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Industrial Statistics 1.

Introduction to Statistical Inference

1. Introduction to Statistical
Inference

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Industrial Statistics 1. Introduction to Statistical Inference

1.1 Overview
The aim of statistical inference is to make decisions and draw conclusions about populations.

step 1: selection of a suitable distribution family
problem: characteristic X ⇠ F but F is unknown. Frequently the user has a prior information
about F . It holds that F 2 F = {F# : # 2 ⇥}. ⇥ is called parameter set.
Example:
X = quality of produced bulbs (1 intact, else 0). Here X ⇠ B(1, p) with p = P (X = 1),
thus # = p, ⇥ = (0, 1), and F = {B(1, p) : p 2 (0, 1)}.
X = body height. Various studies have shown that the body height is roughly normally
distributed. Thus X ⇠ N (µ, 2 ), # = (µ, ) and ⇥ = IR ⇥ (0, 1).
Note that if X is a continuous variable then the true distribution is usually no member of the
selected distribution family. These distribution only provide an approximation.

step 2: drawing of a sample
In order to draw conclusions on #, data x1 , ..., xn are collected. The set of all possible samples
is called sample space.
basic idea: x1 , ..., xn are considered to be realizations of the random sample X1 , ..., Xn from X.
X1 , ..., Xn have the same distribution as X (identically distributed).
In many cases it is assumed that the variables X1 , ..., Xn are independent and identically
distributed (briefly: i.i.d.).

major areas of statistical inference: parameter estimation, confidence intervals, and hypothesis
testing
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Industrial Statistics 1. Introduction to Statistical Inference

1.2 Confidence Intervals
Assume that a random sample X1 , . . . , Xn is given with Xi ⇠ F# , # 2 ⇥.
aim: derivation of an area (interval) which contains the parameter # with a given probability

Let ↵ 2 (0, 1). Suppose that L and U only depend on the sample variables X1 , ..., Xn . If

P# (L  #  U ) 1 ↵ 8# 2 ⇥ (⇤)

then the interval [L, U ] is called a two-sided 100(1 ↵)% confidence interval for #. L is called
lower control limit, U upper control limit, and 1 ↵ is the confidence coefficient.
If both sides in (*) are equal then the confidence interval is called exact.

In practice ↵ is usually chosen equal to 0.1, 0.05 or 0.01.
interpretation: Because U L should be small it is desirable to have exact confidence intervals.
ˆ ´
L, 1 is called a one-sided lower 100(1 ↵)%-confidence interval for # if
`
P# L  #) 1 ↵ 8#
` ˜
and 1, U is called a one-sided upper 100(1 ↵)%-confidence interval for # if
`
P# #  U ) 1 ↵ 8#.

Example:
risk behavior of a financial investment ; upper c. i.
tear strength of a rope ; lower c. i.
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Industrial Statistics 1. Introduction to Statistical Inference

1.2.1 Confidence Intervals for the Parameters of a Normal
Distribution
Suppose that the sample variables X1 , ..., Xn are i.i.d. with Xi ⇠ N (µ, 2) for i = 1, .., n.
aim: confidence intervals for µ if is known
development of the confidence interval: first estimate µ by X̄
Since X̄ ⇠ N (µ, 2 /n) the following structure is chosen for the confidence interval

[X̄ c p , X̄ + c p ]
n n
with c > 0. c is chosen as a function of ↵ such that (*) is valid. Note that
» –
p |X̄ µ|
µ 2 X̄ c p , X̄ + c p , n  c.
n n
p
Since n(X̄ µ)/ ⇠ the quantity c is determined such that
„ «
p |X̄ µ| !
Pµ n  c = 2 (c) 1 = 1 ↵ .

Consequently c = 1 (1 ↵/2) = z↵/2 . z↵/2 is the upper 100↵/2 percentage point of the
standard normal distribution.
100(1 ↵)% confidence interval for µ ( known)
» –
X̄ z↵/2 p , X̄ + z↵/2 p
n n
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Industrial Statistics 1. Introduction to Statistical Inference

now: confidence interval for µ if is unknown

100(1 ↵)% confidence interval for µ ( unknown)
» –
S S
X̄ tn 1;↵/2 p , X̄ + tn 1;↵/2 p
n n

with tn 1;↵/2 = tn 1 1 (1 ↵/2) (upper 100↵/2% percentage point of the t distribution with
n 1 degrees of freedom.
Example: mean annual rainfall (in millimeters) in Australia from 1983 to 2002:

1983 1984 1985 1986 1987 1988 1989 1990 1991 1992
499.2 555.2 398.8 391.9 453.4 459.8 483.7 417.6 469.2 452.4

1993 1994 1995 1996 1997 1998 1999 2000 2001 2002
499.3 340.6 522.8 469.9 527.2 565.5 584.1 727.3 558.6 338.6

It is n = 20, x̄ = 485.755, s = 90.33872, and t19;0.025 = 2.093. Thus the confidence interval is
given by

[485.755 42.27934, 485.755 + 42.27934] = [443.4757, 528.0343].

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9. 6 / 53 .table("rain.3. #--. freq = FALSE. 338. 469.7.3. datax = TRUE.4. main = "histogram".9. ylab = "Mean Annual Rainfall"). 340. 555. 391. 727. datax = TRUE). ylab = "").2.4. # (or rain <.1. 527.c(1983:2002).c(499.box plot ---# boxplot(rain. 459.8. range = 0.8. 522. breaks = 8. 558.8.2.histogram ---# hist(Rain.6). 483. 499.txt"). 584.5. qqline(rain. 398. rain <.6. 417. 453.6. main = "Normal QQ Plot"). 565. 469. #--. # use setwd() (set working directory) and getwd() (get working directory)) #--. Introduction to Statistical Inference program: year <.normal qq plot ---# qqnorm(rain. xlab = "Mean Annual Rainfall".2.6.2. 452.read. Industrial Statistics 1.

Introduction to Statistical Inference Histogram output: 0.008 700 0.004 500 0.002 400 0.000 300 400 500 600 700 Mean Annual Rainfall Normal QQ Plot 2 ● ● ● 1 Theoretical Quantiles ● ● ● ● ● ● ● 0 ● ● ● ● ● ● ● −1 ● ● −2 ● 400 500 600 700 Sample Quantiles 7 / 53 .006 Mean Annual Rainfall 600 0. Industrial Statistics 1.

length(rain).1) * sd(rain) / sqrt(n). n .alpha / 2. output: result: [443. ucl).05. ci <. ucl <.alpha / 2.4752. lcl <. 528.mean(rain) + qt(1 .c(lcl.1) * sd(rain) / sqrt(n). n . Industrial Statistics 1. Introduction to Statistical Inference program: #--.qt(1 .0.0348] 8 / 53 .mean(rain) . n <.confidence intervall ---# alpha <. print(ci).

Industrial Statistics 1.↵/2 n 1.1 ↵/2 9 / 53 . 2 n 1. Introduction to Statistical Inference now: confidence interval for if µ is unknown 100(1 ↵)% confidence interval for 2 " # (n 1) S 2 (n 1) S 2 2 .

.2..d. . i) confidence interval for µ if 2 = V ar(Xi ) is known large-sample confidence interval for µ ( known) » – X̄ z↵/2 p . are i. n!1 Example: Suppose that X1 . Industrial Statistics 1. Introduction to Statistical Inference 1.2 Large-Sample Confidence Intervals Using the central limit theorem large-sample confidence intervals for arbitrary distributions (discrete or continuous) can be derived. with E(Xi ) = µ for all i 1. X2 ....i.. This means that lim P# (L(X1 . . Xn )) 1 ↵ 8 # 2 ⇥. . Xn )  #  U (X1 . X̄ + z↵/2 p n n rule of thumb: n 30 ii) confidence interval for µ if 2 = V ar(Xi ) is unknown large-sample confidence interval for µ ( unknown) » – S S X̄ z↵/2 p .. X̄ + z↵/2 p n n rule of thumb: n 40 10 / 53 .

