Professional Documents
Culture Documents
Engineers
Sixth Edition
Douglas C. Montgomery George C. Runger
Chapter 10
Statistical Inference for Two Samples
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Statistical Inference
10
CHAPTER OUTLINE
for Two Samples
10-1 Inference on the Difference in Means of 10-5.2 Hypothesis tests on the ratio of
Two Normal Distributions, Variances Known two variances
10-1.1 Hypothesis tests on the difference in means, 10-5.3 Type II error and choice of sample
size
variances known
10-5.4 Confidence interval on the ratio of
10-1.2 Type II error and choice of sample size
two variances
10-1.3 Confidence interval on the difference in
means, variance known
10-2 Inference on the Difference in Means of 10-6 Inference on Two Population
Two Normal Distributions, Variance Unknown Proportions
10-2.1 Hypothesis tests on the difference in means, 10-6.1 Large sample tests on the
variances unknown difference in population
10-2.2 Type II error and choice of sample size proportions
10-2.3 Confidence interval on the difference in 10-6.2 Type II error and choice of sample
means, variance unknown size
10-3 A Nonparametric Test on the Difference 10-6.3 Confidence interval on the
difference in population
in Two Means proportions
10-4 Paired t-Tests 10-7 Summary Table and
10-5 Inference on the Variances of Two Roadmap for Inference
Normal Populations Procedures for Two Samples
10-5.1 F distributions
2
Chapter 10 Title and Outline
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Case1: Inference on the Difference in Means of Two Normal Distributions,
Variances Known
Assumptions
1. Let X 11 , X 12 , K, X 1n1 be a random sample from population 1.
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 3
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Case1: Inference on the Difference in Means of Two Normal Distributions,
Variances Known
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 4
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
EXAMPLE 10-1 Paint Drying Time
A product developer is interested in reducing the drying time of a primer paint. Two
formulations of the paint are tested; formulation 1 is the standard chemistry, and
formulation 2 has a new drying ingredient that should reduce the drying time. From
experience, it is known that the standard deviation of drying time is 8 minutes, and
this inherent variability should be unaffected by the addition of the new ingredient.
Ten specimens are painted with formulation 1, and another 10 specimens are painted
with formulation 2; the 20 specimens are painted in random order. The two sample
average drying times are x 1 = 121 minutes and x 2 = 112 minutes, respectively. What
conclusions can the product developer draw about the effectiveness of the new
ingredient, using α = 0.05?
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 5
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
EXAMPLE 10-1 Paint Drying Time - Continued
5. Test statistic: The test statistic is
x1 − x 2 − 0
z 0 =
σ 12 σ 2
2
+
n1 n 2
where σ12 = σ 22 2
= (8) = 64 and n1 = n2 = 10.
7. Computations: Since x1 = 121 minutes and x2 = 112 minutes, the test statistic is
121 − 112
z0 = = 2 . 52
2 2
(8 ) +
(8 )
10 10
Interpretation: We can conclude that adding the new ingredient to the paint
significantly reduces the drying time.
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 6
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Case 1: Confidence Interval on a Difference in Means, Variances Known
σ12 σ 22 σ12 σ 22
x1 − x2 − z α/2 + ≤ µ1 − µ 2 ≤ x1 − x2 + z α / 2 + (10-7)
n1 n2 n1 n2
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 7
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
EXAMPLE 10-4 Aluminum Tensile Strength
Tensile strength tests were performed on two different grades of aluminum spars
used in manufacturing the wing of a commercial transport aircraft. From past
experience with the spar manufacturing process and the testing procedure, the
standard deviations of tensile strengths are assumed to be known. The data
obtained are as follows: n1 = 10, x1 = 87.6, σ1 = 1, n2 = 12, x2 = 74.5 , and σ2 = 1.5.
