Beruflich Dokumente
Kultur Dokumente
1. Introduction to Statistics
2. Probability distributions
- Binomial distribution
- Poisson Distribution
- Normal distribution
3. Sampling distributions and Estimation.
Descriptive
Statistics
Probability
Inferential
Statistics
Sample
4
Data Collection
A decision can be no better than the data
upon which it was based.
Why do we need to collect data?
1. To identify and/or verify a problem.
2. To Analyze a problem.
3. To understand, describe, or monitor a process
4. To Test a hypothesis
5. To find a relationship between inputs and outputs of a process
Characteristics of distribution
Statistical analysis is detecting the characteristics of data distribution
and expressing that characteristics into figures.
Characteristics of distribution
Central tendency (mean, median,mode)
- It shows the location where data is centered.
Variation (range, variance, standard deviation)
- Degree of data scattering centered on the arithmetic mean
Shape
- In what direction is the data biased?
Central tendency
Mode
Most frequently occurring value in a data set.
Median
Number reflecting the 50% rank of a set of values.
1) In case of data in odd number : Data in the middle
2) In case of data in even number : (Sum of two data in the middle)/2
Mean(arithmetic mean)
X1 + X2 + X3 + + Xn
Average of population
=
N
Sample of population
X=
X1 + X2 + X3 + + Xn
n
Xi
=
N
Xi
=
n
10
Variability
Range
Numerical distance between the highest and the lowest
values in a data set.
Variance and Standard deviation
Population variance
2 =
( Xi X )2
N
Sample variance
( Xi X )2
S2 =
n-1
( Xi X )2
N
( Xi X )2
n-1
The arithmetic mean is a one-dimensional value, while variance is a twodimensional value. We get the standard deviation by extracting the square
root of the variance. In sample statistics, however, the variance loses 1
degree of freedom.. In case of the sample, it has n-1 degree of freedom
as divisor.
11
population
sample statistics
number of set
mean
variance
s2
St. dev
Correlation coefficient
Regression coefficient
a, b
Error
12
2. Probability Distribution
It is the major pillar of the bridge that allows us to make
inferences about a population based on information
obtained from a sample
14
Example
<Problem>
In a certain diode manufacturing process, the defective rate is known to
be 1%. When the inspector take 50 random sample every hour, what is
the probability of finding no more than 1 defective.
<Solution>
The solution can be obtained by adding the probability of finding none
and one.
At first, we will try to find the probability of finding none of defectives,
15
From Minitab
menu
Calc>Probability Distributions>Binomial
16
Number of
Random Sample
Defectiv
e rate
No
defective
17
Probability of no defective
is
0.6050.
18
Result is 0.3056
Total Probability:
0.6050+3056=0.9106
19
20
Calc>Probability
Distribution>Binomial
We use this
21
Result is..
Probability of no defective
22
Cumulative Probability
23
P(X=x)=nCxpx(1-p)n-x
n
Cx =
x
(n
n!
) =x!(n-x)!
1)
6/1
6
5/1
6
4/1
6
3/1
2)
6
2/1
6
1/1
6
0.2
0.1
0 1 2 3 4 5 6 7 8 9
25
26
example
<Problem>
Suppose that the number of wire-bonding defects per unit that
occur in a semiconductor device is Poisson distributed with
mean=4. Then, what is the probability that a randomly selected
semiconductor device will contain two or fewer wire-bonding
defect?
27
File>New>Minitab Worksheet
28
Calc>Probability Distribution>Poisson
1. Select Cumulative
2. Mean=4
29
Probability of no defect
Cumulative Probability of 0, 1, 2
30
31
P(X=x) =
e-m mx
x!
m : Average
x : no of occurence
When x=0
RTY = e-dpu
dpu = -ln(RTY)
32
X~N( ,
Variable
Normal
distribution
Mean
Standard
deviation
68.3
%
Bell-shaped
95.5
%
99.73
-4
-3
-2
-1
34
What is Sigma?
The distance from
mean to deflection
point.
68.3
%
95.5
%
99.73
-4
-3
-2
-1
68.3% of the
population values fall
between the limits
defined by the mean
plus and minus one
sigma.
35
36
68.3
%
-4
-3
-2
-1
1 = 2 , 1
2
95.5
%
99.73
%
2
1
1 2 , 1
2
1 = 1
2
2
37
-4
-3
-2
95.5
99.7
%
-1 3%
0
38
Minitab application
Calc>Probability distribution>Normal
Find
area(probability)
with known x
Find x with
known
Probability
39
40
solution
2
N(40,22).
3
5
Known
spec.
What is
the
area?
40
Minitab solution
provides area here!
41
Calc>Probability
Distribution>Normal
Check here
Mean is 40
St. deviation is 2
X is 35
42
The area we
want(probability) is
1-0.0062=0.9938
43
Example 2
It is known that the quality characteristics of certain process
follows normal probability function(mean=0, st.dev.=1). When the
defective rate is 1%, what is the sigma level?
44
Check here
Input 1-0.01=0.99
45
Z is 2.33
46
47
Mean of the
sample mean
Variance of the
sample mean
Standard error of the
mean
=
2
_ =
n
2
x
x_ =
48
Z=
X-
/n
49
Estimation
Estimate parameters out of sample
1) Point Estimation
single number
2) Interval Estimation
estimate confidence interval
50
/2 = 0.025
P(L< <U) = 1-
X-
P(-Z /2 < /n
-Z0.025= -1.96
<Z
/2
) = 1-
X- Z /2 /n < < X+ Z /2 /n
/2 = 0.025
Z0.025= 1.96
100(1-)
51
, Reliability standard :
95%
P(L< <U) = 1-
P(-t /2 <
X-
S/n < t
/2
) = 1-
100(1-)
52
Example
1. A random sample of 64 customers at a local
supermarket showed that their average shopping
time was 33 minutes with a sample standard
deviation of 16 minutes. Find a 90% confidence
interval for the true average shopping time.