MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of...

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MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering & Management Institute) Flint, MI 48504-4898 Phone: 810.762.7906 Email: [email protected] Homepage: www.kettering.edu/~schakrav
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Transcript of MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of...

Page 1: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

MATH408: Probability & StatisticsSummer 1999

WEEK 7

Dr. Srinivas R. ChakravarthyProfessor of Mathematics and Statistics

Kettering University(GMI Engineering & Management Institute)

Flint, MI 48504-4898Phone: 810.762.7906

Email: [email protected]: www.kettering.edu/~schakrav

Page 2: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 3: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Test on population variance

•Recall that sample variance is an UMV for the population variance.

•To test Ho: 2 = 2o vs Ho: 2 > 2

o we look at the test statistic :

Decision Rule: Reject Ho if the absolute value of the calculated value of

the above statistic exceeds the table value (2,n-1).

Page 4: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 5: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 6: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 7: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Inference on Population ProportionTest of hypotheses

•Recall that sample proportion is an UMV for the population proportion

•To test Ho: p = po vs Ho: p po we look at the test statistic

Decision Rule: Reject Ho if the absolute value of the calculated value of

the above statistic exceeds the table value (z/2).

Page 8: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 9: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Inference on Population ProportionConfidence Interval

Page 10: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 11: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

CHOICE OF SAMPLE SIZE

EXAMPLES

Page 12: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

HOMEWORK PROBLEMS

Sections 4.6 through 4.7

43-46, 48-50, 52, 54-56, 59

Page 13: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Decision Making for Two Samples

• So far we talked about making inferences about the population parameter(s) when dealing with only one population at a time.

• Suppose we ask:– Is the new method of assembling a product better than the

existing one?– Is there any difference between workers in two assembly

plant?

– How do we answer these scientifically?

Using statistical methods for two-population case.

Page 14: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 15: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Inference for a difference in the means

Under the assumption listed earlier, we have the following result.

Page 16: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Test of hypotheses

Page 17: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 18: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Confidence Interval

Page 19: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 20: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 21: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 22: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 23: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

• Verify that the pooled standard deviation, sp = 2.7 and the test statistic value is, to = -0.35.

• At 5% level of significance, we do not reject the null hypothesis and conclude that there is no sufficient evidence to say the means of the two catalysts differ.

Page 24: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 25: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 26: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 27: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 28: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 29: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 30: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Dependent PopulationsPairwise test

• So far, we assumed the populations under study to be independent.

• What happens when we need to compare, say, two assembling methods using the same set of operators?

• Obviously, the populations are not independent.

• So, what do we do?

Page 31: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 32: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

• Verify that the calculated value of the statistic is 6.05.• Since this value is greater than the table value at 5% level, we

reject the null hypothesis and conclude at 5% level that there is

sufficient evidence to say that Karlsruhe method produces more

strength on the average than the Lehigh method.

Page 33: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 34: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Verify that 90% confidence interval for the difference in the means

is given by (-4.79, 7.21).

Page 35: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Inference on the variances of two normal populations

Page 36: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 37: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.
Page 38: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Test on the variances

Page 39: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

EXAMPLES

Page 40: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Confidence interval

1,1,2/22

21

22

21

1,1,2/122

21

1212 nnnn fs

sf

s

s

Examples

Page 41: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

Large Sample Test for proportions

To test H0: p1 = p2 vs H1: p1 p2, the test statistic is

2

22

1

11

2121

)1()1(

)(ˆˆ

npp

npp

ppPPz

Decision Rule: Reject the null hypothesis if the absolute

value of the calculated value of the above statistic exceeds

the table value z/2

Page 42: MATH408: Probability & Statistics Summer 1999 WEEK 7 Dr. Srinivas R. Chakravarthy Professor of Mathematics and Statistics Kettering University (GMI Engineering.

HOMEWORK PROBLEMS

Sections 5.1 through 5.7

1-5, 9, 11, 13, 14, 16, 17, 20, 22, 30-33, 40-42, 46, 48-51, 53, 54