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STATISTICAL ANALYSIS 115
4.1 Introduction
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116 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 117
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118 RESEARCH METHODS FOR ENGINEERS
Output
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STATISTICAL ANALYSIS 119
over the working range. In Figure 4.1, the sensitivity is the slope
of the straight line approximating the relationship between the
output and input.
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120 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 121
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122 RESEARCH METHODS FOR ENGINEERS
4.3 One-dimensional
statistics
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STATISTICAL ANALYSIS 123
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124 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 125
n
xi
i=1
x= , (4.3)
n
n
(xi − x)2
i=1
S= . (4.4)
n−1
μ ∼
= χ, (4.5)
∼ n
σ =S S. (4.6)
n−1
From the normal distribution, the best estimate of the mean value
of the population is x and there is a 95% chance that any value x
measured lies inside the range μ − 2σ < x < μ + 2σ . Note that
while μ can have any value (i.e. either positive or negative), the
standard deviation is always positive (i.e. σ > 0).
The normal distribution shown in Figure 4.2 has been scaled
such that μ = 0 and σ = 1. Usually the mean value of a popula-
tion is not zero and the standard deviation is not unity. In order
to calculate the probability of obtaining particular values in a
normally distributed data set, it is common to transform that data
set so that μ and σ are zero and unity respectively. Any value of
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126 RESEARCH METHODS FOR ENGINEERS
x −μ
z= . (4.7)
σ
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STATISTICAL ANALYSIS 127
■ The mean value is very close to zero and negative values are not
possible in the data set.
■ The distribution is skewed about the mean. This is defined
numerically as the skewness of the population.
■ The μ ± 2σ range of values do not contribute 95% of the
probability. This is numerically defined as the kurtosis of the
population.
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128 RESEARCH METHODS FOR ENGINEERS
N
(xi − μ)4
i=1
k= . (4.9)
(N − 1)σ 4
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STATISTICAL ANALYSIS 129
will be different from the lower 2.5% limit. The techniques out-
lined in the following sections can still be applied but must be
carried through with different upper and lower error bounds.
In MS Excel, the skewness and kurtosis can be determined using
the descriptive statistics tool. In Matlab the functions are kurtosis
and skewness.
Note that all of the units must be the same. That is the units of y
must be the same as the units of xi and xj .
If two values are divided or multiplied: xi ± 2σ i and xj ± 2σ j ,
then the result y is given by
σi 2
2
xi xi σj
y= ± 2 + . (4.11)
xj xj xi xj
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130 RESEARCH METHODS FOR ENGINEERS
4.3.2 t test
In some experimental investigations it is important to know if two
populations are likely to be sample populations selected from the
same global population. This type of one-dimensional question
can be addressed using a t test (sometimes referred to as Student’s
t test). The test is most applicable when the standard deviations
are very large in comparison to the likely changes or differences
between the two mean values.
There are two main types of t test:
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STATISTICAL ANALYSIS 131
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132 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 133
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134 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 135
8:55 1.58
8:57 1.60
8:58 1.63
9:01 1.63
9:05 1.62
9:06 1.62
9:07 1.62
9:08 1.63
9:11 1.63
9:12 1.66
9:13 1.62
9:15 1.62
9:18 1.61
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136 RESEARCH METHODS FOR ENGINEERS
What has not yet been discussed is whether the time is an impor-
tant parameter in these measurements. There is a possibility that
the river height is a function of time. A two-dimensional analysis
is required.
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STATISTICAL ANALYSIS 137
4.4 Two-dimensional
statistics
h = mt + h0 , (4.12)
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138 RESEARCH METHODS FOR ENGINEERS
and
n
2
Qm = hi − h (4.15)
i=1
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STATISTICAL ANALYSIS 139
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140 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 141
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142 RESEARCH METHODS FOR ENGINEERS
FIGURE 4.4 River height plotted as a function of the time of day during
a flood (Table 4.1 data). The dashed line indicates the best fit straight line
(linear regression line), and the continuous line is the quadratic best fit.
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STATISTICAL ANALYSIS 143
Following the suggestion that the river rise and fall might
have different time scales, a cubic polynomial might show a
stronger relationship. With r2 = 0.498 the cubic polynomial fit
has marginally improved the RMS error.
Increasing the order of the polynomial fit should increase the
value of r2 because more unknowns are involved. In the limit,
a polynomial of order n, where n is the number of data points,
should result in a perfect fit as all data points will lie on the line.
Unfortunately this adds little to an explanation of the situation.
Step 3: This requires a further examination of the highest data
point of 1.66 m recorded at time 9:12 am. In this case one can
evaluate the probability that this point is a member of the mea-
sured data set. If this can be proved statistically, then this single
value may be excluded from the data set, and the mean and stan-
dard deviation can be recalculated. The z-score for this excluded
point can be calculated to determine the probability that it is a
member of the data set.
