Tong, Y. L.

“Force-System Resultants and Equilibrium”

The Engineering Handbook.
Ed. Richard C. Dorf
Boca Raton: CRC Press LLC, 2000

© 1998 by CRC PRESS LLC

 207
Probability and Statistics
207.1 Elementary Probability
Random Variables and Probability Distributions • Expectations • Some Commonly Used Distributions • The
Normal Distribution
207.2 Random Sample and Sampling Distributions
Random Sample and Related Statistics
207.3 Normal Distribution-Related Sampling Distributions
One-Sample Case • Two-Sample Case
207.4 Confidence Intervals
One-Sample Case • Two-Sample Case
207.5 Testing Statistical Hypotheses
One-Sample Case • Two-Sample Case
207.6 A Numerical Example
One-Sample Case • Two-Sample Case

Y. L. Tong
Georgia Institute of Technology

In most engineering experiments, the outcomes (and hence the observed data) appear in a random
and nondeterministic fashion. For example, the operating time of a system before failure, the
tensile strength of a certain type of material, and the number of defective items in a batch of
produced items are all subject to random variations from one experiment to another. In engineering
statistics, we apply the theory and methods of statistics to develop procedures for summarizing the
data and making statistical inference and to obtain useful information with the presence of
randomness and uncertainty.

207.1 Elementary Probability

Random Variables and Probability Distributions

Intuitively speaking, a random variable (denoted by X, Y, Z, etc.) takes a numerical value that
depends on the outcome of the experiment. Because the outcome of an experiment is subject to
random variation, the resulting numerical value is also random. In order to provide a stochastic
model for describing the probability distribution of a random variable X, we generally classify
random variables into two groupsthe discrete type and the continuous type. The discrete random
variables are those which, technically speaking, take a finite number or a countably infinite number

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of possible numerical values (in most engineering applications, they take nonnegative integer
values). Continuous random variables involve outcome variables such as time, length, distance,
area, and volume. We specify a function f (x) , called the probability density function (p.d.f.) of a
random variable X, such that the probability that the random variable X takes a value in a set A (of
real numbers) is given by
(P
x2A f (x) for all sets A if X is discrete
P [X 2 A] = R (207:1)
A
f(x) dx for all intervals A if X is continuous

By letting A be the set of all values that are less than or equal to a fixed number t (i.e.,
A = (¡1; t] ), the probability function P [X · t] , denoted by F (t) , is called the distribution
function of X. We note that, by calculus, if X is a continuous random variable and if F (x) is
differentiable, then f (x) = (d=dx)F (x) .

Expectations
In many applications, the result of an experiment with a numerical outcome X is a specific function
of X[u(X) , say]. Because X is a random variable, u(X) itself is also a random variable. We define
the expected value of u(X) by
½P
x u(x)f (x) if X is discrete
E[u(X)] = R 1 (207:2)
¡1
u(x)f (x) dx if X is continuous

provided that, of course, the sum or the integral exists. In particular, if u(x) = x , then E(X) ´ ¹
is called the mean of X (of the distribution) and E(X ¡ ¹)2 ´ ¾ 2 is called the variance of X (of the
distribution). The mean is a measurement of the central tendency, and the variance is a
measurement of the dispersion of the distribution.

Some Commonly Used Distributions

There are many well-known distributions which are useful in engineering statistics. Among the
discrete distributions, the hypergeometric and binomial distributions have applications in
acceptance sampling problems and quality control, and the Poisson distribution is useful for
studying queueing theory and other related problems. Among the continuous distributions, the
uniform distribution concerns random numbers and can be applied in simulation studies, the
exponential and gamma distributions are closely related to the Poisson distribution and, together
with the Weibull distribution, have important applications in life testing and reliability studies. All
of these distributions involve at least one unknown parameter; hence their means and variances
also depend on the parameters. The reader is referred to textbooks in this area for details. For
example, Hahn and Shapiro [1967, pp. 163−169 and pp. 120−134] comprehensively list these and
other distributions on their p.d.f.s and the graphs, parameters, means, variances, with discussions
and examples of their applications.

