Control of Manufacturing Processes

Size: px
Start display at page:

Download "Control of Manufacturing Processes"

Transcription

1 Control of Manufacturing Processes Subject Spring 2004 Lecture #8 Hypothesis Testing and Shewhart Charts March 2, /2/04 Lecture 8 D.E. Hardt, all rights reserved 1

2 Applying Statistics to Manufacturing: The Shewhart Approach (circa 1925)* All Physical Processes Have a Degree of Natural Randomness A Manufacturing Process is a Random Process if all Assignable Causes (identifiable disturbances) are eliminated A Process is In Statistical Control if only Common Causes (Purely Random Effects) are present. W.A. Shewhart, The Applications of Statistics as an Aid in Maintaining Quality of a Manufactured Product, Journal of the American Statistical Association, 20, No.. 152, Dec /2/04 Lecture 8 D.E. Hardt, all rights reserved 2

3 In-Control... Time i+1 i+2 Each Sample is from Same Parent i 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 3

4 Not In-Control... Time i i+1 i+2 The Parent Distribution is Not The Same at Each Sample 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 4

5 Not In-Control... Bi-Modal Time Mean Shift + Variance Change Mean Shift 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 5

6 In Other Words A Random - Stationary Process is: In Control Subject to Random Fluctuations Only These Variations are Natural and Irreducible* If the Process Is Not Stationary, the Degree of Variation Can Still Be Reduced Causes can be Assigned * OED:. Incapable of being reduced to a smaller number or amount; the fewest or smallest possible. 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 6

7 Hypothesis Testing and Shewhart Charts Run charts, xbar, R and S charts Estimates for S w/o bias Detecting Trends and Mean Shifts Bands and rules Average run length 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 7

8 A Process that is In Control Shewhart Hypothesis Stationary process with a fixed P and V H 0 : xbar = P (Null Hypothesis) H 1 : xbar P (Alternative Hypothesis) Follows a Normal Distribution Data falls into expected confidence intervals rv rv rv 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 8

9 Hypothesis Testing Given the hypothesis for the statistic I(e.g. the mean) No single value of will= I 0 How do we test the hypothesis given Î? p( Î) H 0 : I I 0 H 1 : I z I 0 Î What is? How well do we want to test H o? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 9

10 The Test Assume p( Î) is Normal Region of Rejection Region of 0.2 Acceptance area = D area = 1-D P I 0 Region of Rejection D is the significance of the test 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 10

11 Errors H o is rejected when it is in fact true (Type I) p =? p=d for two sided and D/2 for one sided tests H o is accepted when it is in fact false (Type II) p=? = E What is E" 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 11

12 Type II Errors Assume a shift in the true distribution of ±d± p( Î) Assess the probability that we fall in the acceptance region after a shift of ± d occurred 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 12

13 Type II Errors Region of Acceptance P I 0 -d P I 0 area = E P I 0 +d 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 13

14 Other Hypotheses? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 14

15 Summary Pick Significance Level D Determine an acceptable E (1-E) ) is call the power of the test Î If the test statistic is the sample mean, what is the effect of increasing N?? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 15

16 Outline Hypothesis Testing and Shewhart Charts Run charts, xbar, R and S charts Estimates for S w/o bias Detecting Trends and Mean Shifts Bands and rules Average run length 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 16

17 Shewhart: Xbar and S Charts Plot sequential average of process Xbar chart Distribution? Plot sequential sample standard deviation S chart Distribution? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 17

18 Data Sampling and Sequential Averages Given a sequence of process outputs x i : j j+1 j+2... sample interval 'T A sequential sample of size n n measurements at sample j Take at intervals 'T Sample index j 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 18

19 j j+1 j+2... Data Sampling sample interval 'T n measurements at sample j x j 1 n 2 1 S j n 1 j't n x i i ( j 1) 'T 1 sample j mean j't n (x i x j ) 2 sample j variance i ( j 1)'T 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 19

20 Subgroups j j+1 j+2... n measurements at sample j Within Subgroups Statistics xbar j, S j Between Subgroup Statistics Average of xbar j Variance of xbar(j) 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 20

21 xplot of xbar and S Random Data n=5 xbar S Sample Number Run number 20 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 21

22 Overall Statistics x 1 N N x j i 1 Grand Mean Sample Number S 1 N N S j i 1 Grand Standard Deviation Run number 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 22

23 Setting Chart Limits x Expected Ranges x Confidence Intervals x Intervals of + n Standard Deviations 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 23

24 If we knew V x then: V x 1 n V x Chart Limits - Xbar But Since we Estimate the Sample Standard Deviation, then E(S j ) C 4 V x (i.e. it is biased by C 4 ) 2 where C 4 n 1 ¹ 1/ 2 *(n /2) *((n 1) / 2) 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 24

25 Chart Limits xbar chart Since the estimate of True Sample Mean Variance (variance of the mean) is biased To remove this bias for the xbar ± 3s limits we use: UCL x 3 C 4 S n LCL x 3 C 4 S n For the example n=5 C / 2 *(2.5) *(2) /2/04 Lecture 8 D.E. Hardt, all rights reserved 25

26 Chart Limits S The variance of the estimate of S can be shown to be: V S V 1 C 4 2 So we get the chart limits: UCL S 3 S 2 1 C C 4 4 LCL S 3 S 2 1 C 4 C 4 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 26

