11

Statistical Distribution

(Symmetry) (Skewness)

(Coefficient of Skewness)


Negative
Skewness Positive
Skewness
(Normal Distribution)
t (t-Distribution) (Chi-Square Distribution) F
(F-Distribution)

(Normal Distribution)
(Normal Distribution)
(Gaussian Distribution) Karl Pearson
. 1893

+3 -3
+3 -3




280

(Normal Curve)

0 1

(Percentile and Percentile Rank)

1.



2. (Mean) (Median) (Mode)

3.
X X
( X )
4. +1 1 68.27% +2 2
95.45% +3 3 99.73%
5.
N ( X ) / 2 2
2

Y= e
2

Y = X
N =
=
=
X = ( + -)
= ( 3.14159)
e = ( 2.71835)
 281

2.14% 2.14%
0.13% 13.59% 34.13% 34.13% 13.59% 0.13%
X
-36 -26 -16 +16 +26 +36

11-1 (Normal Distribution)

0
1 = 0 = 1 N = 1

N
e z
2
Y= /2

z X (X - )/
0

z
z Y

z = 1.00 Y = 1 e z / 2
2

2
1 1.00 2 / 2
Y= ( 2.718)
2(3.1415)
1
Y= (.61)
6.282

Y = .24

z = 1.00 .24
282

z = .50
1 z
2

Y=
/2

2
e
1 .50 2 / 2
Y= (2.718)
2(3.1415)
1
Y= (.88)
6.282
Y = .35

0
1

1.
f 1 = 2
2 2
1 > 2

X
1
2
2.

f
1 > 2
2 2
1 = 2

X
1 2
 283

3.
f 1 > 2
2 2
1 > 2

X
1 2

(Standard Score)

X (X ) (SD)
(Raw Score)
x = X X x (Deviation Score)
0 1
(Standard Score) z

XX x
z= =
SD SD

z = z
X =
X =
SD =
284

11-1
6

X x z
1 3 -7 -1.11
2 6 -4 -0.63
3 7 -3 -0.47
4 9 -1 -0.16
5 15 5 0.79
6 20 10 1.58
60 0 0
Mean 10 0 0
SD 6.32 1.32 1

0
1 1 -1.11
6 1.58
z

Mean SD
65 8
52 12

65
52
57 58
2
(57 - 65)/8 = -1.0
(58 - 52)/12 = 0.5
57
0.5 58

 285

t (t-Distribution)
t (t-Distribution) Student t-Distribution W.S. Gosset

Student t


t
t

95% +/-1.96
5% 99% +/-2.58 1%
t X 95%
99% (Degree
of Freedom)
t
1.
t
X
2. 1 n
1 n

3. Degree of
Freedom (df) df df

4. t n
2

X Z S X
X
z =
X

z 0 1
X S X t
286

X
t =
S X

df
df
df

-3 -2 -1 0 1 2 3

11-2 t (t- Distribution)

(Chi-Square Distribution)
(Chi-Square Distribution) ()
(Chi-
Square Test) (df)


1.
(Skewness) = 8 n n = (df)
2. df df n
n
3. df 2 ( df =1) df
4. df

5.
1
z = (X-)/
z z2 = (X-)2/2
 287

(Positively Skewed)
df
1
2 z
2 2
z1 +z2 df 2 n
z12+z22+. zn2 df n (n2)

n = z 12 + z 12 + ... z 2n
2

Z = (X-)/

( n 1) S 2
df2 = n 1 =

2

df = 2

df = 4
df = 8

11-3 (Chi-Square Distribution)

F (F-Distribution)
F (F-Distribution)
Sir Ronald Fisher
t
(Several Parameter)
F
2
df F
288

F
1. t

2. = n2/(n2 2) n2 df 3
3. 1.00
4. df
5. F 2
n1 12
n2 22
S12/12 S22/22 F
2
/ 2
F = S 1 1

S
2
2 / 2
2

F df n1-1 n2-2

df = 6, 24
df = 6, 10

0 f
11-4 F (F-Distribution)

