ProbabilityandStatisticsHomework9 DueMondayFebruary21 Objectives:Applyfundamentalpropertiesandtheoremsseeninclasstocomputeprobabilitiesofevents; Identifyfundamentaldistributionswhentheyariseinrealworldproblems(Bernoulli,binomial,geometric, Poisson,uniform,normal,exponential);Usethecentrallimittheoremtoderiveconfidenceintervalsand hypothesistestsformeans,proportions;Createandinterpretdatausingvariousmethodsofdisplayingcircle graphs,histograms,andfrequencycurves;Describetheroleofsampling,randomness,bias,andsamplesizein datacollectionandinterpretation. 1. Funwithhypothesistesting! Thecalibrationofascaleistobecheckedbyweighinga10kgtestspecimen25times.Supposethatthe resultsofdifferentweighingsareindependentofoneanotherandthattheweightoneachtrialis normallydistributedwith=0.200kg.Letdenotethetrueaverageweightreadingonthescale. a. Whathypothesesshouldbetested? b. Supposethescaleistoberecalibratedifeither 10.

1032or 9.8968.Whatistheprobability thatrecalibrationiscarriedoutwhenitisactuallyunnecessary? c. Whatistheprobabilitythatrecalibrationisjudgedunnecessarywheninfact=10.1? d. Whatistheappropriaterejectionregionifwehaveinsteadasamplesizeof10(ratherthan25)and wouldlike=0.05? e. Usingthetestofpart(f),whatwouldyouconcludefromthefollowingsampledata: 9.981 10.006 9.857 10.107 9.888 9.728 10.439 10.214 10.190 9.793 [Hint:Whatassumptionsmustyoumakeinordertousethemethodsfromclass?Statebutdonot testtheseassumptionsonthisproblem.] f. Constructa95%confidenceintervalforthemeanusingthesampledataofpart(e).Whatdoesthis confidenceintervaltellyouaboutyourhypothesistest? 2. ThearticleEvaluatingTunnelKilnPerformances(Amer.CeramicSoc.Bull.,Aug.1997:5963)gavethe followingsummaryinformationforthefracturestrengths(MPa)ofn=169ceramicbarsfiredina particularkiln: =89.10m,s=3.73. a. Calculateatwosidedconfidenceintervalforthetrueaveragefracturestrengthusinga confidencelevelof95%.Doesitappearthattrueaveragefracturestrengthhasbeenprecisely estimated? b. Supposetheinvestigatorshadbelievedapriorithatthepopulationstandarddeviationwas about4MPa.Basedonthissupposition,howlargeasamplewouldhavebeenrequiredto estimatetowithin0.5MPawith95%confidence? 3. Arandomsampleofn=8Eglassfibertestspecimensofacertaintypeyieldedasamplemeaninterfacial shearyieldstressof30.2andasamplestandarddeviationof3.1(OnInterfacialFailureinNotched UnidirectionalGlass/EpoxyComposites,J.ofCompositeMaterials,1985:276286).Assumingthat interfacialshearyieldstressisnormallydistributed,computea95%CIfortrueaveragestress(asdidthe authorsinthecitedarticle). 4. [Minitabrequired.InstructionsforusingMinitabforhypothesistestingappearattheendofthis assignment.]Automaticidentificationoftheboundariesofsignificantstructureswithinamedicalimage isanareaofongoingresearch.ThepaperAutomaticSegmentationofMedicalImagesUsingImage Registration:DiagnosticandSimulationApplications(J.ofMedicalEngineeringandTechnology,2005: 5363)discussedanewtechniqueforsuchidentification.Ameasureoftheaccuracyoftheautomatic

regionistheaveragelineardisplacement(ALD).ThepapergavethefollowingALDobservationsfora sampleof49kidneys(unitsofpixeldimensions).Thedataarebelow,andarealsoavailableonSakai. 1.38 0.44 1.09 0.75 0.66 1.28 0.51 0.39 0.70 0.46 0.54 0.83 0.58 0.64 1.30 0.57 0.43 0.62 1.00 1.05 0.82 1.10 0.65 0.99 0.56 0.56 0.64 0.45 0.82 1.06 0.41 0.58 0.66 0.54 0.83 0.59 0.51 1.04 0.85 0.45 0.52 0.58 1.11 0.34 1.25 0.38 1.44 1.28 0.51 a.Summarize/describethedatausingdescriptivestatisticsandgraphicalanalysis. b.IsitplausiblethatALDisatleastapproximatelynormallydistributed? c.MustnormalitybeassumedpriortocalculatingaCIfortrueaverageALDortestinghypothesesabout trueaverageALD?Explain. d.Theauthorscommentedthatinmostcases,theALDisbetter(less)thanoroftheorderof1.0.Does thedatainfactprovidestrongevidenceforconcludingthatthetrueaverageALDunderthese circumstancesislessthan1.0?CarryoutanappropriatetestofhypothesesusingMinitab. 5. Thetrueaveragebreakingstrengthofceramicinsulatorsofacertaintypeissupposedtobeatleast10 psi.Theywillbeusedforaparticularapplicationunlesssampledataindicatesconclusivelythatthis specificationhasnotbeenmet.Atestofhypothesesusingalpha=0.01istobebasedonarandom sampleof10insulators.Assumethatthebreakingstrengthdistributionisnormalwithstandard deviationof0.80. a. Thepowerofatestistheprobabilitythatitwillcorrectlyidentifywhenthenullhypothesisno longerholds.Thatis,itistheprobabilityofrejectingH0whenthetruemeandeviatesfromthe hypothesizedmean,0,byaspecifiedamount.Howlikelyisitthatinsulatorswillbejudged satisfactorywhenthetrueaveragebreakingstrengthisactuallyonly9.5?[Tosolvethis,first determinetherejectionregionofthehypothesistestthatthemeanisatleast10psi,asstated intheproblem.Thenusingthatrejectionregion,calculatetheprobabilitythattheteststatistic computedfromyourdatawillfallinthatrejectionregionifthetruemeanisactually9.5.] b. Whatsamplesizewouldbenecessarytohavea75%chanceofdetectingthatthetrueaverage breakingstrengthis9.5? 6. [Minitabrequired]Theaccompanyingobservationsonresidualflametime(sec)forstripsoftreated childrensnightwearweregiveninthearticle,AnIntroductiontoSomePrecisionandAccuracyof MeasurementProblems(J.ofTestingandEvaluation,1982:132140).Supposeatrueaverageflame timeofatmost9.75secondshadbeenmandated. Doesthedatasuggestthatthisconditionhasnotbeenmet?Toanswerthis,dothefollowing: a. Carryoutanappropriatehypothesistestatthe5%significancelevelusingthethreemethods discussedinclass(rejectionregion,confidenceintervalandpvalue).(UseMinitabtodothis.) b. Besuretostateandtestyourassumptions(youmayuseMinitabifyouwouldliketographthe datainaparticularway,hinthint). 9.85 9.74 9.93 9.99 9.75 9.88 9.77 9.95 9.67 9.95 9.87 9.93 9.67 9.92 9.94 9.89 9.85 9.83 9.75 9.92