27 Example xbar UCL Grand Mean LCL sample number 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 27

28 Example S UCL Grand S LCL /2/04 Lecture 8 D.E. Hardt, all rights reserved 28

29 Detecting Problems from Running Data x Appearance of data x Confidence Intervals x Frequency of extremes x Trends 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 29

30 The 8 rules from Devor et al (Based on Confidence Intervals) Prob. of data in a band Based on Periodicity Based on Linear Trends Based on Mean Shift 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 30

31 Extreme Points Outside ±3V Improbable Points Test for Out of Control 2 of 3 >±2V 4 of 5!r1V All points inside ±1V 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 31

32 Tests for Out of Control Consistently above or below centerline Runs of 8 or more Linear Trends 6 or more points in consistent direction Bi-Modal Data 8 successive points outside ±1V 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 32

33 Detecting Mean Shifts: Consider a real shift of 'P x : Chart Sensitivity Sample Number How many samples before we can expect to detect the shift on the xbar chart? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 33

34 Average Run Length How often will the data exceed the ±3V limits if 'P x = 0? Prob(x! P x 3V x ) Pr ob( x P x 3V x ) 3 / V P V 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 34

35 Average Run Length How often will the data exceed the ±3V limits if 'P x = +1V? Assumed Distribution Prob( x! P x 2V x ) Prob(x P x 4V x ) / V P 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 'P Actual Distribution V p e

36 Definition Average Run Length (arl( arl): Number of runs (or samples) before we can expect a limit to be exceeded = 1/p e for 'P = 0 arl = 3/1000 = 333 samples for 'P = 1V1 arl = 24/1000 = 42 samples Even with a mean shift as large as 1V, it could take 42 samples before we know it!!! 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 36

37 Effect of Sample Size n on arl Assume the same 'P = 1V1 Note that 'Pis an absolute value If we increase n, the Variance of xbar decreases: V V x x n So our ± 3V3 limits move closer together 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 37

38 ARL Example Original Distribution V V P V new limits same absolute shift New Distribution V As n increases p e increases so arl decreases 'P p e 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 38

39 Applying Shewhart Charting x Find a run of points that are in- control x Compute chart centerlines and limits x Begin Plotting subsequent xbar j and S j x Apply the 8 rules, or look for trends, improbable events or extremes. x If these occur, process is out of control 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 39

40 Out of Control Data is not Stationary P or V are not constant) Process Output is being caused by a disturbance (common cause) This disturbance can be identified and eliminated Trends indicate certain types Correlation with know events shift changes material changes 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 40

41 Sample size n Central Limit theorem ARL effects? Selection of Reference Data Is S at a minimum? Sample time 'T Cost of sampling production without data Rapid phenomena j j+1j+2... Design of the Chart Sample size and filtering versus response time to changes sample interval 'T 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 41

42 Limits and Extensions Need for averaging Assumptions of Normality Assumption of independence What are alternatives? 3/2/04 Lecture 8 D.E. Hardt, all rights reserved 42

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303)

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

Control of Manufacturing Processes

Control of Manufacturing Processes Control of Processes David Hardt Topics for Today! Physical Origins of Variation!Process Sensitivities! Statistical Models and Interpretation!Process as a Random Variable(s)!Diagnosis of Problems! Shewhart

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

SMAM 314 Exam 3d Name

SMAM 314 Exam 3d Name SMAM 314 Exam 3d Name 1. Mark the following statements True T or False F. (6 points -2 each) T A. A process is out of control if at a particular point in time the reading is more than 3 standard deviations

More information

Statistics: CI, Tolerance Intervals, Exceedance, and Hypothesis Testing. Confidence intervals on mean. CL = x ± t * CL1- = exp

Statistics: CI, Tolerance Intervals, Exceedance, and Hypothesis Testing. Confidence intervals on mean. CL = x ± t * CL1- = exp Statistics: CI, Tolerance Intervals, Exceedance, and Hypothesis Lecture Notes 1 Confidence intervals on mean Normal Distribution CL = x ± t * 1-α 1- α,n-1 s n Log-Normal Distribution CL = exp 1-α CL1-

More information

Introduction to Statistics

Introduction to Statistics MTH4106 Introduction to Statistics Notes 15 Spring 2013 Testing hypotheses about the mean Earlier, we saw how to test hypotheses about a proportion, using properties of the Binomial distribution It is

More information

Visual interpretation with normal approximation

Visual interpretation with normal approximation Visual interpretation with normal approximation H 0 is true: H 1 is true: p =0.06 25 33 Reject H 0 α =0.05 (Type I error rate) Fail to reject H 0 β =0.6468 (Type II error rate) 30 Accept H 1 Visual interpretation

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/term

More information

LECTURE 5 HYPOTHESIS TESTING

LECTURE 5 HYPOTHESIS TESTING October 25, 2016 LECTURE 5 HYPOTHESIS TESTING Basic concepts In this lecture we continue to discuss the normal classical linear regression defined by Assumptions A1-A5. Let θ Θ R d be a parameter of interest.

