engr 610 applied statistics fall 2007 - week 4 marshall university cite jack smith
TRANSCRIPT
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ENGR 610Applied Statistics
Fall 2007 - Week 4
Marshall University
CITE
Jack Smith
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Overview for Today Review of Ch 5 Homework problems for Ch 5 Estimation Procedures (Ch 8) Homework assignment About the 1st exam
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Chapter 5 Review
Continuous probability distributions Uniform Normal
Standard Normal Distribution (Z scores) Approximation to Binomial, Poisson distributions Normal probability plot
LogNormal Exponential
Sampling of the mean, proportion Central Limit Theorem
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Continuous Probability Distributions
P(aX b) f (x)dxa
b
P(X b) f (x)dx
b
E(X) xf (x)dx
2 (x )2 f (x)dx
(Mean, expected value)
(Variance)
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Uniform Distribution
2
)(
)(
1 abdx
abx
b
a
f (x)
1
b aax b
0 elsewhere
12
)(
)(
1
2
)( 222 ab
dxab
abx
b
a
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Normal Distribution
2]/))[(2/1(
2
1)( xxx
x
exf
Gaussian withpeak at µ andinflection points at +/- σ
FWHM = 2(2ln(2))1/2 σ
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Standard Normal Distribution
f (x) 1
2e (1/ 2)Z 2
where
Z X x x
Is the standard normal score (“Z-score”)
With and effective mean of zero and a standard deviation of 1
68, 95, 99.7%
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Normal Approximation to Binomial Distribution
For binomial distribution
and so
Variance, 2, should be at least 10
Z X x x
X npnp(1 p)
x np
x np(1 p)
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Normal Approximation to Poisson Distribution
For Poisson distribution
and so
Variance, , should be at least 5
Z X x x
X
x
x
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Normal Probability Plot
Use normal probability graph paperto plot ordered cumulative percentages, Pi = (i - 0.5)/n * 100%, as Z-scores- or -
Use Quantile-Quantile plot (see directions in text)- or -
Use software (PHStat)!
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Lognormal Distribution
f (x) 1
2 ln(x )
e (1/ 2)[(ln(X ) ln(x ) ) / ln( x ) ]2
(X ) e ln(X ) ln(X )
2 / 2
X e2 ln(X ) ln(X )2
(e ln(X )2
1)
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Exponential Distribution
f (x) e x
1/
P(x X) 1 e X
Only memoryless random distribution
Poisson, with continuous rate of change,
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Sampling Distribution of the Mean, Proportion
Central Limit Theorem
xx
x x / n
p (1 )
n
Continuous data
Attribute data
p (proportion)
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Homework Problems (Ch 5) 5.66 5.67 5.68 5.69
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Estimation Procedures Estimating population mean ()
from sample mean (X-bar) and population variance (2) using Standard Normal Z distribution
from sample mean (X-bar) and sample variance (s2) using Student’s t distribution
Estimating population variance (2) from sample variance (s2)
using 2 distribution Estimating population proportion ()
from sample proportion (p) and binomial variance (npq)using Standard Normal Z distribution
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Estimation Procedures, cont’d Predicting future individual values (X)
from sample mean (X-bar) and sample variance (s2)using Student’s t distribution
Tolerance Intervals One- and two-sided Using k-statistics
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Parameter Estimation Statistical inference
Conclusions about population parameters from sample statistics (mean, variation, proportion,…)
Makes use of CLT, various sampling distributions, and degrees of freedom
Interval estimate With specified level of confidence that population
parameter is contained within When population parameters are known and
distribution is Normal,
E(X) ZX X E(X) ZX
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Point Estimator Properties Unbiased
Average (expectation) value over all possible samples (of size n) equals population parameter
Efficient Arithmetic mean most stable and precise measure
of central tendency Consistent
Improves with sample size n
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Estimating population mean ()
From sample mean (X-bar) and known population variance (2)
Using Standard Normal distribution (and CLT!) Where Z, the critical value, corresponds to area of
(1-)/2 for a confidence level of (1-)100% For example, from Table A.2, Z = 1.96 corresponds to area
= 0.95/2 = 0.475 for 95% confidence interval, where = 0.05 is the sum of the upper and lower tail portions
X Zn
X Zn
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Estimating population mean () From sample mean (X-bar) and sample variance (s2)
Using Student’s t distribution with n-1 degrees of freedom
Where tn-1, the critical value, corresponds to area of (1-)/2 for a confidence level of (1-)100%
For example, from Table A.4, t = 2.0639 corresponds to area = 0.95/2 = 0.475 for 95% confidence interval, where /2 = 0.025 is the area of the upper tail portion, and 24 is the number of degrees of freedom for a sample size of 25
X tn 1
s
n X tn 1
s
n
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Estimating population variance (2) From sample variance (s2)
Using 2 distribution withn-1 degrees of freedom
Where U and L, the upper and lower critical values, corresponds to areas of /2 and 1-/2 for a confidence level of (1-)100%
For example, from Table A.6, U = 39.364 and L = 12.401 correspond to the areas of 0.975 and 0.025 for 95% confidence interval and 24 degrees of freedom
(n 1)s2
U2
2 (n 1)s2
L2
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Predicting future individual values (X)
From sample mean (X-bar) and sample variation (s2)
Using Student’s t distribution Prediction interval Analogous to
X tn 1s 11
nX X tn 1s 1
1
n
Z X Z
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Tolerance intervals
An interval that includes at least a certain proportion of measurements with a stated confidence based on sample mean (X-bar) and sample variance (s2)
Using k-statistics (Tables A.5a, A.5.b) Where K1 and K2 corresponds to a confidence level of
(1-)100% for p100% of measurements and a sample size of n
X K2s
X K1s
X K1s
Two-sided
Lower Bound
Upper Bound
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Estimating population proportion ()
From binomial mean (np) and variation (npq) from sample (size n, and proportion p)
Using Standard Normal Z distribution as approximation to binomial distribution
Analogous towhere p = X/n
p Zp(1 p)n
p Zp(1 p)n
Z X Z
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Homework Ch 8
Appendix 8.1 Problems: 8.43-44
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Exam #1 (Ch 1-5,8) Take home Given out (electronically) after in-class review Open book, notes No collaboration - honor system Use Excel w/ PHStat where appropriate, but
Explain, explain, explain! Due by beginning of class, Sept 27