(Hypothesis Testing)
(Hypothesis) 2
(Research Hypothesis) (Statistical Hypothesis)

(.
2547 : 34 - 49)

(Probability)

 289

2 ( 2)
1. (Null Hypothesis) H0


1 = 2
2. (Alternative Hypothesis)
H1, H2 HA

1 > 2

1. H0 H0 : 1 = 2

(Sampling
Error)
2. H0 H0 : 1 = 2

2
1. 1 (Type I Error) (-Error)
(H0)


-Error

= .05
5 100 H0 H0
.05 (5 100 )
1
290

2. 2 (Type II Error) (-Error)

(H0)
2

( = 0) H0


.05 ( 5 100 ) .01 (
1 100 )

(Level of Significance)
(Level of Significance)
H0
H0
.05 ( = .05) .01 ( = .01)
5%
5 100 H0
H0 5

.05 5%
95%
H0 5%
95%
99% ( 1%) 95%

.05
 291

H0 : 1 2
H1 : 1 > 2

1 2 H0
H0 : 1 2 H0
1 2
.05 5 100
1 2
H0 5 100 (H0)

.01
1%
H0 1 100 (H0)
.01
.05 .10
1 100 5 100
.05
H0 H0 .01
10 (.10) 5 (.05)
1 (.01) 100
.01
.05 .05
.01





.05
.05 .10 90%
10 100

 292

(Critical Region and Critical Value)

(Critical Region)


H0 ( H1)
H1
(Accept Regional)
(Critical Value)
H0
(df)

Critical Region Critical Region

( H0) ( H0)

Accept Region Accept Region
( H0) ( H0)
- + - +
Critical Value Critical Value
() ()

/2 /2
Accept Region
( H0)
Critical Region Critical Region
( H0) - + ( H0)
Critical Value Critical Value
() ()

11-5

2
(df) t, F ( ) df
z
(One-Tailed Test)
z = .05 0.5 z ( 390)
= .05 1.645
 293

z 1.645 H0 ( H1)
1.645 H0 ( H1)

2
1. (One-Tailed Test)
2. (Two-Tailed Test)
(H1)

(H0)
(H0)

(One-Tailed Test)
(One-Tailed Test) (One-Sided
Test) (H1)


A B

H0 : 1 = 2 ()
H1 : 1 > 2 H1 : 1 < 2 ()
1 = A
2 = B

A B
(H1 : 1 > 2) (H1 : 1 < 2)

(Positive One-Tailed) H1 : 1 > 2 (
A B) (Negative Two-
Tailed) H1 : 1 < 2 ( A
B) 11-6 A B
294

Accept Region Accept Region

( H0) ( H0)
- + - +
Positive One-Tailed Critical Region Negative One-Tailed
H0 : 1 2 ( H0) H0 : 1 2
H1 : 1 > 2 H1 : 1 < 2
(A) (B)
11-6

(Two-Tailed Test)
(Two-Tailed Test) (Two-Sided
Test) (H1)


A B
H0 : 1 = 2 ()
H1 : 1 2 ( )
1 = A
2 = B

( H1 : 1 > 2) ( H1 : 1 < 2)
H0 H1

(1-)
/2 Accept Region /2
( H0)
Critical Region Critical Region
( H0) - H0 : 1 = 2
+ ( H0)
H1 : 1 2
11-7
 295

2
/2 (/2 + /2)
H0

3.50 (H1 : > 3.50)

H0 H1
H0 H1

A B
H0 : 1 2 H1 : 1 > 2 A B
H0
H1
.05 z 1.645
2.345
.05 (2.345)
(1.645) H0 H1
(< 1.645) .05 H0 H1
H0 : 1 2
296

Accept Region = .05

( H0)
Critical Region
- 0 + ( H0)
1.645
2.345
11-8

A B
H1 : 1 2 (H0 : 1 = 2) H0 H1

z
.05 1.96
1.96 1.96 H0 H1
z -1.96 z 1.96

= .25 Accept Region = .25

( H0)
Critical Region Critical Region
( H0) - 0 + ( H0)
-1.96 1.96
-2.345 2.345
11-9