710 0.160 0.270 It holds that n = 53.normal qq plot ---# qqnorm(MerCon.630 0.4311.590 0. Thus the asymptotic confidence interval is equal to [0. main = "normal qq plot").200 0.96. datax = TRUE.830 0.044 0.520 0. freq = FALSE.490 1.940 1.040 0. datax = TRUE).025 = 1.100 0.050 0.280 0. program: #--.5319583.770 0.810 0.080 0.190 1.6188].180 0.650 0. xlab = "concentration". s = 0. qqline(MerCon.270 0.860 0. main = "histogram".170 0.040 0.560 1.340 0.840 0.500 0.250 1.730 0. breaks = 14. x̄ = 0.230 0.560 0.190 0.340 0. 0.430 0.330 0.3567051. ylab = "").750 0.980 0.270 0. Introduction to Statistical Inference example: mercury contamination in largemouth bass (in ppm) .500 0.410 0.160 0.a sample of fish was selected from 53 Florida lakes 1.150 0. #--. Industrial Statistics 1.490 0.210 0. 11 / 53 .340 0.340 0.870 0.100 0.histogram ---# hist(MerCon.190 0.400 0.490 0. and z0.

4 0.2 2 ● ● ● ● 1.0 ● 0.2 Concentration Sample Quantiles 12 / 53 .4 0.0 0.6 ● ● ● ● ● ● ● ● ● ●●● 0.6 0.8 1.8 ●● ● ● ●●● ●●● ● ● ● 0 ● ●● 0.0 1.0 1.0 ● Theoretical Quantiles ● ● 1 ● ●● ● ●● 0. Industrial Statistics 1.2 1.4 ● ● −1 ● ● ● ● ● ● 0.2 0.6 0.8 1.0 0.4 0. Introduction to Statistical Inference output: Histogram Normal QQ Plot ● 1.2 0.2 ● ● −2 0.

ucl). n <.alpha / 2) * sd(MerCon) / sqrt(n). lcl <.05. print(ci).mean(MerCon) . ci <.0. Introduction to Statistical Inference program: #--.alpha / 2) * sd(MerCon) / sqrt(n).confidence interval ---# alpha <.mean(MerCon) + qnorm(1 . ucl <.4311. 0.6188] 13 / 53 .qnorm(1 . output: result: ci = [0.c(lcl. Industrial Statistics 1.length(MerCon).

↵/2 n 1.1 ↵/2 1 ⇢ˆ2 2 2-dim. p).↵/2 n n N (µ. Industrial Statistics 1. n large p X̄ p with n+z 2 n+z 2 ↵/2 r ↵/2 ` ´ X̄ 1 X̄ ` 1 ´2 B = z1 ↵/2 n + 2n z↵/2 N (µ. Introduction to Statistical Inference Overview: Confidence Intervals distribution # #̂ confidence interval n large µ X̄ X̄ p z↵/2  µ  X̄ + p z↵/2 (or S instead of if unknown) rn ` ´ n r ` ´ X̄ 1 X̄ X̄ 1 X̄ B(1.. . unknown µ X̄ X̄ p tn 1. 2 known µ X̄ X̄ p z↵/2  µ  X̄ + p z↵/2 n n 2 S . 2 ). µ unknown S2 2  2  2 n 1. ⇢ ⇢ ˆ ⇢ ˆ p ˆ + 1p⇢ˆ z↵/2 z↵/2  ⇢  ⇢ n n n 2 1 X 2 with S̃ = (Xi µ) n i=1 14 / 53 .1 ↵/2 2 (n 1) S 2 (n 1) S 2 . n very large p X̄ X̄ n z↵/2  p  X̄ + n z↵/2 h i h i n X̄+ 1 z 2 B n X̄+ 1 z 2 + B 2 n ↵/2 2 n ↵/2 B(1. 2 ). .↵/2  µ  X̄ + pS tn 1.. p). µ known 2 S̃ 2 n S̃ 2  2  n S̃ 2 2 2 n.↵/2 n. . normal distr. .

. xn a decision about a particular hypothesis is made. H0 is called null hypothesis and H1 is called alternative hypothesis . # 2 ⇥.3. Introduction to Statistical Inference 1. . Table: Type I Error and Type II Error reality decision # 2 ⇥0 # 2 ⇥1 H0 not rejected no error type II error H1 accepted type I error no error 15 / 53 . a so-called (test problem) Example: burning rate of solid propellant . Such a decision rule is called a statistical test.1 Introduction Let X be the characteristic of interest with X ⇠ F# . A decision problem between two hypotheses is present. ⇥0 and ⇥1 are disjoint and ⇥0 [ ⇥1 = ⇥. Industrial Statistics 1.3 Hypothesis Testing 1. The test problem is given by H0 : # 2 ⇥0 against H1 : # 2 ⇥1 . .H0 : µ = 50 (centimeters per second) against H1 : µ 6= 50 procedure: Based on the sample x1 . .

g.05. to reject H0 . 0. It is incorrect to accept the null hypothesis H0 . xn ) 2 C)  ↵ for all # 2 ⇥0 . Because only the type I error and not the type II error is controlled by a test of significance. Such a test is called test of significance at level ↵ for H0 if the probability of a type I error is smaller or equal to ↵. The critical region C for the test (reject H0 ) is determined such that the type I error fulfills this condition. ↵ 2 0.1 . P# ((x1 . Introduction to Statistical Inference procedure: ˘ ¯ An upper bound ↵ for the type I error is fixed. i. 16 / 53 .e. .. i. Industrial Statistics 1. ↵ is called significance level. the size of the type II error may be large. 0.. For that reason it is only possible to accept H1 . e.01.e.

i.↵/2 0 0 17 / 53 . Industrial Statistics 1. with Xi ⇠ N (µ.↵/2 .2 Tests for Univariate Samples Suppose that the random sample is i. accept H0 (reject H0 ) p X̄ µ0 n| |  z↵/2 .d. fail to reject H0 t test ( unknown) p X̄ µ0 n| | > tn 1. accept H1 (reject H0 ) S p X̄ µ0 n| |  tn 1. Introduction to Statistical Inference 1. fail to reject H0 S test problem: H0 : 2 = 2 against H1 : 2 6= 2 0 0 H0 is rejected if S2 2 S2 2 (n 1) 2 < n 1.3.↵/2 . 2) test problem: H0 : µ = µ0 against H1 : µ 6= µ0 Gauss test ( known) p X̄ µ0 n| | > z↵/2 .1 ↵/2 or (n 1) 2 > n 1.

