Professional Documents
Culture Documents
http://samehar.wordpress.com
2010
2-
14
19
Correlation
25
Regression Analysis
Multiple Linear Regression
39
46
Sampling
53
Control Charts
56
Histogram
Normal Distribution
Standard Normal Distribution
2-
63
70
76
81
87
32
2009 ,20
.
.
.
.
.
:Average or Mean
.
.
.
:
109 104 108 111 107 105
84
. %50 84 %50
.84
.
84.4 =9\760 .
64 25 .
80 .
. .
%50
84 . %50 84
.
10 .9
.
: :
92 86 96 80 10 100 95 85 90 70
:
100 96 95 92 90 86 85 80 70 10
86 : 90 88
80.4 .10
:Mode .
: :
76 90 77 82 90 85 95 80 90 100
90 . 90/
.
.
:Quartiles %25
%75 %25 %75 .
.
)(
)*0.25 (1 +
)*0.75 (1 +
.
1
3=(11+1)*0.25
9=(11+1)*0.75
:
96 95 94 90 86 82 80 76 66 40 35
66 90 %25 66
%75 .90
12 .
.
SPSS .
. .
%75 .
.
.
:
Free Statistics and Forecasting Software
2-
2009 ,28
. .
17 18 15 11 13 14 16 16 13 17
18 11 .
. 11 18 8
21 13 16.
:Range . 7 .
.
:Midrange .
) 14.5 =2 \(18+11
.
.
:Standard Deviation
. .
. . :
.
.
: 77 77
5 12 .
77 .
.
s
. .
. :
) (
.
:
.
.Six Sigma
.
.
.
.
.
.
:Coefficient of Variation
.
.
.
: 500 50
200 30
= 0.1 = 500\50
= 0.15=200\30
.
.
:
Standard Deviation Wikipedia
2009 ,6
.
.
:
: .
:
Tools Add-Ins
Analysis ToolPak OK
. Descriptive Statistics
.A1:A20
. Summary statistics
10
.
.
.
.
Statistics .
11
Average
108.65
. .
12
.
.
13
2009 ,25
.
. - -
.
-1 :Scatter Diagram
. Scatter Plot Scatter Diagram
: )( )( .
.
)(
.
.
)(
14
3 70 9
40 12 .30 .
.
. .
) ( .
10 20
30 .
. 30
.
.
:
.
.
15
.
.
.
.
:
:
. .
.
.250 .
25 60
. .
. . .
- - .
16
. :Outliers
)( .
.
. :
-1
-2
. .
-3
.
.
. .
17
.
:
Scatter Plot
Scatter Plot
Scatter Diagram
18
Correlation
4 2009 ,2
) ( Scatter
Diagram
. .
.
:Correlation
1- 1 :
1+
1
. 0.9+
.1+
Pearson Correlation Coefficient
. .
.
.
:
.
.
)( .
19
.
) (
. .
.
. )
(
) ( .
.
1- .
.
:
.
20
:
.
:
21
.
:
=(CORREL(D2:D16,C2:C16
. 0.46-
1- .
.
:
Tools ) Data Analysis (Data Analysis
Correlation
22
Input Range .
Labels in First Row ) (
OK :
)( 0.21 0.35-
. 1 1
. .
0.72 .
.
.
23
. .
:
. .
.
.
) (
.
.
:
What is a Correlation
Pearsons Correlation
24
Regression Analysis.
2009 ,13
) ( Scatter
Diagram .Correlation
. .
:Regression
Regression Analysis
.
)( .
.
.
.
.
.
.
.
.
.
.
: .
.
. .
. .
Simple Linear Regression
)
( :
= + x
. .
25
.
: .
26
.
39 .
.
=0.97
27
.
20 40 . .
. Tools Data Analysis
Regression
) ( )
( Labels
. OK
28
R Square
) ( .
. R Square
29
o.94
. 0.3
.
Intercept = +
= + x
= 34.42 = + 34.42 x
Coefficient
34.42 8.67
) ( :
= x 8.67 + 34.42
P value .
P Value 3.98E-17
0.0000000000000000398
P Value 0.05 ) (
) (
. P Value 0.1
0.1 .
R Square P Value
.
scatter diagram Correlation
.
.
.
.
.
= x 8.67 + 34.42
.8.67
30
.34.42
40
= 8.67 + 34.42
x 381 = 40
18 190
.
.
:
Regression Analysis 1 Video
Regression Analysis 2 Video
31
Multiple Regression
2009 ,7
Regression Analysis
. .
.
.
.
Multiple Linear Regression
.
.
:
1 2 3 4 .
1 2 3 4
.
:
R Square
R Square Adjusted . R Sqaure
.
.
R Sqaure Adjusted .
)
( .R Square Adjusted
Adjusted R Square .F Test
F test
F test .
Adjusted R Square F test .
significance F test .P value
F test Significance 0.05
32
. - -
R Sqaure Adjusted R Square Adjusted
. .
R Square Adjusted
. . F test F significance
0.05 .
R Square Adjusted .
.
.
R Square Adjusted
.R Square Adjusted F test F Significance .
.
.
