Upload
allyson-broom
View
225
Download
5
Embed Size (px)
Citation preview
Statistics Review – Part I
Topics– Z-values– Confidence Intervals– Hypothesis Testing– Paired Tests– T-tests– F-tests
1
Statistics References
References used in class slides:
1. Sullivan III, Michael. Statistics: Informed Decisions Using Data, Pearson Education, 2004.
2. Gitlow, et. al Six Sigma for Green Belts and Champions, Prentice Hall, 2004.
2
3
Relative frequency histograms that are symmetric and bell-shaped are said to have the shape of a normal curve.
Sampling and the Normal Distribution
4
If a continuous random variable is normally distributed or has a normal probability distribution, then a relative frequency histogram of the random variable has the shape of a normal curve (bell-shaped and symmetric).
Sampling and the Normal Distribution
5
Sampling and the Normal Distribution
• Suppose that the mean normal sugar level in the population is 0=9.7mmol/L with std. dev. =2.0mmol/L - you want to see whether diabetics have increased blood sugar level
• Sample n=64 individuals with diabetes mean is 0=13.7mmol/L with std. dev. =2.0mmol/L
• How do you compare these values?– Standardize!
6
Sampling and the Normal Distribution
7
Reading z-scores
Sampling and the Normal Distribution
• Standardization:– Using Z-tables to evaluate sample means
– Puts samples on the same scale• Subtract mean and divide by standard deviation
8
Sampling and the Normal Distribution
• Why do we standardize?– Enables the comparison of populations/ samples using a
standardized set of values
– Recall
9
Sampling and the Normal Distribution
10
The table gives the area under the standard normal curve for values to the left of a specified Z-score, zo, as shown in the figure.
Sampling and the Normal Distribution
11
Sampling and the Normal Distribution
– Population Mean=10, Standard Deviation=5
– What is the likelihood of a sample (n=16) having a mean greater than 12 (standard deviation = 5)?
– What is the likelihood of a sample (n=16) having a mean of less than 8 (standard deviation = 5)?
12
Sampling and the Normal Distribution
13
Notation for the Probability of a Standard Normal Random Variable:
P(a < Z < b) represents the probability a standard normal random variable is between a and b
P(Z > a) represents the probability a standard normal random variable is greater than a.
P(Z < a) represents the probability a standard normal random variable is less than a.
Sampling and the Normal Distribution
• Before using Z-tables, need to assess whether the data is normally distributed
• Different ways– Histogram– Probability plot
14
Sampling and the Normal Distribution
15
Normal Probability Plots:
Histogram CumulativeDistribution
NormalProbability Plot
Sampling and the Normal Distribution
16
Normal Probability Plots:
.01
.05
.10
.25
.50
.75
.90
.95
.99
-3
-2
-1
0
1
2
3
140145150155160Thickness (Ang)
Fat pencil test to detect normality
Sampling and the Normal Distribution
17
Sampling and the Normal Distribution
Shapes of Normal Probability Plots:
.01
.05
.10
.25
.50
.75
.90
.95
.99
-3
-2
-1
0
1
2
3
.045.050.055.060.065.070.075
.01
.05
.10
.25
.50
.75
.90
.95
.99
-3
-2
-1
0
1
2
3
0 1 2 3 4 5
.01
.05
.10
.25
.50
.75
.90
.95
.99
-3
-2
-1
0
1
2
3
100.0101.0102.0103.0104.0
18
Sampling and the Normal Distribution
Normal Probability Plots vs Box plots:
50
100
150
200
250
1 2
Eqp
.01 .05 .10 .25 .50 .75 .90 .95 .99
-3 -2 -1 0 1 2 3
Normal Quantile
ThIckness
12000
13000
CLCPCRLPNPRPTP
site
.01.05.10.25.50.75.90.95.99
-3-2-10123
Normal Quantile
• If distribution of data is “approximately” normally distributed, use Z-tables to determine likelihood of events
19
Sampling and the Normal Distribution
• Can also “flip” Z-scores to determine the ‘highest’ or ‘lowest’ acceptable sample mean
20
Sampling and the Normal Distribution
– Point estimate: value of a statistic that estimates the value of the parameter.
– Confidence interval estimate: interval of numbers along
with a probability that the interval contains the unknown parameter.
– Level of confidence: a probability that represents the percentage of intervals that will contain if a large number of repeated samples are obtained.
21
Confidence Intervals
22
The construction of a confidence interval for the population mean depends upon three factors: The point estimate of the population The level of confidence The standard deviation of the sample mean:
A 95% level if 100 confidence intervals were constructed, each based on a different sample from the same population, we would expect 95 of the intervals to contain the population mean.