... ........ q .. ... .... ... qq qq . qq .. ......... ....................... . q q . .... ....... ..q..... q . ..... .....6 .......... . ...... .. ........ . .... ........ ... . . q ....... ........ ............. .. . . . Introduction to Statistical Inference p Example: Power function G(µ) = Pµ ( n|X̄ µ0 |/ > z↵/2 ) of the two-sided Gauss test (i.. qq qq ......... q qqq........ . . q .. qq qq. ......... ....... ..... q .. . . .. ... ...... .. . .. ..... .... . ... .. ..05....... .... ... . ...qq ..... qqq qqq .... . ..8 ..... ..........q .....e... .. .... q .. . qq q .. . .. ... ........ .qq ... .. .. qq ......... ...qqqqqqqqqqqq qqqq. q ... ..... q . ........ . .... .......... qqq ....... ... .... .. ....... qq ... .. ........... .... .. .............. qq .. .. q .. ...... ... .. ..q .. ... qqq q . . q qq .. q qqq .. q q ........ qq q ..... .... .... .... .... ....... . . qqq q .. ...... .......... . . .. q .... q ..... ..... qq ... qqq q ..... . •...... . ......0 qqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqq..... . .. q ... ... ........ ... ...... qq q 0........ .. qq q ... ........... .. .... .. . .... ... ... . . qq 0... ... .. .. .. .. ... ................qqq ..............2 .... ...... ... .. ....... qqq . ... . .............. q .q..qq ..q. .. .4 .... . .. µ 3 2 1 0 1 2 3 " H1 H1 ! H0 18 / 53 .......... .. ... ... . . .... .. . . .... ... ....... ..q ....... .. . qqq q ........ .....q..... ......... ... ....... .. ........ ... q ................. ... . .... .... qq q ........... qq .. . ......... . ... qq .. .. ... qqqq q q ... ........ . .. .. q q . .... .. ... ..... ... qq q . ......... qqq q .. . . ... ...... . .. qqq qq .. .... .. . q q ... qqq ....... probability to accept H1 as a function of µ) for ↵ = 0.... qq .. .. ... . .. .. qq .... ... ....... ... .. q ... ... q q . . .. .. qqq q 0. ....... .. ..... .. . . .... qq q . qq qq ... .. .... ..... ............ . ..... qq... ... . .. q q .... qq ............ .. ........... = 1 and µ0 = 0) G(µ) 1...... . .... .. ... .... . .. . .... ...q ... ...... .... . .... q .......... qq qqq. . . qqq ........ n = 5.......... ...... ...... .... .. ........... . ........ .... . .... qqq qq ... ...... . .. .... ..... ... ..... ........... . ........ q q .. Industrial Statistics 1...... qqq q q qq ..... ..... .... ..qqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqqq qqqqqq ... . qqq q ... ........... . .qq .... ............... ... ... . ... . ..q...... . . q qq .. ....... ........ q . q .... . q qq ...... ..... ...... ..... .. ... ........q ... q qqq q q qq .. ... ..... .... ....... q . q ..... ......... . qq ...... .. qq q .......... .. ........... . . ..... .................... ...... .......... qq .... .. ........ . qq q q ....... .... ...... .. ..... qqq q ....... 0.... . q . . . .

n. Industrial Statistics 1. ..↵/2 instead of z↵/2 19 / 53 . .d... rule of thumb: n > 100. Because in most cases the distribution of the underlying characteristic X is unknown approximations to the critical values are determined using the asymptotic distribution of the test statistic. with E(Xi ) = µ and V ar(Xi ) = 2 for i = 1.. Introduction to Statistical Inference Large-Sample Tests Suppose that the variables X1 . X2 . test problem: H0 : µ = µ0 against H1 : µ 6= µ0 p The null hypothesis H0 is rejected if n| X̄ Sµ0 | > z↵/2 . for 30  n  100 use tn 1..i. are i.

↵ ) µ µ0 µ < µ0 30  n  100) T < z↵ ( tn 1. p = p0 p 6= p0 number B(n.↵ ) ˆ ˜ binomial distr.↵/2 (z↵/2 ) S/ n µ  µ0 µ > µ0 ( for T > tn 1. = 0 6= 0 (n 1)S 2 / 0 2 2 n 1 T 62 [ 2 n 1.↵ 2 2 2 2 2 0 < 0 T < n 1.i. S = (Xi X̄) .↵ ( z↵ ) X̄ µ0 arbitrary distr. p0 ) T 62 c1 ↵/2 . µ = µ0 µ 6= µ0 p |T | > z↵/2 / n known µ  µ0 µ > µ0 T > z↵ µ µ0 µ < µ0 T < z↵ X̄ µ0 unknown µ = µ0 µ 6= µ0 p tn 1 |T | > tn 1.. distribution H0 H1 test statistic T T under H0 reject H0 if X̄ µ0 normal distr.. µ = µ0 µ 6= µ0 p approx. 2 n 1.. Industrial Statistics 1.Xn is assumed to be i. Introduction to Statistical Inference Tests for the Mean and the Variance of a Single Sample The random sample X1 . |T | > z↵/2 (tn 1.↵/2 ] 2 2 2 2  0 > 0 (nS̃ 2 / 0 2 ⇤ ) ( 2 n) ⇤ T > 2 n 1.↵ (z↵ ) µ µ0 µ < µ0 n > 100) T < tn 1.1 ↵/2 . p0 )) (p̂ p0 ) n 100 or p = p0 p 6= p0 p approx. S̃ = (Xi µ) n 1 n 20 / 53 i=1 i=1 . |T | > z↵/2 p0 (1 p0 )/n np̂(1 p̂) > 5 p  p0 p > p0 T > z↵ p p0 p < p0 T < z↵ 2 2 2 2 normal distr. c↵/2 n small p  p0 p > p0 of successes T > c↵ p p0 p < p0 T < c1 ↵ (percentage points of B(n.↵/2 ) S/ n with EW µ µ  µ0 µ > µ0 (tn 1 for T > z↵ (tn 1.d..1 ↵ n X n ⇤ 2 1 2 2 1 X 2 – for known expectation µ .

0. Introduction to Statistical Inference Example: performance of new golf clubs . Because it is s/ 15 smaller than T the null hypothesis is rejected. 0. 0. #--. 21 / 53 . x̄ = 0.8660 test problem: H0 : µ  0. ylab = "Coefficient of Restitution").718979.8191 0.8580 0.83724.8483.8276. Assuming normality the percentile is t14.8483 0.8730 0. 0.7983 0. 0.8359 0. 0.8532 0. 0.0.8411.8182 0.8359. Industrial Statistics 1. breaks = 8.8042 0. 0.8125 0.8750.histogram ---# hist(CoR.8191.761.7983.8660).05 = 1. s = 0. range = 0.8276 0.8580.8532. program: CoR <.c(0. main = "Histogram". xlab = "Coefficient of Restitution".82 against H1 : µ > 0.8750 0.8282. freq = FALSE.box plot ---# boxplot(CoR.82 Since n = 15.0245571 the test statistic is equal to T = x̄ p0. 0.8182.8411 0. 0. 0.ratio of outgoing velocity of a golf ball to the incoming velocity (coefficient of restitution) 0.8730. ylab = ""). 0.8125. #--. 0.8042.82 = 2.8282 0. 0.

#---unpaired t-test---# t.(mean(CoR) . qqline(CoR. #---> t-test for mu. mu = 0. Industrial Statistics 1.test(CoR. T <.normal qq plot ---# qqnorm(CoR.mu.dt(T. n <.82 including confidence level #---alternative procedure: direct calculation of the quantities---# mu. Introduction to Statistical Inference program: #--. #---> directly to p-value 22 / 53 . alternative = "two. datax = TRUE. n . conf.0) / sd(CoR) * sqrt(n).82.95).length(CoR).1). datax = TRUE).value <. #---> test statistics p.82.0 = 0.0 <.level = 0.0.sided". main = "Normal QQ Plot").

Industrial Statistics 1.86 Coefficient of Restitution 15 0.80 0.82 5 0.82 0.88 Coefficient of Restitution Normal QQ Plot ● ● 1 ● Theoretical Quantiles ● ● ● ● ● 0 ● ● ● ● −1 ● ● ● 0.82 0.84 0.80 0.84 10 0.86 Sample Quantiles 23 / 53 .80 0 0. Introduction to Statistical Inference Histogram output: 20 0.84 0.86 0.

.... ... .................. .. ................................................ .............. ...................... ... ..... ............... r r ...... H0 is not rejected. ..... ... ..... .. .... .. .............. .. .. ......... .. .. ... .................................. ... ........... .............. ... ... ...................... ... ............0179 ................... .... ↵⇤ . . .. The smaller the p-value ↵⇤ the more unlikely isH0 ..... .. ..... ............................. ....05 ................. ... .......... .. ............ ................................. Introduction to Statistical Inference The P –Value Approach The p-value ↵⇤ is equal to the probability to reject the null hypothesis for the given data set........ .... .... ............ Industrial Statistics 1..... . .... .. . ..... .. ..... .... ... .... . ..... .. ......... .... ..... .......... .... ..... H0 H1 . . ..... ........... ..... .... . .............. ... ........ ......... ....... . ↵ = 0.... ........ Else... ......... ... ...... .. ... .. ....... It can be cosnidered as the observed significance level... / .............. .. . ........................ 24 / 53 ................... ...... ......... ........ .... .......................... ... ............. .... . .......... .. ...... ........ ......... ......... .................. ............... .. ..... For the Gauss test it holds that ↵⇤ = Pµ0 (T > t|T = t) = 1 (t)......... ... . . ... . .... ..... ........ t ..... ....... .. .. .................... . .............. ... ..... . .......... ....... ... ....... ................. ↵⇤ = 0. .... ..................... . 1-sided Gauss test . ... .......... ..... ... . . . .... .............. ... .... .. 1 ↵ ... ........ .... ........ .................. . ........................ .. .................... ........... z 1 ↵. .... Thus it is the smallest level of significance that would lead to rejection of the null hypothesis H0 for the given data.................... If an upper bound ↵ for the type I error is given then H0 is rejected if ↵⇤ < ↵..... ... ....... . .... . ............ ..... .....

