Manag Date Exp en

1.
Importance of experimental determination

Experimental Data Management
1. Importance of experimental
determinations for materials studies
Design of experiments
Carrying out experimental determinations
determinations for materials studies
1.1. Design of experiments
Systematic
approach to
collecting
experimental
data
Design of experiments (Design of
experiments-DEX or DOE) is a systematic and
rigorous approach to solving engineering
problems, which apply the principles and
techniques in the stage of collection of
experimental data to ensure the generation of
and support conclusions valid and consistent
with a minimum consumption of resources
(money, time, etc.)
Domain of DEX
issues
DEX can be applied in 4 general areas of
problems:
1. Comparison
2. Evaluation / Characterization
3. Modeling
4. Optimization
Comparison
Evaluation /
Characterization
Modeling
Optimization
The engineer is interested to evaluate if a
change to a single factor leading to a
modification/upgrade of the entire process.
Comparison
Evaluation /
Characterization
Modeling
Optimization
The engineer is interested in "understanding"
the entire process, or in the sense of having
(after design and analysis) a list of the most
important factor to the least important factor
that affects the process.
Comparison
Evaluation /
Characterization
Modeling
Optimization
The engineer is interested in modeling accurately.
The modeling result is an approximation function
that it is desirable to have estimated coefficients
determined with the accuracy.
Comparison
Evaluation /
Characterization
Modeling
Optimization
The engineer is interested to obtain a
optimum configuration of the factors depends
on the process. Such determination is desired
for each factor of the level that optimizes the
response process.
for process modeling
Getting out of
process modeling is
a mathematical
function
approximation
In the modeling process result an approximation
function with estimated coefficients. For
example, for shaping a material, with y resistivity,
at dopant x concentration, a researcher may
propose position
y = b
0
+ b
1
x + b
11
x
2
where the estimated coefficients are b
0
, b
1
and
b
11
.
Even for a specific function, there are an infinite
number of potential values of coefficients which
may be used. For each of these values will result
in another function approximation.
What does it
mean good
values of
coefficients?
The bad values of coefficientis are those for which values
of function approximation results differ considerably from
experimentally determined values for y.
The good values of coefficienti are those for which values
of function approximation results are very close to the
experimentally determined values for y.
The best values of the coefficients are the best values for
the statistical uncertainty is small.
This can be obtained by:
Using of method of least squares;
Using the principles of experimental design.
Method of
least
squares
For a given data set (eg, 10 pairs (x, y)), the most common
procedure for obtaining the coefficients is the method of
least squares. This method leads to the coefficients for the
values of f (x, b) are the closest to the experimental
values of y, meaning that the sum of squared differences
between the function and the experimental data are as
small as possible. The vast majority of programs use this
method to estimate the regression model coefficients.
This method can be improved? For a given set of values of
x it may be, but often the choice of values for x can be
controlled. When selects values for x, the coefficients may
have less variability than when x is not controlled
Principles of
design of
experiments
applied to the
modeling process
Create primary model
Create alternative model
Minimum variance estimator coefficients
Sampling variable region
Repetition
Random Sampling
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
The principle
of minimum
variance
estimators of
coefficients
This principle refers to the control vector x such that the
coefficients of the model that approximates the experimental
values y to have the smallest possible variation.
If the researcher can specify values for the vector x, then it
has the possibility to modify / reduce "noise" coefficients
estimators obtained by the method of least squares.
Five options for
values of x
It is considered the simplest case, the approximation of a straight:
y = b
0
+ b
1
x
It is assumed that the researcher can perform 10 experiments (i.e., 10 pairs (x, y)) in
order to determine the optimal estimators (with minimum variation) for b
0
si b
1
. How
have distributed the 10 values for x so as to minimize the variation coefficients b
0
and
b
1
estimated with the method of least squares ?
Can be this 10 values :
1. 10 equidistant values over the range of interest?
2. 5 equidistant values over the range of interest, each used twice?
3. 5 values at the lower limit and 5 values at the upper limit range for x?
4. a value at the lower limit, upper limit value and 8 values in the middle of the range?
5. 4 values at the lower limit, 4 values at the upper limit and 2 values in the middle of
the interval?
or (in quality" terms of estimators for b
0
and b
1
) it doesn't matter where we choose
the values for x?
n
i
i
x x
b
1
1
1
) ( Var
Approximati
on lines are
better for
certain
options?
There are models of approximation (lines approximation, in our case) better for some
than for others options? I mean variances estimators are smaller coefficients for certain
choices than others? For given estimators are approximate function values closer to the
experimental values in one case than in the others?
The answer is YES.
Apparently, the most popular choice of x for linear modeling is option 1, with 10
equidistant points. However, it can be shown that the variance of the estimator for the
slope depends on the variant of experimentation through the relationship
Thus, to obtain the minimum variance must be maximized the denominator of the
expression on the right, which is obtained by placing the values for x as far away from
the mean value. This is done by placing the 5 values at the lower limit and 5 values at
the upper limit of the range of x, namely option number 3 is the best line
approximations. Reflecting on this result, it could even lead intuitive, because "two
points determine a right" and that it's okay to be as far as possible.
Which is the
worst option?
Which is the worst variant of the experiment of the previous example? Among the
five variants the worst is the one for which we obtain the maximum variation of the
estimators for model coefficients. In the expression of the variance coefficient b1
result the worst choice of values for x that minimizes the denominator. This version is
the one with the number 4, in which almost all values of x are located at mid range.
Obviously, in this case the estimated line will stand away from the solitary point at
either end of the range and, thus, the linear approximation obtained will be intuitive
inferiorly
.
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
The
capacity
for a
primary
model
For the model you consider most suitable for approximation, be sure the
experiments has been determined to estimate the capacity of that model! For
example, if you use a quadratic model then you must like the experiments
provide at least three distinct points on the horizontal axis.
1.1 Design of experiments
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
The
capacity
for a
alternative
model
If the model you consider most suitable for his approach proves to be inadequate,
then make sure that the experimental project has the capacity to estimate the
coefficient of the best alternative model (identified in advance!) that you have in mind.
For example, if in a study in which it accomplishes 10 experimentations are
considered (without having a certainty) as the most appropriate model is linear, then
the best solution is the use of a robust global experimental project (measurement
in four points at each end of the range and two points in the middle of the range for
