Continuous Probability

HW 3STAT 3021
Homework covers sections 3.3 and 3.4 of chapter 3 from the textbook.
1. Section 3.3(Continuous probability distributions): 3.17, 3.19, 3.31, 3.33, 3.69
2. Section 3.4(Joint probability distributions): 3.37, 3.40, 3.45, 3.49, 3.68
3. Section 4.1(Mean of a random variable): 4.4, 4.8, 4.11, 4.19, 4.20, 4.23
1
HW 4
STAT 3021
Homework covers sections 3.3 and 3.4 of chapter 3 from the textbook.
1. Section 4.2: 4.35, 4.43, 4.45, 4.52
2. Section 4.3: 4.57,4.65, 4.66, 4.77 a,b
1
Probability & Statistics
for Engineers & Scientists
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Probability & Statistics for
Engineers & Scientists
NINTH
EDITION
Ronald E. Walpole
Roanoke College
Raymond H. Myers
Virginia Tech
Sharon L. Myers
Radford University
Keying Ye
University of Texas at San Antonio
Prentice Hall
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Library of Congress Cataloging-in-Publication Data
Probability & statistics for engineers & scientists/Ronald E. Walpole . . . [et al.] — 9th ed.
p. cm.
ISBN 978-0-321-62911-1
1. Engineering—Statistical methods. 2. Probabilities. I. Walpole, Ronald E.
TA340.P738 2011
519.02’462–dc22
2010004857
c 2012, 2007, 2002 Pearson Education, Inc. All rights reserved. No part of this publication may be
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ISBN 10: 0-321-62911-6
ISBN 13: 978-0-321-62911-1
This book is dedicated to
Billy and Julie
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Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
Introduction to Statistics and Data Analysis . . . . . . . . . . .
1.1
1
Overview: Statistical Inference, Samples, Populations, and the
Role of Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Sampling Procedures; Collection of Data . . . . . . . . . . . . . . . . . . . . . . . .
Measures of Location: The Sample Mean and Median . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Measures of Variability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Discrete and Continuous Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Statistical Modeling, Scientific Inspection, and Graphical Diagnostics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
General Types of Statistical Studies: Designed Experiment,
Observational Study, and Retrospective Study . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
27
30
Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
35
1.2
1.3
1.4
1.5
1.6
1.7
2
xv
2.1
2.2
2.3
2.4
2.5
2.6
2.7
Sample Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Events . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Counting Sample Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Probability of an Event . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Additive Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Conditional Probability, Independence, and the Product Rule . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Bayes’ Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1
7
11
13
14
17
17
18
35
38
42
44
51
52
56
59
62
69
72
76
77
viii
Contents
2.8
3
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
79
Random Variables and Probability Distributions . . . . . .
81
3.1
3.2
3.3
3.4
3.5
4
81
84
87
91
94
104
107
109
Mathematical Expectation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
4.1
4.2
4.3
4.4
4.5
5
Concept of a Random Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Discrete Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Continuous Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Joint Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Mean of a Random Variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
Variance and Covariance of Random Variables. . . . . . . . . . . . . . . . . . . 119
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Means and Variances of Linear Combinations of Random Variables 128
Chebyshev’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
Some Discrete Probability Distributions . . . . . . . . . . . . . . . . 143
5.1
5.2
5.3
5.4
5.5
5.6
Introduction and Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Binomial and Multinomial Distributions . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Hypergeometric Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Negative Binomial and Geometric Distributions . . . . . . . . . . . . . . . . .
Poisson Distribution and the Poisson Process . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
143
143
150
152
157
158
161
164
166
169
Contents
ix
6
Some Continuous Probability Distributions . . . . . . . . . . . . . 171
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
6.9
6.10
6.11
7
171
172
176
182
185
187
193
194
200
201
201
203
206
207
209
Functions of Random Variables (Optional) . . . . . . . . . . . . . . 211
7.1
7.2
7.3
8
Continuous Uniform Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Areas under the Normal Curve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Applications of the Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Normal Approximation to the Binomial . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Gamma and Exponential Distributions . . . . . . . . . . . . . . . . . . . . . . . . . .