Suppose that the t-test for the test problem H0 : µ = µ0 against H1 : µ 6= µ0 is given. Suppose that a confidence interval for µ with level 1 ↵ is given. We are interested in statements about the expectation. Then » – S S ci = X̄ tn 1. it is sufficient to check whether µ0 2 ci. Thus the test directly provides a confidence interval. 2 ). n n In order to deal with the test problem H0 : µ = µ0 against H1 : µ 6= µ0 . 25 / 53 .1 ↵/2 ) =1 ↵ = Pµ0 (µ0 2 KI) with ci as above. Industrial Statistics 1.1 ↵/2 p . The sample variables are assumed to be independent and identically distributed. S Consequently P (|T |  tn 1. This procedure is equivalent to the t-test.1 ↵/2 p . If this is the case then H1 is accepted. Introduction to Statistical Inference Relationship between tests of significance and confidence intervals To illustrate the relationship suppose that X ⇠ N (µ. ci is a confidence interval for µ with confidence level 1 ↵. Then the test statistic is equal to p X̄ µ0 T = n . X̄ + tn 1.

Overview: Statistical Inference for a Single Sample .

. Let X11 .X2n2 be a random sample of X2 .. Industrial Statistics 1.X1n1 be a random sample of X1 and let X21 .. X2n2 are independent... Let E(Xi ) = µi and V ar(Xi ) = i2 for i = 1. Two Independent Samples Assumption: Suppose that X11 ... Introduction to Statistical Inference 1. X21 .4 Statistical Inference for Two Samples Suppose that X1 and X2 are independent characteristics. . 2... X1n1 . Test on Di↵erence in Means test problem: H0 : µ1 = µ2 against H1 : µ1 6= µ2 Test of Equality of the Variances test problem: H0 : 2 = 2 against H1 : 2 6= 2 1 2 1 2 27 / 53 ...

df = |T | > tdf .↵/2 S2 S2 1+ 2 n1 n2 (1+R)2 1 6= 2. µ1  µ2 µ1 > µ2 T > tn1 +n2 2.↵ n1 S 2 2 n X 2 1 2 1 1 ˜ 2 = n +n S 2 + n +n S2 1 n 2 n with Sk = (Xki X̄k ) . Introduction to Statistical Inference Tests for the Means and the Variances of a Bivariate Sample I distribution H0 H1 test statistic T T under H0 reject H0 if normal distr. k = 1. Industrial Statistics 1. µ1  µ2 µ1 > µ2 T > tdf .↵ 1. 2. n 1 1 2 2 1 1 2 2 2 i=1 28 / 53 .↵ R2 + 1 n1 1 n2 1 n2 S 2 µ1 µ2 µ1 < µ2 R= 1 T < tdf . 2 unknown µ1 = µ2 µ1 6= µ2 q tn1 +n2 2 |T | > tn +n 1 2 2. 2 unknown µ1 = µ2 µ1 6= µ2 rX̄1 X̄2 tdf .↵ small sample size µ1 µ2 µ1 < µ2 T < tn1 +n2 2. µ1 = µ2 µ1 6= µ2 rX̄1 X̄2 |T | > z↵/2 2 2 1+ 2 n1 n2 1 and 2 µ1  µ2 µ1 > µ2 T > z↵ known µ1 µ2 µ1 < µ2 T < z↵ X̄1 X̄2 1.↵/2 ˜2( 1 + 1 ) n1 n2 1 = 2.

↵/2 2 or T < Fn 1.n2 1. p1 = p2 p1 6= p2 q |T | > z↵/2 p̂(1 p̂)( 1 + 1 ) n1 n2 large sample size p1  p2 p 1 > p2 n1 p̂1 +n2 p̂2 T > z↵ with p̂ = n1 +n2 p1 p2 p 1 < p2 T < z↵ 2 2 2 2 S2 normal distr. Industrial Statistics 1.n2 1.n2 1 T > Fn 1 2 1 2 S2 1 1. = 6= 1 Fn1 1.↵ 2 2 2 2 1 2 1 < 2 T < Fn1 1.n2 1. µ1 = µ2 µ1 6= µ2 rX̄1 X̄2 |T | > z↵/2 S2 S2 1+ 2 n1 n2 1. µ1  µ2 µ1 > µ2 T > z↵ large sample size µ1 µ2 µ1 < µ2 T < z↵ p̂1 p̂2 binomial distr. 2 unknown.1 ↵ 29 / 53 . Introduction to Statistical Inference Tests for the Means and the Variances of a Bivariate Sample II distribution H0 H1 test statistic T T under H0 reject H0 if arbitrary distr.1 ↵/ 1 2 2 2 2 1  2 1 > 2 T > Fn1 1.n2 1.

12. 44. 33 Paradise Valley. Introduction to Statistical Inference Example: arsenic in drinking water . Industrial Statistics 1.cbind(MetroPhoenix. 7 Goodyear.c(48. 15. 25 New River. 6. 21 Peoria. 12. 12 Black Canyon City. 38 Mesa. 10 Apache Junction. 25. 38. 7. 10. 20. 15. 25 Sedona. 3 Rimrock. RuralArizona). 15 Payson. 40 Glendale. 6 Nogales. 7 Casa Grande. 25. 1 Sun City. 33.c(3. 30 / 53 . 18). 20 Scottsdale. 44 Gilbert. 21. ArsenicConcentration <. 48 Chandler. 12 Tempe. 40. 15 Buckeye. 18 program: #--. 7). RuralArizona <.drinking water arsenic concentration in parts per billion (ppb) for 10 metropolitan Phoenix communities and 10 communities in rural Arizona Metro Phoenix Rural Arizona Phoenix.arsenic concentration ---# MetroPhoenix <. 1.

qqline(MetroPhoenix.normal q-q plot ---# qqnorm(MetroPhoenix.unpaired t-test ---# t. qqnorm(RuralArizona.test(MetroPhoenix. alternative = "two. datax = TRUE). #--.level = 0. conf. #--.sided". RuralArizona.level = 0. datax = TRUE.test(MetroPhoenix.95).equal = FALSE. Industrial Statistics 1. RuralArizona. qqline(RuralArizona. datax = TRUE).95). #--.box plot ---# boxplot(ArsenicConcentration). main = "Normal Q-Q Plot: Metro Phoenix"). paired = FALSE. ratio = 1.test for variance homogeneity ---# var. Introduction to Statistical Inference program: #--. datax = TRUE. main = "Normal Q-Q Plot: Rural Arizona"). var. conf. 31 / 53 .

Introduction to Statistical Inference output: 40 30 20 10 0 MetroPhoenix RuralArizona Normal Q−Q Plot: Metro Phoenix Normal Q−Q Plot: Rural Arizona 1.5 −1.0 −0.5 0.0 ● ● ● −1.0 1.5 ● ● 1.5 −1.0 ● ● Theoretical Quantiles Theoretical Quantiles ● ● 0.5 ● ● ● ● ● ● 5 10 15 20 25 0 10 20 30 40 Sample Quantiles Sample Quantiles 32 / 53 .5 −1.0 ● 0. Industrial Statistics 1.0 −0.5 ● ● ● ● 0.5 1.

