ENME392 Statistical Methods for Product and Processes Development

Hypothesis testing #3
Class 16 Thursday 3/28/2013

ENME392 Statistics, Spring 2013

No problem session tomorrow Will have problem session next week

ENME392 Statistics, Spring 2013

Relationship Estimation (Ch. 9) Hypothesis testing (Ch. 10)

Case study 10.1 in Walpole: Injected a drug into wild deer, measured level of androgen in the blood both: 1) immediately after the injection, and 2) 30 minutes later. Assume androgen levels are normally distributed. At the 95% confidence level, does the drug alter the androgen level in a deer? Were going to solve this in many ways, some stupid and many redundant

ENME392 Statistics, Spring 2013

Case study: Estimation of single means (Ch. 9.4)

ENME392 Statistics, Spring 2013

Case study: Estimation of difference between means (Ch. 9.8)

ENME392 Statistics, Spring 2013

Case study: Estimation using paired observations (Ch. 9.9)

ENME392 Statistics, Spring 2013

Case study: Hypothesis testing of paired observations (Ch. 10.5)

ENME392 Statistics, Spring 2013

Case study: Interaction (Ch. 10.5; Ch. 1.2)

ENME392 Statistics, Spring 2013

Test on Variances

9 ENME392 Statistics, Spring 2013

Tests on Variances
The chi-squared value used for testing 2 = 02 depends strongly on the population being sampled having a normal distribution.

2 2 2 The critical region is < 1 or

( n 1 )s 2

n = sample size, v = n 1 d.o.f.

2 2 > for a one-sided test.

Remember that the 2 distribution is not symmetric.

10 ENME392 Statistics, Spring 2013

Tests on Variances
The chi-squared value used for testing 12 = 22 uses the f-value as the test statistic.

s12 f = 2 s2

with v1 = n1 1 and v2 = n2 1 d.o.f.

The critical region is f < f1-(v1, v2) or f > f(v1, v2), again remembering that the fdistribution is not symmetric. The following is useful:

f1 ( v1 ,v2 ) =

1 f ( v2 ,v1 )

11 ENME392 Statistics, Spring 2013

Example
Fast Facts Financial (FFF), Inc. provides credit reports. Several competing companies are able to provide reports in the same average amount of time, but are able to promise a lower time than FFF because the variation in time they require to compile and summarize data is smaller. FFF has implemented procedures they believe will reduce this variation. If the historic standard deviation is 2.3 days, and the standard deviation for a sample of 25 credit reports under the new procedures is 1.8 days, test the appropriate hypothesis at the = 0.05 level of significance. Assume that the time factor is approximately normally distributed. This calls for a comparison of variances. 1. H0: = 0 ; H1: < 0 where 0 = 2.3, n = 25 2. One-sided test, = 0.05 3. Since the population is normal, use =
2

( n 1 )s 2

v = n 1 d.o.f.

12 ENME392 Statistics, Spring 2013

Example

13 ENME392 Statistics, Spring 2013

Example

12 = 02.95 = 13.848 for 24 d.o.f.

4. calculate

( n 1 )s 2

( 25 1 )1.82 24* 3.24 = = = 24* 0.612 = 14.7 2 2.3 5.29

5. decision Since 2 = 14.7 is not less than 13.8, we cannot reject H0, and we conclude that there is no evidence that the new procedure is better.
6. P-value = approx. 0.07

14 ENME392 Statistics, Spring 2013

Goodness-of-Fit

ENME392 Statistics, Spring 2013

Goodness-of-Fit
Tossing a die 120 times Is the distribution what I expected?

Tossing a coin 10 times

Number of Heads in 10 Tosses

16 14 12 10 8 6 4 2 0 0 1 2 3 4 5 6 7 8 9 10

Number

Value

ENME392 Statistics, Spring 2013

Goodness-of-Fit

ENME392 Statistics, Spring 2013

Test for independence

Example: Test the null hypothesis that a persons income does not affect their opinion on tax reform.

ENME392 Statistics, Spring 2013