Chapter 10 Two Sample Inferences

10
Statistical Inference for Two Samples

CHAPTER OUTLINE
10-5.1 F distributions 10-5.2 Hypothesis tests on the ratio of two variances 10-5.3 Type II error and choice of sample size 10-5.4 Confidence interval on the ratio of two variances
10-1 Inference on the Difference in Means of Two 10-5 Inference on the Variances of Two Normal Normal Distributions, Variances Known Populations
10-1.1 Hypothesis tests on the difference of means, variances known 10-1.2 Type II error and choice of sample size 10-1.3 Confidence interval on the difference in means, variance known
10-2 Inference on the Difference in Means of Two 10-6 Inference on Two Population Proportions Normal Distributions, Variance Unknown 10-6.1 Large sample tests on the difference in
10-2.1 Hypothesis tests on the difference of means, population proportions variances unknown 10-6.2 Type II error and choice of sample size 10-2.2 Type II error and choice of sample size 10-6.3 Confidence interval on the difference in 10-2.3 Confidence interval on the difference in means, population proportions variance unknown 10-7 Summary Table and Roadmap for Inference
10-3 A Nonparametric Test on the Difference of Two Means 10-4 Paired t-Tests
Procedures for Two Samples
Learning Objectives for Chapter 10

After careful study of this chapter, you should be able to do the following:
1. Structure comparative experiments involving two samples as hypothesis tests. 2. Test hypotheses and construct confidence intervals on the difference in means of two normal distributions. 3. Test hypotheses and construct confidence intervals on the ratio of the variances or standard deviations of two normal distributions. 4. Test hypotheses and construct confidence intervals on the difference in two population proportions. 5. Use the P-value approach for making decisions in hypothesis tests. 6. Compute power, Type II error probability, and make sample size decisions for two-sample tests on means, variances & proportions. 7. Explain & use the relationship between confidence intervals and hypothesis tests.
2
John Wiley & Sons, Inc. Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-2: Inference for a Difference in Means of Two Normal Distributions, Variances Known
Figure 10-1 Two independent populations.

3
Assumptions
4
5
10-2.1 Hypothesis Tests for a Difference in Means, Variances Known
6
Example 10-1
7
Example 10-1
8
Example 10-1
9
10-2.2 Type II Error and Choice of Sample Size

Use of Operating Characteristic Curves
Two-sided alternative:
One-sided alternative:
10

Sample Size Formulas Two-sided alternative:
11

Sample Size Formulas
One-sided alternative:
12
Example 10-3
13
10-2.3 Confidence Interval on a Difference in Means, Variances Known Definition
14
Example 10-4
15
Example 10-4
16
Choice of Sample Size
17
One-Sided Confidence Bounds

Upper Confidence Bound
Lower Confidence Bound
18
10-3: Inference for a Difference in Means of Two Normal Distributions, Variances Unknown
10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown

Case 1:
2 2 1 2 2
We wish to test:
19

Case 1:
2 2 1 2 2
The pooled estimator of 2:
20

Case 1:
2 2 1 2 2
21
Definition: The Two-Sample or Pooled t-Test*
22
Example 10-5
23
Example 10-5
24
Example 10-5
25
Example 10-5
26
Minitab Output for Example 10-5
27
Figure 10-2 Normal probability plot and comparative box plot for the catalyst yield data in Example 10-5. (a) Normal probability plot, (b) Box plots.
28
10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown 2 2 Case 2: 1 2
is distributed approximately as t with degrees of freedom given by

29

Case 2: 1 2
2 2
30
Example 10-6
31
Example 10-6 (Continued)
32
33

Figure 10-3 Normal probability plot of the arsenic concentration data from Example 10-6.
34
35
10-3.2 Type II Error and Choice of Sample Size Example 10-7
36
37
10-3.3 Confidence Interval on the Difference in Means, Variance Unknown

Case 1:

2 1 2 2
38
Case 1:

2 1 2 2
Example 10-8
39
Case 1:

2 1 2 2
40
Case 1:

2 1 2 2
41
Case 1:

2 1 2 2
42
10-3.3 Confidence Interval on the Difference in Means, Variance Unknown

Case 2:

2 1
2 2
43
10-4: Paired t-Test

A special case of the two-sample t-tests of Section 10-3 occurs when the observations on the two populations of interest are collected in pairs. Each pair of observations, say (X1j , X2j ), is taken under homogeneous conditions, but these conditions may change from one pair to another. The test procedure consists of analyzing the differences between hardness readings on each specimen.
44
10-4: Paired t-Test

