Design of Engineering Experiments Chapter 2 Basic Statistical Concepts

Similar documents
MOST PEOPLE WOULD RATHER LIVE WITH A PROBLEM THEY CAN'T SOLVE, THAN ACCEPT A SOLUTION THEY CAN'T UNDERSTAND.

Sample Size Determination (Two or More Samples)

This chapter focuses on two experimental designs that are crucial to comparative studies: (1) independent samples and (2) matched pair samples.

2 1. The r.s., of size n2, from population 2 will be. 2 and 2. 2) The two populations are independent. This implies that all of the n1 n2

Chapter 22. Comparing Two Proportions. Copyright 2010 Pearson Education, Inc.

Overview. p 2. Chapter 9. Pooled Estimate of. q = 1 p. Notation for Two Proportions. Inferences about Two Proportions. Assumptions

Chapter 22. Comparing Two Proportions. Copyright 2010, 2007, 2004 Pearson Education, Inc.

STA Learning Objectives. Population Proportions. Module 10 Comparing Two Proportions. Upon completing this module, you should be able to:

This is an introductory course in Analysis of Variance and Design of Experiments.

Chapter 20. Comparing Two Proportions. BPS - 5th Ed. Chapter 20 1

1 Inferential Methods for Correlation and Regression Analysis

Recall the study where we estimated the difference between mean systolic blood pressure levels of users of oral contraceptives and non-users, x - y.

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics

Read through these prior to coming to the test and follow them when you take your test.

Interval Estimation (Confidence Interval = C.I.): An interval estimate of some population parameter is an interval of the form (, ),

Lecture 5: Parametric Hypothesis Testing: Comparing Means. GENOME 560, Spring 2016 Doug Fowler, GS

TABLES AND FORMULAS FOR MOORE Basic Practice of Statistics

Comparing Two Populations. Topic 15 - Two Sample Inference I. Comparing Two Means. Comparing Two Pop Means. Background Reading

[ ] ( ) ( ) [ ] ( ) 1 [ ] [ ] Sums of Random Variables Y = a 1 X 1 + a 2 X 2 + +a n X n The expected value of Y is:

BIOS 4110: Introduction to Biostatistics. Breheny. Lab #9

Common Large/Small Sample Tests 1/55

Stat 200 -Testing Summary Page 1

A quick activity - Central Limit Theorem and Proportions. Lecture 21: Testing Proportions. Results from the GSS. Statistics and the General Population

1 Models for Matched Pairs

Properties and Hypothesis Testing

Chapters 5 and 13: REGRESSION AND CORRELATION. Univariate data: x, Bivariate data (x,y).

MA238 Assignment 4 Solutions (part a)

1036: Probability & Statistics

STAT431 Review. X = n. n )

Chapter 4 Tests of Hypothesis

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

A statistical method to determine sample size to estimate characteristic value of soil parameters

Two sample test (def 8.1) vs one sample test : Hypotesis testing: Two samples (Chapter 8) Example 8.2. Matched pairs (Example 8.6)

Chapter 6 Sampling Distributions

Tests of Hypotheses Based on a Single Sample (Devore Chapter Eight)

Tools Hypothesis Tests

STATISTICAL INFERENCE

Econ 325 Notes on Point Estimator and Confidence Interval 1 By Hiro Kasahara

Biostatistics for Med Students. Lecture 2

Final Examination Solutions 17/6/2010

Correlation. Two variables: Which test? Relationship Between Two Numerical Variables. Two variables: Which test? Contingency table Grouped bar graph

Class 27. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

Chapter 5: Hypothesis testing

x z Increasing the size of the sample increases the power (reduces the probability of a Type II error) when the significance level remains fixed.

Exam II Covers. STA 291 Lecture 19. Exam II Next Tuesday 5-7pm Memorial Hall (Same place as exam I) Makeup Exam 7:15pm 9:15pm Location CB 234

Statistical Inference (Chapter 10) Statistical inference = learn about a population based on the information provided by a sample.

Exam II Review. CEE 3710 November 15, /16/2017. EXAM II Friday, November 17, in class. Open book and open notes.

Agreement of CI and HT. Lecture 13 - Tests of Proportions. Example - Waiting Times

Agenda: Recap. Lecture. Chapter 12. Homework. Chapt 12 #1, 2, 3 SAS Problems 3 & 4 by hand. Marquette University MATH 4740/MSCS 5740

UCLA STAT 13 Introduction to Statistical Methods for the Life and Health Sciences

Because it tests for differences between multiple pairs of means in one test, it is called an omnibus test.

STA6938-Logistic Regression Model

Module 1 Fundamentals in statistics

Statistics 511 Additional Materials

Samples from Normal Populations with Known Variances

STAT 155 Introductory Statistics Chapter 6: Introduction to Inference. Lecture 18: Estimation with Confidence

Statistics 300: Elementary Statistics

Describing the Relation between Two Variables

Sample Size Estimation in the Proportional Hazards Model for K-sample or Regression Settings Scott S. Emerson, M.D., Ph.D.

