ENME392 Statistical Methods for Product and Processes Development

Estimation #3
Class 13 Tuesday 3/12/2013

(Most slides borrowed from Dr. Michel Cukier)

ENME392 Statistics, Spring 2013

How to use the tables

ENME392 Statistics, Spring 2013

Summary on Intervals
Three kinds: confidence estimating the population mean prediction confidence that one future measurement is within the limits tolerance confidence that a given majority of values is within the limits

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Estimating the Difference of Two Means

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Estimating the Difference of Means, Known Population Variance

If independent samples are taken from 2 populations with approximately normal distributions and known variances, then to generate a confidence interval for the difference of the means:

Z=

( X 1 X 2 ) ( 1 2 ) ( / n1 ) + ( / n2 )
2 1 2 2

P(-z/2 < Z < z/2) = 1

P(-z/2 <

( X1 X 2 ) ( 1 2 ) < z ) = 1 -
/2 2 2 ( 1 / n1 ) + (
2 / n2 )

( x1 x2 ) z / 2

12
n1

2 2

n2

< 1 2 < ( x1 x2 ) + z / 2

12
n1

2 2

n2

ENME392 Statistics, Spring 2013

Estimating the Mean, Unknown Population Variance

What if the variance of the populations are unknown -- can we just make the following substitution?

T' =

( X 1 X 2 ) ( 1 2 )
2 ( s12 / n1 ) + ( s2 / n2 )

Yes. BUT, the number of degrees of freedom is given by

v=

( (

2 s12 / n1 + s2 / n2

2 2

s12 / n1

n1 1

) +(

2 s2 / n2

n2 1

Note that v is an estimate since it depends on random variables (s1, s2)

( x1 x2 ) t / 2

2 2 s12 s2 s12 s2 + < 1 2 < ( x1 x2 ) + t / 2 + n1 n2 n1 n2

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Estimating the Mean, Unknown Population Variance

Example, problem 9.43 A taxi company is deciding whether to purchase brand A or brand B tires. To estimate the difference in the brands, 12 of each brand is tested by running them until they wear out. The results are: A:

x1 = 36 ,300 s1 = 5, 000

B:

x2 = 38,100 s2 = 6,100

Compute a 95% confidence interval for A B. equations

2 2 s12 s2 s12 s2 + < 1 2 < ( x1 x2 ) + t / 2 + n1 n2 n1 n2

v=

(s (s
2 1

2 1

/ n1 + s / n2

2 2

2 2

( x1 x2 ) t / 2
find v
v=

/ n1

n1 1
2

) + (s

2 2

/ n2

n2 1
2

( (

50002 / 12 + 61002 / 12 12 1

2 2

50002 / 12

) +(
2

61002 / 12 12 1

( 25.00E 6 / 12 + 37.21E 6 / 12 ) = 2 2 ( 25.00 E 6 / 12 ) + (37.21E 6 )

11 11

( 2.08E 6 + 3.10E 6 ) =

2.08E 62 3.10 E 62 + 11 11

(5.18E 6 )

4.34 E12 9.61E12 + 11 11

2.69 E13 2.69 E13 = = 21.18 21 1.39 E13 / 11 1.27 E12

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ENME392 Statistics, Spring 2013

Estimating the Mean, Unknown Population Variance

find t/2 From Table A4,t/2 = 2.08 find interval

50002 61002 ( 36,300 38,100 ) 2.08 + < 1 2 < 1800 + 2.08 5.18 E 6 12 12

1800 2.08* 2277 < 1 2 < 1800 + 4736 6536 < 1 2 < 2936
This interval, in which the low is negative and the high positive, so that the interval spans zero, tells you that the mean difference could be zero. In other words, that there is no significant statistical difference between them.

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Paired Observations

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Paired Observations
The experiment is designed to look at differences between paired observations. before/after studies on same individuals two kinds of tire on one car studies using twins This reduces the variance due to random experimental error. This approach gives you better results if there is a correlation between the members of the pair.
D = X1 X2

Var(D) = Var(X1

X2 ) =

2 1

2 2

2Cov(X1 , X2 )

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Paired Observations
D D Sd / n
X S/ n

n-1 d.o.f.