Chi-Squared Distribution. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Beta Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Lognormal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Weibull Distribution (Optional) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Transformations of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Moments and Moment-Generating Functions . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
211
211
218
222
Fundamental Sampling Distributions and
Data Descriptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
8.1
8.2
8.3
8.4
8.5
8.6
8.7
8.8
8.9
Random Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Some Important Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Sampling Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Sampling Distribution of Means and the Central Limit Theorem .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Sampling Distribution of S 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
t-Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F -Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Quantile and Probability Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
225
227
230
232
233
241
243
246
251
254
259
260
262
x
Contents
9
One- and Two-Sample Estimation Problems . . . . . . . . . . . . 265
9.1
9.2
9.3
9.4
9.5
9.6
9.7
9.8
9.9
9.10
9.11
9.12
9.13
9.14
9.15
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
Statistical Inference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
Classical Methods of Estimation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
Single Sample: Estimating the Mean . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
Standard Error of a Point Estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
Prediction Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
Tolerance Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
Two Samples: Estimating the Difference between Two Means . . . 285
Paired Observations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
Single Sample: Estimating a Proportion . . . . . . . . . . . . . . . . . . . . . . . . . 296
Two Samples: Estimating the Difference between Two Proportions 300
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
Single Sample: Estimating the Variance . . . . . . . . . . . . . . . . . . . . . . . . . 303
Two Samples: Estimating the Ratio of Two Variances . . . . . . . . . . . 305
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
Maximum Likelihood Estimation (Optional) . . . . . . . . . . . . . . . . . . . . . 307
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
10 One- and Two-Sample Tests of Hypotheses . . . . . . . . . . . . . 319
10.1
10.2
10.3
Statistical Hypotheses: General Concepts . . . . . . . . . . . . . . . . . . . . . . .
Testing a Statistical Hypothesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The Use of P -Values for Decision Making in Testing Hypotheses .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.4 Single Sample: Tests Concerning a Single Mean . . . . . . . . . . . . . . . . .
10.5 Two Samples: Tests on Two Means . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.6 Choice of Sample Size for Testing Means . . . . . . . . . . . . . . . . . . . . . . . .
10.7 Graphical Methods for Comparing Means . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.8 One Sample: Test on a Single Proportion. . . . . . . . . . . . . . . . . . . . . . . .
10.9 Two Samples: Tests on Two Proportions . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.10 One- and Two-Sample Tests Concerning Variances . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.11 Goodness-of-Fit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.12 Test for Independence (Categorical Data) . . . . . . . . . . . . . . . . . . . . . . .
319
321
331
334
336
342
349
354
356
360
363
365
366
369
370
373
Contents
xi
10.13 Test for Homogeneity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.14 Two-Sample Case Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10.15 Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
376
379
382
384
386
11 Simple Linear Regression and Correlation . . . . . . . . . . . . . . 389
11.1
11.2
11.3
Introduction to Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
The Simple Linear Regression Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
Least Squares and the Fitted Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
11.4 Properties of the Least Squares Estimators . . . . . . . . . . . . . . . . . . . . . . 400
11.5 Inferences Concerning the Regression Coefficients. . . . . . . . . . . . . . . . 403
11.6 Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
11.7 Choice of a Regression Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
11.8 Analysis-of-Variance Approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
11.9 Test for Linearity of Regression: Data with Repeated Observations 416
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
11.10 Data Plots and Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
11.11 Simple Linear Regression Case Study. . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
11.12 Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
11.13 Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
12 Multiple Linear Regression and Certain
Nonlinear Regression Models . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
12.1
12.2
12.3
12.4
12.5
12.6
12.7
12.8
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Estimating the Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Linear Regression Model Using Matrices . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Properties of the Least Squares Estimators . . . . . . . . . . . . . . . . . . . . . .
Inferences in Multiple Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Choice of a Fitted Model through Hypothesis Testing . . . . . . . . . . .
Special Case of Orthogonality (Optional) . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Categorical or Indicator Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
443
444
447
450
453
455
461
462
467
471
472
xii
Contents
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.9 Sequential Methods for Model Selection . . . . . . . . . . . . . . . . . . . . . . . . .
12.10 Study of Residuals and Violation of Assumptions (Model Checking) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.11 Cross Validation, Cp , and Other Criteria for Model Selection . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.12 Special Nonlinear Models for Nonideal Conditions . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
12.13 Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
476
476
482
487
494
496
500
501
506
13 One-Factor Experiments: General . . . . . . . . . . . . . . . . . . . . . . . . 507
13.1
13.2
13.3
Analysis-of-Variance Technique . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The Strategy of Experimental Design. . . . . . . . . . . . . . . . . . . . . . . . . . . .