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The Normal Distribution
Perhaps the most important distribution in statistics and probability is the normal distribution (also
known as the Gaussian distribution). This distribution involves two parameters, ¹ and ¾ 2 , and its
p.d.f. is given by
1 1
(x¡¹)2
f (x) = f(x; ¹; ¾ 2 ) = p e¡ 2¾2 (207:3)
2¼ ¾

for ¡1 < ¹ < 1 , ¾ 2 > 0 , and ¡1 < x < 1 . It can be shown that, for a p.d.f. of this form, the
2
values of ¹ and ¾p are, respectively, that of the mean and the variance of the distribution. Further,
the quantity ¾ = ¾ 2 is called the standard deviation of the distribution. We shall use the symbol
X » N (¹; ¾ 2 ) to denote that X has a normal distribution with mean ¹ and variance ¾ 2 .
When plotting the p.d.f. f (x; ¹; ¾ 2 ) given in Eq. (207.3), we see that the resulting graph
represents a bell-shaped curve and is symmetric about ¹ . If a random variable Z has an N (0; 1)
distribution, then the p.d.f. of Z is given by [from Eq. (207.3)]

1 1 2
Á(z) = p e¡ 2 z ; ¡1 < z < 1 (207:4)
2¼

The distribution function of Z,

Z z
©(z) = Á(u) du; ¡1 < z < 1 (207:5)
¡1

cannot be given in a closed form; hence it has been tabulated. The table of ©(z) can be found in
most textbooks in statistics and probability, including those listed in the references at the end of
this chapter (we note in passing that, by the symmetry property, ©(z) + ©(¡z) = 1 holds for all
z).

207.2 Random Sample and Sampling Distributions

Random Sample and Related Statistics

As noted in Box, Hunter, and Hunter [1978], in the design and analysis of engineering
experiments, a study usually involves the following steps:
(i) The choice of a suitable stochastic model by assuming that the observations follow a certain
distribution. The functional form of the distribution (or the p.d.f.) is assumed to be known
except the value(s) of the parameter(s).
(ii)Design of experiments and collection of data.
(iii)Summarization of data and computation of certain statistics.

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 (iv)Statistical inference (including the estimation of the parameters of the underlying
distribution and the hypothesis-testing problems).
In order to make statistical inference concerning the parameter(s) of a distribution, it is essential
to first study the sampling distributions. We say that X1 ; X2 ; : : : ; Xn represent a random sample of
size n if they are independent random variables and each of them has the same p.d.f. f (x) . (Due to
space limitations, the notion of independence will not be carefully discussed here. But,
nevertheless, we say that X1 ; X2 ; : : : ; Xn are independent if
n
Y
P [X1 2 A1 ; X2 2 A2 ; : : : ; Xn 2 An ] = P [Xi 2 Ai ] (207:6)
i=1

holds for all sets A1 ; A2 ; : : : ; An .) Because the parameters of the population are unknown, the
population mean ¹ and the population variance ¾ 2 are unknown. In most commonly used
distributions, ¹ and ¾ 2 can be estimated by the sample mean X and the sample variance S 2 ,
respectively, which are given by

n n
" n
#
1 X 2 1 X 1 X 2
X = Xi ; S = (Xi ¡ X )2 = Xi2 ¡ nX
n n¡1 n¡1
i=1 i=1 i=1

(207:7)

(The second equality in the formula for S 2 can be verified algebraically.) Now, because
X1 ; X2 ; : : : ; Xn are random variables, X and S 2 are also random variables. Each of them is called
a statistic and has a probability distribution which also involves the unknown parameter(s). In
probability theory, there are two fundamental results concerning their distributional properties.

Theorem 1.
(Weak Law of Large Numbers). As the sample size n becomes large, X converges to¹ in
probability and S2 converges to ¾ 2 in probability. More precisely, for every fixed positive number
" > 0 , we have

P [jX ¡ ¹j · "] ! 1; P [jS 2 ¡ ¾ 2 j · "] ! 1 (207:8)

as n ! 1 .