More information

Formulas and Tables by Mario F. Triola

Formulas and Tables by Mario F. Triola Copyright 010 Pearson Education, Inc. Ch. 3: Descriptive Statistics x f # x x f Mean 1x - x s - 1 n 1 x - 1 x s 1n - 1 s B variance s Ch. 4: Probability Mean (frequency table) Standard deviation P1A or

More information

Chapter 8 of Devore , H 1 :

Chapter 8 of Devore , H 1 : Chapter 8 of Devore TESTING A STATISTICAL HYPOTHESIS Maghsoodloo A statistical hypothesis is an assumption about the frequency function(s) (i.e., PDF or pdf) of one or more random variables. Stated in

More information

Partitioning the Parameter Space. Topic 18 Composite Hypotheses

Partitioning the Parameter Space. Topic 18 Composite Hypotheses Topic 18 Composite Hypotheses Partitioning the Parameter Space 1 / 10 Outline Partitioning the Parameter Space 2 / 10 Partitioning the Parameter Space Simple hypotheses limit us to a decision between one

More information

Statistical Quality Control - Stat 3081

Statistical Quality Control - Stat 3081 Statistical Quality Control - Stat 3081 Awol S. Department of Statistics College of Computing & Informatics Haramaya University Dire Dawa, Ethiopia March 2015 Introduction Industrial Statistics and Quality

More information

Statistical quality control (SQC)

Statistical quality control (SQC) Statistical quality control (SQC) The application of statistical techniques to measure and evaluate the quality of a product, service, or process. Two basic categories: I. Statistical process control (SPC):

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

Review: General Approach to Hypothesis Testing. 1. Define the research question and formulate the appropriate null and alternative hypotheses.

Review: General Approach to Hypothesis Testing. 1. Define the research question and formulate the appropriate null and alternative hypotheses. 1 Review: Let X 1, X,..., X n denote n independent random variables sampled from some distribution might not be normal!) with mean µ) and standard deviation σ). Then X µ σ n In other words, X is approximately

More information

Faculty of Science and Technology MASTER S THESIS

Faculty of Science and Technology MASTER S THESIS Faculty of Science and Technology MASTER S THESIS Study program/ Specialization: Spring semester, 20... Open / Restricted access Writer: Faculty supervisor: (Writer s signature) External supervisor(s):

More information

Business Statistics. Lecture 10: Course Review

Business Statistics. Lecture 10: Course Review Business Statistics Lecture 10: Course Review 1 Descriptive Statistics for Continuous Data Numerical Summaries Location: mean, median Spread or variability: variance, standard deviation, range, percentiles,

More information

Business Statistics: Lecture 8: Introduction to Estimation & Hypothesis Testing

Business Statistics: Lecture 8: Introduction to Estimation & Hypothesis Testing Business Statistics: Lecture 8: Introduction to Estimation & Hypothesis Testing Agenda Introduction to Estimation Point estimation Interval estimation Introduction to Hypothesis Testing Concepts en terminology

More information

2 and F Distributions. Barrow, Statistics for Economics, Accounting and Business Studies, 4 th edition Pearson Education Limited 2006

2 and F Distributions. Barrow, Statistics for Economics, Accounting and Business Studies, 4 th edition Pearson Education Limited 2006 and F Distributions Lecture 9 Distribution The distribution is used to: construct confidence intervals for a variance compare a set of actual frequencies with expected frequencies test for association

More information

Section II: Assessing Chart Performance. (Jim Benneyan)

Section II: Assessing Chart Performance. (Jim Benneyan) Section II: Assessing Chart Performance (Jim Benneyan) 1 Learning Objectives Understand concepts of chart performance Two types of errors o Type 1: Call an in-control process out-of-control o Type 2: Call

More information

Sample Control Chart Calculations. Here is a worked example of the x and R control chart calculations.

Sample Control Chart Calculations. Here is a worked example of the x and R control chart calculations. Sample Control Chart Calculations Here is a worked example of the x and R control chart calculations. Step 1: The appropriate characteristic to measure was defined and the measurement methodology determined.

More information

School of Mathematical Sciences. Question 1

School of Mathematical Sciences. Question 1 School of Mathematical Sciences MTH5120 Statistical Modelling I Practical 8 and Assignment 7 Solutions Question 1 Figure 1: The residual plots do not contradict the model assumptions of normality, constant

More information

CH.9 Tests of Hypotheses for a Single Sample

CH.9 Tests of Hypotheses for a Single Sample CH.9 Tests of Hypotheses for a Single Sample Hypotheses testing Tests on the mean of a normal distributionvariance known Tests on the mean of a normal distributionvariance unknown Tests on the variance

More information

Simple and Multiple Linear Regression

Simple and Multiple Linear Regression Sta. 113 Chapter 12 and 13 of Devore March 12, 2010 Table of contents 1 Simple Linear Regression 2 Model Simple Linear Regression A simple linear regression model is given by Y = β 0 + β 1 x + ɛ where

More information

Formulas and Tables. for Elementary Statistics, Tenth Edition, by Mario F. Triola Copyright 2006 Pearson Education, Inc. ˆp E p ˆp E Proportion

Formulas and Tables. for Elementary Statistics, Tenth Edition, by Mario F. Triola Copyright 2006 Pearson Education, Inc. ˆp E p ˆp E Proportion Formulas and Tables for Elementary Statistics, Tenth Edition, by Mario F. Triola Copyright 2006 Pearson Education, Inc. Ch. 3: Descriptive Statistics x Sf. x x Sf Mean S(x 2 x) 2 s Å n 2 1 n(sx 2 ) 2 (Sx)

More information

Design of Engineering Experiments Part 2 Basic Statistical Concepts Simple comparative experiments

Design of Engineering Experiments Part 2 Basic Statistical Concepts Simple comparative experiments Design of Engineering Experiments Part 2 Basic Statistical Concepts Simple comparative experiments The hypothesis testing framework The two-sample t-test Checking assumptions, validity Comparing more that

More information

1; (f) H 0 : = 55 db, H 1 : < 55.