the abscissa) and not a local optimum project (five points at each end of the
range).
Local optimal design will ensure the best linear approximation, but lacks the ability to
approximate a square function, while robust global project will result in a smooth
linear approximation (but not good), but allows an approximation good square (but not
optimal).
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
Minimum
variance
estimator
coefficients
For a given model, make sure that the project has the property of experimentations to
minimize the variance of the estimators coefficients, determined using the method of
least squares.
This is a general principle that always has positive effect, but which, in practice, it is
difficult to implement for many models with more than one factor for which variance
expressions are complicated. As a consequence of this principle, although important,
is hardly used except with one simple factor.
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
Sample in the
region with
variation (case
of non-uniform
variance)
Whether the model is simple or complex, there are situations in which certain
portions of the curve are affected by errors more than others.
A simple example is that there is a linear dependence between x and y, but
measurement errors are proportional to absolute values there with relative ones. In
this case, higher values of y are more affected by errors than lower values, and
"sampling in the region with the variation" means here repeating values in
regions that are most affected by errors.In practice, the number of repeated
points shall be selected in such a
where
i
is the theoretical standard deviation for that region of the curve.
i
is
usually estimated before.
2
1
i
i
n
o
=
Sample in the
region with
variation (case of
non-uniform
variance)
A situation common in case of non-linear models lead to curves that have the most
"steep" regions (the more decline) than others.
For example, in an approximation of the exponential model of type C exp (-x), small
values of x correspond to high values for large values of y and x correspond to small
values for y . In this case, typically, usually, the values of y from steeped region are
more affected by errors than the values from flat area.
This can be explained by the fact that the x values themselves can be affected by
errors, and even their small noise leading to high noise values y in steep areas. In such
cases, when we have information on how qualitative values look popular and when we
can identify steep and gentle areas, it is often a good idea to sampling more in steep
areas than gentle areas. In practice it works such x values for:
1. Estimate of the results qualitativelly;
2. Partition the vertical axis (y) using n equidistant points (where n is the total number of
points that can be measured);
3. It draws horizontal lines at each point placed on the vertical axis and intersects with
qualitative estimate in step 1.
4. Projected onto the horizontal axis points found in the previous step. These projections will
be recommended values of x to be used in measurements.
This procedure will lead to an logarithmic distribution points in the region mostly steep and
relatively few points in flat regions of the curve , in case of exponential curve..
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
Repetition If is possible, repeating of measurements should be provided in any proposed
experimentation program. Repetition measurements allow estimation independence by
the chosen model, the process dispersion . Such an estimate may then be used as a
criterion for determining whether or not an appropriate model
Certain rehearsals of measurements are essential for process modeling; the ideal would
be to have rehearsals for each point of measurement.
Principles of
design of
experiments
applied to the
modeling process
Repetition
Random Sampling
Random
sampling
Values of y should not be collected in ascending values of x.
For example, if we want to sampling the curve in 10 points, these 10 values should
not be measured in order, from the smallest to the largest. If you do so, if at some
point there is a disturbance in honest measurements (due to operator or device), it
will contaminate the final and hence the final approximation..
To minimize the effect of such an event, it is best (if is possible) to introduce a
random factor in the way that values are collected. This will not remove the
disturbance, but will cause it to spread out evenly across the entire measuring
range, and will not contaminate only a certain area.
This will change the variation of measured values, in realistically way, and will
allow to further investigation, the discovery of this noise. If you do not enter a
random factor in choosing the order in which the measurements are made, so the
noise will not be able to be detected
measurements for material investigation
Design of the experiments
1.2. Carrying out experimental
determinations
Caracterizarea procesului de masurare
Controlul statistic al procesului de masurare
Calibrarea
determinations
Measuring
process
characterization
To describe the process of measurement is to identify sources of error in this process and
to understand how those errors affect experimental results. Thus, the characterization of
the measuring process is focused in three main directions:
identify the sources of errors in the measurement process; I
understanding and quantification of errors in measurement process;
encoding the effects of these errors on values reported in a incertitude statement.
Statistical
control of
measurement
process
Calibration
determinations
Measuring
process
characterization
Statistical
control of
measurement
process
Statistical control purpose of measuring process is to ensure "quality" measurements in
a range of predictability and to validate the statement of uncertainty of experimental
results. Statistical control methods can be used to test the time evolution of the
measurement process in terms of measurement errors and variability of the
measurements.
Calibration
determinations
Measuring
process
characterization
Controlul
statistic al
procesului de
masurare
Calibration Calibration is the process of scaling that assigns property values of an object or a device
for measuring response relative to reference standards. The purpose of calibration is to
eliminate or reduce measurement errors of the measuring system of the user in relation to
the reference base .
Calibration procedure comparing a test object or standard reference tool by a specific
algorithm. General types of calibration:
calibration of an object in a single point
calibration of an instrument over a regime.
Errors analysis of
experimental data
3. Errors analysis of experimental data
Scientifically methods for experimentally research
Elements of statistics and probability to analyze experimental data
Precision and accuracy of the experimental data
Systematic errors and random errors
Statistical analysis of experimental data
Weighted average. Combining data with different errors
Error propagation
Precision analysis of experimental data
Accuracy analysis of experimental data
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Scientifically methods for experimentally
research
First observe an interesting phenomenon and / or unusual;
formulating a hypothesis for a possible explanation of the observed phenomenon;
experiments are (i) projected (planned), and (ii) conducted to test the
hypothesis;
the experiment results are analyzed to determine whether they support the
hypothesis.
For an experiment to be effective, it must allow the validity of the predictions of
competing theories. Achieving this goal is determined by the ability of the
researcher to assess the "quality" of the experimental results obtained.
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Elements of statistics and probability to analyze
experimental data
Experimentally data - independent: x
i
(i = 1n)
Data avrerage :
Data dispersion (variance) :
Standard deviation:
1
) (
2
1
2
=
n
x x
s
n
i
i
1
) (
2
1
=