Confidence Intervals
23
If a simple random sample from a population is normally distributed or the sample size is large, the distribution of the sample mean will be normal with:
Confidence Intervals
24
Confidence Intervals
25
95% of all sample means are in the interval:
With a little algebraic manipulation, we can rewrite this inequality and obtain:
Confidence Intervals
26
Confidence Intervals
27
Steps to constructing a confidence interval:
1. Verify normality if n<=30.
2. Determine /2, x-bar, .
3. Find z-score for /2.
4. Calculate upper and lower bound.
Confidence Intervals
28
Confidence Intervals
29
Confidence Intervals
30
Histogram for z
Confidence Intervals
31
Histogram for t
Confidence Intervals
32
Confidence Intervals
33
Properties of the t Distribution1. The t distribution is different for different values of n.2. The t distribution is centered at 0 and is symmetric about 0.3. The area under the curve is 1. The area under the curve to the right of 0
= the area under the curve to the left of 0 = 1 / 2.4. As t increases and decreases without bound, the graph approaches, but
never equals, zero. 5. The area in the tails of the t distribution is a little greater than the area in
the tails of the standard normal distribution. This is due to using s as an estimate introducing more variability to the t statistic.
6. As the sample size n increases, the density of the curve of t approaches the standard normal density curve. The occurs due to the values of s approaching the values of sigma by the law of large numbers.
Confidence Intervals
34
Confidence Intervals
35
Confidence Intervals
36
EXAMPLE: Finding t-values
Find the t-value such that the area under the t distribution to the right of the t-value is 0.2 assuming 10 degrees of freedom.
Hint: find t0.20 with 10 degrees of freedom.
Confidence Intervals
37
Confidence Intervals
38
Confidence Intervals
39
Confidence Intervals
40
Confidence Intervals
41
EXAMPLE: Finding Chi-Square Values
Find the chi-square values that separate the middle 95% of the distribution from the 2.5% in each tail. Assume 18 degrees of freedom.
Confidence Intervals
42
Confidence Intervals
43
EXAMPLE: Constructing a Confidence Interval about a Population Standard Deviation
Confidence Intervals
44
Hypothesis testing is a procedure, based on sample evidence and probability, used to test claims regarding a characteristic of one or more populations.
Selecting Hypothesis Testing methods – see next slides.
Hypothesis Testing
47
The null hypothesis, denoted Ho (read “H-naught”), is a statement to be tested. The null hypothesis is assumed true until evidence indicates otherwise. In this chapter, it will be a statement regarding the value of a population parameter.
The alternative hypothesis, denoted, H1 (read “H-one”), is a claim to be tested. We are trying to find evidence for the alternative hypothesis. In this chapter, it will be a claim regarding the value of a population parameter.
Hypothesis Testing
48
There are three ways to set up the null and alternative hypothesis:
1. Equal versus not equal hypothesis (two-tailed test)Ho: parameter = some valueH1: parameter some value
2. Equal versus less than (left-tailed test)Ho: parameter = some valueH1: parameter < some value
3. Equal versus greater than (right-tailed test)Ho: parameter = some valueH1: parameter > some value
Hypothesis Testing
49
THREE WAYS TO STRUCTURE THE HYPOTHESIS TEST:
Hypothesis Testing
• Two-tailed test
50
Hypothesis Testing
• One-Tailed Test
51
Hypothesis Testing
52
Four Outcomes from Hypothesis Testing
1. We could reject Ho when in fact H1 is true. This would be a correct decision.
2. We could not reject Ho when in fact Ho is true. This would be a correct decision.
3. We could reject Ho when in fact Ho is true. This would be an incorrect decision. This type of error is called a Type I error.
4. We could not reject Ho when in fact H1 is true. This would be an incorrect decision. This type of error is called a Type II error.
Hypothesis Testing
53
For example, we might reject the null hypothesis if the sample mean is more than 2 standard deviations above the population mean. Why?
z 0 1 2
Area = 0.0228
54
If the null hypothesis is true, then 1 - 0.0228 = 0.9772 = 97.72% of all sample means will be less than
Hypothesis Testing
55
Because sample means greater than 2.88 are unusual if the population mean is 2.62, we are inclined to believe the population mean is greater than 2.62.
Hypothesis Testing
56
Hypothesis Testing
57
Step 1: A claim is made regarding the population mean. The claim is used to determine the null and alternative hypotheses. Again, the hypothesis can be structured in one of three ways:
Hypothesis Testing
58
Hypothesis Testing
59
The critical region or rejection region is the set of all values such that the null hypothesis is rejected.
Hypothesis Testing
60
Hypothesis Testing
61
Step 4: Compare the critical value with the test statistic:
Step 5: State the conclusion.
Hypothesis Testing
62
A P-value is the probability of observing a sample statistic as extreme or more extreme than the one observed under the assumption the null hypothesis is true.
