Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery.
1 Copyright (c) 2012 John Wiley & Sons, Inc. Learning Objectives
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.1 Statistics and Sampling Distributions • Statistical inference is concerned with drawing conclusions about populations (or processes) based on sample data from that system • Random sample – a sample that is selected so that the observations are independent – a random sample has the property that it has the same probability of selection as any other sample. • Statistic – any function of the observations in a sample that doesn't contain unknown parameters • The sample mean, the sample variance, and the sample standard deviation are all statistics
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Copyright (c) 2012 John Wiley & Sons, Inc. Observations in a sample are used to draw conclusions about the population
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Copyright (c) 2012 John Wiley & Sons, Inc. Sampling Distributions • A statistic is a random variable, because a different sample will produce a different observed value of the statistic • Every statistic has a probability distribution • The probability distribution of a statistic is called a sampling distribution
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Copyright (c) 2012 John Wiley & Sons, Inc. Sampling from a Normal Distribution
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 7 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 8 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 9 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 10 Copyright (c) 2012 John Wiley & Sons, Inc. Sampling from a Bernoulli Distribution
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Copyright (c) 2012 John Wiley & Sons, Inc. Sampling from a Poisson Distribution
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.2 Point Estimation of Process Parameters
• Distributions are described by their parameters
• Parameters are generally unknown and must be estimated • Point estimator – a statistic that a single numerical value that is the estimate of the parameter • Examples, page 110 & 111
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Copyright (c) 2012 John Wiley & Sons, Inc. Properties of Point Estimators
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 15 Copyright (c) 2012 John Wiley & Sons, Inc. Relative efficiency of the range:
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.3 Statistical Inference for a Single Sample
• Statistical inference = decision making
• Hypothesis testing – Null hypothesis, H0 – Alternative hypothesis, H1 • Confidence intervals • These two techniques are closely related
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 18 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 19 Copyright (c) 2012 John Wiley & Sons, Inc. 4.3.1 Inference on the Mean of a Population, Variance Known
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 21 Copyright (c) 2012 John Wiley & Sons, Inc. Minitab output
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 23 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 24 Copyright (c) 2012 John Wiley & Sons, Inc. Upper and lower confidence bounds
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 26 Copyright (c) 2012 John Wiley & Sons, Inc. 4.3.2 P-Values
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 28 Copyright (c) 2012 John Wiley & Sons, Inc. 4.3.3 Inference on the Mean of a Normal Distribution, Variance Unknown
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Copyright (c) 2012 John Wiley & Sons, Inc. Checking the normality assumption – we will see how to do this in Example 4.3
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 31 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 32 Copyright (c) 2012 John Wiley & Sons, Inc. P-values for t-Tests • The tables of the standard normal distribution can give exact P-values for the Z test for values of Z to two decimals • The t-table only has a selection of probabilities (see the column headings in the table) • Unless the value of the test statistic exactly matches a value in the table, only an approximate P-value can be obtained • See text, page 124, for an example • P-values can also be obtained from Minitab by using the “Probability Distribution” function “Calc” menu
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 34 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 35 Copyright (c) 2012 John Wiley & Sons, Inc. 4.3.5 Inference on a Population Proportion
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 37 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 38 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 39 Copyright (c) 2012 John Wiley & Sons, Inc. 4.3.6 Type II Error and Sample Size (Refer to Pages 130 and 131 of the Text Book)
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 41 Copyright (c) 2012 John Wiley & Sons, Inc. Operating-characteristic (OC) curves are useful in determining how large a sample is required to detect a specified difference with a particular probability.
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Copyright (c) 2012 John Wiley & Sons, Inc. Minitab can perform sample size and power calculations. From Example 4.7:
From Example 4.3:
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 44 Copyright (c) 2012 John Wiley & Sons, Inc. 4.4 Statistical Inference for Two Samples
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.4.1 Inference on the Difference in Means, Variances Known
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Copyright (c) 2012 John Wiley & Sons, Inc. Test Procedures:
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 48 Copyright (c) 2012 John Wiley & Sons, Inc. Confidence Interval on the Difference in Means
This is a two-sided CI. The one-sided confidence
bounds would be found by using only one of the limits in Equation (4.49) with α/2 replaced by α.
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.4.2 Inference on the Difference in Means of Two Normal Distributions, Variances Unknown
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 51 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 52 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 53 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 54 Copyright (c) 2012 John Wiley & Sons, Inc. Confidence Intervals – Case 1:
Case 2:
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 56 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 57 Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 58 Copyright (c) 2012 John Wiley & Sons, Inc. Paired Data:
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Copyright (c) 2012 John Wiley & Sons, Inc. 4.4.3 Inference on the Variances of Two Normal Distributions
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 61 Copyright (c) 2012 John Wiley & Sons, Inc. The two-sided CI is:
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Copyright (c) 2012 John Wiley & Sons, Inc. Other Diagnostic Tools • Standardized and Studentized residuals • R-student – an outlier diagnostic • The PRESS statistic • R2 for prediction based on PRESS – a measure of how well the model will predict new data • Measure of leverage – hat diagonals • Cook’s distance – a measure of influence
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Copyright (c) 2012 John Wiley & Sons, Inc. Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery. 64 Copyright (c) 2012 John Wiley & Sons, Inc. Learning Objectives
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