Introductory statistics

FACULTY OF MATHEMATICAL STUDIES MATHEMATICS FOR PART I ENGINEERING. Lectures

Data Analysis and Statistical Methods Statistics 651

HYPOTHESIS TESTS FOR ONE POPULATION MEAN WORKSHEET MTH 1210, FALL 2018

Computing Confidence Intervals for Sample Data

Chapter 13, Part A Analysis of Variance and Experimental Design

October 25, 2018 BIM 105 Probability and Statistics for Biomedical Engineers 1

Mathematical Notation Math Introduction to Applied Statistics

Regression. Correlation vs. regression. The parameters of linear regression. Regression assumes... Random sample. Y = α + β X.

Soo King Lim Figure 1: Figure 2: Figure 3: Figure 4: Figure 5: Figure 6: Figure 7:

Random Variables, Sampling and Estimation

Frequentist Inference

Chapter 8: STATISTICAL INTERVALS FOR A SINGLE SAMPLE. Part 3: Summary of CI for µ Confidence Interval for a Population Proportion p

UNIVERSITY OF TORONTO Faculty of Arts and Science APRIL/MAY 2009 EXAMINATIONS ECO220Y1Y PART 1 OF 2 SOLUTIONS

Statistics Lecture 27. Final review. Administrative Notes. Outline. Experiments. Sampling and Surveys. Administrative Notes

Statistics. Chapter 10 Two-Sample Tests. Copyright 2013 Pearson Education, Inc. publishing as Prentice Hall. Chap 10-1

Linear Regression Models

Class 23. Daniel B. Rowe, Ph.D. Department of Mathematics, Statistics, and Computer Science. Marquette University MATH 1700

MATH 320: Probability and Statistics 9. Estimation and Testing of Parameters. Readings: Pruim, Chapter 4

Final Review. Fall 2013 Prof. Yao Xie, H. Milton Stewart School of Industrial Systems & Engineering Georgia Tech

Chapter 1 (Definitions)

Hypothesis Testing. Evaluation of Performance of Learned h. Issues. Trade-off Between Bias and Variance

Statistics 20: Final Exam Solutions Summer Session 2007

Chapter 11: Asking and Answering Questions About the Difference of Two Proportions

Tables and Formulas for Sullivan, Fundamentals of Statistics, 2e Pearson Education, Inc.

Lesson 2. Projects and Hand-ins. Hypothesis testing Chaptre 3. { } x=172.0 = 3.67

Confidence Interval for Standard Deviation of Normal Distribution with Known Coefficients of Variation

There is no straightforward approach for choosing the warmup period l.

Formulas and Tables for Gerstman

Chapter 22: What is a Test of Significance?

Expectation and Variance of a random variable

Power and Type II Error

UCLA STAT 110B Applied Statistics for Engineering and the Sciences

Confidence Interval for one population mean or one population proportion, continued. 1. Sample size estimation based on the large sample C.I.

Introduction to Econometrics (3 rd Updated Edition) Solutions to Odd- Numbered End- of- Chapter Exercises: Chapter 3

- E < p. ˆ p q ˆ E = q ˆ = 1 - p ˆ = sample proportion of x failures in a sample size of n. where. x n sample proportion. population proportion

(7 One- and Two-Sample Estimation Problem )

MIT : Quantitative Reasoning and Statistical Methods for Planning I

MidtermII Review. Sta Fall Office Hours Wednesday 12:30-2:30pm Watch linear regression videos before lab on Thursday

Statistical Intervals for a Single Sample

Math 140 Introductory Statistics

Transcription:

Desig of Egieerig Experimets Chapter 2 Basic tatistical Cocepts imple comparative experimets The hpothesis testig framework The two-sample t-test Checkig assumptios, validit Motgomer_Chap_2

Portlad Cemet Formulatio (Table 2-, pp. 22) Observatio (sample), j Modified Mortar (Formulatio ) j Umodified Mortar (Formulatio 2) 2 j 6.85 7.50 2 6.40 7.63 3 7.2 8.25 4 6.35 8.00 5 6.52 7.86 6 7.04 7.75 7 6.96 8.22 8 7.5 7.90 9 6.59 7.96 0 6.57 8.5 Motgomer_Chap_2 2

Graphical View of the Data Dot Diagram, Fig. 2-, pp. 22 Dotplots of Form ad Form 2 (meas are idicated b lies) 8.3 7.3 6.3 Form Form 2 Motgomer_Chap_2 3

Box Plots, Fig. 2-3, pp. 24 Boxplots of Form ad Form 2 (meas are idicated b solid circles) 8.5 7.5 6.5 Form Form 2 Motgomer_Chap_2 4

