ME 451:

Design and Analysis of Engineering Experiments

Decision Making for a Single Sample

 Decision Making for a Single Sample

Learning Objectives
After covering this topic, you should be able to do the following:
1. Statistical inference
2. Point estimation
3. Hypothesis testing
4. Confidence interval on mean of distribution
5. Inferences on the mean of a population
 Statistical Inference

 In most statistics problems, we

work with a sample of
observations selected from the
population that we are
interested in studying.
 A sample is a subset of
observations selected from a
population.
 For statistical methods to be
valid, the sample must be
representative of the population
 Statistical Inference
Statistical inference may be divided into two major areas:

 Parameter estimation

 Hypothesis testing

These methods utilize the information contained in a random sample

from the population in drawing conclusions.
 Point Estimation
 One very important application of statistics is in obtaining
point estimates of parameters such as the population mean and
the population variance.

 We will use the Greek symbol θ (theta) to represent the

parameter.

 The objective of point estimation is to select a single number,

based on the data in a random sample, that is the most plausible
value for θ.
Point Estimation
 Point Estimation
Unbiased Estimator
Point Estimation
Point Estimation
 Hypothesis Testing
Statistical Hypotheses
We like to think of statistical hypothesis testing as the data analysis stage
of a comparative experiment, in which the engineer is interested, for
example, in comparing the mean of a population to a specified value (e.g.
mean pull strength).

For example, suppose that we are interested in the burning rate of a solid propellant used to
power aircrew escape systems.
• Now burning rate is a random variable that can be described by a probability distribution.
•Suppose that our interest focuses on the mean burning rate (a parameter of this distn.).

•Specifically, we are interested in deciding whether or not the mean burning rate is 50 cm/s
 Hypothesis Testing

Two-sided Alternative Hypothesis

One-sided Alternative Hypotheses

Test of a Hypothesis
• A procedure leading to a decision about a particular hypothesis

• Hypothesis-testing procedures rely on using the information in a random sample

from the population of interest.

• If this information is consistent with the hypothesis, then we will conclude that the
hypothesis is true; if this information is inconsistent with the hypothesis, we will
conclude that the hypothesis is false.
 Hypothesis Testing
Testing Statistical Hypotheses
 Hypothesis Testing
Testing Statistical Hypotheses

Sometimes the type I error probability is called the

significance level, or the -error, or the size of the test.
 Hypothesis Testing – Type 1 error
Testing Statistical Hypotheses
 Hypothesis Testing – Type 1 error
Testing Statistical Hypotheses
 Hypothesis Testing- P value
P-Values in Hypothesis Testing
 Hypothesis Testing - Procedure
General Procedure for Hypothesis Testing
Inference on the Mean of a Population, Variance Known

Assumptions
Inference on the Mean of a Population, Variance Known
Hypothesis Testing on the Mean

We wish to test:

The test statistic is:

Inference on the Mean of a Population, Variance Known
Hypothesis Testing on the Mean
Reject H0 if the observed value of the test statistic z0 is either:

or
Fail to reject H0 if

Fixed Significance Level z-test

Inference on the Mean of a Population, Variance Known
Hypothesis Testing on the Mean
Reject H0 if the observed value of the test statistic z0 is either:

or
Fail to reject H0 if

P-Value Approach for z-test

Inference on the Mean of a Population, Variance Known
Hypothesis Testing on the Mean
Inference on the Mean of a Population, Variance Known
Inference on the Mean of a Population, Variance Known
Inference on the Mean of a Population, Variance Known
Example
Inference on the Mean of a Population, Variance Known
Example
Inference on the Mean of a Population, Variance Known
Large Sample Test

In general, if n  40, the sample variance s2 will be

close to σ2 for most samples, and so s can be
substituted for σ in the test procedures with little
harmful effect.
Inference on the Mean of a Population, Variance Known

Some Practical Comments on Hypothesis Testing

The Seven-Step Procedure

Generally, once the experimenter (or decision maker) has
decided on the question of interest and has determined the
design of the experiment (that is, how the data are to be
collected, how the measurements are to be made, and how
many observations are required), only three steps are really
required:
Inference on the Mean of a Population, Variance Known

Confidence Interval on the Mean

In many situations, a point estimate does not provide enough information about a
parameter.
For example, in the rocket propellant problem we have rejected the null hypothesis H0: 50,
and our point estimate of the mean burning rate is 51.3 cm/s. However, the engineer would
prefer to have an interval in which we would expect to find the true mean burning rate
because it is unlikely that it is 51.3 cm/s. One way to accomplish this is with an interval
estimate called a confidence interval (CI).
Inference on the Mean of a Population, Variance Known