The Paired t-Test
45
10-4: Paired t-Test

Example 10-10
46
10-4: Paired t-Test

Example 10-10
47
10-4: Paired t-Test

Example 10-10
48
10-4: Paired t-Test

Paired Versus Unpaired Comparisons
49
10-4: Paired t-Test

A Confidence Interval for D
Definition
50
10-4: Paired t-Test

Example 10-11
51
10-4: Paired t-Test

Example 10-11
52
10-5 Inferences on the Variances of Two Normal Populations
10-5.1 The F Distribution We wish to test the hypotheses:
The development of a test procedure for these hypotheses requires a new probability distribution, the F distribution.
53
10-5 Inferences on the Variances of Two Normal Populations 10-5.1 The F Distribution
54
10-5 Inferences on the Variances of Two Normal Populations 10-5.1 The F Distribution
55
10-5.1 The F Distribution

The lower-tail percentage points f-1,u, can be found as follows.
56
10-5.2 Hypothesis Tests on the Ratio of Two Variances
57
10-5.2 Hypothesis Tests on the Ratio of Two Variances
58
Example 10-12
59
10-5 Inferences on the Variances of Two Normal Populations Example 10-12
60
61
62
63
10-5.4 Confidence Interval on the Ratio of Two Variances
64
65
66
10-6: Inference on Two Population Proportions

10-6.1 Large-Sample Test on the Difference in Population Proportions We wish to test the hypotheses:
67

10-6.1 Large-Sample Test on the Difference in Population Proportions The following test statistic is distributed approximately as standard normal and is the basis of the test:
68

10-6.1 Large-Sample Test on the Difference in Population Proportions
69

Example 10-15
70

Example 10-15
71

Example 10-15
72
73
74
75
76

10-6.3 Confidence Interval on the Difference in the Population Proportions
77

Example 10-16
78

Example 10-16
79
10-7: Summary Table and Road Map for Inference Procedures for Two Samples
Table 10-5
80
10-7: Summary Table and Road Map for Inference Procedures for Two Samples
Table 10-5 (Continued)
81
Important Terms & Concepts of Chapter 10

Comparative experiments Paired t-test Confidence intervals on: Pooled t-test Differences P-value Ratios Reference distribution for a test Critical region for a test statistic statistic Sample size determination for: Identifying cause and effect Null and alternative hypotheses Hypothesis tests Confidence intervals 1 & 2-sided alternative Statistical hypotheses hypotheses Operating Characteristic (OC) Test statistic curves Wilcoxon rank-sum test
82

Chapter 10 Two Sample Inferences

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter 10 Two Sample Inferences

Uploaded by

Copyright:

Available Formats

10

Statistical Inference for Two Samples

Procedures for Two Samples

Learning Objectives for Chapter 10

Figure 10-1 Two independent populations.

10-2.1 Hypothesis Tests for a Difference in Means, Variances Known

10-2.2 Type II Error and Choice of Sample Size

10-2.2 Type II Error and Choice of Sample Size

10-2.2 Type II Error and Choice of Sample Size

10-2.3 Confidence Interval on a Difference in Means, Variances Known Definition

Choice of Sample Size

One-Sided Confidence Bounds

Lower Confidence Bound

10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown

The pooled estimator of 2:

10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown

Definition: The Two-Sample or Pooled t-Test*

Minitab Output for Example 10-5

10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown 2 2 Case 2: 1 2

is distributed approximately as t with degrees of freedom given by

10-3.1 Hypotheses Tests for a Difference in Means, Variances Unknown

Example 10-6 (Continued)

Example 10-6 (Continued)

Example 10-6 (Continued)

Example 10-6 (Continued)

10-3.2 Type II Error and Choice of Sample Size Example 10-7

Minitab Output for Example 10-7

10-3.3 Confidence Interval on the Difference in Means, Variance Unknown

Example 10-8 (Continued)

Example 10-8 (Continued)

Example 10-8 (Continued)

10-3.3 Confidence Interval on the Difference in Means, Variance Unknown

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-4: Paired t-Test

10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution We wish to test the hypotheses:

10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution

10-5 Inferences on the Variances of Two Normal Populations

10-5.2 Hypothesis Tests on the Ratio of Two Variances

10-5 Inferences on the Variances of Two Normal Populations

10-5.2 Hypothesis Tests on the Ratio of Two Variances

10-5 Inferences on the Variances of Two Normal Populations

10-5 Inferences on the Variances of Two Normal Populations Example 10-12

10-5 Inferences on the Variances of Two Normal Populations Example 10-12

10-5 Inferences on the Variances of Two Normal Populations

10-5.3 Type II Error and Choice of Sample Size

10-5 Inferences on the Variances of Two Normal Populations Example 10-13

10-5 Inferences on the Variances of Two Normal Populations

10-5.4 Confidence Interval on the Ratio of Two Variances

10-5 Inferences on the Variances of Two Normal Populations Example 10-14

10-5 Inferences on the Variances of Two Normal Populations Example 10-14

10-6: Inference on Two Population Proportions

10-6: Inference on Two Population Proportions

10-6: Inference on Two Population Proportions

10-6: Inference on Two Population Proportions