10 views

Uploaded by Lu Shuyuan

- Statistical Tables
- Exact Inference and Optimal
- Section Six One and Two
- Statistical Intervals.ppt
- pdf-to-word.docx
- MATH30-6 Lecture 8.pptx
- 03_anova.pdf
- probality
- HCI JC 2 H2 Maths 2011 Mid Year Exam Questions
- Inferences From Indifference Zone Procedures
- Zou 2011
- qt1-4
- lesson plan for website
- Sampling Distributions and One Sample Tests
- JIM104_PA_(2011-12)[1]
- Errata - Discovering Statistics
- graded hw # 1
- Surge Motion of Mini TLP in Random Seas- Comparison Between Experiment and Theory
- Scarcity Frames Value.pdf
- Mathematics S P1P2 Answer Schema_Pahang

You are on page 1of 42

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval for the population mean ?

Theorem

Let X1 , X2 , . . . , Xn be a random sample from a normal distribution with mean and variance 2 , where and are unknown. The random variable X T = S/ n has a probability distribution called a t distribution with n 1 degrees of freedom (df). Here X is the sample mean and S is the sample standard deviation.

Properties of t Distributions:

Properties of t Distributions:

Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom.

Properties of t Distributions:

Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0.

Properties of t Distributions:

Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve.

Properties of t Distributions:

Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve. 4. As increases, the spread of the corresponding t curve decreases.

Properties of t Distributions:

Let t denote the density function curve for df. 1. t is governed by only one parameter , the number of degrees of freedom. 2. Each t curve is bell-shaped and centered at 0. 3. Each t curve is more spread out than the standard normal (z) curve. 4. As increases, the spread of the corresponding t curve decreases. 5. As , the sequence of t curves approaches the standard normal curve (so the z curve is often called the t curve with df=).

Notation

Let t, = the number on the measurement axis for which the area under the t curve with df to the right of t, is ; t, is called a t critical value.

Notation

Let t, = the number on the measurement axis for which the area under the t curve with df to the right of t, is ; t, is called a t critical value.

Proposition

Let x and s be the sample mean and sample standard deviation computed from the results of a random sample from a normal population with mean . Then a 100(1 )% condence interval for is s s x t ,n1 , x + t ,n1 2 2 n n

s or, more compactly, x t ,n1 n . 2 An upper condence bound for is

s x + t,n1 n and replacing + by in this latter expression gives a lower condence bound for , both with condence level 100(1 )%.

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval for the 11th component?

Proposition

A prediction interval (PI) for a single observation to be selected from a normal population distribution is x t ,n1 s 2 The prediction level is 100(1 )%. 1+ 1 n

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is the 95% condence interval such that at least 90% of the values in the population are inside this interval?

Proposition

A tolerance interval for capturing at least k% of the values in a normal population distribution with a condence level 95%has the form x (tolerance critical value) s

Proposition

A tolerance interval for capturing at least k% of the values in a normal population distribution with a condence level 95%has the form x (tolerance critical value) s The tolerance critical values for k = 90, 95, and 99 in combination with various sample sizes are given in Appendix Table A.6.

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42

Example (a variant of Problem 62, Ch5) The total time for manufacturing a certain component is known to have a normal distribution. However, the mean and variance 2 for the normal distribution are unknown. After an experiment in which we manufactured 10 components, we recorded the sample time which is given as follows: 1 2 3 4 5 time 63.8 60.5 65.3 65.7 61.9 with 6 7 8 9 10 time 68.2 68.1 64.8 65.8 65.4 X = 64.95, s = 2.42 What is a 95% condence for the population variance 2 ?

Theorem

Let X1 , X2 , . . . , Xn be a random sample from a distribution with mean and variance 2 . Then the random variable (n 1)S 2 = 2 (Xi X )2 2

Notation

Let 2 , called a chi-squared critical value, denote the number , on the measurement axis such that of the area under the chi-squared curve with df lies to the right of 2 . ,

Notation

Let 2 , called a chi-squared critical value, denote the number , on the measurement axis such that of the area under the chi-squared curve with df lies to the right of 2 . ,

Proposition

A 100(1 )% condence interval for the variance 2 of a normal population has lower limit

(n 1)s 2 /2 ,n1 2

2

A condence interval for has lower and upper limits that are the square roots of the corresponding limits in the interval for 2 .

