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Chapter 4 Introduction to Statistical Quality Control, 7th Edition by Douglas C. Montgomery.

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Learning Objectives

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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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Observations in a sample are used to draw
conclusions about the population

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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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Sampling from a Normal Distribution

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Sampling from a Bernoulli Distribution

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Sampling from a Poisson Distribution

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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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Properties of Point Estimators

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Relative efficiency of the range:

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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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4.3.1 Inference on the Mean of a Population, Variance Known

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Minitab
output

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Upper and
lower
confidence
bounds

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4.3.2 P-Values

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4.3.3 Inference on the Mean of a Normal
Distribution, Variance Unknown

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Checking the normality assumption – we will see how to do this in
Example 4.3

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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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4.3.5 Inference on a Population Proportion

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4.3.6 Type II Error and Sample Size
(Refer to Pages 130 and 131 of the Text Book)

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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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Minitab can perform sample size and power calculations. From
Example 4.7:

From Example 4.3:

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4.4 Statistical Inference for Two Samples

Comparing means, comparing variances, comparing proportions

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4.4.1 Inference on the Difference in Means, Variances Known

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Test Procedures:

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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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4.4.2 Inference on the Difference in Means of
Two Normal Distributions, Variances Unknown

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Confidence Intervals – Case 1:

Case 2:

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Paired Data:

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4.4.3 Inference on the Variances of Two Normal Distributions

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The two-sided CI is:

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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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Learning Objectives

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