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ENGINEERING SYSTEMS
LABORATORY
Group 02
n!
P (x) . p xq nx
x ! n x !
. p x 1 p
n! n x
x ! n x !
TYPICAL FREQUENCY CURVES
1. BINOMIAL DISTRIBUTION
n!
P (x) . p xq nx
x ! n x !
. p x 1 p
n! nx
x ! n x !
When “p” in the binomial distribution is too small and “n” is too large, the
calculation of the binomial distribution becomes quite complex and
approaches “Poisson” distribution.
TYPICAL FREQUENCY CURVES
2. POISSON DISTRIBUTION
e . x
P( x)
x! x
2. POISSON DISTRIBUTION
e . x
P (x)
x! x
S.D. =
x
2
1 z2
f ( z ) e z
2 with f(z) 0.2
0.1
where Mean = 0
S.D. = 1
0.0
- -3 -2 -1 0 1 2 3 +
Its “bell-shaped” curve for the
z
standardized normal distribution
looks like as follows:
x
3. GAUSSIAN DISTRIBUTION
Properties of Gaussian Distribution:
3. Mean ( x ) determines its location and S.D. () determines its amount of
dispersion
f(x) f1(x)
x1 x 2
1 2
f2(x)
0 x
4. f ( x)dx f ( z )dz 1
x 3. GAUSSIAN DISTRIBUTION
Properties of Gaussian Distribution:
z2
f(z) Area
is
P(z1zz2)
z2 z2 z1
I ( z 2 ) I ( z1 )
z1 z2 z
z z2 f (z )
1
2 e 2 dz
0
0 z
EXPECTED VALUE
Example 1:
Px ) = Px ) - Px
1
P
P ( z ). dz
1
0 . 6826
0.3980
P ( x ). dx 0 . 6826 -1 +1 z
- +
x
3. GAUSSIAN DISTRIBUTION
(NORMALIZED)
Example :
P(x ) = 2*P(x )
= 2*P(0 x )
= 2*0.4772 = 0.9544 = 95.44 %
Implying that x value will be as close to as ±2 with a probability
(certainty) greater than 95%; i.e. with an uncertainty less 5 %.
This information may be shown as : x = ± 2 (95.44 %)
or if unbiased estimates are used : x = ± 2 (95.44 %)
P
2
P ( z ).dz 0.9544
2
x
z
-2 +2 z
3. GAUSSIAN DISTRIBUTION
(NORMALIZED)
Example :
P(x ) = P(x )
= P(0 x ) - P(0 x )
= 0.5 - P(0 x )
= 0.5 - 0.4987 = 0.0013 = 1.3 ‰
Implying that x values 3 less than are only likely
with a probability of 1.3 ‰
P 3
P ( z ).dz 0.9974
3
-3 +3 z
INTERPRETATION OF FREQUENCY CURVES
EXPECTED VALUE
X
X F( X )
i
j j
N
where i 1 to N
j 1 to M
THE MEAN IS CALCULATED AS FOLLOWS :
B. HISTOGRAM
X j X j 1 X j X j 1 F ( X j )
1
2
THE MEAN IS CALCULATED AS FOLLOWS :
C. CONTINUOUS DISTRIBUTIONS
X . P ( X ). dX
2
V A R IA N C E
STANDARD D E V IA T IO N
FOR FINITE NUMBER OF MEASUREMENTS
2 2
x x .F ( x j )
N M
xi x
1
s 2
s2 j
N i 1 j 1
N 2
x x
1
s i
N i 1
_
IF x
1
n 2
THEN s
n 1
IN ORDER TO DETERMINE
HOW ACCURATELY x IS
ESTIMATING
_
(x)
n
_
( x ) STANDARD DEVIATION
OF x FROM
THEREFORE
_ _
x (x)
THIS CORRESPONDS TO A 68.3 %
CONFIDENCE LEVEL FOR THE
INTERVAL
_ _ _ _
x ( x ) , x ( x )
TO CONTAIN THE TRUE VALUE.