Confidence Interval on the Mean

Two-sided confidence interval:

One-sided confidence intervals:

Confidence coefficient:
Inference on the Mean of a Population, Variance Known

Confidence Interval on the Mean

Inference on the Mean of a Population, Variance Known
Confidence Interval on the Mean
Inference on the Mean of a Population, Variance Known
Confidence Interval on the Mean
Inference on the Mean of a Population, Variance Known
Confidence Interval on the Mean
Inference on the Mean of a Population, Variance Known
Inference on the Mean of a Population, Variance Known
Relationship between Tests of Hypotheses and
Confidence Intervals
If [l, u] is a 100(1 - ) percent confidence interval for the
parameter, then the test of significance level  of the
hypothesis

will lead to rejection of H0 if and only if the hypothesized value

is not in the 100(1 - ) percent confidence interval [l, u].
Inference on the Mean of a Population, Variance Known
Example
Inference on the Mean of a Population, Variance Known
Inference on the Mean of a Population, Variance Known
Example
Inference on the Mean of a Population, Variance Known
Inference on the Mean of a Population, Variance Known
Confidence Interval on the Mean

Choice of Sample Size

Inference on the Mean of a Population, Variance Known
Confidence Interval on the Mean Choice of Sample Size
Inference on the Mean of a Population, Variance unknown

Hypothesis Testing on the Mean

Inference on the Mean of a Population, Variance unknown

Hypothesis Testing on the Mean

The mean and variance of the t distribution are zero and

k/(k -2) (for k > 2), respectively
Inference on the Mean of a Population, Variance unknown
Percentage points of the t distribution
We will let tα,k be the value of the random variable T with k degrees of freedom
above which we find an area (or probability) α . Thus, t α,k is an upper-tail 100α
percentage point of the t distribution with k degrees of freedom.

Percentage points of the t distribution

Inference on the Mean of a Population, Variance unknown
Hypothesis Testing on the Mean
Calculating the P-value

Fixed significance level approach

Inference on the Mean of a Population, Variance unknown

Hypothesis Testing on the Mean

Inference on the Mean of a Population, Variance unknown

Hypothesis Testing on the Mean

Inference on the Mean of a Population, Variance unknown

An experiment was performed in which 15 drivers produced by a particular club

maker were selected at random and their coefficients of restitution measured.
In the experiment the golf balls were fired from an air cannon so that the incoming
velocity and spin rate of the ball could be precisely controlled. It is of interest to
determine if there is evidence (with α = 0.05) to support a claim that the mean
coefficient of restitution exceeds 0.82. The observations follow:

The normal probability plot of the data supports

the assumption that the coefficient of restitution
is normally distributed. Because the objective
of the experimenter is to demonstrate that the
mean coefficient of restitution exceeds 0.82, a
one-sided alternative hypothesis is
appropriate
Inference on the Mean of a Population, Variance unknown
Inference on the Mean of a Population, Variance unknown
Inference on the Mean of a Population, Variance unknown

Confidence Interval on the Mean

Inference on the Mean of a Population, Variance unknown
Confidence Interval on the Mean
Inference on the Mean of a Population, Variance unknown
Confidence Interval on the Mean
Inference on the Mean of a Population, Variance unknown
Confidence Interval on the Mean
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population

Summary of Single-Sample Hypothesis testing Procedures

 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Hypothesis Testing on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Confidence Interval on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Confidence Interval on the Variance of a Normal Population
 Inference on the Variance of a Normal Population
Confidence Interval on the Variance of a Normal Population
 Hypothesis Testing – Type II error
Testing Statistical Hypotheses
 Hypothesis Testing – Type II error
Testing Statistical Hypotheses
 Hypothesis Testing
Testing Statistical Hypotheses
 Hypothesis Testing – Power of test
Testing Statistical Hypotheses

• The power is computed as 1 - b, and power can be interpreted as the probability

of correctly rejecting a false null hypothesis. We often compare statistical tests by
comparing their power properties.

• For example, consider the propellant burning rate problem when

we are testing H 0 : m = 50 cm/sec against H 1 : m not equal 50 cm/sec. Suppose that
the true value of the mean is m = 52. When n = 10, we found that b = 0.2643, so the
power of this test is 1 - b = 1 - 0.2643 = 0.7357 when m = 52.