Documentos de Académico
Documentos de Profesional
Documentos de Cultura
95%
z1
2.5 %
z2
95%
z1
2.5
z2
95%
z2
z1
x1 x z / 2
x2 x z / 2
x z / 2
2.5%
x1 118
z1
1.96
10 / 50
10
x1 118 1.96 *
115 .228
50
x 118
z2 2
1.96
10 / 50
10
x2 118 1.96 *
120.772
50
x z / 2
n
n
X
Z
/ n
P( z / 2
z / 2 ) (1 )
/ n
x z / 2
x z / 2
n
n
area
area
area
area
-3.000
0.001
-1.400
0.081
0.200
0.579
1.800
0.964
-2.800
0.003
-1.200
0.115
0.400
0.655
2.000
0.977
-2.600
0.005
-1.000
0.159
0.600
0.726
2.200
0.986
-2.400
0.008
-0.800
0.212
0.800
0.788
2.400
0.992
-2.200
0.014
-0.600
0.274
1.000
0.841
2.600
0.995
-2.000
0.023
-0.400
0.345
1.200
0.885
2.800
0.997
-1.800
0.036
-0.200
0.421
1.400
0.919
3.000
0.999
-1.600
0.055
0.000
0.500
1.600
0.945
3.200
0.999
0.3
L 2.6 1.96 *
2.50
36
0.3
U 2.6 1.96 *
2.70
36
z / 2 / n
Sample size n for specific error = e
z / 2
n
1.96 * 0.10
n
0.02
96
Interval Estimation
Population variance Unknown
x z / 2
x z / 2
n
n
Quantity
X
s / is nsaid to have a t distribution
Degrees of Freedom
Imagine a very simple situation in which the
individual scores that make up a distribution are
3, 4, 5, 6, and 7.
If you are asked to tell what the first score is
without having seen it, the best you could do is a
wild guess, because the first score could be any
number.
If you are told the first score (3) and then asked
to give the second, it too could be any number.
Degrees of Freedom
The same is true of the third and fourth scores
each of them has complete freedom to vary.
But if you know those first four scores (3, 4, 5,
and 6) and you know the mean of the distribution
(5), then the last score can only be 7.
If, instead of the mean and 3, 4, 5, and 6, you
were given the mean and 3, 5, 6, and 7, the
missing score could only be 4.
Degrees of Freedom
In the t test, because the known sample mean is used to
replace the unknown population mean in calculating the
estimated standard deviation, one degree of freedom is
lost.
For each parameter you estimate, you lose one degree
of freedom.
Degrees of freedom is a measure of how much precision an
estimate of variation has.
A general rule is that the degrees of freedom decrease when you
have to estimate more parameters.
The t Distribution
For example, using the normal curve, 1.96 is the cut-off for a twotailed test at the .05 level of significance.
On a t distribution with 3 degrees of freedom (a sample size of 4),
the cutoff is 3.18 for a two-tailed test at the .05 level of significance.
If your estimate is based on a larger sample of 7, the cutoff is 2.45,
a critical score closer to that for the normal curve.
The t Distribution
If your sample size is infinite, the t distribution is
the same as the normal curve.