One-Way Analysis of Variance: Completely Randomized Design
(One-Way ANOVA) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.4 Tests for the Equality of Several Variances . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.5 Single-Degree-of-Freedom Comparisons . . . . . . . . . . . . . . . . . . . . . . . . . .
13.6 Multiple Comparisons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.7 Comparing a Set of Treatments in Blocks . . . . . . . . . . . . . . . . . . . . . . .
13.8 Randomized Complete Block Designs. . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.9 Graphical Methods and Model Checking . . . . . . . . . . . . . . . . . . . . . . . .
13.10 Data Transformations in Analysis of Variance . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.11 Random Effects Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.12 Case Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
13.13 Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
507
508
509
516
518
520
523
529
532
533
540
543
545
547
551
553
555
559
14 Factorial Experiments (Two or More Factors) . . . . . . . . . . 561
14.1
14.2
14.3
14.4
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Interaction in the Two-Factor Experiment . . . . . . . . . . . . . . . . . . . . . . .
Two-Factor Analysis of Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Three-Factor Experiments. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
561
562
565
575
579
586
Contents
xiii
14.5
14.6
Factorial Experiments for Random Effects and Mixed Models. . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
588
592
594
596
15 2k Factorial Experiments and Fractions . . . . . . . . . . . . . . . . . 597
15.1
15.2
15.3
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The 2k Factorial: Calculation of Effects and Analysis of Variance
Nonreplicated 2k Factorial Experiment . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.4 Factorial Experiments in a Regression Setting . . . . . . . . . . . . . . . . . . .
15.5 The Orthogonal Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.6 Fractional Factorial Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.7 Analysis of Fractional Factorial Experiments . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.8 Higher Fractions and Screening Designs . . . . . . . . . . . . . . . . . . . . . . . . .
15.9 Construction of Resolution III and IV Designs with 8, 16, and 32
Design Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.10 Other Two-Level Resolution III Designs; The Plackett-Burman
Designs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.11 Introduction to Response Surface Methodology . . . . . . . . . . . . . . . . . .
15.12 Robust Parameter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
15.13 Potential Misconceptions and Hazards; Relationship to Material
in Other Chapters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
597
598
604
609
612
617
625
626
632
634
636
637
638
639
643
652
653
654
16 Nonparametric Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 655
16.1
16.2
16.3
16.4
16.5
16.6
16.7
Nonparametric Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Signed-Rank Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Wilcoxon Rank-Sum Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Kruskal-Wallis Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Runs Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Tolerance Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Rank Correlation Coefficient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
655
660
663
665
668
670
671
674
674
677
679
xiv
Contents
17 Statistical Quality Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 681
17.1
17.2
17.3
17.4
17.5
17.6
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Nature of the Control Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Purposes of the Control Chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Control Charts for Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Control Charts for Attributes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Cusum Control Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Review Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
681
683
683
684
697
705
706
18 Bayesian Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 709
18.1
18.2
18.3
Bayesian Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Bayesian Inferences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Bayes Estimates Using Decision Theory Framework . . . . . . . . . . . . .
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
709
710
717
718
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721
Appendix A: Statistical Tables and Proofs . . . . . . . . . . . . . . . . . . 725
Appendix B: Answers to Odd-Numbered Non-Review
Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 769
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 785
Preface
General Approach and Mathematical Level
Our emphasis in creating the ninth edition is less on adding new material and more
on providing clarity and deeper understanding. This objective was accomplished in
part by including new end-of-chapter material that adds connective tissue between
chapters. We affectionately call these comments at the end of the chapter “Pot
Holes.” They are very useful to remind students of the big picture and how each
chapter fits into that picture, and they aid the student in learning about limitations
and pitfalls that may result if procedures are misused. A deeper understanding
of real-world use of statistics is made available through class projects, which were
added in several chapters. These projects provide the opportunity for students
alone, or in groups, to gather their own experimental data and draw inferences. In
some cases, the work involves a problem whose solution will illustrate the meaning
of a concept or provide an empirical understanding of an important statistical
result. Some existing examples were expanded and new ones were introduced to
create “case studies,” in which commentary is provided to give the student a clear
understanding of a statistical concept in the context of a practical situation.
