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Exercises
Chapter 2.
1, a. p, = 0.634;
1, b. s = 0.017; the estimate of u using the sampIe range is fT = 0.06/3.472 =
0.017;
1, c. Q = (0.61- 0.60)/0.06 = 0.167 < 0.338. The minimal sampIe value is not
an outlier.
1, d. The 0.95 confidence interval on JI. is [0.6246,0.6434]
1, e. h = O.01,s/h = 1.7. It is satisfactory
2. Solution. Y '" N(150,u = 15). P(145 < Y < 148) = P((145 - 150)/15 <
(Y - 150)/15 < (148 - 150)/15) = 41(-0.133) - 41(-0.333) = 41(0.333) -
41(0.133) = 0.630 - 0.553 = 0.077.
Chapter 3
1. The sam pIe averages are Xl = 3200.1, X4 = 3359.6. The sampIe variances are
s~ = 2019.4, s~ = 5984.6. Assuming equal variances, the T-statistic for testing
Jl.1 = Jl.4 against Jl.1 < Jl.4 equals -3.99, which is smaller than to.oos(8). We
reject the null hypothesis.
2. For Table 4.1 we obtain the maximal variance for day 4, s~ = 52.29, and the
minimal s~ = 8.51 for day 1. Hartley's statistic equals 6.10, which is less than
the 0.05 critical value of 33.6 for 4 sampIes and 7 observations in each sampIe.
The null hypothesis is not rejected.
Chapter 4
1. The average range per cell is 0.0118. It gives fT: = 0.0070. This is in elose
agreement with fT e = 0.0071 obtained in Sect. 4.4.
134 ANSWERS AND SOLUTIONS TO EXERCISES
Chapter 6
1. Exactlyas in the case of constant variance,
Vir[p] = Kv /8 zz •
and substitute them in the expression for Var[x*].
5. If 'ih = (yi! + ... + Yik,)/ki, then VarWi] = Var[Y]i1]/ki. Compare this with
(6.2.3): Wi = ki'
6. Compute from the data in Table 6.3 that D2 = L:=l (Yi - 36 - 0.44Xi)2/3 =
146.4. Use (6.3.15) and (6.3.16) to calculate that P = 0.444 and Q = 6738.2.
Substitute the values of D 2 ,>.,P,P,Q,fj = 180 and y into (6.3.17). The result
is Var[x] ~ 964.1.
Chapter 8
1. Answer: ii = 29°56'; P= 56°18'.
2. Solution. Vir[a] = (al - (2)2 /2 = 342/2 = 578. Similarly, Vir[ß] = 202/2 =
200, and Vir["Y] = 242/2 = 288.
135
4. Solution. With probability 0.1 the result will be -1, with probability 0.5 it
will be zero, and with the remaining probability 0.4 it will be + 1. So, the mea-
surement result will be a discrete random variable Y*, with E[Y*] = 0.1( -1) +
0.5·0+ 1·0.4 = 0.3. Var[Y*] = 0.1· (_1)2 +0.4· (1 2) -0.32 = 0.5-0.09 = 0.41.