If µ1 and µ2 denote the true mean tensile strengths for the two grades of spars,
we may find a 90% confidence interval on the difference in mean strength µ1 − µ2
as follows:
σ 12 σ 22
x 1 − x 2 − z α /2 + ≤ µ1 − µ 2
n1 n2
σ 12 σ 22
≤ x1 − x 2 + z α / 2 +
n1 n2
(1 ) 2 (1 . 5 ) 2
87 . 6 − 74 . 5 − 1 . 645 + ≤ µ1 − µ 2
10 12
(1 2 ) (1 . 5 ) 2
≤ 87 . 6 − 74 . 5 + 1 . 645 +
10 12
12.22 ≤ µ1 − µ 2 ≤ 13.98
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 8
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Case 1: Confidence Interval on a Difference in Means, Variances Known
σ12 σ 22 (10-9)
µ1 − µ 2 ≤ x1 − x 2 + z α +
n1 n2
σ12 σ 22
x1 − x2 − z α + ≤ µ1 − µ 2 (10-10)
n1 n2
Sec 10-1 Inference on the Difference in Means of Two Normal Distributions, Variances Known 9
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Case 2: Hypotheses Tests on the Difference in Means, Variances
Unknown and Equal
2 2 2
Assumption: σ =σ =σ
1 2
We wish to test: H0: µ1 − µ2 = ∆0
H1: µ1 − µ2 ≠ ∆0
The pooled estimator of σ2, denoted by S 2p , is defined by
( n1 − 1) S12 + ( n 2 − 1) S 22 (10-12)
S 2p =
n1 + n 2 − 2
The quantity
X1 − X 2 − (µ 1 − µ 2 )
T =
1 1 (10-13)
S p +
n1 n2
Test statistic: X − X − ∆
1 2 0
T0 = (10-14)
1 1
S p +
n1 n2
Two catalysts are being analyzed to determine how they affect the mean yield of
a chemical process. Specifically, catalyst 1 is currently in use, but catalyst 2 is
acceptable. Since catalyst 2 is cheaper, it should be adopted, providing it does
not change the process yield. A test is run in the pilot plant and results in the
data shown in Table 10-1. Is there any difference between the mean yields? Use
α = 0.05, and assume equal variances.
1. Parameter of interest: The parameters of interest are µ1 and µ2, the mean
process yield using catalysts 1 and 2, respectively.
and
x1 − x 2 92 . 255 − 92 . 733
t0 = = = − 0 . 35
1 1 1 1
2 . 70 + 2 . 70 +
n1 n2 8 8
1 1
x 1 − x 2 − t α /2, n1 + n 2 − 2 sp +
n1 n2
(10-19)
1 1
≤ µ 1 − µ 2 ≤ x 1 − x 2 + t α /2, n1 + n 2 − 2 s p +
n1 n2
2 2
where s p = [( n1 − 1) s1 + ( n 2 − 1) s 2 ]/( n1 + n 2 − 2 ) is the pooled estimate of the
common population standard deviation, and t α /2, n 1 + n 2 − 2 is the upper α/2
percentage point of the t distribution with n1 + n2 - 2 degrees of freedom.
2 2
Assumption: σ ≠σ 1 2
n1 − 1 n2 − 1
n 1 − 1 n 2 − 1
2
(7 . 63 )2 (15 .3 )2
+
10 10
= = 13 .2 −~ 13
[(7 . 63 ) 2
/10 ]2
+
[(15 .3 ) 2
/10 ]
2
9 9
Sec 10-2 Hypotheses Tests on the Difference in Means, Variances Unknown 19
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
EXAMPLE 10-6 Arsenic in Drinking Water - Continued
x1 − x2 12.5 − 27.5
t0* = = = −2.77
s12 s22 (7.63) 2
(15.3) 2
+ +
n1 n2 10 10
Assumption : σ12 ≠ σ 22
2
If x 1 , x 2 , s 1 , and s 22 are the means and variances of two random samples of sizes
n1 and n2, respectively, from two independent normal populations with unknown
and unequal variances, an approximate 100(1 - α)% confidence interval on the
difference in means µ1 - µ2 is
where v is given by Equation 10-16 and tα/2,v the upper α /2 percentage point of the
t distribution with v degrees of freedom.
