Example 7-2 Central Limit Theorem

Suppose that a random variable X has a continuous uniform distribut

Find the distribution of the sample mean of a random sample of size
f

1 2 , 4 x 6
0, otherwise

n
40
mu
5
sigma^2
=(6-4)^2/12 = 1/3
mubar
5
sigma^2/n =1/(3*B13) = 1/120

1/3
1/120

us uniform distribution:
dom sample of size n = 40.

given
n

Old
mean () Standard Deveation ()n
16
5000
40

Find
P(x2bar-x1bar)>25
z = x2bar-x2bar-(u1-u2)/(sample variance)
z
-2.14373
= 1-0.0161770.983823

New
mean () Standard Deveation ()
25
5050
30

GIVEN DATA
12.8
9.4
8.7
11.6
13.1
9.8
14.1
8.5
12.1
10.3

mean (mu) Xbar

sigma
11.04
11.04 1.967627
mu = xbar

given
n
data

41.6
41.48
42.34
41.95
41.86
42.18
41.72
42.26
41.81
42.04

10

Xbar
stdev
sigma(xbar)^2
41.924 0.284105
0.089841836
standard error =~ 2%

x1
x2
x3
x4
x5
x6
x7
x8

11.96
5.03
67.4
16.07
31.5
7.73
11.1
22.38

Xbar Lamda = 1/Xbar

21.64625 0.046197

Example8-4Concentration
1.23
0.04
1.33
0.04
0.04
0.044
0.044
0.05
1.2
0.1
0.27
0.15
0.49
0.16
0.19
0.17
0.83
0.18
0.81
0.19
0.71
0.19
0.5
0.19
0.49
0.21
1.16
0.25
0.05
0.27
0.15
0.27
0.19
0.27
0.77
0.28
1.08
0.34
0.98
0.34
0.63
0.34
0.56
0.34
0.41
0.4
0.73
0.41
0.59
0.43
0.34
0.49
0.34
0.49
0.84
0.49
0.5
0.5
0.34
0.5
0.28
0.52
0.34
0.56
0.75
0.56
0.87
0.59
0.56
0.63
0.17
0.65
0.18
0.71
0.19
0.73
0.04
0.75
0.49
0.77
1.1
0.81
0.16
0.83
0.1
0.84
0.21
0.86
0.86
0.87
0.52
0.94

1.4
1.2
1
0.8
0.6
0.4
0.2
0
0

10

20

30

1.4
1.2

y = 0.0221x
R = 0.958

1
0.8
0.6
0.4
0.2
0
0
-0.2

10

20

30

0.65
0.27
0.94
0.4
0.43
0.25
0.27

0.98
1.08
1.1
1.16
1.2
1.23
1.33

Series1

40

50

60

y = 0.0221x - 0.0716
R = 0.958

Series1
Linear (Series1)

40

50

60

19.8
15.4
11.4
19.5
10.1
18.5
14.1
8.8
14.9
7.9
17.6
13.6
7.5
12.7
16.7
11.9
15.4
11.9
15.8
11.4
15.4
11.4

7.5 Example8-5Load
7.9
8.8
10.1
11.4
11.4
11.4
11.9
11.9
12.7
13.6
14.1
14.9
15.4
15.4
15.4
15.8
16.7
17.6
18.5
19.5
19.8

25
20
15
10
5
0
0

10

25
y = 0.5412x + 7.4896
R = 0.9781

20
15
10
5
0
0

10

15

20

25

Series1

15

20

Series1
Linear (Series1)

25

25

A
B
C
D
E

Ok
Not Ok
Not Ok
Not Ok
Not Ok

your Ho needs to be an equality.

you can't use the xbar for your hypothesis
you can't have two equality in your hypothesis
You can't use the sample to test you hypothesis

Given
dist = normal
mu
STD
n=

100
2
9

Test
H0 =
H1 !=

100
100

A
acceptance reagion
98.5<=xbar<=101.5
find alpha
Probability of type 1 error
alpha= P(xbar<=98.5) + P(xbar>101.5)
Ub
Lb
98.5
101.5
alpha
z1
z2
-2.25
2.25
from table 0.012224 0.012224
from excel 0.012224 0.012224
alpha
0.024449

Ex9-57
421
452.6
456.1
494.6
373.8
447.8
687.6
705.7
879
88.8
90.5
110.7
96.4
81.7
102.4
296
273
268
227.5
279.3
241
296
317

