Inference On Single Mean - New

Inference on a Single
Mean
L. Wang, Department of Statistics

University of South Carolina
Use Calculation from Sample to

Estimate Population Parameter
Population
(select)
Sample
(calculate)
(describes)
Parameter
p?
(estimate)
Statistic
p 63%
University of South Carolina; Slide 2
Use Calculation from Sample to

Estimate Population Parameter
Population
(select)
Sample
(calculate)
(describes)
Parameter
(estimate)
Statistic
y 2,200hrs
Statistic
Describes
sample.
Always known
Changes upon
repeated
sampling.
Examples:
2
y , s , s, p
Parameter
Describes
a
population.
Usually unknown
Is fixed
Examples:
, , , p
2

A Statistic is a Random Variable
Upon repeated sampling of the same

population, the value of a statistic changes.
While we dont know what the next value

will be, we do know the overall pattern over
many, many samplings.
The distribution of possible values of a

statistic for repeated samples of the same
size from a population is called the
sampling distribution of the statistic.
Sampling Distribution ofy

If a random sample of size n is taken
from a normal population having mean
y and variance yy2, then
is a random
variable which is also normally
distributed with mean y and variance
y2/n .

Sampling Distribution ofy

Original Population
Averages - Sample Size = 10
N(100,5)
80
85
90
95
100
105
110
115
N(100,1.58)
120
80
85
90
95
100
90
95
100
X(2)
115
120
N(100,3.54)
85
110
X(10)
80
105
105
110
115
N(100,1)
120
80
85
90
95
100
105
110
115
120
X(25)
L. Wang, Department
of Statistics
Light Bulbs
The life of a light bulb is normally
distributed with a mean of 2000 hours
and standard deviation of 300 hours.
What is the probability that a
randomly chosen light bulb will have a
life of less than 1700 hours?
What is the probability that the mean
life of three randomly chosen light
bulbs will be less than 1700 hours?

Why Averages Instead of Single

Readings?
Suppose we are manufacturing light bulbs.

The life of these bulbs has historically
followed a normal distribution with a mean of
2000 hours and standard deviation of 300
hours.
We change the filament material and
unbeknown to us the average life of the bulbs
decreases to 1500 hours. (We will assume
that the distribution remains normal with a
standard deviation of 300 hours.)
If we randomly sample 1 bulb, will we realize
that the average life has decrease? What if
we sample 3 bulbs? 9 bulbs?
Why Averages Instead of

Single Readings?
= 1500
800
1300
= 300
= 2000
1800
2300
2800
Single Readings
Y < 1400 would signal shift


Single Readings?
= 1500
800
1300
= 173
= 2000
1800
2300
2800
Averages of n = 3


Single Readings?
= 1500
=
= 1500
1500
= 2000
=
= 2000
2000
= 100
Averages of n = 9

What if the original

distribution is not normal?
Consider the roll of a fair
die:
Rolling A Fair Die
Probability
0.20
0.15
0.10
0.05
0.00
1
# of Dots

Let
Suppose the single

measurements are not
normally Distributed.
Y = life of a light bulb in

hours
Y is exponentially distributed
with = 0.0005 = 1/2000
0.000
5

Single measurements
Averages of 2 measurements
Averages of 4 measurements
Averages of 25
Source: Lawrence L.
Lapin, Statistics in
Modern Business
measurementsDecisions, 6th ed.,
1993, Dryden Press,
Ft. Worth, Texas.

n=1
n=2
n=4
As n increases, what
happens to the
variance?
A.Variance increases.
B.Variance decreases.
C.Variance remains
the same.
n=25

n=1
n=2
n=4
n=
25
Central Limit Theorem

If
n is sufficiently large, the sample

means of random samples from a
population with mean and
standard deviation are
approximately normally distributed
with mean
/ nand standard
deviation
.
Random Behavior of Means

Summary
Y is distributed n(, ), thenyn
is distributed N(, / n
).
If
If
Y is distributed non-N(, ), then

yn30
is distributed approximately
N(, / n ).
If We Can Consider
y
Normal
to be
Recall: If Y is distributed normally

with mean and standard deviation
, then
Y
So if
is distributed normally
with
/ n
mean and standard deviation
,
Y
Z
then
/ n
If the time between adjacent accidents

in an industrial plant follows an
exponential distribution with an
average of 700 days, what is the
probability that the average time
between 49 pairs of adjacent
accidents will be greater than 900
days?

