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DESIGN OF EXPERIMENTS
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10V. A random sample of 50 samples gave an average of 118 V.

Find a 95% confidence interval for the population mean voltage

95%

z1

2.5 %

z2

95%

z1

2.5

z2

Survival Function (S=0.025)

F(z2)=0.975

Z2= G(0.975)=Inverse of cdf

=NORMSINV(0.975)=1.96

Z1=F(0.025)=NORMSINV(0.025)=-1.96

95%

z2

z1

x1 x z / 2

x2 x z / 2

x z / 2

2.5%

x1 118

z1

1.96

10 / 50

10

x1 118 1.96 *

115 .228

50

x 118

z2 2

1.96

10 / 50

10

x2 118 1.96 *

120.772

50

x z / 2

n

n

Population variance known

Select a sample of size n

Evaluate sample mean X

Distribution of X is normal

X

Z

/ n

P( z / 2

z / 2 ) (1 )

/ n

x z / 2

x z / 2

n

n

z/2 is given by

z/2= NORMINV(1- /2)

z

area

area

area

area

-3.000

0.001

-1.400

0.081

0.200

0.579

1.800

0.964

-2.800

0.003

-1.200

0.115

0.400

0.655

2.000

0.977

-2.600

0.005

-1.000

0.159

0.600

0.726

2.200

0.986

-2.400

0.008

-0.800

0.212

0.800

0.788

2.400

0.992

-2.200

0.014

-0.600

0.274

1.000

0.841

2.600

0.995

-2.000

0.023

-0.400

0.345

1.200

0.885

2.800

0.997

-1.800

0.036

-0.200

0.421

1.400

0.919

3.000

0.999

-1.600

0.055

0.000

0.500

1.600

0.945

3.200

0.999

deviation of 0.1 mm. It is required to set the process average

at 5 mm. The average diameter of a sample of 100 items

was found to be 5.027 mm. Does the experiment suggest

the actual process average has shifted from the target of

5.00

Confidence interval 95%

Z = 1.96

Range of process mean (L,U)

0.1

L 5.027 1.96 *

5.007

100

0.1

U 5.027 1.96 *

5.047

100

process average is 5.00

36 measurements showed zinc percentage to be 2.6 %. The sd = 0.3

%

Estimate the % of zinc in the alloy with a confidence level of 95 %

0.3

L 2.6 1.96 *

2.50

36

0.3

U 2.6 1.96 *

2.70

36

For estimating Process average we can be

(1-) x 100 % confident that the error will

not exceed the following value

z / 2 / n

Sample size n for specific error = e

z / 2

n

What should be the sample size to estimate the average diameter with

an accuracy of 0.02 mm with a confidence level of 95%

1.96 * 0.10

n

0.02

96

Interval Estimation

Population variance Unknown

case

It is required to estimate the output voltage of a power

source. A random sample of 10 power sources gave an

average of 118 V and a sd of 10V. Can you evaluate

with a 95% confidence the range for the output by using

the following formula?

x z / 2

x z / 2

n

n

sample, actual sd may be more than 10. Therefore the

estimated range has to be widened to take care of

uncertainty in sd

Compute Sample Mean

Compute sample variance s2

Quantity

X

s / is nsaid to have a t distribution

The shape of the t distribution is similar to that

of the normal distribution. If Sample size is

large, it approaches the normal distribution

Degrees of Freedom

Imagine a very simple situation in which the

individual scores that make up a distribution are

3, 4, 5, 6, and 7.

If you are asked to tell what the first score is

without having seen it, the best you could do is a

wild guess, because the first score could be any

number.

If you are told the first score (3) and then asked

to give the second, it too could be any number.

Degrees of Freedom

The same is true of the third and fourth scores

each of them has complete freedom to vary.

But if you know those first four scores (3, 4, 5,

and 6) and you know the mean of the distribution

(5), then the last score can only be 7.

If, instead of the mean and 3, 4, 5, and 6, you

were given the mean and 3, 5, 6, and 7, the

missing score could only be 4.

