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S Chart
0.35
0.3
Standard Deviation
Process capability
More on Hypothesis Testing
More on Statistical Inference
More on Control Charts:
UCL
0.25
0.2
0.15
CL
0.1
0.05
0
10
15
20
25
Sample Number
30
35
LCL
40
Concordia University
2
Control Charts
Suppose we have a general statistic W
We plot W over time
We specify control limits of the form
U C L
C L
L C L
Mean of W
Std. Dev. of W
x Chart :
R Chart :
UCL x A2 R
UCL D4 R
Central line R
Central line x
LCL D3 R
LCL x A2 R
R xmax x min
x1 x2 ... xm
m
m 20 ~ 25
x
R1 R2 ... Rm
m
m 20 ~ 25
R
n4~6
Estimates process
mean,
UCL s 3 s
CL s
LCL s 3 s
If X 1 , X 2 ,..., X n
E (s 2 ) 2
but
E (s)
Example
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Hypothesis Testing
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pronounced
H nought
Alternative
Hypothesis
Null
Hypothesis
H 0 : 1.10
H1 : 1.10
X
R
d2
LCL x A 2 R
LCL D 3 R
CL x
CL R
ULC x A 2 R
ULC D 4 R
LCL x A 3 S
LCL B 3 S
CL x
CL S
ULC x A 3 S
ULC B 4 S
S
;
c4
Example1: The mean monthly cell phone bill in this city is = $42
Example2: The proportion of adults in this city with cell phones is p = 0.68
Example3: suppose that someone says that the average price of a liter of regular unleaded
gas in Montreal is $1.10. How would you decide whether this statement is true? You could try
to find out what every gas station in the city was charging and how many liters they were
selling at that price. That approach might be definitive, but it could end up costing more than
the information is worth. A simpler approach is to find out the price of gas at a small number of
randomly chosen stations around the city and compare the average price to $1.10.
Of course, the average price you get will probably not be exactly $1.10 due to variability in
price from one station to the next. Suppose your average price was $1.18. Is this three cent
difference a result of chance variability, or is the original assertion incorrect? A hypothesis test
can provide an answer.
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The significance level is related to the degree of certainty you require in order to reject the
null hypothesis in favor of the alternative. By taking a small sample you cannot be certain
about your conclusion. So you decide in advance to reject the null hypothesis if the
probability of observing your sampled result is less than the significance level. For a
typical significance level of 5%, the notation is = 0.05. For this significance level, the
probability of incorrectly rejecting the null hypothesis when it is actually true is 5%. If you
need more protection from this error, then choose a lower value of .
The p-value is the probability of observing the given sample result under the assumption
that the null hypothesis is true. If the p-value is less than , then you reject the null
hypothesis. For example, if = 0.05 and the p-value is 0.03, then you reject the null
hypothesis. The converse is not true. If the p-value is greater than , you have insufficient
evidence to reject the null hypothesis.
The outputs for many hypothesis test functions also include confidence intervals. Loosely
speaking, a confidence interval is a range of values that have a chosen probability of
containing the true hypothesized quantity. Suppose, in the example, 1.15 is inside a 95%
confidence interval for the mean, . That is equivalent to being unable to reject the null
hypothesis at a significance level of 0.05. Conversely if the 100(1- ) confidence interval
does not contain 1.15, then you reject the null hypothesis at the level of significance.
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(3-22)
Z0
X 0
/ n
(3-23)
In some situations we may wish to reject H0 only if the true mean is larger
than 0
Thus, the one-sided alternative hypothesis is H1 : >0 , and we would reject
H0 : =0 only if Z0>Z
Then the alternative hypothesis is H1: <0, and we reject H0 only if Z 0<Z
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Large n
The production line for Glow toothpaste is designed to fill tubes of toothpaste with
a mean weight of 6 ounces. Periodically, a sample of 30 tubes will be selected in
order to check the filling process. Quality assurance procedures call for the
continuation of the filling process if the sample results are consistent with the
assumption that the mean filling weight for the population of toothpaste tubes is 6
ounces; otherwise the filling process will be stopped and adjusted.
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Hypotheses
H0:
H 1:
Rejection Rule
ssuming a .05 level of significance,
Reject H0 if Z0 < -1.96 or if Z0 > 1.96
Z0
x 0
6.1 6
2.74
/ n 0.2/ 30
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sample mean x to develop the confidence interval for the population mean .
If the confidence interval contains the hypothesized value 0, do not reject H0.
Otherwise, reject H0.
6.1 1. 96(. 2
n
30 ) 6.1 . 0716
or 6.0284 to 6.1716
Since the hypothesized value for the population mean, 0 = 6, is not
in this interval, the hypothesis-testing conclusion is that the null
hypothesis, H0: = 6, can be rejected.
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For the two-sided alternative hypothesis, reject H0 if |t0 | > t/2,n-1, where
t/2,n-1, is the upper /2 percentage of the t distribution with n 1 degrees of
freedom
For the one-sided alternative hypotheses,
If H1: 1 > 0, reject H0 if t0 > t,n 1, and
If H1: 1 < 0, reject H0 if t0 < t,n 1
One could also compute the P-value for a t-test
p_value:
p value 1- F (t 0 )
for an upper-tailed test
F (t )
for a lower-tailed test
0
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n
n
z / 2
z / 2
30
(Z / 2 Z )2 2
, where 0
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Example 3.9
The top figure shows comparative box plot for the
yield data for the two types of catalysts. These
comparative boxplots indicate that there is no
obvious difference in the median of the two
samples, although the second sample has a
slightly larger sample dispersion or variance. There
are no exact rules for comparing two samples with
boxplots; their primary value is in the visual
impression they provide as a tool for explaining the
results of a hypothesis test, as well as in the
verification of assumptions.
97
96
95
94
Yield
93
92
91
90
89
1
2
Catalyst type
0.9 0
catalyst 1
0.7 5
Probability
0.5 0
catalyst 2
0.2 5
0.1 0
0.0 5
89
90
91
92
93
Data
94
95
96
97
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H0: 1 - 2 = 0 i.e. (1 = 2)
H1: 1 - 2 0 i.e. (1 2)
= 0.05
df = 21 + 25 - 2 = 44
Reject H0
Reject H0
.025
-2.0154
.025
0 2.0154
2.040
Test Statistic:
3.27 2.53
t0
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42
1
1
1.5021
21 25
Decision:
2.040 Reject H0 at = 0.05
Conclusion:
There is evidence of a
difference in means.
(continued)
H0: 1 - 2 = 0 i.e. (1 = 2)
H1: 1 - 2 0 i.e. (1 2)
t0
X1 X 2 1 2
1
1
S
n1 n 2
2
p
2
p
3.27 2.53 0
1
1
1.5021
21 25
2
2
21 11.30 2 25 11.16 2
n1 1S1 n2 1S 2
(n1 1) (n2 1)
2.040
(21 - 1) (25 1)
1.5021
X 2 t /2, n1 n2 2
1
1
Sp2 0.74 2.0154 0.3628 (0.09, 1.471)
n1 n 2
Since 0 is less than the entire interval, we can be 95% confident that
NYSE > NASDAQ
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