ch04 Mont

Chapter 4
Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Copyright (c) 2009 John Wiley & Sons, Inc.
Chapter 4

Learning Objectives
Chapter 4

4.1 Statistics and Sampling Distributions

Statistical inference is concerned with drawingg
conclusions about populations (or processes) based
on sample data from that system
Random sample a sample that is selected so that the
observations are independent a random sample has
the property that it has the same probability of
selection as any other sample.
sample
Statistic any function of the observations in a
sample that doesn't contain unknown parameters
The sample mean, the sample variance, and the
sample standard deviation are all statistics
Chapter 4

Observations in a sample
p are used to draw
conclusions about the population
Chapter 4

Sampling Distributions
A statistic is a random variable,
variable because a
different sample with produce a different
observed value of the statistic
Every statistic has a probability distribution
The
Th probability
b bili distribution
di ib i off a statistic
i i is
i
called a sampling distribution
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Sampling from a Normal Distribution
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Sampling from a Bernoulli Distribution
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Sampling from a Poisson Distribution
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4.2 Point Estimation of Process Parameters

Distributions are described by their parameters
Parameters are generally unknown and must be
estimated
Point estimator a statistic that a single
numerical
i l value
l that
h is
i the
h estimate
i
off the
h
parameter
Examples, page 110 & 111
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Properties of Point Estimators
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4.3 Statistical Inference for a Single Sample

Statistical inference = decision making
Hypothesis testing
Null
N ll hypothesis,
h
th i H0
Alternative hypothesis, H1
Confidence intervals
These two techniques
q
are closely
y related
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4.3.1 Inference on the Mean of a Population, Variance Known
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Minitab
output
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Upper and
lower
confidence
bounds
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432P
4.3.2
P-Values
Values
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4.3.3 Inference on the Mean of a Normal

Distribution, Variance Unknown
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Checking the normality assumption we will see how to do this in

Example 4.3
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4.3.4 Inference on the Variance of a Normal Distribution
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Upper and
lower
confidence
fid
bounds
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4.3.5 Inference on a Population Proportion
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4.3.6 Type II Error and Sample Size
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Minitab can perform sample size and power calculations. From

Example 4.7:
From Example 4.3:
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4.4 Statistical Inference for Two Samples
Comparing means, comparing variances, comparing proportions
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4.4.1 Inference on the Difference in Means, Variances Known
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This is a two-sided CI. The one-sided confidence

bounds would be found by using only one of the
limits in Equation (4.49) with /2 replaced by .
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4.4.2 Inference on the Difference in Means of

T Normal
Two
N
l Distributions,
Di ib i
Variances
V i
Unknown
U k
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Confidence Intervals Case 1:
Case 2:
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Paired Data:
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4.4.3 Inference on the Variances of Two Normal Distributions
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The two-sided CI is:
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4.4.4 Inference on Two Proportions
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4.5 What if There Are More Than Two Populations?

Th Analysis
The
A l i off Variance
V i
Example: Does changing the hardwood concentration in the pulp affect
the mean tensile strength of paper?
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The Analysis of Variance (ANOVA)
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The ANOVA is based on the following partitioning of the total sum of

squares
q
((which measures the total variability
y in the sample
p data):
)
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The ANOVA test statistic is:
If F0 is greater than the critical value F,a-1, a(n-1) then the null
hypothesis of equal treatment means is rejected. A P-value
approach can also be used. The P-value would be the probability
above F0 in the Fa-1,
distribution
1 a(n-1)
( 1) distribution.
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Graphical comparison of individual means
20% hardwood p
produces higher
g
mean strength
g than the
others; 5% hardwood produces lower strength; 10% and
15% hardwood dont differ but give lower strength than 20%.
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4.5.3 Checking Assumptions: Residual Analysis
eijj yijj yijj yijj yi.
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Resid al Plots
Residual
Plots:
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4.6 Linear Regression Models
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Models that are not linear in the regressors can still be fit using linear
regression techniques, so long as they are linear in the parameters.
Important cases include models with interaction terms and
polynomials.
l
i l
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The method of least squares:
Least
squares
normall
equations
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The test procedure is to calculate the test statistic
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The regression sum of squares is
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See Table 4.12

( lid 91) ffor th
(slide
the tt
tests on the
individual
regressors in the
consumer finance
fi
model both
variables are
significant
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Other Diagnostic Tools
Standardized and Studentized residuals

R-student an outlier diagnostic
The
h PRESS
SS statistic
i i
R2 for prediction based on PRESS a measure
of how well the model will predict new data
Measure of leverage
g hat diagonals
g
Cooks distance a measure of influence
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Learning
g Objectives
j
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Chapter 4

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.1 Statistics and Sampling Distributions

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Sampling from a Normal Distribution

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Sampling from a Bernoulli Distribution

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Sampling from a Poisson Distribution

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.2 Point Estimation of Process Parameters

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Properties of Point Estimators

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3 Statistical Inference for a Single Sample

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3.1 Inference on the Mean of a Population, Variance Known

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3.3 Inference on the Mean of a Normal

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Checking the normality assumption we will see how to do this in

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3.4 Inference on the Variance of a Normal Distribution

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3.5 Inference on a Population Proportion

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.3.6 Type II Error and Sample Size

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Minitab can perform sample size and power calculations. From

From Example 4.3:

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

Introduction to Statistical Quality Control, 6th Edition by Douglas C. Montgomery.

4.4 Statistical Inference for Two Samples