DF
0.05
0.025
0.01
0.005
0.001
2.01
2.571
3.365
4.032
5.893
10
1.812
2.23
2.76
3.17
4.14
15
1.753
2.13
2.60
2.95
3.73
20
1.725
2.09
2.53
2.85
3.55
25
1.708
2.06
2.49
2.79
3.45
30
1.697
2.04
2.46
2.75
3.39
df\p
0.1
0.05
0.025
0.01
0.005
1.638
2.353
3.182
4.541
5.841
1.533
2.132
2.776
3.747
4.604
1.476
2.015
2.571
3.365
4.032
1.440
1.943
2.447
3.143
3.707
1.415
1.895
2.365
2.998
3.499
1.397
1.860
2.306
2.896
3.355
1.383
1.833
2.262
2.821
3.250
10
1.372
1.812
2.228
2.764
3.169
11
1.363
1.796
2.201
2.718
3.106
12
1.356
1.782
2.179
2.681
3.055
13
1.350
1.771
2.160
2.650
3.012
14
1.345
1.761
2.145
2.624
2.977
15
1.341
1.753
2.131
2.602
2.947
16
1.337
1.746
2.120
2.583
2.921
17
1.333
1.740
2.110
2.567
2.898
df\p
0.1
0.05
0.025
0.01
0.005
18
1.330
1.734
2.101
2.552
2.878
19
1.328
1.729
2.093
2.539
2.861
20
1.325
1.725
2.086
2.528
2.845
21
1.323
1.721
2.080
2.518
2.831
22
1.321
1.717
2.074
2.508
2.819
23
1.319
1.714
2.069
2.500
2.807
24
1.318
1.711
2.064
2.492
2.797
25
1.316
1.708
2.060
2.485
2.787
26
1.315
1.706
2.056
2.479
2.779
27
1.314
1.703
2.052
2.473
2.771
28
1.313
1.701
2.048
2.467
2.763
29
1.311
1.699
2.045
2.462
2.756
30
1.310
1.697
2.042
2.457
2.750
Prob
0.100
0.050
0.025
0.010
0.005
t
1.383
1.833
2.262
2.821
3.250
t/2=2.262
x1 118
t1
2.262
10 / 10
10
x1 118 2.262 *
110 .85
10
x2 118
t2
2.262
10 / 10
10
x2 118 2.262 *
125.15
10
x t / 2
s
s
x t / 2
n
n
An Example
A new process has been developed that
transfers ordinary iron into a kind of material
known as metallic glass. It is much stronger and
has more corrosion resistance compared to
steel. However it is brittle at high temperature.
An experiment is conducted to note the
temperature at which it shows first signs of
brittleness. ( Data in next slide)
Find with a confidence level of 90 %, the
temperature at which brittleness appears
Experimental Results
1
2
3
4
5
6
7
8
9
10
326.19
333.25
316.77
297.05
315.68
294.86
305.72
297.84
326.80
318.00
11
12
13
14
15
16
17
18
19
20
300.69
304.02
306.43
323.27
301.51
300.51
319.94
331.64
332.14
305.14
307.86
317.97
10.2
10.4
9.8
0.283
L 10.00 2.447
9.74
7
0.283
L 10.00 2.447
10.26
7
10
10.2
9.6
Average(R
ange)
Var
(Range)
0.283
Estimating Difference
between two Means
Population Variances known
Sample size n2
Mean 2
Variance
Variance 2
X1 X 2
1 2
var
n1
n2
2
1 2 x1 x2 z / 2
n1 n2
1 2 x1 x2 z / 2
n1 n2
2
1
2
1
2
2
2
2
Example
A research Project attempted to reduce the average
sulphur content in steel. A new treatment was suggested
to reduce sulphur content in steel. Sulphur content was
measured in some samples with and without the
treatment. The following results was obtained
With Treatment
Sample size 10, mean = 0.42, sd 0.05
Without Treatment
Sample size 6. Mean = 0.51, sd=0.08
1-2=0.51-0.42=0.09
1 2 0.09 1.96
1 2 0.09 1.96
0.08
6
0.082
6
0.05
10
0.052
10
Estimating Difference
between two Means
Population Variances unknown
But Equal
1
)
S
(
n
1
)
S
1
2
2
S p2 1
n1 n2 2
1 2 ( x1 x2 ) t / 2 S p
1 1
n1 n2
1 2 ( x1 x2 ) t / 2 S p
1 1
n1 n 2
1
)
S
(
n
1
)
S
1
2
2
S p2 1
0.417
n1 n2 2
1 2 ( x1 x2 ) t / 2 S p
1 1
1.547
n1 n 2
1 2 ( x1 x2 ) t / 2 S p
1 1
0.593
n1 n 2
Assumptions involved
Populations are normal
Variances are equal
Slight to moderate departures from the
above assumptions does not affect the
result significantly if the sample sizes are
identical
Therefore equal sample sizes should be
preferred, if possible
Estimating Difference
between two Means
Population Variances unknown
Unequal variances
( s12 / n1 s22 / n2 ) 2
v 2
[( s1 / n1 ) 2 /( n1 1)] [( s22 / n2 ) 2 /( n2 1)]
1 2 ( x1 x2 ) t / 2
s12 s22
n1 n 2
1 2 ( x1 x2 ) t / 2
s12 s22
n1 n 2
Example
A study was undertaken to measure amount of
orthophosphorus (measured in milligrams per liter).