Degrees of Freedom

In the t test, because the known sample mean is used to

replace the unknown population mean in calculating the

estimated standard deviation, one degree of freedom is

lost.

For each parameter you estimate, you lose one degree

of freedom.

Degrees of freedom is a measure of how much precision an

estimate of variation has.

A general rule is that the degrees of freedom decrease when you

have to estimate more parameters.

The t Distribution

For example, using the normal curve, 1.96 is the cut-off for a twotailed test at the .05 level of significance.

On a t distribution with 3 degrees of freedom (a sample size of 4),

the cutoff is 3.18 for a two-tailed test at the .05 level of significance.

If your estimate is based on a larger sample of 7, the cutoff is 2.45,

a critical score closer to that for the normal curve.

The t Distribution

If your sample size is infinite, the t distribution is

the same as the normal curve.

DF

0.05

0.025

0.01

0.005

0.001

2.01

2.571

3.365

4.032

5.893

10

1.812

2.23

2.76

3.17

4.14

15

1.753

2.13

2.60

2.95

3.73

20

1.725

2.09

2.53

2.85

3.55

25

1.708

2.06

2.49

2.79

3.45

30

1.697

2.04

2.46

2.75

3.39

df\p

0.1

0.05

0.025

0.01

0.005

1.638

2.353

3.182

4.541

5.841

1.533

2.132

2.776

3.747

4.604

1.476

2.015

2.571

3.365

4.032

1.440

1.943

2.447

3.143

3.707

1.415

1.895

2.365

2.998

3.499

1.397

1.860

2.306

2.896

3.355

1.383

1.833

2.262

2.821

3.250

10

1.372

1.812

2.228

2.764

3.169

11

1.363

1.796

2.201

2.718

3.106

12

1.356

1.782

2.179

2.681

3.055

13

1.350

1.771

2.160

2.650

3.012

14

1.345

1.761

2.145

2.624

2.977

15

1.341

1.753

2.131

2.602

2.947

16

1.337

1.746

2.120

2.583

2.921

17

1.333

1.740

2.110

2.567

2.898

df\p

0.1

0.05

0.025

0.01

0.005

18

1.330

1.734

2.101

2.552

2.878

19

1.328

1.729

2.093

2.539

2.861

20

1.325

1.725

2.086

2.528

2.845

21

1.323

1.721

2.080

2.518

2.831

22

1.321

1.717

2.074

2.508

2.819

23

1.319

1.714

2.069

2.500

2.807

24

1.318

1.711

2.064

2.492

2.797

25

1.316

1.708

2.060

2.485

2.787

26

1.315

1.706

2.056

2.479

2.779

27

1.314

1.703

2.052

2.473

2.771

28

1.313

1.701

2.048

2.467

2.763

29

1.311

1.699

2.045

2.462

2.756

30

1.310

1.697

2.042

2.457

2.750

power source. A random sample of 10 samples

gave an average of 118 V and a sd of 10V.

Estimate the range for the output with a

confidence level of 95%

Prob

0.100

0.050

0.025

0.010

0.005

t

1.383

1.833

2.262

2.821

3.250

t/2=2.262

x1 118

t1

2.262

10 / 10

10

x1 118 2.262 *

110 .85

10

x2 118

t2

2.262

10 / 10

10

x2 118 2.262 *

125.15

10

Select a sample of size n

Evaluate sample mean

Confidence interval is given by

x t / 2

s

s

x t / 2

n

n

An Example

A new process has been developed that

transfers ordinary iron into a kind of material

known as metallic glass. It is much stronger and

has more corrosion resistance compared to

steel. However it is brittle at high temperature.