=
n
x x
s
n
i
i
Errors analysis of
experimental data
experimental data
percentile p: v
p
value which has p%from number of n data lower or equal with v
p
;
median: - value for which half of values of variables is less or equal with , and
other half of values of variables x
i
is greater or equal with .
mode of experimental data set is the value (s) of the data set corresponding to the date
(s) with the highest frequency of occurrence.
x
~
x
~
x
~
Errors analysis of
experimental data
experimental data
the probability density function: P(x)
x - discrete: P(x) = frequency of finding x value.
x - continuous: P(x)dx = probability of finding x value
in range between x and x + dx.
The cumulative distribution function:
x - discrete:
x - continuous:
}
= s s
2
1
) ( ) (
2 1
x
x
dx x P x x x P
=
= s s
2
1
2 1
) ( ) (
i
i
x P x x x P
}
=1 ) ( dx x P
=1 ) (
i
x P
Errors analysis of
experimental data
experimental data
Expected value of variable (function):
x - discrete:
x - continuous:
Moments distribution:
moment of r order of variable x in relation to a fixed value x
0
is
E[(x-x
0
)
r
]
Moment of 1st order in relation to 0:
Moment of 2nd order in relation to :
}
= dx x P x x E ) ( ] [
=
i
i i
x P x x E ) ( ] [
x dx x P x x E of ) (theoretic average ) ( ] [ = = =
}
x dx x P x x E of ) (theoretic variance ) ( ) ( ] ) [(
2 2 2
= = =
}
o
Errors analysis of
experimental data
experimental data
covariance:
correlation coefficient:
x and y = perfect linear correlated
x and y = linearly independent
)] )( [( ) , cov(
y x
y x E y x =
y x
y x
o o
) , cov(
=
1 =
0 =
Errors analysis of
experimental data
experimental data
normal distribution (Gauss):
|
|
.
|
\
|
=
2
2
2
) (
exp
2
1
) (
o
t o
x
x P
Errors analysis of
experimental data
experimental data
t distribution :
its use enables more precise estimation errors with normal distribution when the
sample size (number of experimental data in a set) is reduced.
n s
x
t
/