cP(x)
1
= ..,I2ii jZ exp[-v 2 j2]dv
271" -00
Hundredth parts of x
x 0 1 2 3 4 5 6 7 8 9
0.0 0.5000 0.5040 0.5080 0.5120 0.5160 0.5199 0.5239 0.5279 0.5319 0.5359
0.1 0.5398 0.5438 0.5478 0.5517 0.5557 0.5596 0.5636 0.5675 0.5714 0.5753
0.2 0.5793 0.5832 0.5871 0.5910 0.5948 0.5987 0.6026 0.6064 0.6103 0.6141
0.3 0.6179 0.6217 0.6255 0.6293 0.6331 0.6368 0.6406 0.6443 0.6480 0.6517
0.4 0.6554 0.6591 0.6628 0.6664 0.6700 0.6736 0.6772 0.6808 0.6844 0.6879
0.5 0.6915 0.6950 0.6985 0.7019 0.7054 0.7088 0.7123 0.7157 0.7190 0.7224
0.6 0.7257 0.7291 0.7324 0.7357 0.7389 0.7422 0.7454 0.7486 0.7517 0.7549
0.7 0.7580 0.7611 0.7642 0.7673 0.7703 0.7734 0.7764 0.7794 0.7823 0.7852
0.8 0.7881 0.7910 0.7939 0.7967 0.7995 0.8023 0.8051 0.8078 0.8106 0.8133
0.9 0.8159 0.8186 0.8212 0.8238 0.8264 0.8289 0.8315 0.8340 0.8365 0.8389
1.0 0.8413 0.8438 0.8461 0.8485 0.8508 0.8531 0.8554 0.8577 0.8599 0.8621
1.1 0.8643 0.8665 0.8686 0.8708 0.8729 0.8749 0.8770 0.8790 0.8810 0.8830
1.2 0.8849 0.8869 0.8888 0.8907 0.8925 0.8944 0.8962 0.8980 0.8997 0.9015
1.3 0.9032 0.9049 0.9066 0.9082 0.9099 0.9115 0.9131 0.9147 0.9162 0.9177
1.4 0.9192 0.9207 0.9222 0.9236 0.9251 0.9265 0.9279 0.9292 0.9306 0.9319
1.5 0.9332 0.9345 0.9357 0.9370 0.9382 0.9394 0.9406 0.9418 0.9429 0.9441
1.6 0.9452 0.9463 0.9474 0.9484 0.9495 0.9505 0.9515 0.9525 0.9535 0.9545
1.7 0.9554 0.9564 0.9573 0.9582 0.9591 0.9599 0.9608 0.9616 0.9625 0.9633
1.8 0.9641 0.9649 0.9556 0.9664 0.9671 0.9678 0.9686 0.9693 0.9699 0.9706
1.9 0.9713 0.9719 0.9726 0.9732 0.9738 0.9744 0.9750 0.9756 0.9761 0.9767
2.0 0.9772 0.9778 0.9783 0.9788 0.9793 0.9798 0.9803 0.9808 0.9812 0.9817
2.1 0.9821 0.9826 0.9830 0.9834 0.9838 0.9842 0.9846 0.9850 0.9854 0.9857
2.2 0.9861 0.9864 0.9868 0.9871 0.9875 0.9878 0.9881 0.9884 0.9887 0.9890
2.3 0.9893 0.9896 0.9898 0.9901 0.9904 0.9906 0.9909 0.9911 0.9913 0.9916
2.4 0.9918 0.9920 0.9922 0.9925 0.9927 0.9929 0.9931 0.9932 0.9934 0.9936
2.5 0.9938 0.9940 0.9941 0.9943 0.9945 0.9946 0.9948 0.9949 0.9951 0.9952
2.6 0.9953 0.9955 0.9956 0.9957 0.9959 0.9960 0.9961 0.9962 0.9963 0.9964
2.7 0.9965 0.9966 0.9967 0.9968 0.9969 0.9970 0.9971 0.9972 0.9973 0.9974
2.8 0.9974 0.9975 0.9976 0.9977 0.9977 0.9978 0.9979 0.9979 0.9980 0.9981
2.9 0.9981 0.9982 0.9982 0.9983 0.9984 0.9984 0.9985 0.9985 0.9986 0.9986
3.0 0.9987
For negative values of x, cP(x) =
1 - cP( -x). For example, let x = -0.53. Then
= =
cP( -0.53) 1 - cP(0.53) 1 - 0.7019 0.2981. =
Appendix B: Quantiles of
the Chi-Square Distribution
iI2 Q 1 2 3 4 5 6 7 8 9 10 15 20
1 0.050 161.4 199.5 215.7 224.6 230.2 234.0 236.8 238.9 240.5 241.9 245.9 248.0
1 0.025 647.8 799.5 864.2 899.6 921.8 937.1 948.2 956.7 963.3 968.6 984.9 997.2
1 0.010 4052 4999 5403 5625 5764 5859 5928 5981 6022 6056 6157 6209
1 0.005 16211 19999 21615 22500 23056 23437 23715 23925 24091 24224 24630 24836
2 0.050 18.51 19.00 19.16 19.25 19.30 19.33 19.35 19.37 19.38 19.40 19.43 19.45
2 0.025 38.51 39.00 39.17 39.25 39.30 39.33 39.36 39.37 39.39 39.40 39.43 39.45
2 0.010 98.50 99.00 99.17 99.25 99.30 99.33 99.36 99.37 99.39 99.40 99.43 99.45
2 0.005 198.5 199.0 199.2 199.2 199.3 199.3 199.4 199.4 199.4 199.4 199.4 199.4
3 0.050 10.13 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.70 8.66