An experiment is conducted to note the

temperature at which it shows first signs of

brittleness. ( Data in next slide)

Find with a confidence level of 90 %, the

temperature at which brittleness appears

Experimental Results

1

2

3

4

5

6

7

8

9

10

326.19

333.25

316.77

297.05

315.68

294.86

305.72

297.84

326.80

318.00

11

12

13

14

15

16

17

18

19

20

300.69

304.02

306.43

323.27

301.51

300.51

319.94

331.64

332.14

305.14

Sample variance S = 12.94

For a confidence limit of 90 %

t(05,19)=1.729

A 90 % confidence interval for the

temperature is given by

12.94

312.87 1.729

20

12.94

312.87 1.729

20

307.86

317.97

9.8, 10.2, 10.4, 9.8, 10, 10.2, 9.6. Find a 95% confidence

interval of the mean resistance

9.8

/2= 0.025

t0.025=2.447

10.2

10.4

9.8

0.283

L 10.00 2.447

9.74

7

0.283

L 10.00 2.447

10.26

7

10

10.2

9.6

Average(R

ange)

Var

(Range)

0.283

Estimating Difference

between two Means

Population Variances known

Variances known

Sample size n1

Mean 1

Sample size n2

Mean 2

Variance

Variance 2

X1 X 2

Mean =

1 2

var

n1

n2

2

Continued

1 2 x1 x2 z / 2

n1 n2

1 2 x1 x2 z / 2

n1 n2

2

1

2

1

2

2

2

2

Example

A research Project attempted to reduce the average

sulphur content in steel. A new treatment was suggested

to reduce sulphur content in steel. Sulphur content was

measured in some samples with and without the

treatment. The following results was obtained

With Treatment

Sample size 10, mean = 0.42, sd 0.05

Without Treatment

Sample size 6. Mean = 0.51, sd=0.08

1-2=0.51-0.42=0.09

1 2 0.09 1.96

1 2 0.09 1.96

0.08

6

0.082

6

0.05

10

0.052

10

Estimating Difference

between two Means

Population Variances unknown

But Equal

Population approximately Normal

2

2

(

n

1

)

S

(

n

1

)

S

1

2

2

S p2 1

n1 n2 2

1 2 ( x1 x2 ) t / 2 S p

1 1

n1 n2

1 2 ( x1 x2 ) t / 2 S p

1 1

n1 n 2

standard deviation

t/2 is the t value for n1+n2-2 degrees of freedom

due to acid mine discharge. Samples were taken from point

down stream the mine discharge and from a point far from the

point of discharge.

For sample 1 (12 samples 1 every month)

Mean = 3.11, Sample SD (s)= 0.771

For sample 2 (10 samples , 1 every month)

Mean = 2.04, Sample SD (s)=0.448

For 90 % confidence level

2

2

(

n

1

)

S

(

n

1

)

S

1

2

2

S p2 1

0.417

n1 n2 2

1 2 ( x1 x2 ) t / 2 S p

1 1

1.547

n1 n 2

1 2 ( x1 x2 ) t / 2 S p

1 1

0.593

n1 n 2

Assumptions involved

Populations are normal

Variances are equal

Slight to moderate departures from the

above assumptions does not affect the

result significantly if the sample sizes are

identical

Therefore equal sample sizes should be

preferred, if possible

Estimating Difference

between two Means

Population Variances unknown

Unequal variances

( s12 / n1 s22 / n2 ) 2

v 2

[( s1 / n1 ) 2 /( n1 1)] [( s22 / n2 ) 2 /( n2 1)]

1 2 ( x1 x2 ) t / 2

s12 s22

n1 n 2

1 2 ( x1 x2 ) t / 2

s12 s22

n1 n 2

degrees of freedom

In case it is not integer, it should be rounded to the

Nearest integer value

Example

A study was undertaken to measure amount of

orthophosphorus (measured in milligrams per liter).

