Professional Documents
Culture Documents
Introduccin
Cuando el tamao de la muestra es pequeo, la estimacin y los procedimientos de pruena del captulo 8 no son apropiados. Existe un test de muestras pequeas equivalente y procedimientos de estimacin para , la media de la poblacin normal 1 2 , la diferencia entre dos medias poblacionales 2, la varianza de una poblacin normal La proporcin entre dos varianzas poblacionales.
Cuando tomamos una muestra de una poblacin normal, la media de la muestra x tiene una distribucin normal para cualquier tamao n, y
x z= / n
x no es normal! s/ n
Tiene distribucin normal estndar. Pero si es desconocida, y debemos estimarla, el estadstico no es normal. normal
Afortunadamente, este estadstico posee una distribucin muestral que es bien conocida para los estadsticos, llamada distribucin de Student, con n-1 grados de libertad.
Distribucin de Student
x t= s/ n
Podemos utilizar esta distribucin para crear procedimientos de prueba para la media de la Copyright 2006 Brooks/Cole poblacin A division of Thomson Learning, Inc.
Propiedades de t de Student
Forma de monte y simtrica alrededor de 0 Ms variable que z, con colas ms pesadas
La forma depende del tamao de la muestra n o de los grados de libertad, n-1 MY APPLET A medida que n se incrementa, las formas de las distribuciones t y z se tornan casi idnticas. Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
La tabla 4 da los valores de t que excluyen ciertos valores crticos en la cola de la distribucin t Indexa df y el rea apropiada de la cola a para encontrar ta, el valor de t con rea a a su derecha.
Para una muestra al azar de tamao n = 10, encuentre el valor de t que deja 0,025 en la cola derecha. Fila = df = n 1 = 9 Subndice columna = a =0,025 t0,025 = 2,262
Usando la tabla t
s x t / 1 n donde t / 1es el valor de t que deja un rea /1 en la cola de una distribucin t con df = n 1
Ejemplo
Un sistema de aspersin est diseado de tal forma que el tiempo promedio de los picos para activarse luego de haber sido encendidos es no mayor a 15 seg Una prueba de 5 sistemas di los tiempos siguientes: 17, 31, 12, 17, 13, 25 Est trabajando el sistema como se especific? Pruebe usando = 0,05
Ejemplo
Datos: 17, 31, 12, 17, 13, 25 Primero calcule la media y la desviacin estndar muestral:
Ejemplo
Datos: 17, 31, 12, 17, 13, 25 Calcule el test estadstico y encuentre la regin de rechazo para = 0,05
Test estadstico : Grados de libertad : x 1 1 1 ,11 1 1 1 t= = = 1 1 df = n 1 1 1 1 ,1 = = s / n 1 11 / 1 ,1
Regin rechazo: Rechace H00si tt Regin rechazo: Rechace H si > 2,015 Si el test estadstico cae > 2,015 Si el test estadstico cae en la regin de rechazo, su valoren la regin de rechazo, su valorp debe ser menor aa = 0,05 p debe ser menor = 0,05
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Conclusin
Datos: 17, 31, 12, 17, 13, 25 Compare el test estadstico con la regin de rechazo, y saque conclusiones.
H 1: = 1 1 Ha : > 1 1
Conclusin: Para nuestro ejemplo, t = 1,38 no cae en la regin de rechazo y H0 no es rechazada. La evidencia es insuficiente para indicar que el tiempo promedio de activacin es mayor a 15.
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Aproximando el valor-p
Since the observed value of t = 1.38 is smaller than t.10 = 1.476, p-value > .10.
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MY
APPLET
El valor-p exacto
Para probar: H0: 1 2 = D0 versus Ha: una de tres donde D0 es alguna diferencia que se ha tomado como hiptesis, generalmente 0
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
s s + n1 n1
1 1
does not have either a z or a t distribution, and cannot be used for small-sample inference. We need to make one more assumption, that the population variances, although unknown, are equal. Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
t=
x1 x1 D1 1 1 s + n n 1 1
1
1. Original populations 1. Original populations normal normal 2. Samples random and 2. Samples random and independent independent 3. Equal population 3. Equal population variances. variances.
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Time to Assemble
Two training procedures are compared by measuring the time that it takes trainees to assemble a device. A different group of trainees are taught using each method. Is there a difference in the two methods? Use = .01. H : = 1
Method 1 10 35 Method 2 12 31 4.5
1 1 1
Example
H a : 1 1 1 Test statistic : t= x1 x1 1 1 1 s + n n 1 1
1
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
MY
APPLET
Example
Sample size 10 35 12 31 4.5
Solve this problem by approximating the pMethod 1 Method 2 value using Time to Assemble Table 4.
Sample mean Sample Std Dev 4.9
Calculate :
Example
s s + n n df 1 1 11 ( s1 / n1 1 ( s1/ n1) 1 ) + n1 1 n1 1
1 1
1 1 1
has an approximate t distribution with degrees of freedom given above. This is most easily done by computer. Copyright 2006 Brooks/Cole
A division of Thomson Learning, Inc.
