant. By this we mean that the difference x- is just
due to fluctuations of sampling and the sample data do not provide us
sufficient evidence against the null hypothesis which may therefore, be
accepted.
Z z
If
, i.e., if the computed value of test statistic is greater than the
critical or significant value, then we say that it is significant and the null
hypothesis is rejected at level of significance
coefficient (1 2.4.4 Z- Test
).
Z test is used for tests on means with known variance and for large
samples ( sample size more than 30). The testing of significance for single
mean and significance of difference of means are done with Z-test.
Test of Significance for Single Mean: According to Central Limit
Theorem if x1, (i = 1,2,...., n) is random sample of size n from a normal
population with mean and variance
is :
Under the null hypothesis, Ho that the sample has been drawn from a
population with mean and variance
H 0 : 0
H a : 0
Z0
x 0
n
Z 0 z / 2
and reject H0 if
Table.
Hypothesis
Test Statistic
H 0 : 0
Two-tailed test
H a : 0
H 0 : 0
Z0
x 0
Criteria for
rejection of
H0
hypothesis
Z 0 z / 2
Z 0 z
H a : 0
H 0 : 0
Z 0 z
H a : 0
x1
be the mean of a
x2
x1 ~ N 1 , 1
n1
Also
x1 x2
and
2
x2 ~ N 2 , 2
n2
12
( x 1 x2 ) ( 1 2 )
1 2
n1
n2
2
x1 x2
is given by
H 0 : 1 2
Test Statistic
Criteria for
rejection of
H0
hypothesis
Z 0 z / 2
H 0 : 1 2
Two-tailed test
H a : 1 2
H 0 : 1 2
H a : 1 2
H 0 : 1 2
Z0
x1 x2
1 2
n1
n2
2
Z 0 z
Z 0 z
H a : 1 2
H a : 175
H 0 : 175;
Z0
x 0
182 175
3.50
10
25
z z0.05 1.645
H 0 : 175;
t
The statistic
x 0
S
n
Hypothesis
Test Statistic
Criteria for
rejection of
H0
hypothesis
H 0 : 0
Two-tailed test
t0 t / 2,n1
H a : 0
H 0 : 0
x 0
S
n
t0 t ,n1
H a : 0
H 0 : 0
t 0 t , n 1
H a : 0
Test Statistic
H 0 : 1 2
Two-tailed test
t0
H a : 1 2
(X X ) (X
2
Sp
Criteria for
rejection of
H0
hypothesis
t 0 t / 2,
x1 x2
1 1
Sp
n1 n2
X 2 )2
n1 n 2 2
Where,
and
n1 n2 2
Example 3.13: Two types of drugs were used on 5 and 7 patients for
reducing their weight. The drug A was imported and drug B indigenous.
The decrease in weight after using the drug for six months was as follows:
Drug A
10
12
13
11
14
Drug B
12
14
15
10
H 0 : 1 2
Hypothesis design
H a : 1 2
..
( X1 X1)
X1
( X1 X1 )2
( X1 X1)
X1
( X1 X1 )2
10
-2
-3
12
-2
12
13
11
-1
14
14
15
16
10
-1
-2
(X
60
X 1 ) 2 10
77
(X
X 2 ) 2 44
X1
X
n1
60
12;
5
(X X ) (X
2
Sp
X2
n1 n 2 2
X
n2
X 2 )2
77
11
7
10 44
572
t0
x1 x2
12 11
0.735
1 1
1 1
Sp
2.324
n1 n2
5 7
n1 n2 2 5 7 2 10
and
t0.05,10 2.228
The calculated value of t is less than the table value, the hypothesis is
accepted. Hence, there is no significance in the efficacy of two drugs.
Since drug B is indigenous and there is no difference in the efficacy of
imported and indigenous drugs, we should buy indigenous drug B.
2.4.6 Chi-square Test for population Variance: Suppose we want to
test if a random sample xi, (i=1,2,.....,n) has been drawn from a normal
2
1 0
population with a specified variance
.