XYZ Bottling Company claims

that the distribution of fill on
its 16 oz bottles averages 16.2
ounces with a standard
deviation of 0.1 oz. We
randomly sample 36 bottles
and get y = 16.15. If we
assume a standard deviation of
0.1 oz, do we believe XYZs
claim of averaging
16.2
Up Until Now We have been

Assuming that We Knew the True
Standard Deviation (), But Lets
Face Facts
When we use s to estimate , then the

calculated value y
s/ n
follows a t-distribution with n-1
degrees of freedom.
Note: we must be able to assume that we are
sampling from a normal population.
Lets take another look at XYZ

Bottling Company. If we
assume that fill on the
individual bottles follows a
normal distribution, does the
following data support the
claim of an average fill of 16.2
oz? 16.1 16.0 16.3 16.2 16.1
In Summary
When
we know :
y
Z
/ n
When
we estimate with s:
y
t df n 1
s/ n
We assume we are
sampling from a
normal population.
Relationship Between Z and t

Distributions
Z
tdf=3
tdf=1
-4
-3
-2
-1

Internal Combustion Engine

The
nominal power produced by a studentdesigned internal combustion engine is 100

hp. The student team that designed the
engine conducted 10 tests to determine the
actual power. The data follow:
98, 101, 102, 97, 101, 98, 100, 92, 98, 100
Assume data came from a normal

distribution.


Summary Data:
Column
hp
Mean
10
98.7
Std. Dev.
2.9
What is the probability of getting a

sample mean of 98.7 hp or less if the
true mean is 100 hp?
P ( y 98.7 | 100) P t df 9
98.7 100
P (t df 9 1.418)
2.9 / 10
0.0949
What did we assume when doing this

analysis?
Can We Assume Sampling from

a
Normal Population?
If data are from a normal population,

there is a linear relationship between
the data and their corresponding Z
values.
Y
Z
Y Z
If we plot y on the vertical axis and z on the horizontal

axis, the y intercept estimates and the slope estimates .
How to Calculate
Corresponding Z-Values
Order
data
Estimate percent of population below
each data point.i 0.5
Pi
where i is a data points position in the

ordered set and n is the number of data
in the
set. that has P proportion
points
Look up
Z-Value
i
of distribution below it.

Normal Probability (QQ) Plot

Data set:
2
10
Pi
yi
-1.15
.125
-0.32
.375
+0.32
.625
+1.15
.875
10
Normal QQ Plot
12
10
Data
8
6
4
2
0
-1.5
-1
-0.5
0.5
1.5
Z values


QQ Plot with Data on Vertical Axis
16
14
12
10
8
6
4
2
0
-3
-2
-1
This data is a random sample from a N(10,2) population.


QQ Plot with Data on Vertical Axis
16
14
12
10
8
6
4
2
0
-3
-2
-1

Estimation of the
Mean

Point Estimators
A point estimator is a single number

calculated from sample data that is used
to estimate the value of a parameter.
Recall that statistics change value upon
repeated sampling of the same population
while parameters are fixed, but unknown.
Examples:
p estimates p
y estimates
s estimates s estimates
2

In General: is an estimator of the arbitrary parameter

What makes a Good
estimator?
(1) Accuracy: An unbiased estimator of a

parameter is one whose expected value is
equal to the parameter of interest.
(2) Precision: An estimator is more
precise if its sampling distribution
has a smaller standard error*.
*Standard error is the standard

deviation for the samplingL. Wang, Department of Statistics
Unbiased Estimators
For normal populations, both the
sample mean and sample median
are unbiased estimators of .
Sampling Distributions for Mean and Median
mean
median
-8
-6
-4
-2