2.345 .05
(1.96) H0 H1
-2.345 .05
(-1.96) H0 H1
 297

1. (H0) (H1)

1.1 (H0) 1 = 2
1.2 (H1) 1 > 2
2. ()

3 .01, .05 .10
2.1 .01
2.2 .05
2.3 .10
3. z t
F
4. ( 3)
H0 H1
H0 H1

(*) (**)
.01 (*) .05

r = .432** r .01
H0 H1 .01
r = .234* r .05
H0 H1 .05

2.50



298

H0 : 1 2.50
H1 : 1 > 2.50

2

(One-Tailed Test)
(H1)

1. 2
H0 : 1 0 (
H1 : 1 > 0 )

H0 : 1 0 (
H1 : 1 < 0 )
( 0 )
2.

2.1 (n > 30)

z
X 0
z=
/ n

2.2 (n > 30)

z
X 0
z=
S/ n

2.3 (n < 30)

t
X 0
t=
S/ n
 299

3. z t
4. ( 2)
( 3)
4.1
H0 z > z() ( n 30)

H0 t > t(, n-1) ( n < 30)

4.2
H0 z < -z() ( n 30)

H0 t < -t(, n-1) ( n < 30)

5.

11-2
Bubble Sort
45
Beta Test 42
125 20
.01

.01 (
45 ) (H1)

H0 : 45 ( 45 )
H1 : < 45 ( 45 )
.01 ( = .01)

X 0
z=
S/ n
42 45 3
z= = = 1.677
20 / 125 20 / 11 .18

z ( 390) .01
-2.326
300

= .01

0
-2.326
-1.677
(-1.677) ()
H0 H0 H1
45 .01
.05 z ( 390)
-1.645

= .05

0
-1.645
-1.677

.05 (-1.677) (
) H0 H1
.05
.05 .01

(Two-Tailed Test)
(H1)

1.
H0 : 1 = 0
H1 : 1 = 0
 301

2.

2.1 (n > 30) z

X 0
z=
/ n

2.3 (n < 30) t

X 0
t=
S/ n

3. z t
4. ( 2)
( 3)
4.1 ( n 30)
l H0 z > z(/2) z < -z(/2)
4.2 ( n < 30)
l H0 t > t(/2, n-1) t < -t(/2, n-1)
5.

11-3

20 25 90 21.5
60
78.5

(
) (H1)
H0 : = 90 ()
H1 : 90 ()
.05 ( = .05)
302

X 0
z=
S/ n

78 .5 90 11 .5
z= = = 4.142
21.5 / 60 21 .5 / 7.745

z .05 1.96

/2 = .25 /2 = .25

0
-1.96 1.96
-4.142

(-4.142) ()
H0 H1
.05
.01 z
-2.576 (-4.142)
.05 H0 H1

.05 .01

2


( .50)

 303

H0 : 1 - 2 .50
H1 : 1 - 2 > .50

2

(One-Tailed Test)
(H1)
2

1. 2
H0 : 1 - 2 d0 (
H1 : 1 - 2 > d0 )

H0 : 1 - 2 d0 (
H1 : 1 - 2 < d0 )
( d0 )
2.

2.1 (n > 30)

z

( X 1 X 2) d 0
z=
1 + 2
2 2

n1 n 2

2.2 (n > 30)

z
( X 1 X 2) d 0
z= 2 2
S1 + S 2
n1 n 2
304

2.3 (n < 30)

t
( X 1 X 2) d0
t=
2 1 1
S [ + ]
n1 n 2

3. z t
4. ( 2)
( 3)
4.1 2

H0 z > z() ( n1 n2 30)

H0 t > t(, n1+n2 - 2) ( n1 n2 < 30)

4.2 2

H0 z < -z() ( n1 n2 30)

H0 t < -t(, n1+n2 -2) ( n1 n2 < 30)

5.