3 0.025 17.44 16.04 15.44 15.10 14.88 14.73 14.62 14.54 14.47 14.42 14.25 14.17
3 0.010 34.12 30.82 29.46 28.71 28.24 27.91 27.67 27.49 27.35 27.23 26.87 26.69
3 0.005 55.55 49.80 47.47 46.19 45.39 44.84 44.43 44.13 43.88 43.69 43.08 42.78
4 0.050 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.86 5.80
4 0.025 12.22 10.65 9.98 9.60 9.36 9.20 9.07 8.98 8.90 8.84 8.66 8.56
4 0.010 21.20 18.00 16.69 15.98 15.52 15.21 14.98 14.80 14.66 14.55 14.20 14.02
4 0.005 31.33 26.28 24.26 23.15 22.46 21.97 21.62 21.35 21.14 20.97 20.44 20.17
5 0.050 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.62 4.56
5 0.025 10.01 8.43 7.76 7.39 7.15 6.98 6.85 6.76 6.68 6.62 6.43 6.33
5 0.010 16.26 13.27 12.06 11.39 10.97 10.67 10.46 10.29 10.16 10.05 9.72 9.55
5 0.005 22.78 18.31 16.53 15.56 14.94 14.51 14.20 13.96 13.77 13.62 13.15 12.90
6 0.050 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 3.94 3.87
6 0.025 8.81 7.26 6.60 6.23 5.99 5.82 5.70 5.60 5.52 5.46 5.27 5.17
6 0.010 13.75 10.92 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.56 7.40
6 0.005 18.63 14.54 12.92 12.03 11.46 11.07 10.79 10.57 10.39 10.25 9.81 9.59
7 0.050 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.51 3.44
7 0.025 8.07 6.54 5.89 5.52 5.29 5.12 4.99 4.90 4.82 4.76 4.57 4.47
7 0.010 12.25 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.31 6.16
..-
7 0.005 16.24 12.40 10.88 10.05 9.52 9.16 8.89 8.68 8.51 8.38 7.97 7.75 .j::..
.....
1/1
1 2 3 4 5 7 20
......
112 a 6 8 9 10 15 ~
8 0.050 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.22 3.15 N
8 0.025 7.57 6.06 5.42 5.05 4.82 4.65 4.53 4.43 4.36 4.30 4.10 4.00
8 0.010 11.26 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.52 5.36
8 0.005 14.69 11.04 9.60 8.81 8.30 7.95 7.69 7.50 7.34 7.21 6.81 6.61
9 0.050 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.01 2.94
9 0.025 7.21 5.71 5.08 4.72 4.48 4.32 4.20 4.10 4.03 3.96 3.77 3.67
9 0.005 10.56 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 4.96 4.81
9 0.001 13.61 10.11 8.72 7.96 7.47 7.13 6.88 6.69 6.54 6.42 6.03 5.83
10 0.050 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.85 2.77
10 0.025 6.94 5.46 4.83 4.47 4.24 4.07 3.95 3.85 3.78 3.72 3.52 3.42
10 0.010 10.04 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.56 4.41
10 0.005 12.83 9.43 8.08 7.34 6.87 6.54 6.30 6.12 5.97 5.85 5.47 5.27
11 0.050 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.72 2.65
11 0.025 6.72 5.26 4.63 4.28 4.04 3.88 3.76 3.66 3.59 3.53 3.33 3.23
11 0.010 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.25 4.10
11 0.005 12.23 8.91 7.60 6.88 6.42 6.10 5.86 5.68 5.54 5.42 5.05 4.86
12 0.050 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.62 2.54
12 0.025 6.55 5.10 4.47 4.12 3.89 3.73 3.61 3.51 3.44 3.37 3.18 3.07
12 0.010 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.01 3.86
12 0.005 11.75 8.51 7.23 6.52 6.07 5.76 5.52 5.35 5.20 5.09 4.72 4.53
13 0.050 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.53 2.46
13 0.025 6.41 4.97 4.35 4.00 3.77 3.60 3.48 3.39 3.31 3.25 3.05 2.95
13 0.010 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 3.82 3.66
13 0.005 11.37 8.19 6.93 6.23 5.79 5.48 5.25 5.08 4.94 4.82 4.46 4.27