1; (f) H 0 : = 55 db, H 1 : < 55. Reference: Chapter 8 of J. L. Devore s 8 th Edition By S. Maghsoodloo TESTING a STATISTICAL HYPOTHESIS A statistical hypothesis is an assumption about the frequency function(s) (i.e., pmf or pdf) of one

More information

First Semester Dr. Abed Schokry SQC Chapter 9: Cumulative Sum and Exponential Weighted Moving Average Control Charts

First Semester Dr. Abed Schokry SQC Chapter 9: Cumulative Sum and Exponential Weighted Moving Average Control Charts Department of Industrial Engineering First Semester 2014-2015 Dr. Abed Schokry SQC Chapter 9: Cumulative Sum and Exponential Weighted Moving Average Control Charts Learning Outcomes After completing this

More information

As an example, consider the Bond Strength data in Table 2.1, atop page 26 of y1 y 1j/ n , S 1 (y1j y 1) 0.

As an example, consider the Bond Strength data in Table 2.1, atop page 26 of y1 y 1j/ n , S 1 (y1j y 1) 0. INSY 7300 6 F01 Reference: Chapter of Montgomery s 8 th Edition Point Estimation As an example, consider the Bond Strength data in Table.1, atop page 6 of By S. Maghsoodloo Montgomery s 8 th edition, on

More information

LECTURE 5. Introduction to Econometrics. Hypothesis testing

LECTURE 5. Introduction to Econometrics. Hypothesis testing LECTURE 5 Introduction to Econometrics Hypothesis testing October 18, 2016 1 / 26 ON TODAY S LECTURE We are going to discuss how hypotheses about coefficients can be tested in regression models We will

More information

STAT 111 Recitation 9

STAT 111 Recitation 9 STAT 111 Recitation 9 Linjun Zhang November 10, 2017 Hypothesis Testing Basic concepts: H 0 (null hypothesis), H 1 (alternative hypothesis) 1 Hypothesis Testing Basic concepts: H 0 (null hypothesis), H

More information

Probability and Statistics Notes

Probability and Statistics Notes Probability and Statistics Notes Chapter Seven Jesse Crawford Department of Mathematics Tarleton State University Spring 2011 (Tarleton State University) Chapter Seven Notes Spring 2011 1 / 42 Outline

More information

Tests about a population mean

Tests about a population mean October 2 nd, 2017 Overview Week 1 Week 2 Week 4 Week 7 Week 10 Week 12 Chapter 1: Descriptive statistics Chapter 6: Statistics and Sampling Distributions Chapter 7: Point Estimation Chapter 8: Confidence

More information

1 Hypothesis testing for a single mean

1 Hypothesis testing for a single mean This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike License. Your use of this material constitutes acceptance of that license and the conditions of use of materials on this

More information

Nature vs. nurture? Lecture 18 - Regression: Inference, Outliers, and Intervals. Regression Output. Conditions for inference.

Nature vs. nurture? Lecture 18 - Regression: Inference, Outliers, and Intervals. Regression Output. Conditions for inference. Understanding regression output from software Nature vs. nurture? Lecture 18 - Regression: Inference, Outliers, and Intervals In 1966 Cyril Burt published a paper called The genetic determination of differences

More information

Chapter 10: Inferences based on two samples

Chapter 10: Inferences based on two samples November 16 th, 2017 Overview Week 1 Week 2 Week 4 Week 7 Week 10 Week 12 Chapter 1: Descriptive statistics Chapter 6: Statistics and Sampling Distributions Chapter 7: Point Estimation Chapter 8: Confidence

More information

Statistical Process Control

Statistical Process Control Chapter 3 Statistical Process Control 3.1 Introduction Operations managers are responsible for developing and maintaining the production processes that deliver quality products and services. Once the production

More information

Soc3811 Second Midterm Exam

Soc3811 Second Midterm Exam Soc38 Second Midterm Exam SEMI-OPE OTE: One sheet of paper, signed & turned in with exam booklet Bring our Own Pencil with Eraser and a Hand Calculator! Standardized Scores & Probability If we know the

More information

Formulas and Tables for Elementary Statistics, Eighth Edition, by Mario F. Triola 2001 by Addison Wesley Longman Publishing Company, Inc.