In this edition, we continue to emphasize a balance between theory and applications. Calculus and other types of mathematical support (e.g., linear algebra)
are used at about the same level as in previous editions. The coverage of analytical tools in statistics is enhanced with the use of calculus when discussion
centers on rules and concepts in probability. Probability distributions and statistical inference are highlighted in Chapters 2 through 10. Linear algebra and
matrices are very lightly applied in Chapters 11 through 15, where linear regression and analysis of variance are covered. Students using this text should have
had the equivalent of one semester of differential and integral calculus. Linear
algebra is helpful but not necessary so long as the section in Chapter 12 on multiple linear regression using matrix algebra is not covered by the instructor. As
in previous editions, a large number of exercises that deal with real-life scientific
and engineering applications are available to challenge the student. The many
data sets associated with the exercises are available for download from the website
http://www.pearsonhighered.com/datasets.
xv
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Preface
Summary of the Changes in the Ninth Edition
• Class projects were added in several chapters to provide a deeper understanding of the real-world use of statistics. Students are asked to produce or gather
their own experimental data and draw inferences from these data.
• More case studies were added and others expanded to help students understand the statistical methods being presented in the context of a real-life situation. For example, the interpretation of confidence limits, prediction limits,
and tolerance limits is given using a real-life situation.
• “Pot Holes” were added at the end of some chapters and expanded in others.
These comments are intended to present each chapter in the context of the
big picture and discuss how the chapters relate to one another. They also
provide cautions about the possible misuse of statistical techniques presented
in the chapter.
• Chapter 1 has been enhanced to include more on single-number statistics as
well as graphical techniques. New fundamental material on sampling and
experimental design is presented.
• Examples added to Chapter 8 on sampling distributions are intended to motivate P -values and hypothesis testing. This prepares the student for the more
challenging material on these topics that will be presented in Chapter 10.
• Chapter 12 contains additional development regarding the effect of a single
regression variable in a model in which collinearity with other variables is
severe.
• Chapter 15 now introduces material on the important topic of response surface
methodology (RSM). The use of noise variables in RSM allows the illustration
of mean and variance (dual response surface) modeling.
• The central composite design (CCD) is introduced in Chapter 15.
• More examples are given in Chapter 18, and the discussion of using Bayesian
methods for statistical decision making has been enhanced.
Content and Course Planning
This text is designed for either a one- or a two-semester course. A reasonable
plan for a one-semester course might include Chapters 1 through 10. This would
result in a curriculum that concluded with the fundamentals of both estimation
and hypothesis testing. Instructors who desire that students be exposed to simple
linear regression may wish to include a portion of Chapter 11. For instructors
who desire to have analysis of variance included rather than regression, the onesemester course may include Chapter 13 rather than Chapters 11 and 12. Chapter
13 features one-factor analysis of variance. Another option is to eliminate portions
of Chapters 5 and/or 6 as well as Chapter 7. With this option, one or more of
the discrete or continuous distributions in Chapters 5 and 6 may be eliminated.
These distributions include the negative binomial, geometric, gamma, Weibull,
beta, and log normal distributions. Other features that one might consider removing from a one-semester curriculum include maximum likelihood estimation,
Preface
xvii
prediction, and/or tolerance limits in Chapter 9. A one-semester curriculum has
built-in flexibility, depending on the relative interest of the instructor in regression,
analysis of variance, experimental design, and response surface methods (Chapter
15). There are several discrete and continuous distributions (Chapters 5 and 6)
that have applications in a variety of engineering and scientific areas.
Chapters 11 through 18 contain substantial material that can be added for the
second semester of a two-semester course. The material on simple and multiple
linear regression is in Chapters 11 and 12, respectively. Chapter 12 alone offers a
substantial amount of flexibility. Multiple linear regression includes such “special
topics” as categorical or indicator variables, sequential methods of model selection
such as stepwise regression, the study of residuals for the detection of violations
of assumptions, cross validation and the use of the PRESS statistic as well as
Cp , and logistic regression. The use of orthogonal regressors, a precursor to the
experimental design in Chapter 15, is highlighted. Chapters 13 and 14 offer a
relatively large amount of material on analysis of variance (ANOVA) with fixed,
random, and mixed models. Chapter 15 highlights the application of two-level
designs in the context of full and fractional factorial experiments (2k ). Special
screening designs are illustrated. Chapter 15 also features a new section on response
surface methodology (RSM) to illustrate the use of experimental design for finding
optimal process conditions. The fitting of a second order model through the use of
a central composite design is discussed. RSM is expanded to cover the analysis of
robust parameter design type problems. Noise variables are used to accommodate
dual response surface models. Chapters 16, 17, and 18 contain a moderate amount
of material on nonparametric statistics, quality control, and Bayesian inference.