P Value
. P Value P Value
.0.05
Multicollinearity
.
.
%80 %20 .
. .
.
.
0.9 0.8
.0.9
.
.
.
33
.
Sample Size
.
30 60
.
.
40 120
.
.
5 10 20 .
.
:
: .
34
.
. 30
10 . .
SPSS .
. Correlation .
35
. )
(:
36
Multiple Regression
37
Multiple Regression
LISREL approaches to interactive effects in multiple regression
38
2009 ,11
Linear Regression
. .
Residuals
Residuals .
.
.
.
. .
.
.
. 25
24 21.
.3= 21 24
= + * + . .
.
39
:
. :
-1 Linearity
-2 Homoscedasticity )( .
.
.
-3 Independence of Residuals
. .
-4 Normality of Residuals
.
.
.
:
.
:
. .
.
.
.
R square P .
40
.
. .
.
.
.
.
.
3 .
3 35 45 . = 40 / 20
.% 50 .
. .
= * 45.33 + 113.9- + )(
= 68-
41
. .
.792
:
= * 3.85 + 2.5
.1542 .%50
.
.
:
.
) ( .
. .
seasonal .
.
.
42
)( .
.
: .
.Histogram .
Normal Probability Plot .
.
.
43
.
.
.
.Tools.Data AnalysisHistogram .
Minitab, SPSS .
Normal Probability Plot
. :
. .
.
.
. .
. - -
.
44
. .
.
.
:
Regression Assumptions
?Are the Model Residuals Well Behaved
:
45
. Sampling
2009 ,24
:
) ( )(
.
.
.
.
Survey
) ( .
.
-
.
.
.
.
.
)( ) (:
. )(
46
) ( .
.
.
.
.
)( .
.
.
)(
. )(
.
.
.
. .
.
.
.
)(:
47
48
.
.
) 600( ) 400( .
.
.
. .
)( .Weighted Average
.
300 500 200 3 4 3.6 .
:
= 0.3 = 1000 / 300
= 0.5 = 1000 / 500
= 0.2 = 1000 / 200
= 4.7 =3.6 * 0.5 + 4 * 0.5 + 3 * 0.3
-3 Cluster Sample
.
.
.
.
49
-4 Systematic Sample
. 100
1000 10
.
.
.
.
.
.
.
.
. .
-5 Multistage Sampling .
.
. .
:
. .
1 :Convenience Sampling
50
.
.
.
.
.
-2 :Judgmental Sampling
.
.
.
.
.
.
. .
-3 ) ( :Snowball Sampling
.
.
.
.
51
.
-4 :Quota Sampling
)(
. .
. .
.
:
Essentials for arketing Research, Kume, Akker and Day, Wiley, 2nEdition, 2002
Statistics for Managers, Levine et al., second edition, Prentice Hall, 1999
sampling -ChangingMinds.org
52
Control Charts
2010 ,22
)( Control Charts Statistical Process
.Control
. .
.
. 100
.4 7 6 1 5 3 :
1 5 5
7 1
)(
.
.
.
. .
.
.
. 9.5 .10.5
- 10.5 9.6 10.0 9.9 10.2 -10.1 :
.10.3 9.5 9.8 10.6 9.4
53
.
.
%95 .
.%95
.
. .
. .
.
.
.
.
.
.
.
:
Walter Shewhart
Bell Labs .
. . )(
54
. Edward
Deming
.
.
:
)( .
. .
.
.
.
:
.
Operations Management, Russel & Taylor, 3rd Edition, Prentice Hall, 2000
Competitive Manufacturing Management, Nicholas, 1998, Irwin/McGraw-Hill
Lean Six Sigma Pocket ToolBook, George at al., McGraw Hill, 2005
:
Statistical Process Control in Health Service
Control Charts- Wikipedia
55
Histogram
2010 ,25
Histogram .
.Normal Distribution
)(.
.
. .
40 .
10 10 20 20 30
.
:
.
.
.
. .
.
56
.
.
200 . .
.
.
%30
. .
:
57
. 3
9 10 .
5 .5
3 10 .
.
.
.
.
.
.
.
%90 %10 40 .%70
58
. 10
10 3 100 . 20 50
. Lead Time .
:
.
20 50 60 .
70
59
. .
.
. . :
:
-1 .
.
.
-2
.
.
.
.
50
.
-3 . 10
10 20 .
-4 .
-5 . .
:
. .
) ( . .
-3 .
60
-4 Frequency .
Frequency .
.B2:B9
.A2:A44
.
61
-5 Labels
. Tools Data
Analysis .Histogram
:
Lean Six Sigma Pocket ToolBook, George at al., McGraw Hill, 2005
Operations Management, Russel & Taylor, 3rd Edition, Prentice Hall, 2000
62
Normal Distribution
2010 ,11
63
.
.
Normal Distribtion .
.
.
.
)( .
.
: . .
. = 8 %50
%50 .
64
***
: .
. %50 . .
.
%68
. %99.7 * 3 .
.
. 8 9
10 11 8 9 10 .11
%99.7 5 .11
7 9 %68 .