Theorem 2.
(Central Limit Theorem). As n becomes large, the distribution of the random
variable
p
X ¡¹ n(X ¡ ¹)
Z= p = (207:9)
¾= n ¾

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 has approximately an N (0; 1) distribution. More precisely,

P [Z · z] ! ©(z) for every ¯xed z as n ! 1 (207:10)

207.3 Normal Distribution-Related Sampling

Distributions

One-Sample Case
Additional results exist when the observations come from a normal population. If X1 ; X2 ; : : : ; Xn
represent a random sample of size n from an N (¹; ¾ 2 ) population, then the following sampling
distributions are useful.

Fact 1.
For every fixed n, the distribution of Z given in Eq.(207.9) has exactly an N (0; 1) distribution.

Fact 2. p p
The distribution of the statistic T = n(X ¡ ¹)=S , where S = S 2 is the sample standard
deviation, is called a Student's t distribution with º = n ¡ 1 degrees of freedom; in symbols,
t(n ¡ 1) .
This distribution is useful for making inference on ¹ when ¾ 2 is unknown. A table of the
percentiles can be found in most statistics textbooks.

Fact 3.
The distribution of the statistic W = (n ¡ 1)S 2 =¾ 2 is called a chi-squared distribution with
º = n ¡ 1 degrees of freedom; in symbols, Â2 (º) .
Such a distribution is useful in making inference on ¾ 2 . A table of the percentiles can also be found
in most statistics books.

Two-Sample Case
In certain applications, we may be interested in the comparisons of two different treatments.
Suppose that independent samples from treatments T1 and T2 are to be observed as shown in Table
207.1. The difference of the population means (¹1 ¡ ¹2 ) and the ratio of the population variances
can be estimated, respectively, by (X 1 ¡ X 2 ) and S12 =S22 . The following facts summarize the
distributions of these statistics.

Table 207.1 Summary of Data for a Two-Sample Problem

Treatment Observations Distribution Sample Sample Sample
Size Mean Variance
T1 X11 ; X12 ; : : : ; X1n1 N (¹1 ; ¾12 ) n1 X1 S12
T2 X21 ; X22 ; : : : ; X2n2 N (¹2 ; ¾22 ) n2 X2 S22

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Fact 4.
Under the assumption of normality, (X 1 ¡ X 2 ) has an N (¹1 ¡ ¹2 ; (¾12 =n1 ) + (¾22 =n2 ))
distribution; or equivalently, for all n1 and n2, the statistic

Z = [(X 1 ¡ X 2 ) ¡ (¹1 ¡ ¹2 )]=(¾12 =n1 + ¾22 =n2 )1=2 (207:11)

has an N (0; 1) distribution.

Fact 5.
When ¾12 = ¾22 ´ ¾ 2 , the common population variance is estimated by

Sp2 = (n1 + n2 ¡ 2)¡1 [(n1 ¡ 1)S12 + (n2 ¡ 1)S22 ] (207:12)

and (n1 + n2 ¡ 2)Sp2 =¾ 2 has a Â2 (n1 + n2 ¡ 2) distribution.

Fact 6.
When ¾12 = ¾22 , the statistic

T = [(X 1 ¡ X 2 ) ¡ (¹1 ¡ ¹2 )]=Sp (1=n1 + 1=n2 )1=2 (207:13)

q
has a t(n1 + n2 ¡ 2) distribution, where Sp = Sp2 .

Fact 7.
The distribution of F = (S12 =¾12 )=(S22 =¾22 ) is called an F distribution with degrees of freedom
(n1 ¡ 1; n2 ¡ 1) ; in symbols, F (n1 ¡ 1; n2 ¡ 1) .
The percentiles of this distribution have also been tabulated and can be found in statistics books.
The distributions listed above (normal, Student's t, chi-squared, and F) form an important part of
classical statistical inference theory, and they are developed under the assumption that the
observations follow a normal distribution. When the distribution of the population is not normal
and inference on the population means is to be made, we conclude that (i) if the sample sizes n1
and n2 are large, then the statistic Z in Eq. (207.11) has an approximate N (0; 1) distribution, (ii) in
the small-sample case, the exact distribution of X [of (X 1 ¡ X 2 ) ] depends on the population p.d.f.
There are several analytical methods for obtaining it, and those methods can be found in statistics
textbooks.

207.4 Confidence Intervals

A method for estimating the population parameters based on the sample mean(s) and sample
variance(s) involves the confidence intervals for the parameters.