196.305933 sample estimates: mean of x mean of y 12.7669.2473.04936 alternative hypothesis: true ratio of variances is not equal to 1 95 percent confidence interval: 0. Introduction to Statistical Inference output: F test to compare two variances data: MetroPhoenix and RuralArizona F = 0.5 27.99581888 sample estimates: ratio of variances 0. num df = 9. df = 13. Industrial Statistics 1.5 33 / 53 .694067 -3. p-value = 0. denom df = 9. p-value = 0.06143758 0.01583 alternative hypothesis: true difference in means is not equal to 0 95 percent confidence interval: -26.2473473 Welch Two Sample t-test data: MetroPhoenix and RuralArizona t = -2.

n. assumption: The random variables Di = X2i X1i . Accept H1 if T < tn 1. with Di ⇠ N (µ2 µ1 . .↵ . Introduction to Statistical Inference Two Paired Samples now: The characteristics X1 and X2 are not assumed to be independent. 2 ). . Example: running time for a marathon before (characteristic X1 ) and after a training camp (characteristic X2 ) idea: Using a transformation the data are transferred to a univariate sample which can be handled by well-known methods..i.d. . i = 1. 34 / 53 . . test problem H0 : µ2 µ1 against H1 : µ2 < µ1 test statistic: p D̄ T = n v u n u 1 X ` ´2 t Di D̄ n 1 i=1 Under H0 it holds that T ⇠ tn 1. Consider D = X2 X1 . n are i. i = 1.. Industrial Statistics 1. .

1 ist t9. Introduction to Statistical Inference Example: influence of a new diet on the blood cholesterol level subject 1 2 3 4 5 6 7 8 9 10 before 223 259 248 220 287 191 229 270 245 201 after 220 244 243 211 299 170 210 276 252 189 di↵erence di -3 -15 -5 -9 12 -21 -19 6 7 -12 It holds that d¯ = 5. n 1 i=1 Thus p 5.0.9 and n X 1 ` ´2 di d¯ = 129.639 .0.65 Choosing ↵ = 0.383.9 t= 10 p = 1. 129. 35 / 53 .9 the alternative hypothesis H1 : µ2 < µ1 is accepted.1 = 1.0.65.9 = t9. Since t < t9. Industrial Statistics 1.

248.c(223. 259.1357 alternative hypothesis: true difference in means is not equal to 0 95 percent confidence interval: -2. 229. Y.6385.9 36 / 53 .level = 0. 299. 270.sided". 220. p-value = 0. Y <. 244.equal = TRUE. 276. 170. 210. Introduction to Statistical Inference program #--. output: Paired t-test data: X and Y t = 1.245511 14.test(X. var. 201). 245. 243. Industrial Statistics 1.cholesterol treatment ---# X <. 252.045511 sample estimates: mean of the differences 5. 189).paired t-test ---# t. #--. conf.c(220. 287.95). 191. 211. paired = TRUE. alternative = "two. df = 9.

Overview: Statistical Inference for Two Samples .

Introduction to Statistical Inference 1.0 0.02 0. Industrial Statistics 1.. where F0 ⇢ D Example: If F = N (µ. n.2003 (# 498) 38 / 53 .6 Fn(x) 0. > 0} problem: How to choose F0 in practice? .2002 – 31. test problem: H0 : F 2 F0 against H1 : F 2 D F0 ..d.01.04 x time period: WIG 01. .5 Goodness-of-Fit Tests Suppose that the sample variables X1 . 2) then F0 = {N (µ..02 0. 2) : µ 2 IR.. empirical distribution function Empirical cdf 1.04 −0.Xn are i.8 0. kernel estimator.00 0.12.2 0.i..0 −0.4 0. with Xi ⇠ F for i = 1. histogram.

75 0. program x <.5.c(-1.159 0 0.441. F0 (xi ) Fˆn (xi 1 ) with Fˆn (x0 ) := 0 1in Example: Test on a Standard Normal Distribution (F0 = ) sample: x1 = 1.691 0. x2 = 0.933 0.5.5. 0.565.159 2 0. D = max Fˆn (xi ) F0 (xi ).183 Thus d = 0. 1.75 0. It does not depend on F0 if F0 is continuous! application in practice: Suppose that F0 is continuous and x1  x2  .5).5 i xi Fˆn (xi ) (xi ) Fˆn (xi 1) maxi 1 -1.5.1 the null hypothesis H0 : F = is not rejected. For ↵ = 0. x4 = 1.  xn .5.5 1 0. 0.1 we get that c0.691 0. Because d  c0. x2R The distribution of D under H0 is tabulated.25 0. ks.75 0.5 0. pnorm) 39 / 53 . ˘ ¯ .75 0. Industrial Statistics 1.5 0.441 3 0.0 0.1 = 0.0. .1 Distribution Function is Known Test of Kolmogorov decision: If D = sup |Fˆn (x) F0 (x)| is sufficiently large then H0 is rejected. .test(x. Introduction to Statistical Inference 1.0.25 0.059 4 1. x3 = 0.

The expected number is equal to npi . .e. r against H1 : P (X = ti ) 6= pi for at least one i Si is equal to the number of observations equal to ti . For ↵ = 0. tr test problem: H0 : P (X = ti ) = pi for all i = 1. i. Xr ` ´2 Si npi test statistic: Q = i=1 npi If Q > 2 then H0 is rejected. Since it is smaller than q the hypothesis H0 is rejected. that P (X = i) = 1/6 for 1  i  6.236. .↵ Remark: The asymptotic test can be applied if npi 5 for all i. The die is not symmetric. r 1. Industrial Statistics 1.0. . first: X is discrete taking the r di↵erent values t1 . . Contrary to the test of Kolmogorov the test of Pearson can be applied to discrete as well as continuous distributions. . . . Introduction to Statistical Inference Goodness-of-Fit Test of Pearson Example: Suppose that a die is symmetric.5. 40 / 53 .1 it holds that 25. Example: Symmetry of a Die Result of n = 120 thrown dices: 1 2 3 4 5 6 24 12 15 25 16 28 We get q = 16/20 + 64/20 + 25/20 + 25/20 + 16/20 + 64/20 = 210/20 = 10. .1 = 9.

chisq. Industrial Statistics 1.x/6. 12.test(y. 15.1. 28). 16. p=x) 41 / 53 . Introduction to Statistical Inference program y <. x <.c(1. x <. 25.1.1.c(24.1).1.

42 / 53 .2 Known Distribution Family n “ ” o · µ Let F0 = F0 : µ 2 R.b i=1 v = 0 . v = 1 . > 0 . i. test problem: H0 : F 2 F0 against H1 : F 2 D F0 graphical method:“ quantile ” plot “ “ ”” x µ 1` ´ approach: If F (x) = F0 then F0 F (x) = F0 1 F0 x µ = x µ . x(i) ⇡ µ + vi .e. Introduction to Statistical Inference 1. decision: ` ´ If the points vi . ` ´ Replace F (x) by Fˆn (x(i) ) and consider F0 1 Fˆn (x(i) ) .5. x(i) are roughly lying on a straight line then H0 is rejected.. estimator of µ + : x̄ + ˜ ˜ v̄ Remark: If F0 is a symmetric distribution function then v̄ = 0 and thus x = x̄ + ˜ v. Industrial Statistics 1. ( (i 1/2)/n Since F0 1 (1) = 1 the following quantities are used pi = (i 3/8)/(n + 1/4) idea: Using vi = F0 1 (pi ) it holds that vi ⇡ (x(i) µ)/ . F0 = ). x = x̄ ˜ v̄ + ˜ v a. determination of the straight line: least-squares approach Xn ` ´2 ! x(i) a bvi = min .g. estimator of µ : x̄ ˜ v̄ . F0 known with expectation 0 and variance 1 (e.