IF WE WANT TO EXPRESS WITH A CONFIDENCE
LEVEL OF 95 % THEN
_ 1 . 96
' _
( x ) 1 . 96 ( x )
n
2 .58
'
_
_
( x ) 2 .58 ( x )
n
2 .58
P
P ( z ).dz 0.99
2 .58
-2.58 +2.58 z
Example:
Let the result of measurements to determine the spring constants of a sample
drawn from a very large number of valve springs manufactured be obtained as:
n = 40, x = 152.5 N/cm, s = 0.889 N/cm
b) Determine the confidence interval of the mean value with a “confidence level”
of ±95 %.
Standard deviation of the mean: s x s / n 0.889 / 40 0.141 N/cm
= 152.5 ± 1.96*0.141 = 152.5 ± 0.28 N/cm (95 %)
x
t
s/ n
is used to determine confidence levels of the estimation of
the mean, based on so-called “Student’s t-Distribution”
rather than the “Normal Distribution”. Therefore, the
estimation results of the mean must be presented as
xt
n
The “t value” corresponds to the limits of the
integral
t
Mean = 0 & S.D.
2
0.2 Student t
0.0
- -3 -2 -1 0 1 2 3 +
z, t
t _
( x )
THEREFORE THE BEST ESTIMATE
OF THE TRUE VALUE BASED ON A
FINITE NUMBER (N<20-30) OF
MEASUREMENTS AND
CONFIDENCE LEVEL CAN BE
EXPRESSED AS :
_ _
x t . ( x )
WHERE t IS A FUNCTION OF ( n ) AND
CONFIDENCE LEVEL
n C O N F ID E N C E L E V E L
0 .5 0 .6 0 .7 0 .8 0 .9 0 .9 5 0 .9 8 0 .9 9 0 .9 9 9
2 1 .0 0 0 1 .3 7 6 1 .9 6 3 3 .0 7 8 6 .3 1 4 1 2 .7 0 6 3 1 .8 2 1 6 3 .6 5 6 6 3 6 .5 7 8
3 0 .8 1 6 1 .0 6 1 1 .3 8 6 1 .8 8 6 2 .9 2 0 4 .3 0 3 6 .9 6 5 9 .9 2 5 3 1 .6 0 0
4 0 .7 6 5 0 .9 7 8 1 .2 5 0 1 .6 3 8 2 .3 5 3 3 .1 8 2 4 .5 4 1 5 .8 4 1 1 2 .9 2 4
5 0 .7 4 1 0 .9 4 1 1 .1 9 0 1 .5 3 3 2 .1 3 2 2 .7 7 6 3 .7 4 7 4 .6 0 4 8 .6 1 0
6 0 .7 2 7 0 .9 2 0 1 .1 5 6 1 .4 7 6 2 .0 1 5 2 .5 7 1 3 .3 6 5 4 .0 3 2 6 .8 6 9
7 0 .7 1 8 0 .9 0 6 1 .1 3 4 1 .4 4 0 1 .9 4 3 2 .4 4 7 3 .1 4 3 3 .7 0 7 5 .9 5 9
8 0 .7 1 1 0 .8 9 6 1 .1 1 9 1 .4 1 5 1 .8 9 5 2 .3 6 5 2 .9 9 8 3 .4 9 9 5 .4 0 8
9 0 .7 0 6 0 .8 8 9 1 .1 0 8 1 .3 9 7 1 .8 6 0 2 .3 0 6 2 .8 9 6 3 .3 5 5 5 .0 4 1
1 0 0 .7 0 3 0 .8 8 3 1 .1 0 0 1 .3 8 3 1 .8 3 3 2 .2 6 2 2 .8 2 1 3 .2 5 0 4 .7 8 1
1 1 0 .7 0 0 0 .8 7 9 1 .0 9 3 1 .3 7 2 1 .8 1 2 2 .2 2 8 2 .7 6 4 3 .1 6 9 4 .5 8 7
1 2 0 .6 9 7 0 .8 7 6 1 .0 8 8 1 .3 6 3 1 .7 9 6 2 .2 0 1 2 .7 1 8 3 .1 0 6 4 .4 3 7
1 3 0 .6 9 5 0 .8 7 3 1 .0 8 3 1 .3 5 6 1 .7 8 2 2 .1 7 9 2 .6 8 1 3 .0 5 5 4 .3 1 8
1 4 0 .6 9 4 0 .8 7 0 1 .0 7 9 1 .3 5 0 1 .7 7 1 2 .1 6 0 2 .6 5 0 3 .0 1 2 4 .2 2 1