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One-Sample Case
Confidence Interval for ¹ When ¾ 2 Is Known
Consider the situation in which a random sample of size n is taken from an N (¹; ¾ 2 ) population
and ¾ 2 is known. An interval, I1 , of the form I1 = (X ¡ d; X + d) (with width 2d ) is to be
constructed as a confidence interval for ¹ . If we make the assertion that ¹ is in this interval (i.e., ¹
is bounded below by X ¡ d , and bounded above by X + d ), then sometimes this assertion is
correct and sometimes it is wrong, depending on the value of X in a given experiment. If for a
fixed ® value we would like to have a confidence probability (called confidence coefficient) such
that

P [¹ 2 I1 ] = P [X ¡ d < ¹ < X + d] = 1 ¡ ® (207:14)

p
then we need to choose the value of d to satisfy d = z®=2 ¾= n ; that is,
µ ¶
¾ ¾
I1 = X ¡ z®=2 p ; X + z®=2 p (207:15)
n n

where z®=2 is the (1 ¡ ®=2) th percentile of the N (0; 1) distribution such that ©(z®=2 ) = 1 ¡ ®=2 .
To see this, we note that, from the sampling distribution of X (Fact 1), we have
· ¸ · ¸
¾ ¾ jX ¡ ¹j
P X ¡ z®=2 p < ¹ < X + z®=2 p =P p · z®=2
n n ¾= n
= ©(z®=2 ) ¡ ©(¡z®=2 ) = 1 ¡ ®:
(207:16)

We further note that, even when the original population is not normal, by Theorem 2 the
confidence probability is approximately (1 ¡ ®) when the sample size is reasonably large.

Confidence Interval for ¹ When ¾ 2 Is Unknown

Assume that the observations are from an N (¹; ¾ 2 ) population. When ¾ 2 is unknown, by Fact 2
and a similar argument we see that
µ ¶
S S
I2 = X ¡ t®=2 (n ¡ 1) p ; X + t®=2 (n ¡ 1) p (207:17)
n n

is a confidence interval for ¹ with confidence probability 1 ¡ ® , where t®=2 (n ¡ 1) is the

(1 ¡ ®=2) th percentile of the t(n ¡ 1) distribution.

Confidence Interval for ¾ 2

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If, under the same assumption of normality, a confidence interval for ¾ 2 is needed when ¹ is
unknown, then

I3 = ((n ¡ 1)S 2 =Â21¡®=2 (n ¡ 1); (n ¡ 1)S 2 =Â2®=2 (n ¡ 1)) (207:18)

has a confidence probability 1 ¡ ® , when Â21¡®=2 (n ¡ 1) and Â2®=2 (n ¡ 1) are the (®=2) th and
(1 ¡ ®=2) th percentiles, respectively, of the Â2 (n ¡ 1) distribution.

Two-Sample Case
Confidence Intervals for ¹1 ¡ ¹2 When ¾12 and ¾22 Are Known
Consider an experiment that involves the comparison of two treatments, T1 and T2 , as indicated in
Table 207.1. If a confidence interval for ± = ¹1 ¡ ¹2 is needed when ¾12 and ¾22 are known then,
by Fact 4 and a similar argument, the confidence interval
µ q q ¶
I4 = (X 1 ¡ X 2 ) ¡ z®=2 ¾12 =n1 + ¾22 =n2 ; (X 1 ¡ X 2 ) + z®=2 ¾12 =n1 + ¾22 =n2

(207:19)

has a confidence probability 1 ¡ ® .

Confidence Interval for ¹1 ¡ ¹2 When ¾12 and ¾22 Are Unknown but Equal
Under the additional assumption that ¾12 = ¾22 but the common variance is unknown, then by Fact
6 the confidence interval
£ ¤
I5 = (X 1 ¡ X 2 ) ¡ d; (X 1 ¡ X 2 ) + d (207:20)

has a confidence probability 1 ¡ ® , where

d = t®=2 (n1 + n2 ¡ 2)Sp (1=n1 + 1=n2 )1=2 (207:21)

