11

Statistical Distribution

(Symmetry) (Skewness)

(Coefficient of Skewness)

Negative
Skewness Positive
Skewness
(Normal Distribution)
t (t-Distribution) (Chi-Square Distribution) F
(F-Distribution)

(Normal Distribution)

(Normal Distribution)
(Gaussian Distribution) Karl Pearson
. 1893

+3 -3
+3 -3

280

(Normal Curve)

0 1

(Percentile and Percentile Rank)

1.



2. (Mean) (Median) (Mode)

3.
X X
( X )
4. +1 1 68.27% +2 2
95.45% +3 3 99.73%
5.
Y=

Y
N

=
=
=
=
=
=
=

2
N
( X ) / 2 2
e
2

( + -)
( 3.14159)
( 2.71835)

 281

2.14%

0.13%
-36

13.59%

-26

34.13%

-16

34.13%

13.59%

+16

+26

2.14%

0.13%

+36

11-1 (Normal Distribution)

0
1
= 0 = 1 N = 1

Y=

2
N
/2
e z
2

z X (X - )/
0

z
z Y

z = 1.00 Y = 1 e z / 2
2

Y=

1
( 2.718)
2(3.1415)

Y=

1
(.61)
6.282

1.00 2 / 2

Y = .24

z = 1.00 .24

282

z = .50
z

Y=

1
2

Y=

1
(2.718)
2(3.1415)

Y=

1
(.88)
6.282

/2

.50 2 / 2

Y = .35

0
1

1.
f

1 = 2
2
2
1 > 2

1
2

2.
f

1 > 2
2
2
1 = 2

 283

3.
f

1 > 2
2
2
1 > 2

(Standard Score)

X (X ) (SD)
(Raw Score)
x = X X x (Deviation Score)
0 1
(Standard Score) z

z=

XX
x
=
SD
SD

z
X
X

SD

=
=
=
=

284

11-1
6

1
2
3
4
5
6

Mean
SD

X
3
6
7
9
15
20
60
10
6.32

x
-7
-4
-3
-1
5
10
0
0
1.32

z
-1.11
-0.63
-0.47
-0.16
0.79
1.58
0
0
1

0
1 1 -1.11
6 1.58
z

Mean
65
52

SD
8
12

65
52
57 58
2
(57 - 65)/8 = -1.0
(58 - 52)/12 = 0.5
57
0.5 58

 285

t (t-Distribution)

t (t-Distribution) Student t-Distribution W.S. Gosset

Student t


t
t

95% +/-1.96
5% 99% +/-2.58 1%
t X 95%
99% (Degree
of Freedom)
t
1.
t
X
2. 1 n
1 n

3. Degree of
Freedom (df) df df

4. t n
2

X Z S X
z =

X
X

z 0 1
X S X t

286

t =

X
S

df
df
df

-3

-2

-1

11-2 t (t- Distribution)

(Chi-Square Distribution)

(Chi-Square Distribution) ()
(ChiSquare Test) (df)


1.
(Skewness) = 8 n n = (df)
2. df df n
n
3. df 2 ( df =1) df
4. df

5.
1
z = (X-)/
z z2 = (X-)2/2

 287

(Positively Skewed)

df
1
2 z
2 2
z1 +z2 df 2 n
z12+z22+. zn2 df n (n2)

2
n = z 12 + z 12 + ... z 2n

Z = (X-)/
df2

= n 1 =

( n 1) S 2

df = 2
df = 4
df = 8
2

11-3 (Chi-Square Distribution)

F (F-Distribution)

F (F-Distribution)
Sir Ronald Fisher
t
(Several Parameter)
F
2
df F

288

F
1. t

2. = n2/(n2 2) n2 df 3
3. 1.00
4. df
5. F 2
n1 12
n2 22
S12/12 S22/22 F
F = S
S

2
1
2
2

/
/

2
1
2
2

F df n1-1 n2-2

df = 6, 24
df = 6, 10

f
11-4 F (F-Distribution)

