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ENGINEERING
STATISTICS
Normal Distribution
x-
z=
• The number z is sometimes called the “zscore” of x.
The zscore is an item sampled from a normal
population with mean 0 and standard deviation of 1.
This normal population is called the standard normal
population.
Example
• The table gives the area in the lefthand tail of the
curve. Other areas can be calculated by
subtraction or by using the fact that the total area
under the curve is 1.
Example
1) Find the area under normal curve to the left of
z = 0.47.
Answer: 0.6808
2) Find the area under the curve to the right of z =
1.38.
Answer: 0.0838
• Point estimates:
– as an estimate of population mean (point estimate is
sample mean)
– as an estimate of a success probability (point
estimate is sample proportion)
• These point estimates are almost never exactly equal to the
true values they are estimating because they are single
points.
• In order for the point estimate to be useful, it is necessary
to describe just how far off from the true value it is likely to
be.
• One way to estimate how far our estimate is from the true
value is to report an estimate of the standard deviation, or
uncertainty.
Example
• Assume that a large number of independent
measurements from a normal population, all
using the same procedure, are made on the
diameter of a piston. The sample mean of the
measurements is 14.0 cm, and the uncertainty in
this quantity, which is the standard deviation of
the sample mean, is 0.1 cm.
• On the other hand, it is not too unlikely the
sample mean to differ from the true value by
more than one standard deviation.
•
Constructing CI
X
• The observed value of is the mean of a large
sample, and the Central Limit Theorem
specifies that it comes from a normal
distribution with mean and whose standard
deviation is .
X = / 100
Illustration of Capturing
True Mean
• Here is a normal curve, which represents the
distribution of .
X
• The middle 95% of the curve, extending a distance
1.96 X
of on either side of the population mean
, is indicated. The following illustrates what
happens if lies within the middle 95% of the
X
distribution:
Illustration Not
Capturing True Mean
• If the sample mean lies outside the middle 95% of
the curve:
– Only 5% of all the samples that could have been drawn
fall into this category.
– For those more unusual samples, the 95% confidence
X 1.96 X
interval fails to cover the true population
mean .
Computing a 95%
Confidence Interval
X 1.96 X
• The 95% confidence interval (CI) is .
• So, a 95% CI for the mean is 14 1.96(0.1). We can
use the sample standard deviation as an estimate
for the population standard deviation, since the
sample size is large.
• We can say that we are 95% confident, or confident
at the 95% level, that the population mean diameter
for pistons lies, between 13.804 and 14.196.
Warning: The methods described here require that the data be a random
sample from a population. When used for other samples, the results may
not be meaningful.
Question
• Does this 95% confidence interval actually cover the
population mean ?
•
It depends on whether this particular sample happened to
be one whose mean came from the middle 95% of the
distribution, or whether it was a sample whose mean was
unusually large or small, in the outer 5% of the
population.
There is no way to know for sure into which category this
particular sample falls.
• We are not always interested in computing 95%
confidence intervals. Sometimes, we would like
to have a different level of confidence.
• We can use the same reasoning we did for 95%
confidence intervals to compute confidence
intervals with various confidence levels.
Specific Confidence
Interval for
s
• X is a 68% interval for .
n
s
• X 1.645 is a 90% interval for .
n
Answer: 1.44
Standard error: 0.01
85% CI 12.05
Sampling distribution
• Random sample (finite population)
– A set of observation X1, X2, X3, ……….Xn constitute a
random sample of size n from a finite population of
size N. If it is chosen so that each subset of n of the N
elements of the population has the same population of
being selected.
Sampling distribution
• Random sample (infinite population)
– A set of observation X1, X2, X3, ……….Xn constitute a
random sample of size n from the infinite population
f(x) of :
• Each Xi is a value of a random variable whose
distribution is given by f(x)
• These n random variable are independent
Standard Error (SE) =
Central Limit Theorem
Z=
Central Limit Theorem
• A random variable having t distribution (known
mean) (n< 30)
• If is the mean of a random sample of size n
taken from a normal population having the
mean µ and the finite variance then
= then, t =
and v = n1
Sampling distribution of
variance
• If is the variance of random sample of size n
taken from normal population having , then
= =
and
v = n1
Sampling distribution of
variance
A random variable having F distribution
•
• If and are the variance of independent random
couples size n1 and n2 respectively, taken from 2
normal population having the same variance
then
=
and
v1 = n11 v2 = n21
Sampling distribution of
variance
A random variable having F distribution
• Property of the F distribution that its Fcritical
values for the left and right tails of the
distribution are related by
Answer:
Example
Answer:
Example
• An optical firm purchases glass to be ground into
lenses, past experiment that of refractive index
is 1.26 x 104 . The firm rejects if the variance of
20 pcs, selected at random exceeds 2.00 x 104 .
Assuming that the sample values may be looked
upon as a random sample from a normal
population, what is the probability that a
shipment will be rejected?
Answer:
Answer:
Example
Find the value for = 20 degree of freedom
Answer:
Maximum Error of the
Estimate
• The maximum error of the estimate is the
maximum likely difference between the point
estimate of a parameter and the actual value of
the parameter
Example
• In six determination of the melting point of tin, a
chemist obtained the = 232.26 with s= 0.14 If he
uses this mean as actual melting point of tin, what
can the chemist assert with 98% confidence about
the maximum error?
• Large sample
• Small sample (30)
Example
Answer:
Example
Answer:
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