T=

T=

Only differences go into the equation looks a lot like the original equation comparing sample and population means.

d t / 2
where

sd s < D < d + t / 2 d n n
2

1 n sd = ( di d ) n 1 i =1

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Paired Observations
Example 9.12 (Edition 8) / 9.13 (Edition 9) Dioxin levels in plasma and fat tissue in veterans exposed to Agent Orange. Find a 95% confidence interval for 1 2.

equations

d t / 2
values

sd s < D < d + t / 2 d n n

1 n sd = di d ) ( n 1 i =1

We need the average difference first. Start by calculating the individual differences, then average those. Then calculate sd.
ENME392 Statistics, Spring 2013

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Paired Observations
Example 9.12 (Edition 8) / 9.13 (Edition 9) Dioxin levels in plasma and fat tissue in veterans exposed to Agent Orange. Find a 95% confidence interval for 1 2. values

d = -0.87, sd = 2.9773, = 0.05, t0.025 = 2.093, v = n 1 = 19

solution

sd s < D < d + t / 2 d n n 2.9773 -0.87 2.093 < D < -0.87 + 2.093* 0.6657 20 -0.87 1.3934 < D < -0.87 + 1.3934 2.263 < D < 0.523 d t / 2
There is no significant difference in the mean levels in plasma and fat.

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Estimating Proportions

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Example
Binomial experiment where we are trying to estimate the probability p. Know about binomial distribution that

= np
2

= np(1

p)

Take as estimator of p

=X P n
where X is the number of success. Think of X as the sum of n numbers yi, which are 0 or 1 for failure and success, respectively. Pn n Therefore, X

=X = P n

i=1

yi

1 n

yi = y

i=1

i.e., the Central Limit Theorem applies with

ENME392 Statistics, Spring 2013

Estimating Proportions
p p P P Z= = P pq / n
P = X/n

This arises from the fact that a proportion can be considered a success in a binomial experiment, where the proportion is equal to the success probability p. 2 2 2 2 2 Since 2 = npq, then P = X / n = X / n = npq / n = pq / n

pq pq P p z / 2 n < p < p + z / 2 n 1

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Estimating Variances

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Estimating the Variance

2

( n 1 )s 2

If 2 is the variance of a random sample of size n from a normal population, a 100(1-)% confidence interval for 2 is

v = n - 1 d.o.f.

( n 1 )s 2

/ 2

< <

( n 1 )s 2

12 / 2

Since the chi squared distribution is asymmetric, we must look up both numbers.

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Brain candy coinciding birthdays

Q: Im going to pick N people randomly from this class, and then ask everyone for when their birthday is. How many people must I select to have at least 50% chance of finding two people with the same birthday? (we ignore Feb 29) A: P(at least 2 share birthday) = 1 P(everyone has a unique birthday) P(N people have unique birthdays) =

365 364 366 N 365! ... = 365 365 365 (365 N )! 365N

I need only 23 people!

ENME392 Statistics, Spring 2013

Brain candy Abraham Walds WW2 memo

Abraham Wald, a member of the Statistical Research Group, reviewed damaged planes coming back from missions over Germany during the 2nd World War. He found that the fuselage and fuel system of the returning damaged planes were much more likely to be damaged by bullets than the engines. What was his recommendation? A: Protect the engines! Why was this the correct advice? Consider events R (plane returns), HE (hit in engine), HF (hit in fuel system). We want P(R|HE) and P(R|HF). We observe P(HE|R) and P(HF|R). Use P(RHE) = P(R|HE) * P(HE) = P(HE|R) * P(R) (and the same for HF).

ENME392 Statistics, Spring 2013

Brain candy drug trial

Two treatments A and B for kidney stones are investigated, with the following results: For small kidney stones: A is successful in 93% of trials 81 out of 87 B is successful in 87% of trials 234 out of 270 For large kidney stones: A is successful in 73% of trials 192 out of 263 B is successful in 69% of trials 55 out of 80 For all kidney stones, large and small: A is successful in 78% of trials 273 out of 350 B is successful in 83% of trials 289 out of 350 Is this possible?

ENME392 Statistics, Spring 2013