2
1 0
, the
( xi x ) 2
nS 2
[
] 2
2
0
0
i 1
2
2 [
i 1
(Oi Ei ) 2
]
2
Ei
H 0 : 1 100;
H a : 1 100;
nS 2 25(8.5) 2
2
18.0625
100
0
2
n 1 25 1 24
2 0.05, 24 36.415
2 (18.0625)
Since the calculated value of
is less than the table value
(36.415), the hypothesis holds true, the population standard deviation
may be 10.
2.4.7 F Test
If X and Y are two independent chi-square variates with
d.f..respectively, the F-statistic is defined by
and
F 1
Y
2
In other words, F is defined as the ratio of two independent chi-square
variates divided by their respective degrees of freedom and it follows F-
1 2
distribution with (
1 2
1
F 2 1
f (F ) 2
( ) / 2
B 1 , 2 [1 1 F ] 1 2
2
2 2
S1
2
S2
It should be noted that S12 is always the larger estimate of variance, i.e.,
S12> S22.
1 n1 1
1
2
and
2 n2 1
2.
3.
Example 3.15: Given that sample variance for two gasoline formulations
are :
S12
= 1.34 and
S 22
Test the hypothesis that the variances of the road octane numbers for the
two gasoline formulations are the same ; that is,
H0 :1 2 ; H a :1 2 ;
2
Since
S12
= 1.34 and
F0 =
S12
S 22
S 22
1.34
1.07
= 1.25
0.025,9,9
= 4.03 and F
0.975 9,9
< 1.25 < 4.03, we conclude that there is no evidence to warrant rejection
of Ho.
The variance between samples taken into account the random variations
from observation to observation. It also measures difference from one
group to another. The sum of squares between samples is denoted by
SSC. The steps in calculating variance between samples will be :
(a) Calculate the mean of each sample i.e.,
(b) Calculate the grand average
X1, X 2 ,
etc. :
X 1 X 2 ..........
N1 N 2 .............
X 1, X 2 ,
etc. :
(b) Take the deviations of the various items in a sample from the mean
values of the respective samples.
(c) Square these deviations and obtain the total which gives the sum of
square within the samples and
(d) Divide the total obtained in step (c) by the degrees of freedom. The
degree of freedom is obtained by deduction from the total number of
items the number of samples , i.e. v= N-K, where K refers to the number
of samples and N refers to the total number of all the observations.
3. Calculate the ratio F as follows :
F
S1
2
S2
Variance
ratio of F
MSC/MSE
0.01
29
32
25
27
33
24
30
31
24
27
34
25
28
30
26
.
Solution :
Hypothesis design:
H 0 : 1 2 3
H a : 1 2 3
x1
29 27 30 27 28
28.2
5
x2
32 33 31 34 30
32.0
5
x3
25 24 24 25 26
24.8
5
Grand average
28.33
3
3
SSC n ( x1 x ) 2 ( x2 x ) 2 ( x3 x ) 2
SSE (29 28.2) 2 ( 27 28.2) 2 (30 28.2) 2 (27 28.2) 2 (28 28.2) 2 ............ ( 25 24.8) 2
=19.60
SST (29 28.33) 2 ( 27 28.33) 2 (30 28.33) 2 ( 27 28.33) 2 (28 28.33) 2 ............ (26 28.33) 2
= 149.33
1 (c 1) 3 1 2
2 (n c) 15 c 14
MSC=SSC/(c-1) = 129.73/2=64.87
MSE=SSE/(n-c) = 19.60/12=1.63
F = MSC/MSE = 64.87/1.63=39.80
Table 8: One- way ANOVA table
Source
of Sum
of
variation
squares
Between
SSC=129.73
samples
Within
SSE=19.60
sample
Total
SST=149.33
Degree
of Mean square
freedom
1 (c 1) 2 MSC=SSC/(c1)=64.87
2 (n c) 12 MSE=SSE/(nc)=1.63
n-1=14
Variance
ratio of F
MSC/MSE
=39.80
The decision is to reject the null hypothesis because the observed F value
of 39.80 is greater than the critical value of 6.93. Therefore, there is a
significant difference between the sample means.