Column1
Mean
325.4963
Standard Error
38.25629
Median
290.9
Mode
296
Standard Deviation
198.7855
Sample Variance
39515.69
Kurtosis
1.304034
Skewness 1.097014
Range
797.3
Minimum
81.7
Maximum
879
Sum
8788.4
Count
27

1)
2)
3)
4)

mean

300
H0
=300
H1
!=300
T statistic T0=xbar-/(S/sqrt(n))
Hypothesis on the mean with variance unknown.
n
xbar
S

5)
6)

7)

27
325.4963
198.7855
300

Rejection Criteria
T0>t(alpha/2,n-1)
T0
0.66646

0.025
t
2.056 book
2.055529 excel
T0
T
0.66646 <
2.056
Fail to reject the null hypothesis that =300
at the significacne level =0.05

290.9
256.5
258.5
296

0.5 <

P-value<

P-value

<

0.8

ance unknown.

example 9-12
Number of defects

Observed Frequency

0
1
2
3
given
H0: Poisson distrobution
n

32
15
9
4

60

lamda

0.75 mean defect frequency

Using

Pag 704 equ for poisson dist

Poisson = P(Xi)
0.472367
0.354275
0.132853
0.040505

0
1
2
3

Number of defects
0
1
2
3

expected freq in the last cell is less then 3 so combine last 2 cells
degrees of freedom k-p-1

3 - 1 -1

7 step Hypo Procedure

1) parameter of interest?

distrubution of the defects s what was assumed i.e. Posson

2) H0: distribution is poisson

3) alternate Hypo: not Poisson
4) test Statistic

equ = 9-47

5) H0 if

Pvalue less then significance level 95%

6) computations

chi0^2 =

7)

chi^2(,1)

2.96278

2.71

3.84

P
0.1 <P<
0.05<P<0.1

0.05

Conclusions
the information follows Poisson

Observed Frequency expected frequency

Ei
32
28.34199316
15
21.25649487
9
7.971185578
4
2.430326385

ed i.e. Posson

32 28.34199
15 21.25649
9 10.4015

32
15
9

modofied table for expected frequency

28.34199
21.25649
7.971186

1
2
3
4
5
6
7
8

cat1
91.5
94.18
92.18
95.39
91.79
89.07
94.72
89.21

cat2
89.19
90.95
90.46
93.21
97.19
97.04
91.07
92.75

xbar 92.255
92.7325
s 2.385019 2.983453

Sp^2
Sp^3
Sp
t0 =
t0 =

=((n1-1)s1^2 + (n2-1)s2^2))/(n1-n2-2)
7.294654
2.700862
=(xbar1-xbar2)/(2.70*sqrt(1/n1+1/n2))
-0.35359

Conclusion we do not have strong evidance to conclude that catalyst 2 result

o conclude that catalyst 2 results in a mean yield that differs fro the mfean yeald whedn catalyst 1 is used.

EXAMPLE 10-5
x1bar
92.255

x2bar
92.733

s1
2.39

s2
2.98

n1
8

n2
8

given

1
2
3
4
5
6
7
8

cat1
91.5
94.18
92.18
95.39
91.79
89.07
94.72
89.21

Variances of the population equal

1 difference on mean mu (mu1 and mu2)

cat2
89.19
90.95
90.46
93.21
97.19
97.04
91.07
92.75

Column1
Mean
92.255
Standard Error
0.843231
Median
91.985
Mode
#N/A
Standard Deviation
2.385019
Sample Variance
5.688314
Kurtosis
-1.33448
Skewness -0.11444
Range
6.32
Minimum
89.07
Maximum
95.39
Sum
738.04
Count
8

2 H0: mu1 = mu2

3 H1: mu1 != mu2
4 test statistics
t0 = eq10.14 in the text book
5 rejection criterion

to>t(a;pha/2,dof)

6 compution
sp^2 - pooled bariance 7.29625
sp - pooled variance
2.701157
T0 =
-0.35392
to>t(a;pha/2,dof)
2.145
failed to reject

7 Concolution
mu1 = mu2

0.728914

Column2
Mean
92.7325
Standard Error1.05481
Median
91.91
Mode
#N/A
Standard Deviation
2.983453
Sample Variance
8.900993
Kurtosis
-0.82782
Skewness 0.732691
Range
8
Minimum
89.19
Maximum
97.19
Sum
741.86
Count
8

Example10-6Metro
Example10-6Rural

1
3
48
2
7
44
3
25
40
4
10
38
5
15
33
6
6
21
7
12
20
8
25
12
9
15
1
10
7
18
xbar
12.5
27.5
s 7.633988 15.34963

alpha
alpha / 2
v num
v denm
v
t(alpha/2,13)