Chapter 1 is an overview of statistical inference presented on a mathematically
simple level. It has been expanded from the eighth edition to more thoroughly
cover single-number statistics and graphical techniques. It is designed to give
students a preliminary presentation of elementary concepts that will allow them to
understand more involved details that follow. Elementary concepts in sampling,
data collection, and experimental design are presented, and rudimentary aspects
of graphical tools are introduced, as well as a sense of what is garnered from a
data set. Stem-and-leaf plots and box-and-whisker plots have been added. Graphs
are better organized and labeled. The discussion of uncertainty and variation in
a system is thorough and well illustrated. There are examples of how to sort
out the important characteristics of a scientific process or system, and these ideas
are illustrated in practical settings such as manufacturing processes, biomedical
studies, and studies of biological and other scientific systems. A contrast is made
between the use of discrete and continuous data. Emphasis is placed on the use
of models and the information concerning statistical models that can be obtained
from graphical tools.
Chapters 2, 3, and 4 deal with basic probability as well as discrete and continuous random variables. Chapters 5 and 6 focus on specific discrete and continuous
distributions as well as relationships among them. These chapters also highlight
examples of applications of the distributions in real-life scientific and engineering
studies. Examples, case studies, and a large number of exercises edify the student
concerning the use of these distributions. Projects bring the practical use of these
distributions to life through group work. Chapter 7 is the most theoretical chapter
xviii
Preface
in the text. It deals with transformation of random variables and will likely not be
used unless the instructor wishes to teach a relatively theoretical course. Chapter
8 contains graphical material, expanding on the more elementary set of graphical tools presented and illustrated in Chapter 1. Probability plotting is discussed
and illustrated with examples. The very important concept of sampling distributions is presented thoroughly, and illustrations are given that involve the central
limit theorem and the distribution of a sample variance under normal, independent
(i.i.d.) sampling. The t and F distributions are introduced to motivate their use
in chapters to follow. New material in Chapter 8 helps the student to visualize the
importance of hypothesis testing, motivating the concept of a P -value.
Chapter 9 contains material on one- and two-sample point and interval estimation. A thorough discussion with examples points out the contrast between the
different types of intervals—confidence intervals, prediction intervals, and tolerance intervals. A case study illustrates the three types of statistical intervals in the
context of a manufacturing situation. This case study highlights the differences
among the intervals, their sources, and the assumptions made in their development, as well as what type of scientific study or question requires the use of each
one. A new approximation method has been added for the inference concerning a
proportion. Chapter 10 begins with a basic presentation on the pragmatic meaning of hypothesis testing, with emphasis on such fundamental concepts as null and
alternative hypotheses, the role of probability and the P -value, and the power of
a test. Following this, illustrations are given of tests concerning one and two samples under standard conditions. The two-sample t-test with paired observations
is also described. A case study helps the student to develop a clear picture of
what interaction among factors really means as well as the dangers that can arise
when interaction between treatments and experimental units exists. At the end of
Chapter 10 is a very important section that relates Chapters 9 and 10 (estimation
and hypothesis testing) to Chapters 11 through 16, where statistical modeling is
prominent. It is important that the student be aware of the strong connection.
Chapters 11 and 12 contain material on simple and multiple linear regression,
respectively. Considerably more attention is given in this edition to the effect that
collinearity among the regression variables plays. A situation is presented that
shows how the role of a single regression variable can depend in large part on what
regressors are in the model with it. The sequential model selection procedures (forward, backward, stepwise, etc.) are then revisited in regard to this concept, and
the rationale for using certain P -values with these procedures is provided. Chapter 12 offers material on nonlinear modeling with a special presentation of logistic
regression, which has applications in engineering and the biological sciences. The
material on multiple regression is quite extensive and thus provides considerable
flexibility for the instructor, as indicated earlier. At the end of Chapter 12 is commentary relating that chapter to Chapters 14 and 15. Several features were added
that provide a better understanding of the material in general. For example, the
end-of-chapter material deals with cautions and difficulties one might encounter.