04 ● ● ●● ●● ●● ●● ●● ●●● ● ●● ●●●● ● ● ● ● ●● ● ● ● ●● ● ● ● ● ● ● ● ● ● ●● 0.12.2003 (# 499) 43 / 53 .000796 0. Introduction to Statistical Inference Returns of the WIG-Index Normal Q−Q Plot Student t (5 df) Q−Q Plot 0.000796 ● ● ●● ● ● ●● ● ● ● ●● ● ● rWIG ●● ● ● ● ● ● ● 0.02 ● ●● ● ●● ● ● ●● ● ● ● ● ● ● ● ● ● ● ● ● ●● ● ● ●● ● ● ● ● ●● Sample Quantiles ● ● ● ● ● ● ●● ● ● ●● ● ● ●● ● ● ●● ● ● ● ● ● ● ●● ● ● ●● ● ●● ●● ● ● ●● ● ● ● ●● ● ●● 0. s = 0. s = 0.12. Industrial Statistics 1.0119 0.02 0.000796.0119 x̄ = 0.04 0.00 ● ● ●● ● ●● ●● ● ● ● ●● ● ● ●● ● ●● ● ●● ● ● ● ●● ● ● ●● ● ● ● ●● ● ● ●● ● ● ●● ● ● ● ●● ●● ● ● ● ● ● ● ●● ● ● ●● ● ● ● ● ● ●● ● ● ●● ● ●● ● ● ● ● ●● ● ● ● ● ●● ● ● ●● ● ● ●● ● ● ●● ●● ● ●● ● ● ● ● ● ●● ● ● ●● ● ●● ● ● ● ● ● ● −0.2002 – 31.0120 time period: 01.01.2003 (# 499) time period: 01.0120.012 0.00 ● 0.04 −3 −2 −1 0 1 2 3 −4 −2 0 2 4 Theoretical Quantiles v “ ” “ ” p vi = 1 i 1/2 vi = t5 1 i 1/2 / 5/(5 2) n n x̄ = 0. ˜ = 0.02 −0.0120. ˜ = 0.04 −0.2002 – 31.01.02 ● ● ● ●● ● ●● ● ● ● ●● ● ●● ● ● ●● ● ● ●● ● ● ●● ●● ● ●● ●● ● ●● ●● ● ●●● ●● ●● ●● ●● ●● ● ●● ● ●● ● ● −0.000796.

shapiro. % is close to 1). Example: We consider the mean annual rainfall data from Australia considered above.2. Introduction to Statistical Inference Test of Shapiro and Wilk on Normality “ ” x µ assumption: Let F0 = . F (x) = ..test(x) We get W = 0. Thus the normal assumption is not rejected.9536 and a P-value of 0. These points should roughly lie on a straight line if H0 is valid (the absolute value of . problem: The distribution of D⇤ does not depend on F0 ! 44 / 53 . i. W is an estimator of %2 .e.c(499... x(i) . Modified Test of Kolmogorov on Normality ˛ ` ´˛˛ ˛ test statistic: D⇤ = sup ˛Fˆn (x) (x X̄)/S ˛ x2R If D⇤ > c⇤ then H0 is rejected. “ ” 1` ´ motivation: consider the points (i 1/2)/n . Industrial Statistics 1. n !2 X ` ´ ` ´ 1 X(i) X̄ (i 1/2)/n i=1 test statistic: W = n n X ` ´2 X ` ´2 1 X(i) X̄ (i 1/2)/n i=1 i=1 If W < c then H0 is rejected. program x <.).4248.

Overview: Goodness-of-Fit Tests .

. ˘min +1. M. . `N ´ N 2 {1. N N N N 1 n H(N. . 2. .} m 2 {0. . . . 1. N } m 2 {mmin .} 46 / 53 . 1. . Industrial Statistics 1. . . . . mmax := min{n. m¯ mmin := max 0. . n} `M ´`N M´ m n m M M N M N n hyper. . N }. . . . n) n 2 {1. 2. . n (N M ) . . . . . 2.}. p) m n 2 {1. n n geometric M 2 {0. . M } m Poisson e >0 P( ) m! m 2 {0. .} 1 1 p geometric p (1 p)m 1 0<p<1 G(p) p p2 m 2 {1. .6 Appendix discrete distributions probability mass parameter expectation variance function f (m) set 2 ` ´ µ = E(X) = E [X µ]2 “n” m n m binomial p (1 p) 0<p<1 np n p (1 p) B(n. m (bei N > 1) max }. Introduction to Statistical Inference 1. 1. . 2. .

Introduction to Statistical Inference continuous distributions density f parameter expectation variance set 2 µ = E(X) = E(X µ)2 1 a+b (b a)2 . U (a. x 2 [a. x 0 > 0. 2 ) x 1 1 f (x) = e . b) (x µ)2 1 2 p e 2 2 . x 0 >0 exponential 2 distr. >0 µ normal distr. x 2 IR µ 2 IR. r > 0 Gamma (r) 2 distr. 47 / 53 . Industrial Statistics 1. E( ) r r 1 x r r x e . b] 1 < a < uniform b a b<1 2 12 distr. 2⇡ 2 N (µ.

48 / 53 .) density f parameter set expectation variance 2 µ = E(X) = E(X µ)2 1 n 1 x n `n´ x2 e 2 . n 2N (n > 2) (n > 4) R1 (x) (y) Note that (x) = 0 exp( t)tx 1 dt and B(x. F -distr. B( m 2 . n 2 IN 0 (n > 1) (n > 2) t-distr. m. 22 2 2 n “ 2 ” n+1 2 1 + xn n p . n 2 IN n 2n 2 n -Vert. x > 0. n 2 ) n n 2 m (n 2)2 (n 4) Fm. 1/2) n n 2 (Student) tn (m/n)m/2 m “ m ” m+n n 2 n2 (m + n 2) 1 2 x 2 1+ x . B(n/2. Introduction to Statistical Inference continuous distributions (cont. y) = (x+y) . Industrial Statistics 1.n x 0. x 2 IR.

4573 0.0000 49 / 53 .7722 0.5244 0.1510 0.60 0.74 0.900 1.960 1.3867 0.4051 0.50 0.5982 0.7478 0.8416 0.9997 3.3263 0.2019 0.2816 0.56 0.79 0.9750 1.4677 0.3055 0.6449 0.54 0.955 1.9987 3.83 0.3408 0.7063 0.9290 0.9999 3.76 0.880 1.0357 0.9940 2.850 1.9930 2.9478 0.6968 0.9935 2.9995 3.58 0.4395 0.4316 0.81 0.9910 2.9800 2.8782 0.9889 0.8119 0.1947 0.4758 0.9900 2. ↵ = 1 ( z↵ ) and z↵ = (z↵ ) = z1 ↵.9945 0.0803 0.9993 3.8070 0.2533 0.1750 0.6954 0.9990 3.3455 0.945 1.8943 0.4324 0.64 0.80 0.9970 2.9998 3.890 1.70 0.9905 2.905 1.9945 2.66 0.915 1.2905 0.3722 0.3106 0.940 1.910 1.8064 0.1004 0.860 1.6433 0.9112 0.9985 2.9988 3.9996 3.5758 0.0115 0.5427 0.9920 2.0364 0.9986 2.965 1. Introduction to Statistical Inference Percentage Points of the Standard Normal Distribution Let z↵ = 1 (1 ↵) .9975 2.5401 0.935 1.8808 0.0537 0.9991 3.1701 0.9992 3.9700 1.9983 2.9980 2.9915 2.0902 0.4125 0.0502 0.9960 2.78 0.9154 0.840 0.8779 0.2265 0.3656 0.52 0.5141 0.9600 0.9850 2.0618 0.1264 0.9925 2.4838 0.9677 0.5121 0.925 1.870 1.1559 0.9955 2.7507 0.9984 2. Industrial Statistics 1.5548 0.72 0.3585 0.4089 0.9981 2.82 0.6521 0.9982 2.1214 0.9950 2.950 1.2389 0.62 0.920 1.9965 2.9994 3.7190 0.6121 0. 1 ↵ z↵ 1 ↵ z↵ 1 ↵ z↵ 1 ↵ z↵ 0.9989 3.5828 0.9542 0.68 0.3528 0.930 1.