0.05
0.025
863.7068
65.45433
13.19556 ~ 13
2.16
from table

t0 =(xbar1-xbar2)/(sqrt(S1^2/n1+s2^2/n2))
t0 -2.76694

Clonclusion
t(alpha) > t0 reject H0

S1^2/n1+s2^2/n2))

EXAMPLE 10-6

Example10-6Metro
Example10-6Rural

3
7
25
10
15
6
12
25
15
7

0.015827

48
44
40
38
33
21
20
12
1
18

Column1
Mean
12.5
Standard Error
2.414079
Median
11
Mode
7
Standard Deviation
7.633988
Sample Variance
58.27778
Kurtosis
-0.4382
Skewness
0.76704
Range
22
Minimum
3
Maximum
25
Sum
125
Count
10

Column2
Mean
27.5
Standard Error
4.853979
Median
27
Mode
#N/A
Standard Deviation
15.34963
Sample Variance
235.6111
Kurtosis
-0.98883
Skewness -0.28814
Range
47
Minimum
1
Maximum
48
Sum
275
Count
10

EXAMPLE 10-10

Girder
S1/1
S2/1
S3/1
S4/1
S5/1
S2/1
S2/2
S2/3
S2/4

Example10-10Karlsruhe

Example10-10Lehigh

1.186
1.151
1.322
1.339
1.2
1.402
1.365
1.537
1.559

1.061
0.992
1.063
1.062
1.065
1.178
1.037
1.086
1.052

n=

difference
dbar
0.125
0.273889
0.159
0.259
std
0.277
0.135099
0.135
0.224
t0
0.328
6.081939
0.451
0.507
p value
0.000295

 A set of 15 samples are taken randomly from a production line

The data is: Xbar = 0.27, s = 0.0041

Calculate a 95% Confidence Interval on the stdev upper bound

Given
n
xbar
s
CI
alpha

15
0.27
0.0041
0.95
0.05

stdev

upper bound

EQ 8-19 CI on the variance

Sigma^2 = (n-1)s^2/((chi^2)(1-alpha,n-1))
alpha
0.05
n-1
14
s^2
1.68E-05
one sided CI for the variance for Upper bound Sigma^2
sigma

3.58E-05
0.005985

6.570631

m a production line and measured.

stdev upper bound?

0.58137
0.5872
0.57997
0.57982
0.57935
0.56583
0.55753
0.57867
0.57618
0.57884
0.59917
0.59541
0.57679
0.57534
0.58261
0.57541
0.56571
0.5783
0.58827
0.56514
0.57008
0.58766
0.56788
0.58095
0.58036
0.58904
0.57935
0.57223
0.58318
0.57899
0.55758
0.57511
0.56764
0.59709
0.56251
0.58382
0.57578
0.60585
0.5867
3.9045
0.58456
0.57591
0.58856
0.57614
0.58574

Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count

0.606727
0.028023
0.578755
0.57935
0.33628
0.113084
74.38434
8.213917
3.893755
0.010745
3.9045
87.36868
144

4.5
4
3.5
3
2.5
2
1.5
1
0.5
0
0

20

40

60

80

0.59158
0.59905
0.56593
0.58821
0.56655
0.59519
0.56104
0.58841
0.58538
0.58541
0.5878
0.595
0.57985
0.58157
0.60112
0.58941
0.59512
0.58867
0.5635
0.59146
0.57064
0.35369
0.57508
0.58803
0.59457
0.59218
0.57766
0.57847
0.57615
0.56708
0.58341
0.58712
0.57278
0.60098
0.56946
0.32789
0.5938
0.59544
0.58571
0.58059
0.5708
0.59438
0.6007
0.59804
0.58286
0.56949
0.52125

0.59138
0.57085
0.57387
0.574
0.14238
0.58808
1.0428
0.56814
0.59273
0.58896
0.29362
0.53753
0.58077
0.60482
0.57713
0.58072
0.57208
0.56483
0.57193
0.57675
0.56983
0.58618
0.57666
0.57151
0.56379
0.56989
0.57923
0.58236
0.56965
0.5705
0.57931
0.5433
0.56562
0.56632
0.55786
0.57895
0.57005
2.6464
0.5775
0.57469
0.58252
0.55127
0.57797
0.58799
0.57702