It is pointed out that there are types of responses that occur naturally in practice
(e.g. proportion responses, count responses, and several others) with which standard least squares regression should not be used because standard assumptions do
not hold and violation of assumptions may induce serious errors. The suggestion is
Preface
xix
made that data transformation on the response may alleviate the problem in some
cases. Flexibility is again available in Chapters 13 and 14, on the topic of analysis
of variance. Chapter 13 covers one-factor ANOVA in the context of a completely
randomized design. Complementary topics include tests on variances and multiple
comparisons. Comparisons of treatments in blocks are highlighted, along with the
topic of randomized complete blocks. Graphical methods are extended to ANOVA
to aid the student in supplementing the formal inference with a pictorial type of inference that can aid scientists and engineers in presenting material. A new project
is given in which students incorporate the appropriate randomization into each
plan and use graphical techniques and P -values in reporting the results. Chapter
14 extends the material in Chapter 13 to accommodate two or more factors that
are in a factorial structure. The ANOVA presentation in Chapter 14 includes work
in both random and fixed effects models. Chapter 15 offers material associated
with 2k factorial designs; examples and case studies present the use of screening
designs and special higher fractions of the 2k . Two new and special features are
the presentations of response surface methodology (RSM) and robust parameter
design. These topics are linked in a case study that describes and illustrates a
dual response surface design and analysis featuring the use of process mean and
variance response surfaces.
Computer Software
Case studies, beginning in Chapter 8, feature computer printout and graphical
material generated using both SAS and MINITAB. The inclusion of the computer
reflects our belief that students should have the experience of reading and interpreting computer printout and graphics, even if the software in the text is not that
which is used by the instructor. Exposure to more than one type of software can
broaden the experience base for the student. There is no reason to believe that
the software used in the course will be that which the student will be called upon
to use in practice following graduation. Examples and case studies in the text are
supplemented, where appropriate, by various types of residual plots, quantile plots,
normal probability plots, and other plots. Such plots are particularly prevalent in
Chapters 11 through 15.
Supplements
Instructor’s Solutions Manual. This resource contains worked-out solutions to all
text exercises and is available for download from Pearson Education’s Instructor
Resource Center.
Student Solutions Manual ISBN-10: 0-321-64013-6; ISBN-13: 978-0-321-64013-0.
Featuring complete solutions to selected exercises, this is a great tool for students
as they study and work through the problem material.
R
PowerPoint
Lecture Slides ISBN-10: 0-321-73731-8; ISBN-13: 978-0-321-737311. These slides include most of the figures and tables from the text. Slides are
available to download from Pearson Education’s Instructor Resource Center.
xx
Preface
StatCrunch eText. This interactive, online textbook includes StatCrunch, a powerful, web-based statistical software. Embedded StatCrunch buttons allow users
to open all data sets and tables from the book with the click of a button and
immediately perform an analysis using StatCrunch.
StatCrunch TM . StatCrunch is web-based statistical software that allows users to
perform complex analyses, share data sets, and generate compelling reports of
their data. Users can upload their own data to StatCrunch or search the library
of over twelve thousand publicly shared data sets, covering almost any topic of
interest. Interactive graphical outputs help users understand statistical concepts
and are available for export to enrich reports with visual representations of data.
Additional features include
• A full range of numerical and graphical methods that allow users to analyze
and gain insights from any data set.
• Reporting options that help users create a wide variety of visually appealing
representations of their data.
• An online survey tool that allows users to quickly build and administer surveys
via a web form.
StatCrunch is available to qualified adopters. For more information, visit our
website at www.statcrunch.com or contact your Pearson representative.
Acknowledgments
We are indebted to those colleagues who reviewed the previous editions of this book
and provided many helpful suggestions for this edition. They are David Groggel,
Miami University; Lance Hemlow, Raritan Valley Community College; Ying Ji,
University of Texas at San Antonio; Thomas Kline, University of Northern Iowa;
Sheila Lawrence, Rutgers University; Luis Moreno, Broome County Community
College; Donald Waldman, University of Colorado—Boulder; and Marlene Will,
Spalding University. We would also like to thank Delray Schulz, Millersville University; Roxane Burrows, Hocking College; and Frank Chmely for ensuring the
accuracy of this text.