11-4

2545 10 8

() 1 2 3 4 5 6 7 8 9 10
10 11 13 16 15 18 12 14 12 15
12 13 15 17 10 15 16 13 - -

95%

H0 : 1 2 ( H0 : 1 - 2 0)
H1 : 1 > 2 ( H1 : 1 - 2 > 0)
 305

1
2

95% .05 ( = .05)

( X 1 X 2) d0
t=
2 1 1
S [ + ]
n1 n 2

X 1 136
X1 = = = 13.6
n1 10
X 2 101
X2 = = = 12.6
n2 8
( X 1 X 1) + ( X 2 X 2 )
2 2

S =
2

n1 + n 2 2

X1 X1 ( X 1 X 1) X2 X2 ( X 2 X 2)
2 2

-3.6 12.96 -.6 .36

-2.6 6.76 .4 .16
-.6 .36 2.4 5.76
2.4 5.76 4.4 19.36
1.4 1.96 -2.6 6.76
4.4 19.36 2.4 5.76
-1.6 2.56 3.4 11.56
.4 .16 .4 .16
-1.6 2.56 - -
1.4 1.96 - -
0 54.4 0 50.28

54 .4 + 50 .28 104 .68

S = = = 6.5425
2

10 + 8 2 16

( X 1 X 2) d0
t=
2 1 1
S [ + ]
n1 n 2
306

13.6 12 .6 1 1
t= = = = .824
1 1 6.5425(.1 + .125) 1.472
6.5425[ + ]
10 8

t ( 392) .05 df =
n1+n2-2 = 10 +8-2 = 16 1.746 (.824)
H0 H0 H1
95%

= .05

0
1.746
.824

(Two-Tailed Test)
(H1)
2

1.
H0 : 1 - 2 = d0
H1 : 1 - 2 d0
( d0 )
2. (
)
3. z t
4. ( 2)
( 3)
4.1 ( n 30)
H0 z > z(/2) z < -z(/2)

4.2 ( n < 30)

H0 t > t(/2, n1+n2-2) t < -t(/2, n1+n2-2)
 307

5.

11-5
2 2

: A : B
: 200 : 300
: 65 : 72
: 35 : 55
2
.01

H0 : 1 = 2 ( H0 : 1 - 2 = 0)
H1 : 1 2 ( H1 : 1 - 2 0)
1 A
2 B
.01 ( = .01)

( X 1 X 2) d 0
z= 2 2
S1 + S 2
n1 n 2

X 1 = 65 X 2 = 72
S 1 = 35
2
S 22 = 55
n1 = 200 n2 = 300

65 72 7 7
z= = = = 1.739
2
35 + 55 2 16.208 4.025
200 300

z ( 390) .01
2.576
308

/2 = .005 /2 = .005

0
-2.576 2.576
-1.739
(-1.739) H0 H1
A
B .01 ()
.05 2
.05 .05 1.960

SPSS, RISREL

Ho p-Value
Sig T, Sig F P > Z p-Value
P > Z 2-Tail Prob p-Value
t-Sig Sig. p-Value t-test
Sig. (2-Tailed) p-Value t-test Z-test

Sig F p-Value F-test

p-Value Significance (Sig) ()
Ho p-Value

 309

X

t F
F
2




2


H0 H0

1.
2. t
3. F
4.
5.
6.
7.
8. = 35 = 4.5 z 40
9. H1 : 1 - 2 30.5
10. z
N1 = 250 N2 = 380
Mean = 78.5 Mean = 76
SD = 22.5 SD = 15.5
310

11. 1 165.5
. 5
1 100
163 . .785
.01
12.
A 80 48
6.5 B 68
36 4.2
.05 A
B
13. (UPS) A
1,200 198 B 1,100
95 120 A
B 100 = .01
14. (Semi-conductor)
11.5
10 10.5, 11,
11.2, 11.5, 12.5, 10.2, 12.2, 12.4, 11.8 12.6
11.5 .01
15.

78
10 75, 77, 81, 80, 78, 81, 80, 82, 79 77

.05