Formulas and Tables for Elementary Statistics, Eighth Edition, by Mario F. Triola 2001 by Addison Wesley Longman Publishing Company, Inc. Formulas and Tables for Elementary Statistics, Eighth Edition, by Mario F. Triola 2001 by Addison Wesley Longman Publishing Company, Inc. Ch. 2: Descriptive Statistics x Sf. x x Sf Mean S(x 2 x) 2 s 2

More information

ECO220Y Hypothesis Testing: Type I and Type II Errors and Power Readings: Chapter 12,

ECO220Y Hypothesis Testing: Type I and Type II Errors and Power Readings: Chapter 12, ECO220Y Hypothesis Testing: Type I and Type II Errors and Power Readings: Chapter 12, 12.7-12.9 Winter 2012 Lecture 15 (Winter 2011) Estimation Lecture 15 1 / 25 Linking Two Approaches to Hypothesis Testing

More information

Mechanical Engineering 101

Mechanical Engineering 101 Mechanical Engineering 101 University of California, Berkeley Lecture #1 1 Today s lecture Statistical Process Control Process capability Mean shift Control charts eading: pp. 373-383 .Precision 3 Process

More information

Lecture 4: Parameter Es/ma/on and Confidence Intervals. GENOME 560, Spring 2015 Doug Fowler, GS

Lecture 4: Parameter Es/ma/on and Confidence Intervals. GENOME 560, Spring 2015 Doug Fowler, GS Lecture 4: Parameter Es/ma/on and Confidence Intervals GENOME 560, Spring 2015 Doug Fowler, GS (dfowler@uw.edu) 1 Review: Probability DistribuIons Discrete: Binomial distribuion Hypergeometric distribuion

More information

Practice Problems Section Problems

Practice Problems Section Problems Practice Problems Section 4-4-3 4-4 4-5 4-6 4-7 4-8 4-10 Supplemental Problems 4-1 to 4-9 4-13, 14, 15, 17, 19, 0 4-3, 34, 36, 38 4-47, 49, 5, 54, 55 4-59, 60, 63 4-66, 68, 69, 70, 74 4-79, 81, 84 4-85,

More information

Logistic Regression Analysis

Logistic Regression Analysis Logistic Regression Analysis Predicting whether an event will or will not occur, as well as identifying the variables useful in making the prediction, is important in most academic disciplines as well

More information

Information Retrieval

Information Retrieval Information Retrieval Online Evaluation Ilya Markov i.markov@uva.nl University of Amsterdam Ilya Markov i.markov@uva.nl Information Retrieval 1 Course overview Offline Data Acquisition Data Processing

More information

Quality Control The ASTA team

Quality Control The ASTA team Quality Control The ASTA team Contents 0.1 Outline................................................ 2 1 Quality control 2 1.1 Quality control chart......................................... 2 1.2 Example................................................

More information

Precision and Accuracy Assessing your Calorimeter

Precision and Accuracy Assessing your Calorimeter Bulletin No. 100 Precision and Accuracy Assessing your Calorimeter How to determine the range of acceptable results for your calorimeter. Standard methods specify parameters by which calorimetry results

More information

CBA4 is live in practice mode this week exam mode from Saturday!

CBA4 is live in practice mode this week exam mode from Saturday! Announcements CBA4 is live in practice mode this week exam mode from Saturday! Material covered: Confidence intervals (both cases) 1 sample hypothesis tests (both cases) Hypothesis tests for 2 means as

More information

Precision and Accuracy Assessing your Calorimeter

Precision and Accuracy Assessing your Calorimeter Bulletin No. 100 Precision and Accuracy Assessing your Calorimeter How to determine the range of acceptable results for your calorimeter. Standard methods specify parameters by which calorimetry results

More information

BINF702 SPRING 2015 Chapter 7 Hypothesis Testing: One-Sample Inference

BINF702 SPRING 2015 Chapter 7 Hypothesis Testing: One-Sample Inference BINF702 SPRING 2015 Chapter 7 Hypothesis Testing: One-Sample Inference BINF702 SPRING 2014 Chapter 7 Hypothesis Testing 1 Section 7.9 One-Sample c 2 Test for the Variance of a Normal Distribution Eq. 7.40

More information

Statistical Process Control SCM Pearson Education, Inc. publishing as Prentice Hall

Statistical Process Control SCM Pearson Education, Inc. publishing as Prentice Hall S6 Statistical Process Control SCM 352 Outline Statistical Quality Control Common causes vs. assignable causes Different types of data attributes and variables Central limit theorem SPC charts Control

More information

Lecture 2: Basic Concepts and Simple Comparative Experiments Montgomery: Chapter 2

Lecture 2: Basic Concepts and Simple Comparative Experiments Montgomery: Chapter 2 Lecture 2: Basic Concepts and Simple Comparative Experiments Montgomery: Chapter 2 Fall, 2013 Page 1 Random Variable and Probability Distribution Discrete random variable Y : Finite possible values {y

More information

Chapter VIII: Statistical Process Control - Exercises

Chapter VIII: Statistical Process Control - Exercises Chapter VIII: Statistical Process Control - Exercises Bernardo D Auria Statistics Department Universidad Carlos III de Madrid GROUP 89 - COMPUTER ENGINEERING 2010-2011 Exercise An industrial process produces

More information

Methods for Identifying Out-of-Trend Data in Analysis of Stability Measurements Part II: By-Time-Point and Multivariate Control Chart