Most Efficient Estimators
If you have multiple unbiased estimators,

then you choose the estimator whose
sampling distribution has the least variation.
This is called the most efficient estimator.
Sampling Distributions for Mean and Median
mean
median
-8
-6
-4
-2
For normal populations, the sample mean is the most efficient

estimator of .
Interval Estimate of the

Mean
Y
n
/ n
follows a standard normal distribution
Y
P(1.96
1.96) 0.95
/ n
P (Y z / 2
(with a little algebra)
Y z / 2
) (1 )
n
n
So we say that we are 95% sure

that is in the interval
Y 1.96
n
What assumptions have we

made?

Mean
Standard Normal
0.95
.025
-4
-3
-2
-1.96
-1
.025
1
1.96


Mean
Lets
go from 95% confidence to the

general case.
The symbol z is the z-value that has
an area of to the right of it.
P ( z / 2
P (Y z / 2
z / 2 ) (1 )
/ n
Y z / 2
) (1 )
n
n

Mean
Standard Normal
1-
/2
-4
-3
-Z/2
-2
-1
/2
+Z/22
(1 ) 100% Confidence Interval

What Does (1 ) 100% Confidence

Mean?
Sampling Distribution
of the y
n( , / n)
y
y
y
xy
y
y
(1-)100%
Confidence
Intervals

If Z0.05 = 1.645, we are _____%

confident that the mean is
between
y 1.645
n
A.99%
B.95%
C.90%
D.85%

Which z-value would you

use to calculate a 99%
confidence interval on a
mean?
Z0.10 = 1.282
B. Z0.01 = 2.326
A.
Z0.005 = 2.576
D. Z0.0005 = 3.291
C.

Plastic Injection Molding

Process
A
plastic injection molding process for a

part that has a critical width dimension
historically follows a normal distribution
with a standard deviation of 8.
Periodically, clogs from one of the
feeder lines causes the mean width to
change. As a result, the operator
periodically takes random samples of
size 4.

A
recent sample of four yielded a

sample mean of 101.4.
Construct a 95% confidence interval
for the true mean width.
Construct a 99% confidence for the
true mean width.

When going from a 95%

confidence interval to a 99%
confidence interval, the width of
the interval will
Increase.
B. Decrease.
C. Remain the same.
A.

Interval Width, Level of

Confidence and Sample Size
At
a given sample size, as level of

confidence increases, interval width
__________.
At
a given level of confidence as

sample size increases, interval width
__________.
Calculate Sample Size Before

Sampling!
The width of the interval is determined by:

z / 2
Suppose we wish to estimate the mean to

a maximum error of d:
Max error d z / 2
z / 2
n


A plastic injection molding process for
a part that has a critical width
dimension historically follows a normal
distribution with a standard deviation
of 8.
What sample size is required to
estimate the true mean width to within
+ 2 units at 95% confidence?
What sample size is required to
estimate the true mean width to within
+ 2 units at 99% confidence?
If we dont have prior knowledge

of the standard deviation, but can
assume we are sampling from a
normal population
Instead
of using a z-value to calculate

the confidence interval
P (t / 2
P (Y t / 2
t / 2 ) (1 )
s/ n
s
s
Y t / 2
) (1 )
n
n


Mean
Standard Normal
1-
/2
-4
-3
df=n-1
-t/2
-2
-1
/2
+t/22
(1 ) 100% Confidence Interval


Reworded
A
plastic injection molding process for

a part that has a critical width
dimension historically follows a normal
distribution.
A recent sample of four yielded a
sample mean of 101.4 and sample
standard deviation of 8.
Estimate the true mean width with a
95% confidence interval.
Hypothesis Testing

Statistical Hypothesis
A
statistical hypothesis is an
assertion or conjecture concerning one
or more population parameters.
Examples:
More than 7% of the landings for a certain
airline exceed the runway.
The defective rate on a manufacturing line
is less than 10%.
The mean lifetime of the bulbs is above
2200 hours.
The Null and Alternative

Hypotheses
Null Hypothesis, Ho, represents what we

assume to be true. It is always stated so
as to specify an exact value of the
parameter.
Alternative (Research) Hypothesis, H1
or Ha, represents the alternative to the
null hypothesis and allows for the
possibility of several values. It carries the
burden of proof.
In most situations, the researcher hopes to
disprove or reject the null hypothesis in
favor of the alternative hypothesis.