=
| |
( )( )
1
1
) 1 (
) (
2 / ) 1 (
2
1
2
1
2
=
+ I
+ I
=
+
n r
r r
r
t P
r
r
r
,
t
}

= I
0
1
) ( dt e t z
t z
)! 1 ( ) ( = I n n
1 = r 2 = r
10 = r 30 = r
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Precision and accuracy of the experimental
data
Precision of the experimental data
is a measure of the reproducibility of
repeated measurements of the same
property.
Accuracy of the experimental data
is a measure of closeness to the actual
experimental data measured property.
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Systematic errors
Deviations with fixed quantity measurement result from the precise value of
measured property.
Errors constant value to repeat the measurement.
Highlight the accuracy of experimental data
May occur due to malfunction of the measuring instruments, some wrong human
observations or changes in measurements conditions occurring during
measurement
Example:
measuring instrument have a zero error : the voltmeter indicates 1 V even when
disconnected;
The instrument measuring error: un chronometer indicate a 100 s for a duration of 99 s .
Remove (minimize) errors is done by instrument calibration a better control of
measurement conditions, or improving measurement techniques (operator qualifications)
and NOT by making a large number of measurements
Random errors
Statistical fluctuations (in either direction) of the measured data. It also
called statistical errors.
Highlight measurement accuracy and reproducibility by default.
Causes:
Limited accuracy of the instrument
Experimenter inability to perform a measurement in the same way to get exactly
the same result
Elimination (minimization) is by making them a great number of
measurements and by statistical analysis of experimental data.
Errors analysis of
experimental data
Errors analysis of
experimental data
Errors of experimental data
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Statistical analysis of experimental
data
Measured value = precise value error
generally: distribution of measured values normal distribution
error = s 68% confidence range

error = 2s 95% confidence range
error = 3s 99% confidence range
error x x =
Errors analysis of
experimental data
data
Standard deviation of the mean:

error of the mean = 68% confidence interval
mean the of error x =
n
s
s
x
=
x
s
x
s 2
x
s 3
Errors analysis of
experimental data
data
Data set with a small number of varibles :
= x
n
s t
=
n t (90%) t (95%) t (99%)
2 6.31 12.7 63.7
3 2.92 4.30 9.92
4 2.35 3.18 5.48
5 2.13 2.78 4.60
6 2.01 2.57 4.03
7 1.94 2.45 3.71
9 1.86 2.31 3.36
11 1.81 2.23 3.17
16 1.75 2.13 2.95
21 1.72 2.09 2.85
31 1.70 2.04 2.75
1.64 1.96 2.58
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Weighted average. Combining data
with different errors
=
2
2
/ 1
/
i
i i
p
x
x
o
o
=
2
/ 1
1
) (
i
p
x s
o
2,198 0,001
2,197 0,005
2,1948 0,0010
2,203 0,004
2,198 0,002
2,202 0,003
2,1966 0,0020
19696 , 2 =
p
x
00061 , 0 ) ( =
p
x s
0006 , 0 1970 , 2 =
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Error propagation
The data: x,
x
, y,
y
,
The goal: calculating
u
as function by
x
and
y
.
Supose that:
) , ( y x f u =
) , ( y x f u ~
] ) [(
2 2
u u E
u
= o
y
x
y
f
y y
x
f
x x u u
c
c
+
c
c
~ ) ( ) ( ) (
| |
(
(
c
c
c
c
+
|
|
.
|
\
|
c
c
+
|
.
|
\
|
c
c
~
y
f
x
f
y y x x
y
f
y y
x
f
x x E u u E ) )( ( 2 ) ( ) ( ) (
2
2
2
2 2
Errors analysis of
experimental data
Error propagation
Specific cases :
y
f
x
f
y x
y
f
x
f
y x u
c
c
c
c
+
|
|
.
|
\
|
c
c
+
|
.
|
\
|
c
c
~ ) , cov( 2
2
2
2
2
2
o o o
y x u + = ) , cov( 2
2 2 2
y x
y x u
+ + = o o o
y x u =
) , cov( 2
2 2 2
y x
y x u
+ = o o o
! ! ! big =
u
u
o
Errors analysis of
experimental data
Error propagation
Specific cases:
y
f
x
f
y x
y
f
x
f
y x u
c
c
c
c
+
|
|
.
|
\
|
c
c
+
|
.
|
\
|
c
c
~ ) , cov( 2
2
2
2
2
2
o o o
xy u =
xy y x x y
y x u
) , cov( 2
2 2 2 2 2
+ + ~ o o o
xy
y x
y x u
y
x u
) , cov(
2
2
2
2
2
2
2
+ + ~
o
o o
y x u / =
3 2 4 2 2 2 2
) , cov( 2

+ ~ xy y x y x y
y x u
o o o
xy
y x
y x u
y
x u
) , cov(
2
2
2
2
2
2
2
+ ~
o
o o
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Measurements of the
precision:
average change: the difference between the
averages of the results of the two succesive
measurements (tests) of the same properties.
Standard error: The standard deviation
values for each variable, from a measurement
(test) to another (retest)
test-retest correlation: the correlation
coefficient between the first measurement
(test) and a second measurement (retest)
Test 1 Test 2
57.5 57.4
65.6 63.2
67.0 66.5
68.5 69.9
70.8 72.8
72.2 70.1
74.9 75.6
76.0 75.2
76.1 72.8
83.1 79
Errors analysis of
experimental data
Error propagation
Errors analysis of
experimental data
Measures of accuracy :
estimation equation: equation that
approximates best the experimental
values from the actual values.
standard error: The standard deviation of
measured values from the values given by
equation estimation.
correlation coefficient: the correlation
coefficient between the measured values and
actual values
Errors analysis of
experimental data
The method of least squares to determine the equation for
estimating
The purpose of the method: finding a curve that approximates a set of points by minimizing the
sum of squares residuals from the curve points
Errors analysis of
experimental data
The method of least squares to determine the
equation for estimating
The purpose of the method: finding a curve that approximates a set of points by minimizing the sum
of squares residuals from the curve points
vertical residuals orthogonal residuals
Errors analysis of
experimental data
The method of least squares to determine the equation for
estimating
The search for f(x) such that the expression E will be minimum :
=
=
n
i
i i
x f y E
1
2
)) ( (
Errors analysis of
experimental data
The method of least squares to
determine the equation for estimating
( ) ( )
=
=
p
i
i i
x c x f
1