Methods for Identifying Out-of-Trend Data in Analysis of Stability Measurements Part II: By-Time-Point and Multivariate Control Chart Peer-Reviewed Methods for Identifying Out-of-Trend Data in Analysis of Stability Measurements Part II: By-Time-Point and Multivariate Control Chart Máté Mihalovits and Sándor Kemény T his article is a

More information

T.I.H.E. IT 233 Statistics and Probability: Sem. 1: 2013 ESTIMATION AND HYPOTHESIS TESTING OF TWO POPULATIONS

T.I.H.E. IT 233 Statistics and Probability: Sem. 1: 2013 ESTIMATION AND HYPOTHESIS TESTING OF TWO POPULATIONS ESTIMATION AND HYPOTHESIS TESTING OF TWO POPULATIONS In our work on hypothesis testing, we used the value of a sample statistic to challenge an accepted value of a population parameter. We focused only

More information

Lecture #39 (tape #39) Vishesh Kumar TA. Dec. 6, 2002

Lecture #39 (tape #39) Vishesh Kumar TA. Dec. 6, 2002 Lecture #39 (tape #39) Vishesh Kumar TA Dec. 6, 2002 Control Chart for Number of Defectives Sometimes, more convenient to make chart by plotting d rather than p. In particular, plotting d appropriate if

More information

Assignment 7 (Solution) Control Charts, Process capability and QFD

Assignment 7 (Solution) Control Charts, Process capability and QFD Assignment 7 (Solution) Control Charts, Process capability and QFD Dr. Jitesh J. Thakkar Department of Industrial and Systems Engineering Indian Institute of Technology Kharagpur Instruction Total No.

More information

INTERVAL ESTIMATION AND HYPOTHESES TESTING

INTERVAL ESTIMATION AND HYPOTHESES TESTING INTERVAL ESTIMATION AND HYPOTHESES TESTING 1. IDEA An interval rather than a point estimate is often of interest. Confidence intervals are thus important in empirical work. To construct interval estimates,

More information

M(t) = 1 t. (1 t), 6 M (0) = 20 P (95. X i 110) i=1

M(t) = 1 t. (1 t), 6 M (0) = 20 P (95. X i 110) i=1 Math 66/566 - Midterm Solutions NOTE: These solutions are for both the 66 and 566 exam. The problems are the same until questions and 5. 1. The moment generating function of a random variable X is M(t)

More information

Solutions to Problems 1,2 and 7 followed by 3,4,5,6 and 8.

Solutions to Problems 1,2 and 7 followed by 3,4,5,6 and 8. DSES-423 Quality Control Spring 22 Solution to Homework Assignment #2 Solutions to Problems 1,2 and 7 followed by 3,4,,6 and 8. 1. The cause-and-effect diagram below was created by a department of the

More information

1: a b c d e 2: a b c d e 3: a b c d e 4: a b c d e 5: a b c d e. 6: a b c d e 7: a b c d e 8: a b c d e 9: a b c d e 10: a b c d e

1: a b c d e 2: a b c d e 3: a b c d e 4: a b c d e 5: a b c d e. 6: a b c d e 7: a b c d e 8: a b c d e 9: a b c d e 10: a b c d e Economics 102: Analysis of Economic Data Cameron Spring 2016 Department of Economics, U.C.-Davis Final Exam (A) Tuesday June 7 Compulsory. Closed book. Total of 58 points and worth 45% of course grade.

More information

ECON Introductory Econometrics. Lecture 2: Review of Statistics

ECON Introductory Econometrics. Lecture 2: Review of Statistics ECON415 - Introductory Econometrics Lecture 2: Review of Statistics Monique de Haan (moniqued@econ.uio.no) Stock and Watson Chapter 2-3 Lecture outline 2 Simple random sampling Distribution of the sample

More information

Tests for Two Coefficient Alphas

Tests for Two Coefficient Alphas Chapter 80 Tests for Two Coefficient Alphas Introduction Coefficient alpha, or Cronbach s alpha, is a popular measure of the reliability of a scale consisting of k parts. The k parts often represent k

More information

Exam C Solutions Spring 2005

Exam C Solutions Spring 2005 Exam C Solutions Spring 005 Question # The CDF is F( x) = 4 ( + x) Observation (x) F(x) compare to: Maximum difference 0. 0.58 0, 0. 0.58 0.7 0.880 0., 0.4 0.680 0.9 0.93 0.4, 0.6 0.53. 0.949 0.6, 0.8

More information

Applied Statistics for the Behavioral Sciences

Applied Statistics for the Behavioral Sciences Applied Statistics for the Behavioral Sciences Chapter 8 One-sample designs Hypothesis testing/effect size Chapter Outline Hypothesis testing null & alternative hypotheses alpha ( ), significance level,

More information

Sampling distribution of t. 2. Sampling distribution of t. 3. Example: Gas mileage investigation. II. Inferential Statistics (8) t =

Sampling distribution of t. 2. Sampling distribution of t. 3. Example: Gas mileage investigation. II. Inferential Statistics (8) t = 2. The distribution of t values that would be obtained if a value of t were calculated for each sample mean for all possible random of a given size from a population _ t ratio: (X - µ hyp ) t s x The result

More information

SPRING 2007 EXAM C SOLUTIONS

SPRING 2007 EXAM C SOLUTIONS SPRING 007 EXAM C SOLUTIONS Question #1 The data are already shifted (have had the policy limit and the deductible of 50 applied). The two 350 payments are censored. Thus the likelihood function is L =

More information

Distribution-Free Procedures (Devore Chapter Fifteen)

Distribution-Free Procedures (Devore Chapter Fifteen) Distribution-Free Procedures (Devore Chapter Fifteen) MATH-5-01: Probability and Statistics II Spring 018 Contents 1 Nonparametric Hypothesis Tests 1 1.1 The Wilcoxon Rank Sum Test........... 1 1. Normal

More information

Basic Statistics. 1. Gross error analyst makes a gross mistake (misread balance or entered wrong value into calculation).