Steps to a Hypothesis
Test
(1)
(2)
(3)
(4)
Determine the null and alternative

hypotheses.
Collect data and calculate test statistic,
assuming null hypothesis it true.
Assuming the null hypothesis is true,
calculate the p-value or use rejection
region method.
Draw conclusion and state it in English.
Two types of mistakes

(1) Type I error
Reject null hypothesis when it is true.
(2) Type II error
Fail to reject the null hypothesis when
the alternative hypothesis is true.
Let = P(type I error), =P(type II error)
Power of the test is 1-.
Combustion Engine
The nominal power produced by a student
designed combustion engine is assumed to
be at least 100 hp. We wish to test the
alternative that the power is less than 100
hp.
Let = nominal power of engine.
QQ plots shows it is reasonable to assume
data came from a normal distribution.
Sample Data:
n 10
y 98.7 s 2.8694
Combustion Engine
(1) State hypotheses, set alpha.
(2) Choose test statistic
(3,4) Designate critical value for test
( if using the rejection region
method) and draw
or conclusion
Calculate p-value and draw
conclusion.
(3) Designate Rejection

Region
Assumes H0: = 100 is true
0.05
100
-4
-3
-2
-1
Y=avg hp
+1
+2
+3
+4
tdf=9
-1.833

Draw conclusion:
t df 9
y 0
98.7 100
1.4327
s / n 2.8694 / 10
-1.4327
-1.833
tdf=9
p-value
The
p-value is the probability of

getting the sample result we got or
something more extreme.
0.0928
tdf=9
-1.4327

p-value
P(tdf=9
< -1.4327) = 0.0928
Note:
If p-value < , reject H0.

If p-value > . Fail to reject H0.
0.0928
0.05
1.432
-1.833
tdf=9
Average Life of a Light Bulb

Historically, a particular light bulb
has had a mean life of no more
than 2000 hours. We have
changed the production process
and believe that the life of the
bulb has increased.
Let
=
mean
life.
(1) Set Up Hypotheses
= 0.05
H0:
Ha:


(2) Collect Data and calculate test statistic:
y 2141
t df 14
s 216
n 15
y 0 2141 2000
2.5282
s/ n
216 / 15
0.05
0.0121
tdf=14
1.761 2.5282
L. Wang, Department
of Statistics
p-value = P(tdf=14 > 2.5282)
=
0.0121

State Conclusion:
At 0.05 level of significance
there is insufficient evidence to
conclude that > 2000 hours.
B. At 0.05 level of significance
there is sufficient evidence to
conclude that > 2000 hours.
A.

Mean Width of a Manufactured

Part
Test
the theory that the mean width

of a manufactured part differs from
100 cm.
Let = mean width.

(1) Set up Hypotheses
= 0.05

Mean Width of a Manufactured

Part
(2,3) Collect data and calculate test
statistic.
y 105
s 6 n 20
t df 19
p value 2 * P (t df 19 ....
(4) State conclusion.
Given population parameter and value

0:
For Ho: = 0
/2
Ha: = 0
/2
Ha
H0
Ha
Ha: > 0
H0
Ha
Ha: < 0
Ha
L.HWang,
Department of Statistics
0
Focus on the two types of

errors in hypothesis test
1)
Reject H0 when H0 is true. This is called a

type I error.
P(Rej H0|H0 is true) =
2)
Fail to Reject H0 when Ha is true at some

value. This is called a type II error.
P(Fail to Rej H0|Ha is true at some value)
=
Avg Life of Light Bulb - Type I