Example
Car Type A Type B 1 10.6 10.2 2 9.8 9.4 3 12.3 11.8 4 9.7 9.1 5 8.8 8.3
One Type A and one Type B tire are randomly assigned to each of the rear wheels of five cars. Compare the average tire wear for types A and B using a test of hypothesis. But the samples are not independent. The pairs of H 1: 1 1 = 1 responses are linked because H a : 1 1 1 measurements are taken on the same car.
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
To test H 1: 1 1 = 1 test H 1: d = 1 we
where n = number of pairs, d and sd are the mean and standard deviation of the differences, d i . Use the p - value or a rejection region based on a t - distribution with df = n 1 .
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Example
Car Type A Type B Difference 1 10.6 10.2 .4 2 9.8 9.4 .4 3 12.3 11.8 .5 4 9.7 9.1 .6 5 8.8 8.3 .5
H 1: 1 1 = 1 H a : 1 1 1
di Calculate = d = .11 n sd =
( di ) 1 d 1
i
n n 1
= .1111
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Example
Car Type A Type B Difference 1 10.6 10.2 .4 2 9.8 9.4 .4 3 12.3 11.8 .5 4 9.7 9.1 .6 5 8.8 8.3 .5
Rejection region: Reject H0 if t > 2.776 or t < -2.776. Conclusion: Since t = 12.8, H0 is rejected. There is a difference in the average tire wear for the two types of tires.
Some Notes
You can construct a 100(1-)% confidence interval for a paired experiment using sd d t / 1 n Once you have designed the experiment by pairing, you MUST analyze it as a paired experiment. If the experiment is not designed as a paired experiment in advance, do not use this procedure.
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Table 5 gives both upper and lower critical values of the chi-square statistic for a given df.
For example, the value of chi-square that cuts off . 05 in the upper tail of the distribution with df = 5 is 2 =11.07.
(n 1 )s = with a rejection region based on 1 1 a chi - square distribution with df = n 1 . Confidence interval : (n 1 1 )s (n 1 1 )s 1 < < 1 1 / 1 (1 / 1 )
Example
A cement manufacturer claims that his cement has a compressive strength with a standard deviation of 10 kg/cm2 or less. A sample of n = 10 measurements produced a mean and standard deviation of 312 and 13.96, respectively.
A test of hypothesis: A test of hypothesis: H00:22= 10 (claim is H : = 10 (claim is correct) correct) Haa:22> 10 (claim is H: > 10 (claim is wrong) wrong) uses the test statistic: uses the test statistic:
(n 1 1 1 1 .1 1) )s (1 1 1 = = = 1.1 1 1 1 1 111
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Example
Do these data produce sufficient evidence to reject the manufacturers claim? Use = .05.
Rejection region: Reject H0 if 2 > 16.919 ( = .05). Conclusion: Since 2= 17.5, H0 is rejected. The standard deviation of the cement strengths is more than 10.
.025 < p-value < .05 .025 < p-value < .05 Since the p-value is less Since the p-value is less than = .05, H00is not than = .05, H is not rejected. There is rejected. There is sufficient evidence to sufficient evidence to reject the manufacturers reject the manufacturers claim. claim.
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
has an F distribution with df1 = n1 - 1 and df2 = n2 - 1 degrees of freedom. Copyright 2006 Brooks/Cole
Confidence interval :
1 1 1 1 1 1 1 1 1 1 1 1
Example
An experimenter has performed a lab experiment using two groups of rats. He wants to test H0: 1 = 2, but first he wants to make sure that the population variances are equal.
Standard (2) 10 13.64 2.3 Experimental (1) 11 12.42 5.8 Sample size Sample mean Sample Std Dev
Preliminary test :
1 1 1 1 H 1: 1 = 1 versus H a : 1 1
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Example
Standard (2) Sample size Sample Std Dev 10 2.3
1 1
H 1: =
1 1
Test statistic :
1 s1 1 1 .1 F = 1= =11 .1 1 s1 1 .1
Ha :
1 1
1 1
We designate the sample with the larger standard We designate the sample with the larger standard deviation as sample 1, to force the test statistic deviation as sample 1, to force the test statistic into the upper tail of the F distribution. into the upper tail of the F distribution.
Copyright 2006 Brooks/Cole A division of Thomson Learning, Inc.
Example
1 1 H 1: 1 = 1
Ha :
1 1
1 1
The rejection region is two-tailed, with = .05, but we only The rejection region is two-tailed, with = .05, but we only need to find the upper critical value, which has /2 = .025 to need to find the upper critical value, which has /2 = .025 to its right. its right. From Table 6, with df11=10and df22= 9, we reject H00if F > From Table 6, with df =10 and df = 9, we reject H if F > 3.96. 3.96. CONCLUSION: Reject H00.There is sufficient evidence to CONCLUSION: Reject H . There is sufficient evidence to indicate that the variances are unequal. Do not rely on the indicate that the variances are unequal. Do not rely on the assumption of equal variances for your tttest! 2006 Brooks/Cole assumption of equal variances for your test! Copyright
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