Confidence Interval for ¾12 =¾22

A confidence interval for the ratio of the variances ¾22 =¾12 can be obtained from the F distribution
(see Fact 7), and the confidence interval
µ ¶
S22 S22
I6 = F1¡®=2 (n1 ¡ 1; n2 ¡ 1) 2 ; F®=2 (n1 ¡ 1; n2 ¡ 1) 2 (207:22)
S1 S1

has a confidence probability 1 ¡ ® , where F1¡®=2 (n1 ¡ 1; n2 ¡ 1) and F®=2 (n1 ¡ 1; n2 ¡ 1) are,
respectively, the (®=2) th and (1 ¡ ®=2) th percentiles of the F (n1 ¡ 1; n2 ¡ 1) distribution.

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207.5 Testing Statistical Hypotheses
A statistical hypothesis concerns a statement or assertion about the true value of the parameter in a
given distribution. In the two-hypothesis problems, we deal with a null hypothesis and an
alternative hypothesis, denoted by H0 and H1 , respectively. A decision is to be made, based on the
data of the experiment, to either accept H0 (hence reject H1 ) or reject H0 (hence accept H1 ) . In
such a two-action problem, there are two types of errors we may commit: the type I error is to
reject H0 when it is true, and the type II error is to accept H0 when it is false. As a standard
practice, we do not reject H0 unless there is significant evidence indicating that it may be false (in
doing so, the burden of proof that H0 is false is on the experimenter). Thus, we usually choose a
small fixed number, ® (such as 0.05 or 0.01), such that the probability of committing a type I error
is at most ® . With such a given ® , we can then determine the region in the data space for the
rejection of H0 (called the critical region).

One-Sample Case
Suppose that X1 ; X2 ; : : : ; Xn represent a random sample of size n from an N (¹; ¾ 2 ) population,
and X and S 2 are, respectively, the sample mean and sample variance.

Test for Mean

In testing

H 0 : ¹ = ¹0 vs. H1 : ¹ = ¹1 (¹1 > ¹0 ) or H1 : ¹ > ¹0

when ¾ 2 is known, we reject H0 when X p is large. To determine the cut-off point, we note that (by
Fact 1) the statistic Z0 = (X ¡ ¹0 )=(¾= n) has an N (0; 1) distribution under H0 . Thus if we
decide to reject H0 when Z0 > z® , then the probability of committing a type I error is ® . As a
consequence, we apply the decision rule
¾
d1 : reject H0 if and only if X > ¹0 + z® p :
n

Similarly, from the distribution of Z0 under H0 , we can obtain pthe critical region for the other
2
types of hypotheses. When ¾ is unknown, then by Fact 2, T0 = n(X ¡ ¹0 )=S has a t(n ¡ 1)
distribution under H0 . Thus, the corresponding tests can be obtained by substituting t® (n ¡ 1) for
z® and S for ¾ . The tests for the various one-sided and two-sided hypotheses are summarized in
Table 207.2. For each set of hypotheses, the critical region given on the first line is for the case
when ¾ 2 is known, and that given on the second line is for the case when ¾ 2 is unknown.
Furthermore, t® and t®=2 stand for t® (n ¡ 1) and t®=2 (n ¡ 1) , respectively.

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Table 207.2 One-Sample Tests for Mean

Null Hypothesis H0 Alternative Hypothesis H1 Critical Region

¹ = ¹0 or ¹ · ¹0 ¹ = ¹1 > ¹0 or ¹ > ¹0 ¾
X > ¹0 + z® p
n
S
X > ¹ 0 + t® p
n
¹ = ¹0 or ¹ ¸ ¹0 ¹ = ¹1 < ¹0 or ¹ < ¹0 ¾ S
X < ¹0 ¡ z® p X < ¹0 ¡ t® p
n n
¹ = ¹0 ¹ 6= ¹0 ¾
jX ¡ ¹0 j > z®=2 p
n
S
jX ¡ ¹0 j > t®=2 p
n

Test for Variance

In testing hypotheses concerning the variance ¾ 2 of a normal distribution, we use Fact 3 to assert
that, under H0 : ¾ 2 = ¾02 , the distribution of w0 = (n ¡ 1)S 2 =¾02 is Â2 (n ¡ 1) . The corresponding
tests and critical regions are summarized in Table 207.3 (Â2® and Â2®=2 stand for Â2® (n ¡ 1) and
Â2®=2 (n ¡ 1) , respectively).