The new mean value and its associated error without the
9:12 am data point result is h2 = 1.62 + 0.03 m. While the
change from the previous mean does not appear significant, if
the value is correct, then the impact on the analysis and the com-
munity downstream can be very severe. The z-score for h2 =
1.66 m is z = −2.87 and the probability that this is part of the
random variations in the population is 0.008 or 0.8%. This result
suggests that the probability of this single data point being part
of the total population is less than 1%. Perhaps this much higher
river height reading can be attributed to human error or an abnor-
mally high wave passing the gauge.
The major conclusions from this analysis can be:
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144 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 145
4.5 Multi-dimensional
statistics
y = a0 + a1 x 1 + a2 x 2 . (4.16)
n
n
n
yi = a2 x2i + a1 x1i + na0 ,
i=1 i=1 i=1
n
n n
n
2
x1i yi = a2 x2i x1i + a1 x1i + a0 x1i ,
i=1 i=1 i=1 i=1
n n n
n
2
x2i yi = a2 x2i + a1 x1i x2i + a0 x2i . (4.17)
i=1 i=1 i=1 i=1
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146 RESEARCH METHODS FOR ENGINEERS
equation
QR
r xy = 1− , (4.18)
QM
where QR is given by
n
2
QR = [yi − (a0 + a1 x1i + a2 x2i )] , (4.19)
i=1
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STATISTICAL ANALYSIS 147
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148 RESEARCH METHODS FOR ENGINEERS
35 0.4 N N N N N
86 0.75 N Y Y N N
75 0.6 Y N N Y N
98 0.8 N N N Y Y
20 0.35 N N Y Y Y
25 0.28 Y N Y N N
80 0.59 N Y Y Y N
TABLE 4.3 Numerical scores for the rain index R for the data in
Table 4.2.
di
c D R 5 4 3 2 1
35 0.4 0 0 0 0 0 0
86 0.75 0.58 0 1 1 0 0
75 0.6 0.7 1 0 0 1 0
98 0.8 1.5 0 0 0 1 1
20 0.35 1.83 0 0 1 1 1
25 0.28 0.33 0 0 1 0 0
80 0.59 1.08 0 1 1 1 0
rDc = +0.97,
rRD = +0.23,
rRc = +0.16.
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STATISTICAL ANALYSIS 149
rRD(c) = + 0.31.
The conclusion is that the rain index R does not appear to have a
significant influence on the diggability index D. The correlation
coefficient is positive implying that D is higher when R is higher,
but the small value of rRD(c) suggests that there might be other
factors influencing D. Further research might be appropriate and
additional factors might be included in the statistical analysis.
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150 RESEARCH METHODS FOR ENGINEERS
‘The river height increased by less than one metre during the
period 8:55 to 9:18 am.’
‘The river height did not reach its maximum value during the
period 8:55 to 9:18 am.’
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STATISTICAL ANALYSIS 151
‘If rain falls on the quarry site before a blast, the blast effec-
tiveness is increased.’
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152 RESEARCH METHODS FOR ENGINEERS
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STATISTICAL ANALYSIS 153
Exercises
4.1 Sensor statistics: Review the specification sheets of three exper-
imental instruments used to make measurements related to your
engineering discipline. Briefly summarize the following user
requirements:
Dynamic range;
Sensitivity;
Linearity;
Calibration requirements;
Calibration procedure.
y = a0 + a1 t + K x 3 + C log s.
Write out the normal equations you would use to solve for the
constants a0 , a1 , K and C.
Hints: You will need four equations to calculate these four
unknowns.
Convert your raw data to a linear scale (i.e. use x3 and logs
data values in the equations).
Use Equation 4.17 as a template.
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154 RESEARCH METHODS FOR ENGINEERS
References
Keywords: measurement theory, measurement error, statistical
analysis, normal distribution, z-score, probability,
correlation coefficient, least squares error analysis,
sampling methods, Matlab statistics, Excel statistics,
t test, ANOVA
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STATISTICAL ANALYSIS 155
[5] Johnson, R., Freund, J. and Miller, I., Probability and Statistics for
Engineers, 8th edition, Boston, USA: Pearson, 2011.
[6] van Putten, A.F.P., Electronic Measurement Systems, New York:
Prentice Hall, 1988.
[7] Stuart, A., Basic Ideas of Scientific Sampling, 2nd edition, London:
Charles Griffin & Co Ltd, 1976.
[8] Salkind, N.J., Excel Statistics: a Quick Guide, Los Angeles, CA:
SAGE, 2011.
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