\
|
o
u
n
, N ~
2
x
18
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Probability example
The life of an automotive battery is normally distributed with mean 900
days and standard deviation 35 days. What is the probability that a
random sample of 25 batteries will have an average life of more than 910
days?
Let X represent measurements taken from a normal distribution. X
Select a sample of size n, at random, and calculate the sample mean,
Then
Z = (910-900)/[(35/SQRT(25)] = 1.429
P(Xbar > 910) = 1 - .9235 = .0765
Basic Concepts of Statistics & Probability
19
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Chi-square (;
2
) Distribution
If x
1
, x
2
, , x
n
are normally and independently distributed random
variables with mean zero and variance one, then the random variable
is distributed as chi-square with n degrees of freedom.
Furthermore, the sampling distribution of
is chi-square with n 1 degrees of freedom when sampling from a normal
population
2 2
2
2
1
...
n
x x x y + + + =
2
2
2
1
2
) 1 (
) (
o o
S n
x x
y
n
i
i
=
Basic Concepts of Statistics & Probability
20
Review of
Statistical
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Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Chi-square (;
2
) Distribution for various degrees of freedom.
Basic Concepts of Statistics & Probability
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Review of
Statistical
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Sampling
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Distributions
Numerical
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Industrial Engineering
t-distribution
If x is a standard normal random variable and if y is a chi-square random
variable with k degrees of freedom, then
is distributed as t with k degrees of freedom.
k
y
x
t =
Basic Concepts of Statistics & Probability
22
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
F-distribution
If w and y are two independent chi-square random variables with u and v
degrees of freedom, respectively, then
is distributed as F with u numerator degrees of freedom and v denominator
degrees of freedom.
v y
u w
F
/
/
=
Basic Concepts of Statistics & Probability
23
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Point Estimation of Process Parameters
Parameters are values representing the population such as population
mean and variance
Parameters in reality are often unknown and must be estimated.
Statistics are estimates of parameters. (Ex.)
are the sample mean and sample variance, respectively.
Two properties of good point estimators
The point estimator should be unbiased. E(O) = O
The point estimator should have minimum variance.
2
,o u
2
, S X
Basic Concepts of Statistics & Probability
24
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Basic Concepts of Statistics & Probability