Table 207.3 One-Sample Tests for Variance

Null Hypothesis H0 Alternative Hypothesis H1 Critical Region
¾ 2 = ¾02 or ¾2 · ¾02 ¾ 2 = ¾12 > ¾02 or ¾ 2 > ¾02 1
(S 2 =¾02 ) > Â2
n¡1 ®
¾ 2 = ¾02 or ¾2 ¸ ¾02 ¾ 2 = ¾12 < ¾02 or ¾ 2 < ¾02 1
(S 2 =¾02 ) < Â2
n ¡ 1 1¡®
¾ 2 = ¾02 ¾ 2 6= ¾02 1
(S 2 =¾02 ) > Â2
n ¡ 1 ®=2
1
or (S 2 =¾02 ) < Â2
n ¡ 1 1¡®=2

Two-Sample Case
In comparing the means and variances of two normal populations, we once again refer to Table
207.1 for notation and assumptions.

Test for Difference of Two Means

Let ± = ¹1 ¡ ¹2 be the difference of the two population means. In testing H0 : ± = ±0 versus a
one-sided or two-sided alternative hypothesis, we note that, for

¿ = (¾12 =n1 + ¾22 =n2 )1=2 (207:23)

and

À = Sp (1=n1 + 1=n2 )1=2 (207:24)

Z0 = [(X 1 ¡ X 2 ) ¡ ±0 ]=¿ has an N (0; 1) distribution under H0 , and T0 = [(X 1 ¡ X 2 ) ¡ ±0 ]=À

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has a t(n1 + n2 ¡ 2) distribution under H0 when ¾12 = ¾22 . Using these results, the corresponding
critical regions for one-sided and two-sided tests can be obtained, and they are listed in Table
207.4. Note that, as in the one-sample case, the critical region given on the first line for each set of
hypotheses is for the case of known variances, and that given on the second line is for the case in
which the variances are equal but unknown. Further, t® and t®=2 stand for t® (n1 + n2 ¡ 2) and
t®=2 (n1 + n2 ¡ 2) , respectively.

Table 207.4 Two-Sample Tests for Difference of Two Means

Null Hypothesis H0 Alternative Hypothesis H1 Critical Region
± = ± or ± · ±0 ± = ±1 > ±0 or ± > ±0 (X 1 ¡ X 2 ) > ±0 + z® ¿
(X 1 ¡ X 2 ) > ±0 + t® À
± = ±0 or ± ¸ ±0 ± = ±1 < ±0 or ± < ±0 (X 1 ¡ X 2 ) < ±0 ¡ z® ¿
(X 1 ¡ X 2 ) < ±0 ¡ t® À
± = ±0 ± 6= ±0 j(X 1 ¡ X 2 ) ¡ ±0 j > z®=2 ¿
j(X 1 ¡ X 2 ) ¡ ±0 j > t®=2 À

207.6 A Numerical Example

In the following, we provide a numerical example for illustrating the construction of confidence
intervals and hypothesis-testing procedures. The example is given along the line of applications in
Wadsworth [1990, p. 4.21] with artificial data.
Suppose that two processes, T1 and T2 , for manufacturing steel pins are in operation, and that a
random sample of four pins (of five pins) was taken from the process T1 (the process T2 ) with the
following results (in units of inches):

T1 : 0:7608; 0:7596; 0:7622; 0:7638

T2 : 0:7546; 0:7561; 0:7526; 0:7572; 0:7565

Simple calculation shows that the observed values of sample means, sample variances, and sample
standard deviations are

X 1 = 0:7616; S12 = 3:178 914 ¢ 10¡6 ; S1 = 1:7830 ¢ 10¡3

X 2 = 0:7554; S22 = 3:516 674 ¢ 10¡6 ; S2 = 1:8753 ¢ 10¡3

One-Sample Case
Let us first consider confidence intervals for the parameters of the first process, T1 , only.
1. Assume that, based on previous knowledge on processes of this type, the variance is known

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 to be ¾12 = 1:802 ¢ 10¡6 (¾1 = 0:0018 ). Then, from the normal table [Ross, 1987, p. 482], we
have z0:025 = 1:96 . Thus, a 95% confidence interval for ¹1 is
p p
(0:7616 ¡ 1:96 £ 0:0018= 4; 0:7616 + 1:96 £ 0:0018= 4)

or (0.7598, 0.7634) (after rounding off to the fourth decimal place).