(Hypothesis Testing)

(Hypothesis)
2
(Research Hypothesis) (Statistical Hypothesis)

(.
2547 : 34 - 49)

(Probability)

 289

2 ( 2)
1. (Null Hypothesis) H0


1 = 2
2. (Alternative Hypothesis)
H1, H2 HA

1 > 2

1. H0 H0 : 1 = 2

(Sampling
Error)
2. H0 H0 : 1 = 2

2
1. 1 (Type I Error) (-Error)
(H0)

-Error

= .05
5 100 H0 H0
.05 (5 100 )
1

290

2. 2 (Type II Error) (-Error)

(H0)
2

( = 0) H0



.05 ( 5 100 ) .01 (
1 100 )

(Level of Significance)

(Level of Significance)
H0
H0
.05 ( = .05) .01 ( = .01)
5%
5 100 H0
H0 5

.05 5%
95%
H0
5%
95%
99% ( 1%) 95%

.05

 291

H0 : 1 2
H1 : 1 > 2

1 2 H0
H0 : 1 2 H0
1 2
.05 5 100
1 2
H0 5 100 (H0)

.01
1%
H0 1 100 (H0)
.01
.05 .10
1 100 5 100
.05
H0 H0 .01

10 (.10) 5 (.05)
1 (.01) 100

.01
.05
.05
.01





.05
.05 .10 90%
10 100

292

(Critical Region and Critical Value)

(Critical Region)



H0 ( H1)
H1

(Accept Regional)
(Critical Value)
H0
(df)
Critical Region
( H0)

Accept Region
( H0)

Accept Region
( H0)

+ -

Critical Value
()
/2
Critical Region
( H0) -

Critical Value
()

Critical Region
( H0)

Critical Value
()

/2

Accept Region
( H0)

Critical Region

Critical Value
()

+ ( H0)

11-5

2
(df) t, F ( ) df
z
(One-Tailed Test)
z = .05 0.5 z ( 390)
= .05 1.645

 293

z 1.645 H0 ( H1)

1.645 H0 ( H1)

2
1. (One-Tailed Test)
2. (Two-Tailed Test)
(H1)

(H0)
(H0)
(One-Tailed Test)
(One-Tailed Test) (One-Sided
Test) (H1)


A B

H0 : 1 = 2
()
H1 : 1 > 2 H1 : 1 < 2
()
1 = A
2 = B

A B
(H1 : 1 > 2) (H1 : 1 < 2)

(Positive One-Tailed) H1 : 1 > 2 (
A B) (Negative TwoTailed) H1 : 1 < 2 ( A
B) 11-6 A B

294

Accept Region
( H0)

Positive One-Tailed
H0 : 1 2
H1 : 1 > 2
(A)

Critical Region
( H0)

Accept Region
( H0)
Negative One-Tailed
H0 : 1 2
H1 : 1 < 2
(B)

11-6

(Two-Tailed Test)
(Two-Tailed Test) (Two-Sided
Test) (H1)

A B
H0 : 1 = 2
()
H1 : 1 2
( )
1 = A
2 = B

( H1 : 1 > 2) ( H1 : 1 < 2)
H0 H1

/2
Critical Region
( H0) -

(1-)
Accept Region
( H0)
H0 : 1 = 2
H1 : 1 2

/2
Critical Region

+ ( H0)

11-7

 295

2
/2 (/2 + /2)
H0

3.50 (H1 : > 3.50)

H0 H1
H0 H1

A B
H0 : 1 2 H1 : 1 > 2 A B

H0
H1

.05 z 1.645
2.345

.05 (2.345)
(1.645) H0 H1
(< 1.645) .05 H0 H1
H0 : 1 2

296

Accept Region
( H0)

= .05

Critical Region
+ ( H0)
0
1.645
2.345
11-8

A B
H1 : 1 2 (H0 : 1 = 2) H0 H1

z
.05 1.96
1.96 1.96 H0 H1
z -1.96 z 1.96

= .25
Critical Region
( H0) -

-1.96
-2.345

Accept Region
( H0)
0

= .25
Critical Region

1.96
2.345

+ ( H0)