Error
H0: < 2000
Ha: > 2000
Assumes H0
is true.
Fail to reject H0.
= Probability
that we will reject
Ho when Ho is
true.
Type I and Type II Errors

H0: = 2000
= Probability we will
fail to reject Ho when
Ha is true at = 2200
What if = 2200
= Probability
that we will reject
Ho when Ho is
true.
How can we control the size of

?
The
value of .
Location
Sample
of our point of interest.
size.
Calculating
If
= 2200, what is the probability of a

type II error?
Given: = 0.05 and we are assuming
= 2000. We will also assume we know
= 216.
P ( Z 1.645) 0.05
y 2000
1.645
y 2091
216 / 15
Calculating
H0: = 2000
Fail to Reject Ho
What if = 2200
2091
Reject Ho
P( y 2091 | 2200)
Calculating
P ( y 2091 | 2200)
2091 2200
P z
P ( z 1.9544) 0.0254
216 / 15
P (Fail to Reject H 0 | 2200) 0.0254

, and Power
= P(Reject H0| = 2000) = 0.05
= P(Fail to Rej H0| = 2200) = 0.0254
We
say that the power of this test at

= 2200 is 1 0.0254 = 0.9746
Power
= 1
Power = P(Rej H0| is at some Ha level)

A
plastic injection molding process for a

part that has a critical width dimension
historically follows a normal
distribution.
A recent sample of n = 4 yielded a
sample mean of 101.4 and sample
standard deviation of 8.
Does this data support the statement:
The true average width is greater than
95.?

Confidence Interval Approach
95%
confidence interval on :
y t df 3, 0.025
s
n
8
101.4 3.182
101.4 12.728
4
(93.56,109.24)

Hypothesis Test Approach
H0:
= 0.05
Ha:
Test statistics is
p-value =
Conclusion:

Inference On Single Mean - New

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Inference on a Single

L. Wang, Department of Statistics

Use Calculation from Sample to

Use Calculation from Sample to

L. Wang, Department of Statistics

A Statistic is a Random Variable

Upon repeated sampling of the same

While we dont know what the next value

The distribution of possible values of a

Sampling Distribution ofy

L. Wang, Department of Statistics

Sampling Distribution ofy

Averages - Sample Size = 10

Averages - Sample Size = 25

Averages - Sample Size = 2

L. Wang, Department of Statistics

Why Averages Instead of Single

Suppose we are manufacturing light bulbs.

Why Averages Instead of

L. Wang, Department of Statistics

Why Averages Instead of

L. Wang, Department of Statistics

Why Averages Instead of

L. Wang, Department of Statistics

What if the original

L. Wang, Department of Statistics

Suppose the single

Y = life of a light bulb in

L. Wang, Department of Statistics

L. Wang, Department of Statistics

L. Wang, Department of Statistics

Central Limit Theorem

n is sufficiently large, the sample

Random Behavior of Means

Y is distributed non-N(, ), then

Recall: If Y is distributed normally

If the time between adjacent accidents

L. Wang, Department of Statistics

XYZ Bottling Company claims

Up Until Now We have been

When we use s to estimate , then the

Lets take another look at XYZ

Relationship Between Z and t

L. Wang, Department of Statistics

Internal Combustion Engine

nominal power produced by a studentdesigned internal combustion engine is 100

Assume data came from a normal

L. Wang, Department of Statistics

Internal Combustion Engine

What is the probability of getting a

Internal Combustion Engine

What did we assume when doing this

Can We Assume Sampling from

If data are from a normal population,

If we plot y on the vertical axis and z on the horizontal

where i is a data points position in the

of distribution below it.

Normal Probability (QQ) Plot

L. Wang, Department of Statistics

Normal Probability (QQ) Plot

This data is a random sample from a N(10,2) population.

Normal Probability (QQ) Plot

L. Wang, Department of Statistics