Inferential Statistics of Single Sample

Inferential Statistics of
Single Sample
“All models are wrong, but some are useful”. George E. P. Box
Outline
• Sampling Distributions: sampling from a normal distribution.
• Statistical Inference for a Single Sample:
- Estimation of Process Parameters: point and interval.
- Hypothesis Testing: definition, type I and type II errors, p-value.
- Hypothesis testing on mean/variance/proportion.
Statistical Inference
• The field of statistical inference consists of those methods used to
make decisions or to draw conclusions about a population.
• These methods utilize the information contained in a sample from the
population in drawing conclusions.
• Statistical inference may be divided into two major areas:
• Parameter estimation
• Hypothesis testing
Sampling Distributions
Sampling Distributions from a Normal
Distribution
Chi-square (2) Distribution
• Definition
The mean of the (2) Distribution is (n-1) and the variance is 2(n-1)
Chi-square (2) Distribution
Probability density functions of
several 2 distributions.
The t distribution
The mean of the t distribution is zero and the variance is (n-1)/(n-

1-2), for (n-1)>2
The t distribution
Probability density functions of several t distributions.

The t distribution
Percentage points of the t distribution.

The F Distribution
The F Distribution
The F Distribution
The F Distribution
The lower-tail percentage points f1-,u, can be found as follows.
Sampling Distributions of Means
Theorem: The Central Limit Theorem
Theorem: The Central Limit Theorem
Definition
Exercise
Exercise
Exercise
Statistical Inference for a Single Sample
Parameter Estimation
• Point Estimation
As n gets large the bias goes to zero

Confidence Intervals Estimation
• Point estimations illustrate how a parameter can be estimated
from sample data. However, it is important to understand
how good is the estimate obtained.
• Bounds that represent an interval of plausible values for a
parameter are an example of an interval estimate.
• Three types of intervals exist: Confidence intervals,
Prediction interval, and Tolerance intervals.
Confidence Interval on the Mean of a Normal
Distribution, Variance Known
Development of the Confidence Interval and its Basic Properties
Definition
Interpreting a Confidence Interval
• The confidence interval is a random interval
• The appropriate interpretation of a confidence interval (for
example on ) is: The observed interval [l, u] brackets the true
value of , with confidence 100(1-). (NOT:  is within the
interval with probability 0.95)
• Examine Figure 8-1 on the next slide.
Confidence Level and Precision of Estimation
The length of a confidence interval is a measure of the precision
of estimation.
The precision is inversely related to the confidence level (i.e. 1-alpha)

Choice of Sample Size
• Definition
One-Sided Confidence Bounds
Definition
Exercise
Exercise
Exercise
Distribution, Variance Unknown
The t Confidence Interval on 
Exercise
Exercise
Confidence Interval on the Mean of a
Distribution, Large Sample Size
Confidence Interval on the Variance and
Standard Deviation of a Normal Distribution
Definition
One-Sided Confidence Bounds
Exercise
Hypothesis Testing
• Statistical hypothesis testing and confidence interval estimation
of parameters are the fundamental methods used at the data
analysis stage of a comparative experiment, in which the engineer
is interested, for example, in comparing the mean of a
population to a specified value.
Definition
Hypothesis Testing
Test of a Hypothesis
• A procedure leading to a decision about a particular hypothesis
• Hypothesis-testing procedures rely on using the information in

a random sample from the population of interest.
• If this information is consistent with the hypothesis, then we will

conclude that the hypothesis is true; if this information is
inconsistent with the hypothesis, we will conclude that the
hypothesis is false.
Hypothesis Testing
For example, suppose that we are interested in the burning rate
of a solid propellant used to power aircrew escape systems.
• Now burning rate is a random variable that can be described
by a probability distribution.
• Suppose that our interest focuses on the mean burning rate (a
parameter of this distribution).
• Specifically, we are interested in deciding whether or not the
mean burning rate is 50 centimeters per second.
Hypothesis Testing
Two-sided Alternative Hypothesis
null hypothesis
alternative hypothesis
One-sided Alternative Hypotheses

Hypothesis Testing
Tests of Statistical Hypotheses
Hypothesis Testing
Definitions
Hypothesis Testing
Sometimes type I error probability is called the significance

level, or the -error, or the size of the test.
Hypothesis Testing
N = 10, σ = 2.5
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Hypothesis Testing
Definitions
Hypothesis Testing
General Procedure for Hypothesis Tests
1. From the problem context, identify the parameter of interest.
2. State the null hypothesis, H0 .
3. Specify an appropriate alternative hypothesis, H1.
4. Choose a significance level, .
5. Determine an appropriate test statistic.
6. State the rejection region for the statistic.
7. Compute any necessary sample quantities, substitute these into the
equation for the test statistic, and compute that value.
8. Decide whether or not H0 should be rejected and report that in the
problem context.
Tests on the Mean of a Normal Distribution,
Variance Known
The test statistic is:

Variance Known
Reject H0 if the observed value of the test statistic z0 is either:
z0 > z/2 or z0 < -z/2
Fail to reject H0 if
-z/2 < z0 < z/2
Variance Known
Variance Known
Variance Known
Variance Known
Variance Known
Variance Known
P-Values in Hypothesis Tests
Definitions
Variance Known
Connection between Hypothesis Tests and Confidence Intervals
Variance Known
Type II Error and Choice of Sample Size
Finding the Probability of Type II Error ()
Variance Known
Variance Known
Variance Known
Sample Size Formulas
For a two-sided alternative hypothesis:
Variance Known
Sample Size Formulas
For a one-sided alternative hypothesis:
Variance Known
Variance Known
Variance Known
Variance Known
Using Operating Characteristic Curves
Variance Known
Using Operating Characteristic Curves
Variance Known
Variance Known
Variance Known
Hypothesis Testing Using Minitab
Variance Unknown
Variance Unknown
Variance Unknown
Variance Unknown
Variance Unknown
Variance Unknown
Therefore, the type II error of the two-sided alternative (for example) would be
Because the noncentral t-random variable has a messy density function

We use the O.C. curves
Variance Unknown
Variance Unknown
Hypothesis Tests on the Variance and Standard
Deviation of a Normal Distribution
Type II error and choice of sample size
Exercise
Tests on a Population Proportion
Large-Sample Tests on a Proportion
Many engineering decision problems include hypothesis testing about p.
Another form of the test statistic Z0 is
Exercise
Summary
See the back of the textbook’s hard cover.
Testing for Goodness of Fit
α = 0.05
Exercise
See the text-book’s solved example on the “continuous distribution”
Nonparametric Statistics
Self Study
9-8 Contingency Table Tests 354

9-9 Nonparametric Procedures 357
9-9.1 The Sign Test 358
9-9.2 The Wilcoxon Signed-Rank Test 362
End of
Inferential Statistics of
Single Sample
IE311 Inf. Stat. Single Sample Safwan

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Inferential Statistics of

The mean of the t distribution is zero and the variance is (n-1)/(n-

Probability density functions of several t distributions.

Percentage points of the t distribution.

As n gets large the bias goes to zero

The precision is inversely related to the confidence level (i.e. 1-alpha)

• Hypothesis-testing procedures rely on using the information in

• If this information is consistent with the hypothesis, then we will

One-sided Alternative Hypotheses

Sometimes type I error probability is called the significance

The test statistic is:

Because the noncentral t-random variable has a messy density function

9-8 Contingency Table Tests 354

IE311 Inf. Stat. Single Sample Safwan

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