Basic Statistics. 1. Gross error analyst makes a gross mistake (misread balance or entered wrong value into calculation). Basic Statistics There are three types of error: 1. Gross error analyst makes a gross mistake (misread balance or entered wrong value into calculation). 2. Systematic error - always too high or too low

More information

Correlation and Simple Linear Regression

Correlation and Simple Linear Regression Correlation and Simple Linear Regression Sasivimol Rattanasiri, Ph.D Section for Clinical Epidemiology and Biostatistics Ramathibodi Hospital, Mahidol University E-mail: sasivimol.rat@mahidol.ac.th 1 Outline

More information

Lecture 6 April

Lecture 6 April Stats 300C: Theory of Statistics Spring 2017 Lecture 6 April 14 2017 Prof. Emmanuel Candes Scribe: S. Wager, E. Candes 1 Outline Agenda: From global testing to multiple testing 1. Testing the global null

More information

Mathematical statistics

Mathematical statistics November 1 st, 2018 Lecture 18: Tests about a population mean Overview 9.1 Hypotheses and test procedures test procedures errors in hypothesis testing significance level 9.2 Tests about a population mean

More information

Evaluating Hypotheses

Evaluating Hypotheses Evaluating Hypotheses IEEE Expert, October 1996 1 Evaluating Hypotheses Sample error, true error Confidence intervals for observed hypothesis error Estimators Binomial distribution, Normal distribution,

More information

Optimal SPRT and CUSUM Procedures using Compressed Limit Gauges

Optimal SPRT and CUSUM Procedures using Compressed Limit Gauges Optimal SPRT and CUSUM Procedures using Compressed Limit Gauges P. Lee Geyer Stefan H. Steiner 1 Faculty of Business McMaster University Hamilton, Ontario L8S 4M4 Canada Dept. of Statistics and Actuarial

More information

STAT 515 fa 2016 Lec Statistical inference - hypothesis testing

STAT 515 fa 2016 Lec Statistical inference - hypothesis testing STAT 515 fa 2016 Lec 20-21 Statistical inference - hypothesis testing Karl B. Gregory Wednesday, Oct 12th Contents 1 Statistical inference 1 1.1 Forms of the null and alternate hypothesis for µ and p....................

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303)

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) MIT OpenCourseWare http://ocw.mit.edu 2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information

Statistical Inference

Statistical Inference Statistical Inference Classical and Bayesian Methods Class 6 AMS-UCSC Thu 26, 2012 Winter 2012. Session 1 (Class 6) AMS-132/206 Thu 26, 2012 1 / 15 Topics Topics We will talk about... 1 Hypothesis testing

More information

1 Statistical inference for a population mean

1 Statistical inference for a population mean 1 Statistical inference for a population mean 1. Inference for a large sample, known variance Suppose X 1,..., X n represents a large random sample of data from a population with unknown mean µ and known

More information

Preliminary Statistics. Lecture 5: Hypothesis Testing

Preliminary Statistics. Lecture 5: Hypothesis Testing Preliminary Statistics Lecture 5: Hypothesis Testing Rory Macqueen (rm43@soas.ac.uk), September 2015 Outline Elements/Terminology of Hypothesis Testing Types of Errors Procedure of Testing Significance

More information

On ARL-unbiased c-charts for i.i.d. and INAR(1) Poisson counts

On ARL-unbiased c-charts for i.i.d. and INAR(1) Poisson counts On ARL-unbiased c-charts for iid and INAR(1) Poisson counts Manuel Cabral Morais (1) with Sofia Paulino (2) and Sven Knoth (3) (1) Department of Mathematics & CEMAT IST, ULisboa, Portugal (2) IST, ULisboa,

More information

Quality Control & Statistical Process Control (SPC)

Quality Control & Statistical Process Control (SPC) Quality Control & Statistical Process Control (SPC) DR. RON FRICKER PROFESSOR & HEAD, DEPARTMENT OF STATISTICS DATAWORKS CONFERENCE, MARCH 22, 2018 Agenda Some Terminology & Background SPC Methods & Philosophy

More information

Study Ch. 9.3, #47 53 (45 51), 55 61, (55 59)

Study Ch. 9.3, #47 53 (45 51), 55 61, (55 59) GOALS: 1. Understand that 2 approaches of hypothesis testing exist: classical or critical value, and p value. We will use the p value approach. 2. Understand the critical value for the classical approach

More information

CHAPTER 9, 10. Similar to a courtroom trial. In trying a person for a crime, the jury needs to decide between one of two possibilities:

CHAPTER 9, 10. Similar to a courtroom trial. In trying a person for a crime, the jury needs to decide between one of two possibilities: CHAPTER 9, 10 Hypothesis Testing Similar to a courtroom trial. In trying a person for a crime, the jury needs to decide between one of two possibilities: The person is guilty. The person is innocent. To

More information

Approximating the step change point of the process fraction nonconforming using genetic algorithm to optimize the likelihood function

Approximating the step change point of the process fraction nonconforming using genetic algorithm to optimize the likelihood function Journal of Industrial and Systems Engineering Vol. 7, No., pp 8-28 Autumn 204 Approximating the step change point of the process fraction nonconforming using genetic algorithm to optimize the likelihood

More information

Many natural processes can be fit to a Poisson distribution

Many natural processes can be fit to a Poisson distribution BE.104 Spring Biostatistics: Poisson Analyses and Power J. L. Sherley Outline 1) Poisson analyses 2) Power What is a Poisson process? Rare events Values are observational (yes or no) Random distributed

More information

The One-Way Repeated-Measures ANOVA. (For Within-Subjects Designs)

The One-Way Repeated-Measures ANOVA. (For Within-Subjects Designs) The One-Way Repeated-Measures ANOVA (For Within-Subjects Designs) Logic of the Repeated-Measures ANOVA The repeated-measures ANOVA extends the analysis of variance to research situations using repeated-measures

More information

The One-Way Independent-Samples ANOVA. (For Between-Subjects Designs)

The One-Way Independent-Samples ANOVA. (For Between-Subjects Designs) The One-Way Independent-Samples ANOVA (For Between-Subjects Designs) Computations for the ANOVA In computing the terms required for the F-statistic, we won t explicitly compute any sample variances or

More information

arxiv: v1 [stat.me] 14 Jan 2019

arxiv: v1 [stat.me] 14 Jan 2019 arxiv:1901.04443v1 [stat.me] 14 Jan 2019 An Approach to Statistical Process Control that is New, Nonparametric, Simple, and Powerful W.J. Conover, Texas Tech University, Lubbock, Texas V. G. Tercero-Gómez,Tecnológico

More information

CHAPTER 8. Test Procedures is a rule, based on sample data, for deciding whether to reject H 0 and contains:

CHAPTER 8. Test Procedures is a rule, based on sample data, for deciding whether to reject H 0 and contains: CHAPTER 8 Test of Hypotheses Based on a Single Sample Hypothesis testing is the method that decide which of two contradictory claims about the parameter is correct. Here the parameters of interest are

More information

Final Exam. 1. Definitions: Briefly Define each of the following terms as they relate to the material covered in class.

Final Exam. 1. Definitions: Briefly Define each of the following terms as they relate to the material covered in class. Name Answer Key Economics 170 Spring 2003 Honor pledge: I have neither given nor received aid on this exam including the preparation of my one page formula list and the preparation of the Stata assignment

More information

(8 One- and Two-Sample Test Of Hypothesis)

(8 One- and Two-Sample Test Of Hypothesis) 324 Stat Lecture Notes (8 One- and Two-Sample Test Of ypothesis) ( Book*: Chapter 1,pg319) Probability& Statistics for Engineers & Scientists By Walpole, Myers, Myers, Ye Definition: A statistical hypothesis

More information

Lecture 3: Inference in SLR

Lecture 3: Inference in SLR Lecture 3: Inference in SLR STAT 51 Spring 011 Background Reading KNNL:.1.6 3-1 Topic Overview This topic will cover: Review of hypothesis testing Inference about 1 Inference about 0 Confidence Intervals

More information

AN ANALYSIS OF SHEWHART QUALITY CONTROL CHARTS TO MONITOR BOTH THE MEAN AND VARIABILITY KEITH JACOB BARRS. A Research Project Submitted to the Faculty

AN ANALYSIS OF SHEWHART QUALITY CONTROL CHARTS TO MONITOR BOTH THE MEAN AND VARIABILITY KEITH JACOB BARRS. A Research Project Submitted to the Faculty AN ANALYSIS OF SHEWHART QUALITY CONTROL CHARTS TO MONITOR BOTH THE MEAN AND VARIABILITY by KEITH JACOB BARRS A Research Project Submitted to the Faculty of the College of Graduate Studies at Georgia Southern

More information

Section 8.1: Interval Estimation

Section 8.1: Interval Estimation Section 8.1: Interval Estimation Discrete-Event Simulation: A First Course c 2006 Pearson Ed., Inc. 0-13-142917-5 Discrete-Event Simulation: A First Course Section 8.1: Interval Estimation 1/ 35 Section

More information

Introduction to Statistical Hypothesis Testing

Introduction to Statistical Hypothesis Testing Introduction to Statistical Hypothesis Testing Arun K. Tangirala Power of Hypothesis Tests Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 1 Learning objectives I Computing Pr(Type

More information

Control of Manufacturing Processes

Control of Manufacturing Processes Control of Manufacturing Processes Subject 2.830 Spring 2004 Lecture #19 Position Control and Root Locus Analysis" April 22, 2004 The Position Servo Problem, reference position NC Control Robots Injection

More information

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008

2.830J / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 2008 MIT OpenCourseWare http://ocw.mit.edu.830j / 6.780J / ESD.63J Control of Manufacturing Processes (SMA 6303) Spring 008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

More information