612 3.088 2.101 2.609 3.032 5.845 3.143 3.131 250 1.169 4.084 2.651 1.662 1.632 3. Introduction to Statistical Inference Percentage Points of the t-distribution (tn.499 4.328 1.↵ = tn 1 (1 ↵)) 1 ↵ n 0.528 2.292 1.960 2.353 3.539 2.821 3.099 50 / 53 .690 2.947 3.819 3.650 1.145 2.717 2.725 2.000 2.025 12 1.341 2.182 3.508 2.291 1.679 2.650 1.592 3.990 2.807 3.711 2.886 2.374 2.131 2.785 8 1.645 q 1.299 1.601 3.341 1.849 6.330 1.078 6.450 30 1.440 1.729 2.356 1.449 2.264 2.009 2.397 1.282 1.205 2.306 2.345 1.898 3.721 2.337 2.664 1.145 200 1.201 2.323 1.95 0.624 2.099 2.109 2.284 1.423 2.321 1.147 2.681 3.895 31.878 3.457 2.671 2.678 3.173 5 1.976 2.012 3.998 3.183 2.211 80 1.576 3.281 50 1.708 2.925 22.893 6 1.381 2.093 2.943 2.303 1.060 2.930 13 1.214 2.120 2.064 2.99 0.021 2.385 35 1.447 2.262 2.567 2.583 3. Industrial Statistics 1.123 300 1.500 2.365 4.467 25 1.412 2.372 1.860 2.189 2.541 5.364 2.310 1.999 3.282 2.590 3.067 2.831 3.984 2.415 1.132 2.232 70 1.284 1.975 0.787 15 1. z is the percentage point of the standard normal distribution.797 3.650 3.133 2.398 2.895 2.326 2.967 2.318 1.093 2.403 2.821 63.552 21 1.657 318.301 1.602 2.061 2.968 2.761 2.999 1 3.734 2.787 3.042 2.596 3.316 1.228 2.333 2.167 2.↵ ⇡ n z .327 3 1.517 2.690 3.081 2.106 4.505 23 1.706 15.750 3.718 3.753 2.965 9.921 3.235 2.363 1.208 7 1.160 2.604 7.290 1.485 2.676 2.325 1.390 2.080 2.638 2.314 12.123 2.340 40 1.172 2.333 1.482 4.501 9 1.492 2.069 2.579 20 1.533 2.195 90 1.294 1.527 22 1.610 19 1.852 14 1.684 2.966 2.776 2. B.771 2.309 2 1.319 1.215 4 1.355 4.286 1.303 4.972 2.074 2.639 3.796 2.977 3.476 2.060 2.896 3.987 2.306 1.179 2.114 1 1.307 45 1.183 100 1.518 2.118 350 1.030 2.733 16 1.747 4.861 3.383 1.197 2.249 2.649 1.653 1.359 2.920 4.485 24 1.841 10.746 2.626 3.697 2.054 2.296 1.351 2.055 3. 350 1.764 3.063 2.995 0.782 2.285 1.667 1.660 1.552 2.756 3.660 3.328 2.583 2. n 2 ↵ ↵ z.571 2.224 2.065 2.9 0.833 2.724 3.014 2.086 2.110 2.090 For large values of n it holds that tn.707 5.704 3.969 2.655 1.115 2.438 2.297 10 1.994 2.339 2.350 1.368 2.177 2.261 60 1.365 2.337 1.740 2.287 1.648 3.144 11 1.812 2.303 2.98 0.174 150 1.714 2.015 2.250 4.286 1.345 2.646 18 1.686 17 1.072 2.

991 7.56 38.564 8.66 23.49 33 17.226 6.89 31 15.605 5.004 0.12 29.49 48.96 22.262 7.40 26.31 16.87 31.92 24.03 23.63 55.229 6.210 3 0.59 13.37 60.89 38 20.490 13.60 40.11 43.49 56.19 20 8.65 26.304 18.40 13.86 25.53 20.81 22.99 28.85 32.69 41 22.44 28.51 29.12 14.575 5.260 9.711 1.05 17.14 30.54 26.14 13.86 12.99 67.348 11.23 21.000 0.404 5.15 27.49 20.11 36.85 15.29 23 10.48 53.34 63.578 17.72 49.74 40.14 15 5.93 18.180 2.98 50.02 14.408 7.79 19.016 2.064 7. Introduction to Statistical Inference Percentage Points of the 2 -distribution ( 2 n.26 16.41 34.34 4 0.36 24.042 19.79 18.168 14.629 6.261 8.67 10 2.90 48.20 13.38 17.56 64.02 21. Industrial Statistics 1.61 33.088 2.36 42.95 0.36 18.07 22.21 11 3.21 51.31 26 12.48 23.66 33.23 59.90 61.95 42 23.68 26.20 30.75 47.00 17 6.211 4.07 19.17 37.64 47.06 49.672 10.99 48.43 41.69 14 4.19 46.14 32.43 26.33 29.20 11.71 19.55 21.05 51.99 1 0.015 8.45 16.68 21.16 39 21.892 7.646 2.43 23.51 20.85 32.65 25.96 28 13.01 18.87 23.92 41.41 31.59 14.91 25.378 9.51 61.812 6.21 43 24.76 59.94 60.57 58.29 20.31 25.26 43.547 22.04 30.23 52.236 11.12 62.35 57.73 54.239 1.91 52.57 29.51 53.07 16.145 1.009 5.20 36.19 49.05 0.488 11.96 31.16 24.83 15.06 35 18.58 16 5.20 68.22 13 4.11 43.65 27.38 37.42 39.09 6 0.46 48.28 29 14.28 5 0.74 27.733 3.17 38.31 20.56 45.312 23.28 21.833 12.58 46.05 20.44 58.34 14.81 21.97 56.99 18.19 32 16.62 37 19.690 2.07 26.68 16.15 18.107 5.20 50.37 30.81 33.231 9.79 28.390 10.706 3.558 3.204 10.09 24.635 2 0.12 61.40 50.60 51.93 22 9.77 27.700 3.72 12 3.81 55.27 25.09 9 2.30 28.19 55.790 21.54 19.053 3.89 41.78 40.98 25 11.85 12.64 12.28 19.297 0.27 42.98 12.49 30.59 30 14.24 29.34 44.47 34.06 23.815 9.92 45.42 44.59 30.41 69.962 9.21 27.69 13.251 7.025 0.115 0.78 34 17.29 35.51 17.65 44.64 27 12.65 40.325 4.484 0.67 59.216 0.34 26.167 2.907 10.80 46.84 15.237 1.36 15.70 28.09 14.77 54.95 16.56 15.80 53.19 33.53 34.57 22.57 16.865 15.69 22.77 46.831 1.88 14.30 62.38 56.816 4.81 19 7.07 12.88 24.92 36.051 0.940 4.610 9.841 5.01 35.66 54.09 42.975 0.08 41.00 54.92 19.71 45 25.66 65.67 35.635 2.001 0.96 51 / 53 .00 27.↵ = n 1 (1 ↵)) 1 ↵ df 0.542 10.897 10.11 24.77 39.57 21 8.34 23.88 27.95 56.908 7.48 38.36 52.47 24.94 37.352 0.34 49.584 6.024 6.872 1.103 0.571 4.85 36.90 28.81 7 1.46 44 25.95 44.09 58.43 40 22.779 9.00 28.79 32.61 16.64 24 10.9 0.247 3.571 7.01 0.52 13.554 0.12 11.48 64.020 0.62 32.633 8.20 57.28 11.591 10.66 17.48 8 1.660 5.41 18 7.34 36 19.1 0.78 66.