2.5.2 TWO-WAY ANOVA
In a one-factor analysis of variance explained above the treatments
constitute different levels of a single factor which is controlled in the
experiment. There are, however, many situations in which the response
variable of interest may be affected by more than one factor. For
example, petrol mileage may be affected by the type of car driven, the
way it is driven road conditions and other factors in addition to the brand
of petrol used.
When it is believed that two independent factors might have an effect on
the response variable of interest, it is possible to design the test so that
an analysis of variance can be used to test for the effects of the two
factors simultaneously. Such a test is called a two-factor analysis of
variance. With the two-factor analysis of variance. We can test two sets
of hypothesis with the same data at the same time.
In a two way classification the date are classified according to the
different criteria or factors. The procedure for analysis of variance is
somewhat different than the one followed while dealing with problems of
one-way classification. In a two-way classification the analysis of variance
table takes the following form.
Table 9: Two-way ANOVA table
Source
variation
of Sum of
square
s
SSC
Between
samples
Between Rows SSR
Residua
or SSE
error
Total
SST
Degrees
of
freedom
c-1
Ratio of F
MSC=SSC/(c-1)
MSC/MSE
r-1
(c-1)(r-1)
MSR=SSR/(r-1)
MSE=SSE/(r-1)(c-1)
MSR/MSE
n-1
F(1 , 2 )
Where
F(1 , 2 )
Where
MSC
MSE
1 (c 1)
and
2 (c 1)( r 1)
MSR
MSE
1 (r 1)
2 (c 1)( r 1)
and
1 (c 1)
case
1 (r 1)
production per day turned out by different workers using four different
types of machines:
Machine Type
Workers
44
38
47
36
46
40
52
43
34
36
44
32
43
38
46
33
38
42
49
39
a) Test whether the mean productivity is the same for the different
machine types.
b) Test whether the 5 men differ with respect to mean productivity
Solution.
Hypothesis Design:
a) The mean productivity is the same for four different machines.
H 0 : A B C D
H a : A B C D
Machine type
A
B
+4
-2
+6
0
Total
C
+7
+12
D
-4
+3
+5
+21
3
4
5
Total
-6
+3
-2
+5
Correction factor
-4
-2
+2
-6
+4
+6
+9
+38
-8
-7
-1
-17
-14
0
+8
T=20
T 2 400
20
N
20
correctionfactor
5
5
5
5
(c 1) (4 1) 3
correction factor
4
4
4
4
4
( r 1) (5 1) 4
Total sum of squares
between workers)
= 574-338.8-161.5 = 73.7
Degree of freedom for residual = (c-1) (r-1) = 3X 4 = 12
Table 10: Two-way ANOVA table
Source
of Sum
variation
Between
of Degrees
of Mean square
Variance ratio
or F
112.933
18.387
6.142
squares
338.8
freedom
3
112.933
types
Between
161.5
40.375
workers
Remainder
73.7
12
6.142
574
19
machine
40.375
6.574
6.142
or residual
b) For
The calculated value(6.574) is greater than the table value
(3.26),hence the workers differ with respect to mean productivity.
2.7 Summary
This chapter focuses on basic probability concepts, important
discrete and continuous probability distributions, hypothesis
testing, four important statistical tests;
and
2 test.
Review Question
EXERCISES
1.In a factory, machine A produces 30% of the total output, machine B
produces 25% and the machine C produces the remaining output. 1% of
2
120
3
132
121 127
130
117 125
129
110 129
135
Determine the observed F value. Compare it to the critical F value and
decide whether to reject the null hypothesis. Use a 1% level of
significance.
8. To study the performance of three detergents and three different water
temperatures, the following Whiteness readings were obtained with
specially designed equipment :
Water temp.
Detergent A
Detergent B
Detergent C
Cold Water
57
55
67
Warm Water
49
52
68
Hot Water
54
46
58
Perform a two-way analysis of variance, using 5% level of significant
(Given F 5% = 6.94 ) The time (in hours ) required to repair a machine is
an exponentially disturbed random
= 1.
(a) What is the probability that a time exceeds 2 hours?
(b) What is the conditional probability that a repair takes at least 3
hours, given that is duration exceeds 2 hours?