- Statistical TablesUploaded byJames Norton
- Exact Inference and OptimalUploaded bykhayyamrad
- Section Six One and TwoUploaded byhibongo
- Statistical Intervals.pptUploaded byMarah Elaine Teves
- pdf-to-word.docxUploaded byChand Saini
- MATH30-6 Lecture 8.pptxUploaded bymisaka
- 03_anova.pdfUploaded bydaria_ioana
- probalityUploaded bySumit Sharma
- HCI JC 2 H2 Maths 2011 Mid Year Exam QuestionsUploaded byjimmytanlimlong
- Inferences From Indifference Zone ProceduresUploaded bySylvia Cheung
- Zou 2011Uploaded byArup Guha Niyogi
- qt1-4Uploaded bypathakshirish
- lesson plan for websiteUploaded byapi-253585698
- Sampling Distributions and One Sample TestsUploaded byAnastasia
- JIM104_PA_(2011-12)[1]Uploaded byNor Shafieza
- Errata - Discovering StatisticsUploaded byAa
- graded hw # 1Uploaded bySergio
- Surge Motion of Mini TLP in Random Seas- Comparison Between Experiment and TheoryUploaded byTee Shi Feng
- Scarcity Frames Value.pdfUploaded bydarkadain
- Mathematics S P1P2 Answer Schema_PahangUploaded byKim Say Liang
- Unit 11Uploaded byGautam Dugar
- 1Uploaded byJuana Perez
- W2INSE6220.pdfUploaded bypicala
- SyllabusesUploaded byJeanalmira
- Quality Engineering ManagementUploaded bySMBEAUTY
- Analysis of a Complex of Statistical Variables Into Principal ComponentsUploaded byAhhhhhhh
- 267276414 STA301 Final Term Solved Subjective With Reference by MoaazUploaded byRaza Malick
- CFA Exam Result ExplanationUploaded byGart Desa
- 3-2GradingUploaded byJohny Villanueva
- Crowgey_grad.msu_0128D_12526.pdfUploaded byHeysell Kathiuska

- Aida BaizuraUploaded byaida baizura
- Discuss Problems 1Uploaded bygowthamkurri
- Paired Observation and ProportionUploaded byedniel maratas
- Inferential Statistics in Psychology3.docxUploaded byMihaela Filip
- 18_error_4thUploaded by1ab4c
- term project reportUploaded byapi-238585685
- Elements of StatisticsUploaded byRoy Linao
- A6_TranUploaded byPeter Tran
- SamplingUploaded bymnadeem_248131
- Multivariate analysis 1Uploaded byStevenTsai
- solutions -bluman-chapter 1Uploaded byHassan Mosa
- PO Models With Complex Survey DataUploaded byakrause
- Ch6 Testbank HandoutUploaded byjoebloggs1888
- ECON2331 Assignment 2Uploaded byDhanushka mudalige
- Association 1Uploaded byHengki Permana Putra
- Statistics ScopeUploaded byMunmun Gupta
- QMB 2100 Basic Business Statistics - Spring 2014 - Practice Test #2BUploaded byFatimah Binte Atiq
- lecture2_3Uploaded byzawadzahin
- Post-ANOVA Comparison of Means.pptUploaded byFelix Ws
- Chapter 8Uploaded byAthar Rizwan
- Lecture2_Feb15Uploaded bydarksideofthenight
- Midterm2012 Wang Sol (1)Uploaded byDevansh Garg
- ch16Uploaded byKumarVelivela
- Quantitative TechniquesUploaded bymwakondo
- ECE3530PracticeExam1Midterm1Uploaded bygkisaa
- WEB LINKSUploaded byAaron Marquez
- Uji Hipotesis Goodness of FitUploaded byvaniaelliya
- ProbabilityUploaded byhoney30389
- ReviewForTest3Answers Population MeanUploaded byMohamad El Arab
- Statistics HciUploaded bysaxycb