Series1

100

120

140

160

0.52125
0.52896
0.53753
0.5433
0.55127
0.55646
0.55753
0.55758
0.55786
0.56104
0.56251
0.5635
0.56379
0.56483
0.56514
0.56562
0.56571
0.56583
0.56593
0.56632
0.56655
0.56708
0.56764
0.56788
0.56814
0.56946
0.56949
0.56965
0.56983
0.56989
0.57005
0.57008
0.5705
0.57064
0.5708
0.57085
0.57151
0.57193
0.57208
0.57223
0.57278
0.57387
0.574
0.57469
0.57477

Column1

0.57508
0.57511
0.57534
0.57541
0.57578
0.57591
0.57614
0.57615
0.57618
0.57638
0.57666
0.57675
0.57679
0.57702
0.57713
0.57735
0.5775
0.57766
0.57797
0.5783
0.57847
0.57867
0.57884
0.57895
0.57899
0.57923
0.57931
0.57935
0.57935
0.57982
0.57985
0.57997
0.58036
0.58059
0.58072
0.58077
0.58095
0.58137
0.58157
0.58165
0.58236
0.58252
0.58261
0.58286
0.58318
0.58341
0.58382

0.58456
0.58538
0.58541
0.58571
0.58574
0.58618
0.5867
0.58712
0.5872
0.58766
0.5878
0.58799
0.58803
0.58808
0.58821
0.58827
0.58841
0.58856
0.58867
0.58896
0.58904
0.58941
0.59138
0.59146
0.59158
0.59218
0.59273
0.5938
0.59438
0.59457
0.595
0.59512
0.59519
0.59541
0.59544
0.59709
0.59804
0.59905
0.59917
0.6007
0.60098
0.60112
0.60482
0.60585

Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count

0.578284
0.001159
0.578895
0.57935
0.013513
0.000183
2.990452
-1.04009
0.0846
0.52125
0.60585
78.64665
136

0.62
0.61
0.6
0.59
0.58
0.57
0.56
0.55
0.54
0.53
0.52
0.51
0

20

0.4
0.45
0.5
0.55
0.6
0.65
0.7
0.75

40

Bin
0.4
0.45
0.5
0.55
0.6
0.65
0.7
0.75
More

Frequency
0
0
0
4
127
5
0
0
0

60

80

100

120

140

Histogram
140
120
100
80
60
40
20
0
0.4

0.45

0.5

0.55

0.6

0.65

0.7

0.75

Series1

160

Frequency

More

Vt0 data from one wafer

1. choose some smaller wafer regions and calculate u, s, and Z for each.
2. copy the whole thing onto a 2nd sheet, and on that sheet eliminate outliers, then compare results.
0.58856 0.59500 0.59218 0.58059
0.58827 0.55758 0.57614 0.57985 0.57766 0.57080
0.57618 0.56514 0.57511 0.58574 0.58157 0.57847 0.59438 0.56814
0.58137 0.57884 0.57008 0.56764 0.59158 0.60112 0.57615 0.60070 0.59273
0.58720 0.59917 0.58766 0.59709 0.59905 0.58941 0.56708 0.59804 0.58896
0.57997 0.59541 0.56788 0.56251 0.56593 0.59512 0.58341 0.58286
0.57982 0.57679 0.58095 0.58382 0.58821 0.58867 0.58712 0.56949 0.53753
0.57935 0.57534 0.58036 0.57578 0.56655 0.56350 0.57278 0.52125 0.58077
0.56583 0.58261 0.58904 0.60585 0.59519 0.59146 0.60098 0.59138 0.60482
0.55753 0.57541 0.57935 0.58670 0.56104 0.57064 0.56946 0.57085 0.57713
0.57867 0.56571 0.57223
0.58841 0.35369
0.57387 0.58072
0.57830 0.58318 0.58456 0.58538 0.57508 0.59380 0.57400 0.57208
0.57899 0.57591 0.58541 0.58803 0.59544
0.56483
0.58780 0.59457 0.58571 0.58808
Population
Count
137
u
0.576
S
0.023685

count
Xbar
s

0.58137
0.58720
0.57997
0.57982
0.57935
0.56583
0.55753
0.57867

0.57618
0.57884
0.59917
0.59541
0.57679
0.57534
0.58261
0.57541
0.56571
0.57830

0.58827
0.56514
0.57008
0.58766
0.56788
0.58095
0.58036
0.58904
0.57935
0.57223
0.58318
0.57899

0.55758
0.57511
0.56764
0.59709
0.56251
0.58382
0.57578
0.60585
0.58670
0.58456
0.57591

small n
6.00000
0.57548
0.01365

larger n
60.00000
0.57733
0.03189

-0.08226

0.34679

0.58856
0.57614
0.58574
0.59158
0.59905
0.56593
0.58821
0.56655
0.59519
0.56104
0.58841
0.58538
0.58541
0.58780