11-9

2.345 .05
(1.96) H0 H1
-2.345 .05
(-1.96) H0 H1

 297

1. (H0) (H1)

1.1 (H0) 1 = 2
1.2 (H1) 1 > 2
2. ()

3 .01, .05 .10
2.1 .01
2.2 .05
2.3 .10
3. z t
F
4. ( 3)
H0 H1
H0 H1

(*) (**)
.01 (*) .05

r = .432** r .01
H0 H1 .01
r = .234* r .05
H0 H1 .05

2.50

298

H0 : 1 2.50
H1 : 1 > 2.50

2

(One-Tailed Test)
(H1)

1. 2
H0 : 1 0
(
H1 : 1 > 0
)

H0 : 1 0
(
H1 : 1 < 0
)
( 0 )
2.

2.1 (n > 30)

z
z=

X 0
/ n

2.2 (n > 30)

z
z=

X 0
S/ n

2.3 (n < 30)

t
t=

X 0
S/ n

 299

3. z t
4. ( 2)
( 3)
4.1
H0 z > z() ( n 30)
H0 t > t(, n-1) ( n < 30)
4.2
H0 z < -z() ( n 30)
H0 t < -t(, n-1) ( n < 30)
5.
11-2
Bubble Sort
45
Beta Test 42
125
20
.01

.01 (
45 ) (H1)

H0 : 45
( 45 )
H1 : < 45
( 45 )
.01 ( = .01)

z=

X 0
S/ n

z=

3
42 45
=
= 1.677
20 / 125 20 / 11 .18

z ( 390) .01
-2.326

300

= .01

-2.326
-1.677

(-1.677) ()
H0 H0 H1
45 .01
.05 z ( 390)
-1.645

= .05

-1.645
-1.677

.05 (-1.677) (
) H0 H1
.05

.05 .01
(Two-Tailed Test)
(H1)

1.
H0 : 1 = 0
H1 : 1 = 0

 301

2.

2.1 (n > 30) z

z=

X 0
/ n

2.3 (n < 30) t

t=

X 0
S/ n

3. z t
4. ( 2)
( 3)
4.1 ( n 30)
l H0 z > z(/2) z < -z(/2)
4.2 ( n < 30)
l H0 t > t(/2, n-1) t < -t(/2, n-1)
5.
11-3

20 25 90 21.5
60
78.5

(
) (H1)
H0 : = 90
()
H1 : 90
()
.05 ( = .05)

302

z=

X 0
S/ n

z=

78 .5 90
11 .5
=
= 4.142
21.5 / 60 21 .5 / 7.745

z .05 1.96

/2 = .25

-1.96
-4.142

/2 = .25
0

1.96

(-4.142) ()

H0 H1

.05
.01
z
-2.576 (-4.142)
.05 H0 H1

.05 .01

2


( .50)

 303

H0 : 1 - 2 .50
H1 : 1 - 2 > .50

2

(One-Tailed Test)
(H1)
2

1. 2
H0 : 1 - 2 d0
(
H1 : 1 - 2 > d0
)

H0 : 1 - 2 d0
(
H1 : 1 - 2 < d0
)
( d0 )
2.

2.1 (n > 30)

z
z=

( X 1 X 2) d 0
1 + 2
n1 n 2
2

2.2 (n > 30)

z
z=

( X 1 X 2) d 0
2

S1 + S 2
n1 n 2

304

2.3 (n < 30)

t
t=

( X 1 X 2) d0
1
2 1
S [ + ]
n1 n 2

3. z t
4. ( 2)
( 3)
4.1 2

H0 z > z() ( n1 n2 30)

H0 t > t(, n1+n2 - 2) ( n1 n2 < 30)
4.2 2

H0 z < -z() ( n1 n2 30)