Hypothesis Testing
63
Hypothesis Test Regarding μ with σ Known (P-values)
Hypothesis Testing
64
Step 1: A claim is made regarding the population mean. The claim is used to determine the null and alternative hypotheses. Again, the hypothesis can be structured in one of three ways:
Hypothesis Testing
65
Step 3: Compute the P-value.
Hypothesis Testing
66
Hypothesis Testing
67
Hypothesis Testing
68
Hypothesis Testing
69
Properties of the t Distribution1. The t distribution is different for different values of n, the sample size.2. The t distribution is centered at 0 and is symmetric about 0.3. The area under the curve is 1. Because of the symmetry, the area under
the curve to the right of 0 equals the area under the curve to the left of 0 equals ½.
4. As t increases without bound, the graph approaches, but never equals, zero. As t decreases without bound the graph approaches, but never equals, zero.
5. The area in the tails of the t distribution is a little greater than the area in the tails of the standard normal distribution. This result is because we are using s as an estimate of which introduces more variability to the t statistic.
Hypothesis Testing
70
Hypothesis Testing
71
Step 1: A claim is made regarding the population mean. The claim is used to determine the null and alternative hypotheses. Again, the hypothesis can be structured in one of three ways:
Hypothesis Testing
72
Hypothesis Testing
73
Step 3: Compute the test statistic
which follows Student’s t-distribution with n – 1 degrees of freedom.
Hypothesis Testing
74
Step 4: Compare the critical value with the test statistic:
Step 5 : State the conclusion.
Hypothesis Testing
75
Hypothesis Testing
76
Hypothesis Testing
77
Hypothesis Test Regarding a Population Variance or Standard Deviation
If a claim is made regarding the population variance or standard deviation, we can use the following steps to test the claim provided
(1) the sample is obtained using simple random sampling(2) the population is normally distributed
Hypothesis Testing
78
Step 1: A claim is made regarding the population variance or standard deviation. The claim is used to determine the null and alternative hypothesis. We present the three cases for a claim regarding a population standard deviation.
79
Hypothesis Testing
80
Hypothesis Testing
81
Step 4: Compare the critical value with the test statistic.
Step 5: State the conclusion.
Hypothesis Testing
82
A sampling method is independent when the individuals selected for one sample does not dictate which individuals are to be in a second sample. A sampling method is dependent when the individuals selected to be in one sample are used to determine the individuals to be in the second sample.
Dependent samples are often referred to as matched pairs samples.
Paired Testing
83
EXAMPLE Independent versus Dependent Sampling
For each of the following, determine whether the sampling method is independent or dependent.
(a) A researcher wants to know whether the price of a one night stay at a Holiday Inn Express Hotel is less than the price of a one night stay at a Red Roof Inn Hotel. She randomly selects 8 towns where the location of the hotels is close to each other and determines the price of a one night stay.
(b) A researcher wants to know whether the newly issued “state” quarters have a mean weight that is different from “traditional” quarters. He randomly selects 18 “state” quarters and 16 “traditional” quarters. Their weights are compared.
Paired Testing
84
In order to test the hypotheses regarding the mean difference, we need certain requirements to be satisfied.
• A simple random sample is obtained
• The sample data is matched pairs
• The differences are normally distributed or the sample size, n, is large (n > 30).
Paired Testing
85
Paired Testing
86
Paired Testing
87
Paired Testing
88
Step 4: Compare the critical value with the test statistic:
Step 5 : State the conclusion.
Paired Testing
89
T-Tests
90
91
T-Tests
92
T-Tests
93
T-Tests
94
T-Tests
95
Step 4: Compare the critical value with the test statistic:
Step 5 : State the conclusion.
T-Tests
96
The degrees of freedom used to determine the critical value(s) presented in the last example are conservative.
Results that are more accurate can be obtained by using the following degrees of freedom:
T-Tests
97
Lower Bound =
Upper Bound =
2 21 2
1 2 / 21 2
( )s s
x x tn n
2 21 2
1 2 / 21 2
( )s s
x x tn n
98
Requirements for Testing Claims Regarding Two Population Standard Deviations
1. The samples are independent simple random samples.2. The populations from which the samples are drawn are normally distributed.
F-Tests
99
100
Fisher's F-distribution
101
Characteristics of the F-distribution
1. It is not symmetric. The F-distribution is skewed right.
2. The shape of the F-distribution depends upon the degrees of freedom in the numerator and denominator. This is similar to the distribution and Student’s t-distribution, whose shape depends upon their degrees of freedom.
3. The total area under the curve is 1.
4. The values of F are always greater than or equal to zero.
F-Tests
102
F-Tests
103
Is the critical F with n1 – 1 degrees of freedom in the numerator and n2 – 1 degrees of freedom in the denominator and an area of to the right of the critical F.
To find the critical F with an area of α to the left, use the following:
F-Tests
104
Hypothesis Test Regarding the Two Means Population Standard Deviations
F-Tests
105
F-Tests
106
F-Tests
107
F-Tests