( )
p
c c c E , , ,
2 1

. 0
, 0
, 0
2
1
=
c
c
=
c
c
=
c
c
p
c
E
c
E
c
E
n p <
( ) x
i
are chosen, are called basic functions

minimum
i
c
Errors analysis of
experimental data
Linear regression:
( ) bx a x f + =
( ) ( ) x x x
b c a c p
= =
= = =
2 1
2 1
, 1
, , , 2

( ) | |
2
1
=
+ =
n
i
i i
bx a y E
0
0
=
c
c
=
c
c
b
E
a
E
( ) | |
( ) | | 0 2
0 2
1
1
= +
= +
=
=
i
n
i
i i
n
i
i i
x bx a y
bx a y
minimum
Errors analysis of
experimental data
( ) | |
( ) | | 0 2
0 2
1
1
= +
= +
=
=
i
n
i
i i
n
i
i i
x bx a y
bx a y
0
0
1
2
1 1
1 1 1
=
=

= = =
= = =
n
i
i i
n
i
n
i
i i
n
i
i
n
i
n
i
i
bx x a x y
bx a y
i
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i
x y b x a x
y b x na

= = =
= =
= |
.
|
\
|
+ |
.
|
\
|
= |
.
|
\
|
+
1 1
2
1
1 1
2
1 1
2
1 1 1
|
.
|
\
|
=

= =
= = =
n
i
i
n
i
i
n
i
i
n
i
i
n
i
i i
x x n
y x y x n
b
n
y
y
n
x
x
n
i
i
n
i
i
= =
= =
1
_
1
_
, 2 _
1
2
_ _
1
x n x
y x n y x
b
n
i
i
n
i
i i
=
=
Errors analysis of
experimental data
_ _
1 1
x b y
n
x b y
a
n
i
i
n
i
i
=
=

= =
2 _
1
2
1
_
1
2
_
x n x
y x x x y
a
n
i
i
n
i
i i
n
i
i

=
= =
_ _
1
_
1
_
_
1
2
2
1
_
_
1
2
1
2 _ _
2
2
1
_
2
y x n y x y y x x ss
y n y y y ss
x n x x x x x x x ss
n
i
i i i
n
i
i xy
n
i
i
n
i
i yy
n
i
i
n
i
i i
n
i
i xx
= |
.
|
\
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|
.
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=
= |
.
|
\
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=
= |
.
|
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+ =
|
.
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=