2. If ¾12 is unknown and a 95% confidence interval for ¹1 is needed, then, for t0:025 (3) = 3:182
[Ross, 1987, p. 484], the confidence interval is
p p
(0:7616 ¡ 3:182 £ 0:0017 83= 4; 0:7616 + 3:182 £ 0:0017 83= 4)

or (0.7588, 0.7644).
3. From the chi-squared table with 4-1 = 3 degrees of freedom, we have [Ross, 1987, p. 483]
Â20:975 = 0:216 , Â20:025 = 9:348 . Thus, a 95% confidence interval for ¾12 is
(3 £ 3:178 914 ¢ 10¡6 =9:348; 3:178 914 ¢ 10¡6 =0:216) , or (1:0202 ¢ 10¡6 ; 44:151 58 ¢ 10¡6 ) .
4. In testing the hypotheses

H0 : ¹1 = 0:76 vs. H1 : ¹1 > 0:76

with ® = 0:01 when ¾12 is unknown,

p the critical region is
x 1 > 0:76 + 4:541 £ 0:001 783= 4 = 0:7640 . Because the observed value of x 1 is 0.7616,
H0 is accepted. That is, we assert that there is no significant evidence to call for the rejection
of H0 .

Two-Sample Case
If we assume that the two populations have a common unknown variance, we can use the Student's
t distribution (with degree of freedom º = 4 + 5 ¡ 2 = 7 ) to obtain confidence intervals and to
test hypotheses for ¹1 ¡ ¹2 . We first note that the data given above yield

1
Sp2 = (3 £ 3:178 414 + 4 £ 3:516 674) ¢ 10¡6
7

= 3:371 920 ¢ 10¡6 ;

p
Sp = 1:836 279 ¢ 10¡3 ; À = Sp 1=4 + 1=5 = 1:231 813 ¢ 10¡3

and X 1 ¡ X 2 = 0:0062 .
1. A 98% confidence interval for ¹1 ¡ ¹2 is (0:0062 ¡ 2:998 ¢ À; 0:0062 + 2:998À) or
(0.0025, 0.0099).
2. In testing the hypotheses H0 : ¹1 = ¹2 (i.e., ¹1 ¡ ¹2 = 0 ) vs. H1 : ¹1 > ¹2 with ® = 0:05 ,
the critical region is (X1 ¡ X2 ) > 1:895À = 2:3344 ¢ 10¡3 . Thus, H0 is rejected (i.e., we

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 conclude that there is significant evidence to indicate that ¹1 > ¹2 may be true).
3. In testing the hypotheses H0 : ¹1 = ¹2 vs H1 : ¹1 6= ¹2 with ® = 0:02 , the critical region is
jX1 ¡ X2 j > 2:998À = 3:6930 ¢ 10¡3 . Thus, H0 is rejected. We note this conclusion is
consistent with the result that, with confidence probability 1 ¡ ® = 0:98 , the confidence
interval for (¹1 ¡ ¹2 ) does not contain the origin.

References
Bowker, A. H. and Lieberman, G. J. 1972. Engineering Statistics, 2d ed. Prentice Hall, Englewood
Cliffs, NJ.
Box, G. E. P., Hunter, W. G., and Hunter, J. S. 1978. Statistics for Experimenters. John Wiley
& Sons, New York.
Hahn, G. J. and Shapiro, S. S. 1967. Statistical Models in Engineering. John Wiley & Sons, New
York.
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Further Information
Other important topics in engineering probability and statistics include sampling inspection and
quality (process) control, reliability, regression analysis and prediction, design of engineering
experiments, and analysis of variance. Due to space limitations, these topics are not treated in this
chapter. The reader is referred to textbooks in this area for further information. There are many
well-written books that cover most of these topics. The short list of references above consists of a
small sample of them.

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