1 5 0 .6 9 2 0 .8 6 8 1 .0 7 6 1 .3 4 5 1 .7 6 1 2 .1 4 5 2 .6 2 4 2 .9 7 7 4 .1 4 0
1 6 0 .6 9 1 0 .8 6 6 1 .0 7 4 1 .3 4 1 1 .7 5 3 2 .1 3 1 2 .6 0 2 2 .9 4 7 4 .0 7 3
1 7 0 .6 9 0 0 .8 6 5 1 .0 7 1 1 .3 3 7 1 .7 4 6 2 .1 2 0 2 .5 8 3 2 .9 2 1 4 .0 1 5
1 8 0 .6 8 9 0 .8 6 3 1 .0 6 9 1 .3 3 3 1 .7 4 0 2 .1 1 0 2 .5 6 7 2 .8 9 8 3 .9 6 5
1 9 0 .6 8 8 0 .8 6 2 1 .0 6 7 1 .3 3 0 1 .7 3 4 2 .1 0 1 2 .5 5 2 2 .8 7 8 3 .9 2 2
2 0 0 .6 8 8 0 .8 6 1 1 .0 6 6 1 .3 2 8 1 .7 2 9 2 .0 9 3 2 .5 3 9 2 .8 6 1 3 .8 8 3
2 1 0 .6 8 7 0 .8 6 0 1 .0 6 4 1 .3 2 5 1 .7 2 5 2 .0 8 6 2 .5 2 8 2 .8 4 5 3 .8 5 0
2 2 0 .6 8 6 0 .8 5 9 1 .0 6 3 1 .3 2 3 1 .7 2 1 2 .0 8 0 2 .5 1 8 2 .8 3 1 3 .8 1 9
2 3 0 .6 8 6 0 .8 5 8 1 .0 6 1 1 .3 2 1 1 .7 1 7 2 .0 7 4 2 .5 0 8 2 .8 1 9 3 .7 9 2
2 4 0 .6 8 5 0 .8 5 8 1 .0 6 0 1 .3 1 9 1 .7 1 4 2 .0 6 9 2 .5 0 0 2 .8 0 7 3 .7 6 8
2 5 0 .6 8 5 0 .8 5 7 1 .0 5 9 1 .3 1 8 1 .7 1 1 2 .0 6 4 2 .4 9 2 2 .7 9 7 3 .7 4 5
2 6 0 .6 8 4 0 .8 5 6 1 .0 5 8 1 .3 1 6 1 .7 0 8 2 .0 6 0 2 .4 8 5 2 .7 8 7 3 .7 2 5
2 7 0 .6 8 4 0 .8 5 6 1 .0 5 8 1 .3 1 5 1 .7 0 6 2 .0 5 6 2 .4 7 9 2 .7 7 9 3 .7 0 7
2 8 0 .6 8 4 0 .8 5 5 1 .0 5 7 1 .3 1 4 1 .7 0 3 2 .0 5 2 2 .4 7 3 2 .7 7 1 3 .6 8 9
2 9 0 .6 8 3 0 .8 5 5 1 .0 5 6 1 .3 1 3 1 .7 0 1 2 .0 4 8 2 .4 6 7 2 .7 6 3 3 .6 7 4
3 0 0 .6 8 3 0 .8 5 4 1 .0 5 5 1 .3 1 1 1 .6 9 9 2 .0 4 5 2 .4 6 2 2 .7 5 6 3 .6 6 0
4 0 0 .6 8 1 0 .8 5 1 1 .0 5 0 1 .3 0 4 1 .6 8 5 2 .0 2 3 2 .4 2 6 2 .7 0 8 3 .5 5 8
5 0 0 .6 8 0 0 .8 4 9 1 .0 4 8 1 .2 9 9 1 .6 7 7 2 .0 1 0 2 .4 0 5 2 .6 8 0 3 .5 0 0
1 0 0 0 .6 7 7 0 .8 4 5 1 .0 4 2 1 .2 9 0 1 .6 6 0 1 .9 8 4 2 .3 6 5 2 .6 2 6 3 .3 9 1
2 5 0 0 .6 7 5 0 .8 4 3 1 .0 3 9 1 .2 8 5 1 .6 5 1 1 .9 7 0 2 .3 4 1 2 .5 9 6 3 .3 3 0
5 0 0 0 .6 7 5 0 .8 4 2 1 .0 3 8 1 .2 8 3 1 .6 4 8 1 .9 6 5 2 .3 3 4 2 .5 8 6 3 .3 1 0
0 .6 7 4 0 .8 4 2 1 .0 3 6 1 .2 8 2 1 .6 4 5 1 .9 6 0 2 .3 2 6 2 .5 7 6 3 .2 9 0
_ _
x t . ( x )
IS SIMILAR TO
_ _
x z . ( x )
AND
tz as n
Example
Let the result of measurements to determine the spring constants of a sample
drawn from a very large number of valve springs manufactured be obtained as:
n = 10, x = 152.5 N/cm, s = 0.889 N/cm
Determine the confidence interval of the mean value with a “confidence level” of
±95 %.
Standard deviation of the mean:
s x s / n 0.889 / 10 = 0.281 N/cm
-1 +1 z
Example:
Let the result of measurements to determine the spring constants