14 0.050 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.46 2.39
14 0.025 6.30 4.86 4.24 3.89 3.66 3.50 3.38 3.29 3.21 3.15 2.95 2.84
14 0.010 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.66 3.51
14 0.005 11.06 7.92 6.68 6.00 5.56 5.26 5.03 4.86 4.72 4.60 4.25 4.06
15 0.050 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.40 2.33
15 0.025 6.20 4.77 4.15 3.80 3.58 3.41 3.29 3.20 3.12 3.06 2.86 2.76
15 0.010 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.52 3.37
15 0.005 10.80 7.70 6.48 5.80 5.37 5.07 4.85 4.67 4.54 4.42 4.02 3.88
References
Devore, J.L. 1982. Probability and Statistics for Engineering and Sciences.
BrooksjCole Publishing Company, Monterey California.
144 REFERENGES
Miller, J.C. and J.N. Miller. 1993. Statistics for Analytical Chemistry, 3rd ed.
Ellis Hoorwood PTR Prentice Hall, New York.
Mitchell,T, Hegeman, V. and K.C. Liu. 1997. GRR methodology for destruc-
tive testing, in V. Czitrom and P.D. Spagon (eds), Statistical Case Stuaies for
Inaustrial Process Improvement, pp. 47-59. Society for Industrial and Applied
145
NIST Technical Note 1297. 1994. Guidelines for Evaluating and Expressing the
Uncertainty of NIST Measurement Results.
Pankratz, P.C. 1997. Calibration of an FTIR spectrometer for measuring car-
bon, in V. Czitrom and P.O. Spagon (eds), Statistical Gase Studies for Industrial
Process Improvement, pp. 19-37. Society for Industrial and Applied Mathemat-
ics and American Statistical Association.
Rabinovich, S. 2000. Measurement Errors and Uncertainties: Theory and Prac-
tice, 2nd ed. Springer, New York.
Vardeman, S.ß. and E.S. Van Valkenburg. 1999. Two-way random-effects anal-
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Index
sampIe t-test
- average 12 - degrees of freedom 44
- mean 12 - equal variances 47
- range 26,28,40 - null hypothesis, alternatives 45
- variance 12 - statistic 44
Sheppard correction 130 testing hypotheses in AN OVA 85
Sheppard's correction 13 two-factor balanced model
Shewhart's charts 32 - random effects 72
significance level 30 two-sample t-test 43
single-factor ANOVA 82
small a/h ratio 124 unbiased estimator of variance 14
sources of uncertainty uncertainty
- measurement errors 60 - in x for given y 96
special cause 32 - in x in calibration 111
special measurement scheme 124 - in measurements 4, 87
specific weight 1, 2 - in measuring specific weight 87
specification limits 25 - of atomic weights 25
speed of light, measurements 41 - of the measurement 6
standard deviation 11 uniform density 24
- of random error 37 uniform distribution 13,24, 132, 135
- of range 35 - mean and variance 13, 24
standard error 93 - of round-off errors 25
- in estimating atomic weight 93 use of calibration curve 96
- of aR&R 93 using ranges to estimate repeatability
- of the mean 17 82
standard normal density 19 using ranks in es 120
standard normal distribution 19
Statistix for regression 99 variance 11
Statistix software 53 - unbiased and consistent estimate
Statistix, use for ANOVA 76 12
sum of squares 130 variance of a sum of random variables
systematic and random errors 6 15,16
systematic error 6,7,11 variance of sum of squares in ANOVA
- in measurements 40 85
X bar chart 34
- performance 39