H0 t < -t(, n1+n2 -2) ( n1 n2 < 30)
5.
11-4

2545 10 8
() 1 2 3 4 5 6 7 8 9 10

10
12

11
13

13
15

16
17

15
10

18
15

12
16

14
13

12
-

15
-

95%

H0 : 1 2 ( H0 : 1 - 2 0)
H1 : 1 > 2 ( H1 : 1 - 2 > 0)

 305

1
2
95% .05 ( = .05)

t=

( X 1 X 2) d0
1
2 1
S [ + ]
n1 n 2

X1 =

X 1 136
=
= 13.6
10
n1

X2 =

X 2 101
=
= 12.6
8
n2

2
S =

( X 1 X 1) + ( X 2 X 2 )
n1 + n 2 2

X1 X1

( X 1 X 1)

-3.6
-2.6
-.6
2.4
1.4
4.4
-1.6
.4
-1.6
1.4
0

12.96
6.76
.36
5.76
1.96
19.36
2.56
.16
2.56
1.96
54.4
2
S =

t=

X2 X2

( X 2 X 2)

-.6
.4
2.4
4.4
-2.6
2.4
3.4
.4
0

.36
.16
5.76
19.36
6.76
5.76
11.56
.16
50.28

54 .4 + 50 .28 104 .68

=
= 6.5425
10 + 8 2
16

( X 1 X 2) d0
1
2 1
S [ + ]
n1 n 2

306
t=

13.6 12 .6
=
1 1
6.5425[ + ]
10 8

1
1
=
= .824
6.5425(.1 + .125)
1.472

t ( 392) .05 df =
n1+n2-2 = 10 +8-2 = 16 1.746 (.824)
H0 H0 H1
95%

= .05
0

1.746
.824

(Two-Tailed Test)
(H1)
2

1.
H0 : 1 - 2 = d0
H1 : 1 - 2 d0
( d0 )
2. (
)
3. z t
4. ( 2)
( 3)
4.1 ( n 30)
H0 z > z(/2) z < -z(/2)
4.2 ( n < 30)
H0 t > t(/2, n1+n2-2) t < -t(/2, n1+n2-2)

 307

5.
11-5
2 2

: A
: B
: 200
: 300
: 65
: 72
: 35
: 55

2
.01

H0 : 1 = 2 ( H0 : 1 - 2 = 0)
H1 : 1 2 ( H1 : 1 - 2 0)
1 A
2 B
.01 ( = .01)

z=

( X 1 X 2) d 0
2

S1 + S 2
n1 n 2

X 2 = 72
S 22 = 55
n1 = 200 n2 = 300
X 1 = 65
2
S 1 = 35

z=

65 72
2

35 + 55
200 300

7
16.208

z ( 390) .01
2.576

7
= 1.739
4.025

308

/2 = .005

-2.576
-1.739

/2 = .005
0

2.576

(-1.739) H0 H1
A
B .01 ()
.05 2
.05 .05 1.960

SPSS, RISREL

Ho p-Value
Sig T, Sig F P > Z p-Value
P > Z 2-Tail Prob p-Value
t-Sig Sig. p-Value t-test
Sig. (2-Tailed) p-Value t-test Z-test

Sig F p-Value F-test

p-Value Significance (Sig) ()
Ho
p-Value

 309

X

t F
F
2

H0 H0

1.
2. t
3. F
4.
5.
6.
7.
8. = 35 = 4.5 z 40
9. H1 : 1 - 2 30.5
10. z
N1 = 250
N2 = 380
Mean = 78.5
Mean = 76
SD = 22.5
SD = 15.5

310

11. 1 165.5
. 5
1 100
163 . .785
.01
12.
A 80 48
6.5
B 68
36 4.2

.05 A
B
13. (UPS) A
1,200 198 B 1,100
95 120 A
B 100 = .01
14. (Semi-conductor)
11.5
10 10.5, 11,
11.2, 11.5, 12.5, 10.2, 12.2, 12.4, 11.8 12.6
11.5 .01
15.

78
10 75, 77, 81, 80, 78, 81, 80, 82, 79 77

.05