The Hpothesis Testig Framework tatistical hpothesis testig is a useful framework for ma experimetal situatios Origis of the methodolog date from the earl 900s We will use a procedure kow as the twosample t-test Motgomer_Chap_2 5

The Hpothesis Testig Framework amplig from a ormal distributio tatistical hpotheses: H H : 0 : µ = µ µ µ Motgomer_Chap_2 6

Estimatio of Parameters = i= i estimates the populatio mea µ 2 2 2 = ( i ) estimates the variace σ i= Motgomer_Chap_2 7

ummar tatistics (pg. 35) Formulatio New recipe Formulatio 2 Origial recipe 2 = 6.76 = 0.00 = = 0 0.36 2 2 2 2 2 = 7.92 = 0.06 = 0.247 = 0 Motgomer_Chap_2 8

How the Two-ample t-test Works: Use the sample meas to draw ifereces about the populatio meas = 6.76 7.92 =.6 Differece i sample meas tadard deviatio of the differece i sample meas 2 2 σ σ = This suggests a statistic: Z 0 = σ σ + 2 2 Motgomer_Chap_2 9

How the Two-ample t-test Works: Use ad to estimate σ ad 2 2 2 2 The previous ratio becomes However, we have the case where 2 2 2 2 p = + 2 2 2 2 Pool the idividual sample variaces: ( ) + ( ) + 2 2 2 Motgomer_Chap_2 0 σ σ = σ = σ

How the Two-ample t-test Works: The test statistic is t 0 = p + Values of t 0 that are ear zero are cosistet with the ull hpothesis Values of t 0 that are ver differet from zero are cosistet with the alterative hpothesis t 0 is a distace measure-how far apart the averages are expressed i stadard deviatio uits Notice the iterpretatio of t 0 as a sigal-to-oise ratio Motgomer_Chap_2

The Two-ample (Pooled) t-test ( ) + ( ) 9(0.00) + 9(0.06) = = = + 2 0+ 0 2 2 2 2 2 p 2 p = 0.284 0.08 t 0 = = = p 6.76 7.92 + 0.284 + 0 0 9.3 The two sample meas are about 9 stadard deviatios apart Is this a "large" differece? Motgomer_Chap_2 2

The Two-ample (Pooled) t-test o far, we have t reall doe a statistics We eed a objective basis for decidig how large the test statistic t 0 reall is I 908, W.. Gosset derived the referece distributio for t 0 called the t distributio Tables of the t distributio - text, page 640 Motgomer_Chap_2 3

The Two-ample (Pooled) t-test A value of t 0 betwee 2.0 ad 2.0 is cosistet with equalit of meas It is possible for the meas to be equal ad t 0 to exceed either 2.0 or 2.0, but it would be a rare evet leads to the coclusio that the meas are differet Could also use the P-value approach Motgomer_Chap_2 4

The Two-ample (Pooled) t-test The P-value is the risk of wrogl rejectig the ull hpothesis of equal meas (it measures rareess of the evet) The P-value i our problem is P = 3.68E-8 Motgomer_Chap_2 5

Two-ample t-test Results Two-ample T-Test ad CI: Form, Form 2 Two-sample T for Form vs Form 2 N Mea tdev E Mea Form 0 6.764 0.36 0.0 =.36/3.6 Form 2 0 7.922 0.248 0.078 = 0.248/3.6 Differece = mu Form - mu Form 2 Estimate for differece: -.58 95% CI for differece: (-.425, -0.89) T-Test of differece = 0 (vs ot =): T-Value = -9. P-Value = 0.000 DF = 8 Both use Pooled tdev = 0.284 Motgomer_Chap_2 6

Checkig Assumptios The Normal Probabilit Plot Tesio Bod tregth Data ML Estimates Percet 99 95 90 80 70 60 50 40 30 20 0 5 Form Form 2 Goodess of Fit AD*.209.387 6.5 7.5 8.5 Data Motgomer_Chap_2 7

Importace of the t-test Just keep i mid this is for comparig two samples comig from ormal distributios!! Provides a objective framework for simple comparative experimets Could be used to test all relevat hpotheses i a two-level factorial desig, because all of these hpotheses ivolve the mea respose at oe side of the cube versus the mea respose at the opposite side of the cube Motgomer_Chap_2 8

Cofidece Itervals (ee pg. 42) Hpothesis testig gives a objective statemet cocerig the differece i meas, but it does t specif how differet the are Geeral form of a cofidece iterval L θ U where P( L θ U) = α The 00(- α )% cofidece iterval o the differece i two meas: t (/ ) + (/ ) µ µ α /2, + 2 p + t (/ ) + (/ ) α /2, + 2 p Motgomer_Chap_2 9