30 2
%99.7
=2 * 3 30 24 36
10 0.01
. %99.7 =
65
20 40
.
.
90 100 30 50
90 100 30
50 . 90
30 50 . .
66
.
. 6 ) 8 (
9 ) 11 ( . .
.
10 .
5 5
) (.
67
) (%99.7 3* 5 11
5 11 .
.
.
.
. 0.5
1
.2
.
. .
68
.
:
69
.
.
)(
.
. Standard Normal Distribution
.
35 2
.40 -
- . .
.
X )( .Z :
. Z X=40
)2.5 = 2\ (35 40
2.5 0.993
X .40 X .40
.0.017 = 0.993 -1 X
70
.%1.7
1
1 .
Excel Calc
NORMSDIST
NORMSDIST(2.5) =0.993
2.5 X .40
X 30.5 32
X
.
Z1= (30.5 35) \2 = -2.25
Z2= (32 35) \2 = 1.5
0.122 0.066 0.054
X 30.5 32 .% 5.4
71
.
.
.
1 14
.
) ( .
) (X ) (Z
. X Z
72
.
.
. = 15 .3
16 .20 16 20
0 .1.33
16 20
0 1.33 .
.
)( 16 .20
0.40 0 1.33 0.40
16 20 16 20 .%40
:
0.5 . 3
Z X
Z= (3-2) / 0.5 = 2
73
) 3( %97.7
3 .%97.7
3 .%2.3 = %97.7 1
: 60 59.95
60.08 . 59.99 0.04 .
.
) 60.08( ) 59.95(.
Z 59.95
Z= (59.95 59.99) / 0.04 = -1
74
. % 15.87
1
.
Z 60.08
Z= (60.08- 59.99) / 0.04 = 2.25
. % 98.78
60.08 . 1
) ( .%1.2
%15.87 .%1.2
.%17.07
.
.
3 %97.7
.%99
.
:
75
2
2010 ,25
.1
.
Z
.
:
. .
Z=0 0.5
0.5 .1
. Z=1 0.8413 .Z=1
) (Z = 0 .
Z =0 .
Z=1 0.3413 0.5
.
) . (
76
.Z .Z=0.23
0.2 0.03 .0.23 = 0.03 + 0.2 0.0910
) 0.5910 0.5 ( . Z= 0.35
0.3 .0.05 0.1368 .0.6368
0.32 0.5
.0.82 0.5 .
0.5 0.82 .0.5
.
77
Z .0.14 .0.5557
.Z= 0.14 Z= 0.14
Z .0.14 0.5557 -1 .0.4443
0.0557 .0.14
0.14 0.0557 0.5 .0.4443 0.5
0.0557 0.14 1 .
:
2600 .80 %95 .
%95
0.95 .
2600 2700 .2200
%95 .
.
.0.95
0.95
78
(NORMINV (0.975
1.96
79
:
. .
.
15 .
%10 %1 %5
Z .
0.1 Z %10
%90 . Z .0.9 Z 0.99 .0.95
NORMSINV Z:
Z= 1.28 0.90
Z= 1.64 0.95
Z= 2.32 0.99
Z X Z
X= +Z*
X 17.6 : 18.3 .19.7 17.6
%90 18.3 %95 19.7
%99 .
.
%10 %5 %1
.
. .
.
:
80
2010 ,5
.
.
.
.
.
.
:Uniform Distribution
.
10.5 11.00 10.5 10.6
10.7 10.8 10.8 10.9 .
.
.
12 25 12 .25 12 14
17 19 21 23 .
1
) / 1 (
= .0.08= (12 25) /1
) +( 2 / ) .18.5 = 2 / (25 + 12
) ( 12 / 2 .3.75
81
.
13 14 .
0.08 16 17 18 19
13 14 .
.
.
:Exponenetial Distribution
.Queueing Theory
2 3 2
.
.3 . :
) ( =
f(t) = e t
)( .
t
) (
e 2.718
:
82
: = \ 1
. .
0 3
.
0 1 1 2 2 3
7 8 .
.
) (1 :
-1
\ 1 = 2 . 0.3 .
.0.14 0.3 .%14
) ( EXPONDIST
=(EXPONDIST(0.3,0.5,1
7 0.97 .%97
7 %3.
. .
.
83
.
) (0.21 ) (0.37 0.16 .%16
0.5 1 .3
.2 2
0.95 0.86 0.63 . 2 .2
1 0.05 0.14 0.37 .%5 %14 %37
84
Weibull Distribution
Simulation Modeling and Analysis, Law and Lelton, Third Edition, McGrawHill, 2000
85
86
.
.
:Central Limit Theory
.
. 50 .
. .
.
.
.
.
. 10 .20 50
. .
50 . .
.
.
.
. :
.18 15 11 : = 14.7
.18 12 10 : = 13.3
.19 16 13 : = 16
.20 14 11 : = 15
87
.16 13 17 : = 15.3
.18 17 10 : = 15
.11 13 15 : = 13
.15 17 18 :=16.7
. .
. 3
5 10
30 .
. .
.
.
.
.
. .
.
15 30
.
.
.
Control Chart .
) * 3 (
88
.
.
.
.
:
89