ConfidenceIntervalsandHypothesisTesting WyattToolson11/18/05 (Revised12/1/07bySusanMartonosi) Minitabcanhelpyoucalculateconfidenceintervalsandconducthypothesistestsonyourexperimentaldata, whetheryouhavethefulldataset,orjustsummaryinformationlikethesamplemeanandsamplestandard deviation.Minitabcanmakethingsmucheasierthantryingtodoitoutbyhand. OneSampleZTest: TogettotheOneSampleZTest(fornormallydistributedsampleswithknownstandarddeviation,orlarge samples),goto Stat>BasicStatistics>1SampleZ. Youthenhavetheoptionoflookingatsamplesinonecolumnorsummarizeddata.Ifyouaregivensummarized data,simplyenterthesamplesize,samplemean,andstandarddeviationofeachdataset.Ifyouaregiven actualdata,youcanchoosewhichcolumncontainsyourdata.Notethatifyouclickonoptions,youcanchange theassumedconfidencelevel,andalsothealternatehypothesis.ClickingonGraphswillproducethegraphsyou needtotestyourassumptionsaboutthenormalityofyourdata. OneSampletTest: TheonesampletTest(fornormallydistributedsampleswithunknownstandarddeviation)isperformedvery similarlytotheOneSampleZtest. OtherStatisticalTests TwoSampletTest: ThereareseveralwaystousetheTwoSampletTestinMinitabtoquicklydetermineconfidenceintervalsandT valuesforthedifferenceinmeansoftwoindependentsamples.Dependingonwhetheryouhavetheactual dataorasummary,slightmodificationstoyourprocedurecanmakethingsmucheasierthantryingtodoitout byhand.TogettotheTwoSampletTest,goto Stat>BasicStatistics>2Samplet. Youthenhavetheoptionoflookingatsamplesinonecolumn,samplesintwocolumns,orsummarizeddata.If youaregivensummarizeddata,simplyenterthesamplesize,mean,andstandarddeviationofeachdataset.If youaregivenactualdata,youcanchoosewhethertocomparetwosetsusingthesamplesindifferentcolumns option,oryoucanhaveitdifferentiatebetweensubscriptsifyouhaveasinglecolumnofdataandthenanother columnspecifyingwhattheresultwas.Notethatifyouclickonoptions,youcanchangetheassumed confidencelevel,testdifference,andalsothealternatehypothesis.Makesurethatyoudonothavethe Assumeequalvariancesboxcheckedunlessyouaretoldthatthevariancesareequalorifyouhavetestedthis hypothesis,asthiscouldchangeyourresults. PairedtTest: ThePairedtTesttocomparethemeansofpairedsamplesisperformedverysimilarlytotheTwoSampletTest. Togettoit,goto Stat>BasicStatistics>Pairedt. Again,youhavetheoptiontocomparecolumnsofdatathataregiventoyouortosimplyenterthesummaryof adataset.Undertheoptionsmenuyoucanchangetheconfidencelevel,testdifference,andthealternate hypothesis. OtherhypothesistestsinMinitab(CanbeaccessedviaStat BasicStatistics):

SingleProportionTest:Testswhetherthetrueproportionofapopulationhavingaparticularpropertydiffers fromahypothesizedvalue TwoProportionTest:Teststhedifferencebetweentwoproportionsfromtwoindependentsamples. TwoVariancesTest:Teststheequalityofvariancesoftwosamples. PowerTests:Forallthetestswehaveseeninclass,Minitabcandoapoweranalysisandsamplesize determination.Givenanestimateofthepopulationstandarddeviation,thedifferenceyouwanttodetectand thesamplesize,Minitabcancomputethepower(1P(TypeIIerror)).Givenanestimateofthepopulation standarddeviation,thedifferenceyouwanttodetectandthedesiredpower,Minitabcancomputethe necessarysamplesize. Stat PowerandSampleSizes Selecttheappropriatetest ProvidetheestimatedstandarddeviationandanytwoofthethreequantitiesandMinitabgivesyouthethird. Thedefaultsettingisforalpha=0.05(i.e.P(TypeIerror))andatwosidedhypothesistest.UnderOptions,you canselectadifferentalphaforyourexperimentandspecifywhattypeofhypothesistestyouaredoing,aswell asstorageoptionsfortheresults.