S 12 / σ 12
F = 2 2
S 2 /σ 2
Null hypothesis: H 0 : σ 12 = σ 22
2. Null hypothesis: H 0 : σ 12 = σ 22
2 2
3. Alternative hypothesis: H1 : σ1 ≠ σ 2
4. α = 0.05
Sec 10-5 Inferences on the Variances of Two Normal Populations 25
Copyright © 2014 John Wiley & Sons, Inc. All rights reserved.
Example 10-13 Semiconductor Etch Variability
s 12
5. Test statistic: The test statistic is f0 =
s 22
7. Computations: Because s12 = (1.96)2 = 3.84 and s22 = (2.13)2 = 4.54 , the test
statistic is
s12 3 .84
f0 = 2 = = 0 .85
s2 4 . 54
8. Conclusions: Because f0..975,15,15 = 0.35 < 0.85 < f0.025,15,15 = 2.86, we cannot
reject the null hypothesis H 0 : σ 12 = σ 22 at the 0.05 level of significance.
2
If s12 and s 2 are the sample variances of random samples of sizes n1 and
n2, respectively, from two independent normal populations with unknown
2
variances σ 1 and σ 22 , then a 100(1 − α)% confidence interval on the
ratio σ 12 /σ
σ 22 is
s12 σ 12 s12
f
2 1 − α /2, n 2 − 1 , n 1 − 1
≤ 2 ≤ 2 f α /2 , n 2 − 1 , n 1 − 1 (10-33)
s2 σ2 s2
where f α /2 , n 2 −1, n1 −1 and f1−α /2 , n2 −1, n1 −1 are the upper and lower α/2
percentage points of the F distribution with n2 – 1 numerator and n1 – 1
denominator degrees of freedom, respectively.
Assuming that the two processes are independent and that surface roughness is
normally distributed, we can use Equation 10-33 as follows:
s12 σ 12 s12
2
f 0 . 95 , 15 ,10 ≤ 2 ≤ 2 f 0 . 05 ,15 ,10
s2 σ2 s2
( 5 . 1) 2 σ 12 ( 5 . 1) 2
2
0 . 39 ≤ 2 ≤ 2
2 . 85
( 4 .7 ) σ2 ( 4 .7 )
σ1
0 . 678 ≤ ≤ 1 . 832
σ2
H 0 : p1 = p 2
H 1 : p1 ≠ p 2
Pˆ1 − Pˆ2 − ( p 1 − p 2 )
Z =
p 1 (1 − p 1 ) p 2 (1 − p 2 ) (10-34)
+
n1 n2
Null hypothesis: H 0 : p1 = p2
1. Parameter of interest: The parameters of interest are p1 and p2, the proportion of
patients who improve following treatment with St. John's Wort (p1) or the placebo (p2).
x1 + x2 19 + 27
pˆ = = = 0.23
n1 + n2 100 + 100
pˆ1(1 − pˆ1 ) pˆ 2 (1 − pˆ 2 )
pˆ1 − pˆ 2 − zα/2 +
n1 n2
pˆ1 (1 − pˆ1 ) pˆ 2 (1 − pˆ 2 )
≤ p1 − p2 ≤ pˆ1 − pˆ 2 + zα/2 + (10-41)
n1 n2
where zα/2 is the upper α/2 percentage point of the standard normal distribution.
pˆ 1 (1 − pˆ 1 ) pˆ 2 (1 − pˆ 2 )
pˆ 1 − pˆ 2 − z 0.025 +
n1 n2
pˆ 1 (1 − pˆ 1 ) pˆ 2 (1 − pˆ 2 )
≤ p1 − p 2 ≤ pˆ 1 − pˆ 2 + z 0.025 +
n1 n2
0.1176(0.8824) 0.0941(0.9059)
0.1176 − 0.0941 − 1.96 +
85 85
0.1176(0.8824) 0.0941(0.9059)
≤ p1 − p2 ≤ 0.1176 − 0.0941 + 1.96 +
85 85
This simplifies to
−0.0685 ≤ p1 − p2 ≤ 0.1155