Sample 1
n=15
Mean = 3.84
s=3.07
Sample 2
n=12
Mean = 1.49
s=0.80
2
2
1 2 ( x1 x2 ) t / 2
s
s
4.10
n1 n 2
1 2 ( x1 x2 ) t / 2
s12 s22
0.60
n1 n 2
Comparison By Pairing
1
2
3
4
5
6
7
8
9
10
119.266
118.381
112.654
113.388
118.09
113.28
116.511
117.108
114.964
113.219
120.255
110.674
115.713
117.637
113.034
121.264
116.704
118.215
114.913
111.698
1
2
3
4
5
6
7
8
9
10
119.266
118.381
112.654
113.388
118.09
113.28
116.511
117.108
114.964
113.219
120.255
110.674
115.713
117.637
113.034
121.264
116.704
118.215
114.913
111.698
-0.989
7.707
-3.059
-4.249
5.056
-7.984
-0.193
-1.107
0.051
1.521
1
2
3
4
5
6
7
8
9
10
-0.989
7.707
-3.059
-4.249
5.056
-7.984
-0.193
-1.107
0.051
1.521
Sr. No
1
2
3
4
5
6
7
8
9
10
-0.989
7.707
-3.059
-4.249
5.056
-7.984
-0.193
-1.107
0.051
1.521
x t / 2
s
s
x t / 2
n
n
Example
1
2.5
4.9
-2.4
11
6.9
-0.1
3.1
5.9
-2.8
12
3.3
2.9
0.4
2.1
4.4
-2.3
13
4.6
4.6
3.5
6.9
-3.4
14
1.6
1.4
0.2
3.1
-3.9
15
7.2
7.7
-0.5
1.8
4.2
-2.4
16
1.8
1.1
0.7
10
-4
17
20
11
5.5
-2.5
18
2.5
-0.5
36
41
-5
19
2.5
2.3
0.2
10
4.7
4.4
0.3
20
4.1
2.5
1.6
Example (Cont.)
Mean = 0.87
Degrees of freedom =19
S= 2.9773
t for confidence level of 95% and df 19 = 2.093
x t / 2
s
s
x t / 2
n
n
Estimating a Proportion
Estimate of defectives
In the lot
Estimating a Proportion
The mean and standard deviation of a binomial
Distribution
np
np (1 p) npq
p
p (1 p )
pq
n
Estimating a Proportion
x z / 2
x z / 2
n
n
p z / 2
pq
p ' p z / 2
n
pq
n
p=Actual Proportion
p=sample proportion
q=1-p
Example
p=240/500=0.48
Var=0.48x0.52/500=0.000499
SD=0.022
p<0.48+1.96x0.022=0.523
p>0.48-1.96x0.022=0.437
U=0.523*50000=26156
L=0.437*50000=21844
z / 2 pq / n
Sample size n for specific error = e
z / 2 pq
z / 2
n
2e
Example
We are interested to find the average number of defectives
produced by a machine. What should be the sample size if we
want to be 95% confident that the error of estimate does not
exceed 0.02
z / 2
n
2e
1.96
2 * 0.02
2400
A lot of 5000
A lot of 4000
Sample of 200
5 Defectives
Sample of 150
6 Defectives
n1 n2
1 2 x1 x2 z / 2
12 22
n1 n2
p '1 p'2 p1 p2 z / 2
p1q1 p2 q2
n1
n2
p '1 p'2 p1 p2 z / 2
p1q1 p2 q2
n1
n2
Example
Certain changes has been incorporated in a process
for manufacturing electronic components. 75 out of
1500 items were found to be defectives before
resetting and 80 out of 2000, after resetting. Find a
90% confidence interval for the true difference in
fraction defectives of the old and the new setting
0.0217
1500
2000
0.05 * 0.95 0.04 * 0.96
p1 p2 0.01 1.645
0.0017
1500
2000