= =
= =
= = =
( )
n
ss
y x
n
ss
n
ss
xy
yy
y
xx
x
=
=
=
, cov
2
2
o
o
( )
_ _
2
, cov
x b y a
y x
ss
ss
b
x xx
xy
=
= =
o
Writing is easier if you use the notations sum of square ss
Errors analysis of
experimental data
The quality of the approximation is given by the correlation
coefficient r
yy
xy
xx
xy
ss
ss
b y b a x
ss
ss
b bx a y
= + =
= + =
' ' '
yy xx
xy
ss ss
ss
bb r
2
' 2
= =
y x
y x
o o
) , cov(
=
yy xx
xy
yy xx
xy
ss ss
ss
ss ss
ss
r = =
2
( )
n
ss
y x
xy
= , cov
Errors analysis of
experimental data
Standard errors for the coefficients a and b
xx
ss
x
n
s a SE
2
1
) ( + =
xx
ss
s
b SE = ) (
Comparison of performances
4. Comparing the performance of materials using
experimental data
Testing of statistical hypothesis
Comparison of mean of two measurement processes
Comparison of standard deviations of two measurement
processes
Comparing the performance of materials using
experimental data
processes
What is an
statistical test
A statistical test provides a mechanism for
making decisions about one or more
quantitative measurement processes. The
goal is to determine if there is sufficient
evidence to reject a particular hypothesis
about the results of measurement processes.
Nule hypothesis H
0
= Hypothesis is taken into account to test
the possibility of rejecting them.
Alternative
hypothesis
H
1
or H
a
= The hypothesis is validated by
rejecting the null hypothesis.
Null hypothesis or alternative hypothesis may
be bilateral or unilateral.
Level of
significance
The level of significance () is the probability of
erroneous rejection of the null hypothesis (risk
of rejection of the null hypothesis when in fact it
is true).
Usual values for : 0.01, 0.05, 0.1
Type I error Rejection of H
0
hypothesis when this is true.
Type II error Validation of H
0
hypothesis when this is false.
H
0
is false H
0
is true
Reject H
0
Corect! Wrong
(type I error)
Dont reject H
0
Wrong
(type II error)
Corect!
Current value (unknown)
Decision
Critical values
(threshold)
Values of the test statistics that separate validation
region by reject the null hypothesis region. Are
obtained from tables (contingency)
statistics = computing formula with data from
sample
Area = o
Reject region
o , 1 n
t
Comparison
populations
When comparing each two normally distributed
populations, the comparison can be made
through mean
1
and
2
and and/or variances
o
1
2
and o
2
2
.
The populations are different?
Steps of
statistical test
Step 1 Specify the alternative hypothesis and the null
hypothesis .
Step 2 Decide on statistics adjusted to the specific
situation.
Step 3 Decide on level of significance and computing on
this its critical value (threshold).
Step 4 Computing statistics value, using sample data
(randomly choose).
Step 5 Taking decision, comparing computing value with
level of significance threshold, if reject or not nule
hypothesis.
Example (1)
(H
a
) Relative permittivity of the sample a is smaller than the
relative permittivity of sample b
(H
0
) Relative permittivity of the sample a is the same as the
relative permittivity of sample b.
Formally express the above assumptions such :
(H
a
)
(H
0
)
where , and represent average permittivity of the sample a,
ie the sample b
b a
<
b a
=
a
Example (1)
The data we obtain naturally occurring paired, more precisely, for
each frequency measure permittivity, both on the sample a ( )
and sample b ( )
Calculate the difference:
a
x
b
x
a b
x x d =
Example (1)
Let us denote the average difference , then statistical testing
above is replaced by
(H
a
)
(H
0
)
If we assume that the permittivity is normally distributed on
both, the sample a and the sample b, then it follows that d
differences are also normally distributed.
0 > o
0 = o
o
Example (2)
Statistics adjusted this case is t (Student):
where m is mean of differences,
s is standard deviation,
n is number of appearance.
n s
m
t
/
=
Example (3)
We know that the values t are Student distributed S, with n1 degree of
freedom.
We choose level of significance o = 0.10. The result obtained like
threshold is t
n1,o
For n = 8 we have t
n-1,o
= t
7,0.1
= 1.8946
Example (3)
Area = o
o , 1 n
t
Reject region
Example (3)
Area = o
o , 1 n
t
Reject region
Example (4)
We use data obtained from 8 measurements:
Calculate m = 0.3375, s = 0.4406, t = 2.1667.
Sample a Sample b Differences
6.6 5.8 0.8
6.9 6.5 0.4

7.3 6.6 0.7
Example (5)
t = 2.1667
Reject region for o = 0.1
t
7,0.05
= 2.3646
t = 2.1667
Reject region for
o = 0.05
Conclusion: reject the null hypothesis!
Conclusion: cannot reject the null hypothesis!
t
7,0.1
= 1.8946
Example (5)
t
7,o
t = t
7,o*
o = 0.1
t
7,o
o = 0.05
Specific level of significance o* is known like p value of alternative hypothesis.
o* is the lowest level of significance that allows us to accept as true alternative
hypothesis - by rejecting the null hypothesis, relying on data from the sample
Modern approach:
Step 1: Specify the alternative hypothesis, then the null hypothesis.
Step 2: Calculate the p-value of alternative hypothesis, then we interpret this
as a risk.
o*
experimental data
processes
experimental data
processes
experimental data
http://www.itl.nist.gov/div898/handbook/prc/section3/prc31.htm

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1.

Importance of experimental determination

error = s 68% confidence range

Standard deviation of the mean:

are chosen, are called basic functions

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