5 170.96 32.2 204.8 900 804.8 384.0 373.7 500 429.60 47.3 307.8 293.0 352.4 439.6 652.44 48 28.74 55.3 896.8 140.9 604.1 95 65.9 540.9 269.95 60.82 89.42 29.5 879.44 48.5 124.0 156.9 335.2 414.95 0.04 66.64 62.1 669. ↵ df 0.39 64.22 74.93 36.57 36.8 827.6 1006 1023 1037 1054 1000 898.9 447.7 320.7 866.1 212.9 449.4 534.3 317.0 100 70.3 190.4 722.87 86.9 592.82 113.6 163.70 100.97 84.7 150.6 360 300.4 80 53.6 179.29 107.58 101.6 135.2 556.94 56.15 60.2 918.2 790.8 345.88 79.9 260.6 316.91 65.3 85 57.8 340 282.9 130.025 0.2 146.8 106.6 174.3 200 156.7 522.9 260 209.6 710.5 215.9 985.8 341.63 61.1 394.7 168.93 82.8 412.4 846.55 33.8 843.4 223.5 196.75 33.3 219.0 109.5 736.3 126.45 100.18 94.9 880.5 866.0 241.94 31.0 326.8 327.48 40. Introduction to Statistical Inference 2 Percentage Points of the -distribution – cont.0 161.79 91.9 628.7 775.6 185.7 948.22 77.7 128.80 73.8 970.8 168.17 69.92 91.2 289.4 135.48 43.6 943.1 124.8 193.46 74.9 630.2 851.47 129.02 100.5 309.62 71.92 73.7 193.08 83.46 82.0 771.90 69.0 118.15 55 33.4 208.1 563.5 510.5 700.17 67.5 650 569.2 90 61.2 436.3 129.77 64.8 500.16 31.5 277.8 683.3 380 318.6 181.9 359.7 450 383.22 100.3 290.0 403.2 591.36 34.36 118.4 749.42 76.9 217.3 818.9 106.0 393.0 280 227.1 331.0 201.45 50.68 49 28.6 507.0 253.0 850 757.4 120 86.1 401.6 903.8 137.0 215.13 73.30 88.6 639.0 271.82 72.0 1002 950 851.1 284.06 68.6 113.54 57.2 346.6 263.6 112.5 242.5 112.9 723.78 102.00 67.8 700 615.6 288.6 153.8 144.9 576.1 310.8 180 138.39 64.6 447.8 194.8 186.40 79.6 247.22 58.4 349.3 797.3 279.5 354.5 435.7 240 192.1 783.1 107.05 59.1 581.4 140 104.96 42.4 220 174.7 118.4 268.1 190 147.01 0.1 165.0 234. Industrial Statistics 1.8 831.9 676.38 65 41.8 658.18 30.53 95.0 488.3 468.1 459.31 77.4 75 49.6 306.1 644.1 1058 1075 1090 1107 52 / 53 .50 71.4 118.06 96.33 85.975 0.8 226.0 227.3 927.0 199.8 151.99 46 26.0 544.0 157.5 183.1 600 522.3 104.6 152.7 371.0 205.57 95.0 328.9 605.27 35.6 140.6 364.29 60 37.1 400 337.9 320 264.8 110 78.5 550 475.2 230.5 735.4 762.3 255.1 118.8 150 112.1 954.0 800 709.20 47 27.05 0.0 687.7 212.5 170 130.2 338.71 32.82 62.69 63.4 381.0 814.44 34.8 123.8 362.6 457.34 70.8 405.0 130 95.52 77.6 298.2 160 121.76 51.2 696.5 894.9 204.76 37.1 135.9 914.5 748.1 238.42 70 45.9 131.0 750 662.06 74.1 272.8 146.5 425.2 159.9 932.7 109.2 250.1 113.8 298.4 162.79 91.08 59.28 96.10 35.7 231.1 415.65 69.02 73.2 393.83 66.8 800.2 223.19 46.1 249.66 29.48 52.0 300 246.9 147.2 180.3 172.7 159.1 0.40 38.75 65.7 426.0 122.92 50 29.9 553.8 486.7 119.9 0.38 82.44 44.75 68.7 616.53 90.9 496.9 235.3 174.5 140.

324 2.809 2.655 1.660 1.326 5.439 1.325 1.739 1.999 1.181 2.557 20 61.158 2.358 1.770 2.05 9.937 1.377 1.78 9.527 1.680 1.662 1.196 2.117 1.321 2.469 2.086 1.360 3.763 1.453 3.463 5.01 9.24 9.392 1.344 1.↵ = Fm.573 1.108 2.924 1.061 2.748 1.090 1.732 9 59.049 1.526 1.782 3.257 3.370 2.778 3.726 2.779 2.927 1.797 1.670 1.392 5.545 4.845 1.979 3.961 2.461 2.845 1.480 5.335 1.703 2.483 5.728 2.552 1.912 1.074 2.107 3.760 1.793 1.197 2.762 2.785 1.817 1.276 2.589 2.364 1.323 2.151 3.333 2.310 90 63.091 2.318 1.382 1.073 2.538 1.332 1.587 1.769 2.520 3.348 2.339 2.667 1.725 2.955 3.695 2.722 1.273 2.174 2.380 2.975 2.218 2.140 2.26 9.997 1.132 2.780 3.707 1.361 2.135 2.252 3.668 2.202 2.650 1.568 1.983 2.126 2.316 2.447 1.160 3.48 9.365 1.937 2.87 9.936 3.603 1.667 1.555 2.677 1.343 4.500 2.62 9.184 3.526 5.464 2.1 ↵ n m 1 2 3 4 5 6 7 8 9 10 15 20 30 40 50 60 70 80 90 100 1 39.756 2 49.795 3.340 2.154 2.208 2.382 50 62.589 2.m.834 7 58.285 4.793 1.875 1.663 15 61.844 3.487 5.443 1.931 1.157 2.871 2.523 2.467 1.388 1.1 Note that: Fm.200 3.484 5.813 2.298 2.455 1.321 80 62.543 1.361 2.924 2.738 1.829 1.207 2.605 2.723 1.836 2.243 5.502 1. here: ↵ = 0.395 1.760 1.512 1.708 1.339 2.155 3.785 2.n.374 1.309 4.506 1.841 1.793 1.060 3.238 2.503 1.383 2.87 8.746 2.040 1.486 5.497 2.381 5.762 2.143 3.84 9.538 4.355 60 62.016 2.808 1.514 2.418 1.321 1.304 1.780 3.884 1.606 1.440 2.790 3.413 1.059 1.380 2.441 1.802 1.835 2.693 2.n.781 2.791 2.144 3.966 1.249 2.189 2. Industrial Statistics 1.168 3.589 3.113 3.412 1.946 1.162 5.827 2.391 1.31 9.230 3.690 1.255 2.522 2.463 3.927 1.293 5.483 1.752 2.087 1.363 2.804 1.457 1.119 1.756 2.312 1.425 5.819 1.095 1.794 1.849 1.28 9.334 1.347 2.356 3 53.244 1.395 1.147 2.293 53 / 53 .819 1.462 4.873 1.881 2.403 1.008 2.541 1.574 1.551 2.776 3.883 2.465 1.208 2.325 3.786 3.336 70 62.155 1.873 1.476 1.804 3.129 2.402 1.191 3.158 2.95 9.24 9.958 2.860 1.361 1.055 2.806 2.538 2.377 2.132 1.000 5.006 2.289 3.52 9.605 1.349 5.849 1.192 2.504 2.895 1.749 2.796 1.350 1.285 3.226 2.266 3.775 1.619 3.817 3.561 2.921 1.441 5.840 1.711 1.010 3.632 2.972 1.702 1.434 1.146 3.↵ = F 1 n.440 2.494 30 62.n 1 (1 ↵)).367 5.358 1.472 5.458 3.738 1.027 2.57 9.372 1.424 1.232 2.507 1.164 2.346 1.624 2.489 2.611 2.139 4 55.146 2.201 1.414 2.177 2.404 3.041 2.425 2.90 9.142 2.513 1.240 3.142 3.91 9.301 100 63.490 2.920 3.328 2.423 40 62.100 1. Introduction to Statistical Inference Percentage Points of the F -distribution (Fm.627 1.002 5 57.595 2.778 8 59.412 2.800 2.564 1.107 1.393 2.391 4.437 1.906 6 58.691 1.519 1.505 2.297 2.73 9.752 2.965 1.432 1.870 3.014 2.980 1.535 2.729 1.091 1.695 10 60.477 5.924 2.368 3.508 2.342 1.416 2.051 3.828 1.97 9.