Sample 1

n=15

Mean = 3.84

s=3.07

Sample 2

n=12

Mean = 1.49

s=0.80

Populations with different variances, find 95%

With confidence level, the difference in means

( s12 / n1 s22 / n2 ) 2

v 2

16.3 16

2

2

2

[( s1 / n1 ) /(n1 1)] [( s2 / n2 ) /(n2 1)]

t / 2 2.120

2

1

2

2

1 2 ( x1 x2 ) t / 2

s

s

4.10

n1 n 2

1 2 ( x1 x2 ) t / 2

s12 s22

0.60

n1 n 2

Comparison By Pairing

1

2

3

4

5

6

7

8

9

10

119.266

118.381

112.654

113.388

118.09

113.28

116.511

117.108

114.964

113.219

120.255

110.674

115.713

117.637

113.034

121.264

116.704

118.215

114.913

111.698

1

2

3

4

5

6

7

8

9

10

119.266

118.381

112.654

113.388

118.09

113.28

116.511

117.108

114.964

113.219

120.255

110.674

115.713

117.637

113.034

121.264

116.704

118.215

114.913

111.698

-0.989

7.707

-3.059

-4.249

5.056

-7.984

-0.193

-1.107

0.051

1.521

1

2

3

4

5

6

7

8

9

10

-0.989

7.707

-3.059

-4.249

5.056

-7.984

-0.193

-1.107

0.051

1.521

Sr. No

1

2

3

4

5

6

7

8

9

10

-0.989

7.707

-3.059

-4.249

5.056

-7.984

-0.193

-1.107

0.051

1.521

With 9 degrees of freedom

x t / 2

s

s

x t / 2

n

n

Example

1

2.5

4.9

-2.4

11

6.9

-0.1

3.1

5.9

-2.8

12

3.3

2.9

0.4

2.1

4.4

-2.3

13

4.6

4.6

3.5

6.9

-3.4

14

1.6

1.4

0.2

3.1

-3.9

15

7.2

7.7

-0.5

1.8

4.2

-2.4

16

1.8

1.1

0.7

10

-4

17

20

11

5.5

-2.5

18

2.5

-0.5

36

41

-5

19

2.5

2.3

0.2

10

4.7

4.4

0.3

20

4.1

2.5

1.6

Example (Cont.)

Mean = 0.87

Degrees of freedom =19

S= 2.9773

t for confidence level of 95% and df 19 = 2.093

x t / 2

s

s

x t / 2

n

n

Estimating a Proportion

have been received

Contain 5 defectives

Estimate of defectives

In the lot

Estimating a Proportion

The mean and standard deviation of a binomial

Distribution

np

np (1 p) npq

p

p (1 p )

pq

n

Estimating a Proportion

x z / 2

x z / 2

n

n

p z / 2

pq

p ' p z / 2

n

pq

n

p=Actual Proportion

p=sample proportion

q=1-p

found to be some model from Maruti Udyog Ltd. If the city

Has 50000 registered cars, what is the 95% confidence

Level for the actual number of maruti cars in the city

Example

p=240/500=0.48

Var=0.48x0.52/500=0.000499

SD=0.022

p<0.48+1.96x0.022=0.523

p>0.48-1.96x0.022=0.437

U=0.523*50000=26156

L=0.437*50000=21844

For estimating Process average we can be (1-) x

100 % confident that the error will not exceed the

following value

z / 2 pq / n

Sample size n for specific error = e

z / 2 pq

z / 2

n

2e

Example

We are interested to find the average number of defectives

produced by a machine. What should be the sample size if we

want to be 95% confident that the error of estimate does not

exceed 0.02

z / 2

n

2e

1.96

2 * 0.02

2400

A lot of 5000

A lot of 4000

Sample of 200

5 Defectives

Sample of 150

6 Defectives

The second ?

Continued

12 22

1 2 x1 x2 z / 2

n1 n2

1 2 x1 x2 z / 2

12 22

n1 n2

p '1 p'2 p1 p2 z / 2

p1q1 p2 q2

n1

n2

p '1 p'2 p1 p2 z / 2

p1q1 p2 q2

n1

n2

Example

Certain changes has been incorporated in a process

for manufacturing electronic components. 75 out of

1500 items were found to be defectives before

resetting and 80 out of 2000, after resetting. Find a

90% confidence interval for the true difference in

fraction defectives of the old and the new setting

0.05 * 0.95 0.04 * 0.96

p1 p2 0.01 1.645

0.0217

1500

2000

0.05 * 0.95 0.04 * 0.96

p1 p2 0.01 1.645

0.0017

1500

2000

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