0.59500
0.57985
0.58157
0.60112
0.58941
0.59512
0.58867
0.56350
0.59146
0.57064
0.35369
0.57508
0.58803
0.59457

0.59218
0.57766
0.57847
0.57615
0.56708
0.58341
0.58712
0.57278
0.60098
0.56946
0.32789
0.59380
0.59544
0.58571

even larger n
120.00000
0.57621
0.02466
-0.02678

0.58059
0.57080
0.59438
0.60070
0.59804
0.58286
0.56949
0.52125
0.59138
0.57085
0.57387
0.57400
0.14238
0.58808

1.04280
0.56814
0.59273
0.58896
0.29362
0.53753
0.58077
0.60482
0.57713
0.58072
0.57208
0.56483

0.58137
0.58720
0.57997
0.57982
0.57935
0.56583
0.55753
0.57867

0.57618
0.57884
0.59917
0.59541
0.57679
0.57534
0.58261
0.57541
0.56571
0.57830

0.58827
0.56514
0.57008
0.58766
0.56788
0.58095
0.58036
0.58904
0.57935
0.57223
0.58318
0.57899

0.55758
0.57511
0.56764
0.59709
0.56251
0.58382
0.57578
0.60585
0.58670
3.90450
0.58456
0.57591

0.58856
0.57614
0.58574
0.59158
0.59905
0.56593
0.58821
0.56655
0.59519
0.56104
0.58841
0.58538
0.58541
0.58780

0.59500
0.57985
0.58157
0.60112
0.58941
0.59512
0.58867
0.56350
0.59146
0.57064
0.35369
0.57508
0.58803
0.59457

0.59218
0.57766
0.57847
0.57615
0.56708
0.58341
0.58712
0.57278
0.60098
0.56946
0.32789
0.59380
0.59544
0.58571

0.58059
0.57080
0.59438
0.60070
0.59804
0.58286
0.56949
0.52125
0.59138
0.57085
0.57387
0.57400
0.14238
0.58808

1.04280
0.56814
0.59273
0.58896
0.29362
0.53753
0.58077
0.60482
0.57713
0.58072
0.57208
0.56483

Population Information
0.57193
0.57675
0.56983
0.58618
0.57666
0.57151
0.56379
0.56989
0.57923
0.58236
0.56965
0.57050

0.57931
0.54330
0.56562
0.56632
0.55786
0.57895
0.57005
0.57750
0.57469

0.58252
0.55127
0.57797
0.58799
0.57702
0.58165

Mean
Standard Dev
0.57477
Median
0.57638
0.52896
0.57735
Z

0.55646

z(alpha/2*sqrt(n)
lower bound
upper bound

even larger n

0.57193
0.57675
0.56983
0.58618
0.57666
0.57151
0.56379
0.56989
0.57923
0.58236
0.56965
0.57050

0.57931
0.54330
0.56562
0.56632
0.55786
0.57895
0.57005
2.64640
0.57750
0.57469

0.58252
0.55127
0.57797
0.58799
0.57702
0.58165
0.01075
0.55646

mu
sigma

0.57477
0.57638
0.52896
0.57735

effect of samp

Xbar
small n
sigma / sqrt(n)
6
0.57664
0.57548
0.02344
0.013652
0.57884
0.56898

0.00000

-0.12207

Population Information
0.57193
0.57675
0.56983
0.58618
0.57666
0.57151
0.56379
0.56989
0.57923
0.58236
0.56965
0.57050

0.57931
0.54330
0.56562
0.56632
0.55786
0.57895
0.57005
2.64640
0.57750
0.57469

0.58252
0.55127
0.57797
0.58799
0.57702
0.58165
0.01075
0.55646

Mean
Standard Dev
0.57477
Median
0.57638
0.52896
0.57735
Z

mu
sigma

effect of samp

Xbar
small n
sigma / sqrt(n)
6
0.60673
0.57548
0.33628
0.013652
0.57876
0.56898

0.00000

-0.22763

effect of sample size

medium n
large n
even larger n
20
60
120
0.58074
0.57733
0.57621
0.011988005
0.03189
0.02466
0.57990
0.58066
0.57911

0.781120538 0.227219188 -0.201273464

alpha

effect of sample size

medium n
large n
even larger n
20
60
120
0.58074
0.62863
0.61008
0.011988005
0.43242
0.36312
0.57990
0.58066
0.57897

-0.345609353