of a sample drawn from a very large number of valve springs
manufactured be obtained as:
n = 40, x = 152.5 N/cm, s = 0.889 N/cm
1. n should be large.
2. End points of a curve must not be eliminated.
3. If a data point is rejected, then x and s must be recomputed.
4. Successive applications more than once are not acceptable.
Example:
Then the best estimates of the mean and standard deviation of the
true length can be computed as:
When this point is eliminated, the new estimates of the mean and the standard
deviation of the true length becomes:
2
N
(no )i (ne )i
2
i 1 (ne ) i
where
N : the number of cells or groups of observations
(no)i : number of observed occurrences in group i
(ne)i : number of expected occurrences in group i
(in other words, the value which would be
obtained if the measurements matched the
expected distribution perfectly)
F=N-k Chi-Square Function
F= DEGREES OF FREEDOM
k= NUMBER OF CONSTRAINTS P=0.001 0.01
50 0.05
45
40
35 0.50
30
25 5%
0.95
20
0.99
15
10
5
0
1 3 5 7 9 11131517192123252729313335
Number of degrees of freedom, F
Probability
F=N-k
In this problem, we have two cases (N=2): A-type failures and B-type
failures; that is, (no)A = 5 & (no)B = 9.
If we make the hypothesis that failures are random, then for a total of 14
failures one would expect 7 failures for A and 7 failures for B. So, (ne)A =
(ne)B = 7,
2 2
(5 - 7) (9 - 7)
giving
2
114
.
7 7
If these values are used, it is found that the probability of the difference
in failure rates being coincidental has a probability of 0.286 ( 30 %).
This is a reasonably high probability and does not allow us to say
directly that A-types are more reliable than B-types.
If the same failure rates continues and at the end of a longer period we
end up 50 failures for A and 90 failures for B, 2 becomes 11.4 giving a
probability value of 0.000734 (< 0.1 %) for the difference to be
coincidental. In this case, we can say without a doubt that A-type motors
are more reliable than B-type motors.
Example - For the cell "Boys - A", the corresponding row subtotal = 100, the
corresponding column subtotal = 100, and the total number of observations = 200.
NOTE: Row subtotals and column subtotals must have equal sums, and total
expected frequencies must equal total observed frequencies.
http://www.okstate.edu/ag/agedcm4h/academic/aged5980a/5980/newpage28.htm
A U D Row
Subtotals