We would like to thank the editorial and production services provided by numerous people from Pearson/Prentice Hall, especially the editor in chief Deirdre
Lynch, acquisitions editor Christopher Cummings, executive content editor Christine O’Brien, production editor Tracy Patruno, and copyeditor Sally Lifland. Many
useful comments and suggestions by proofreader Gail Magin are greatly appreciated. We thank the Virginia Tech Statistical Consulting Center, which was the
source of many real-life data sets.
R.H.M.
S.L.M.
K.Y.
Chapter 1
Introduction to Statistics
and Data Analysis
1.1
Overview: Statistical Inference, Samples, Populations,
and the Role of Probability
Beginning in the 1980s and continuing into the 21st century, an inordinate amount
of attention has been focused on improvement of quality in American industry.
Much has been said and written about the Japanese “industrial miracle,” which
began in the middle of the 20th century. The Japanese were able to succeed where
we and other countries had failed–namely, to create an atmosphere that allows
the production of high-quality products. Much of the success of the Japanese has
been attributed to the use of statistical methods and statistical thinking among
management personnel.
Use of Scientific Data
The use of statistical methods in manufacturing, development of food products,
computer software, energy sources, pharmaceuticals, and many other areas involves
the gathering of information or scientific data. Of course, the gathering of data
is nothing new. It has been done for well over a thousand years. Data have
been collected, summarized, reported, and stored for perusal. However, there is a
profound distinction between collection of scientific information and inferential
statistics. It is the latter that has received rightful attention in recent decades.
The offspring of inferential statistics has been a large “toolbox” of statistical
methods employed by statistical practitioners. These statistical methods are designed to contribute to the process of making scientific judgments in the face of
uncertainty and variation. The product density of a particular material from a
manufacturing process will not always be the same. Indeed, if the process involved
is a batch process rather than continuous, there will be not only variation in material density among the batches that come off the line (batch-to-batch variation),
but also within-batch variation. Statistical methods are used to analyze data from
a process such as this one in order to gain more sense of where in the process
changes may be made to improve the quality of the process. In this process, qual1
2
Chapter 1 Introduction to Statistics and Data Analysis
ity may well be defined in relation to closeness to a target density value in harmony
with what portion of the time this closeness criterion is met. An engineer may be
concerned with a specific instrument that is used to measure sulfur monoxide in
the air during pollution studies. If the engineer has doubts about the effectiveness
of the instrument, there are two sources of variation that must be dealt with.
The first is the variation in sulfur monoxide values that are found at the same
locale on the same day. The second is the variation between values observed and
the true amount of sulfur monoxide that is in the air at the time. If either of these
two sources of variation is exceedingly large (according to some standard set by
the engineer), the instrument may need to be replaced. In a biomedical study of a
new drug that reduces hypertension, 85% of patients experienced relief, while it is
generally recognized that the current drug, or “old” drug, brings relief to 80% of patients that have chronic hypertension. However, the new drug is more expensive to
make and may result in certain side effects. Should the new drug be adopted? This
is a problem that is encountered (often with much more complexity) frequently by
pharmaceutical firms in conjunction with the FDA (Federal Drug Administration).
Again, the consideration of variation needs to be taken into account. The “85%”
value is based on a certain number of patients chosen for the study. Perhaps if the
study were repeated with new patients the observed number of “successes” would
be 75%! It is the natural variation from study to study that must be taken into
account in the decision process. Clearly this variation is important, since variation
from patient to patient is endemic to the problem.
Variability in Scientific Data
In the problems discussed above the statistical methods used involve dealing with
variability, and in each case the variability to be studied is that encountered in
scientific data. If the observed product density in the process were always the
same and were always on target, there would be no need for statistical methods.
If the device for measuring sulfur monoxide always gives the same value and the
value is accurate (i.e., it is correct), no statistical analysis is needed. If there
were no patient-to-patient variability inherent in the response to the drug (i.e.,
it either always brings relief or not), life would be simple for scientists in the
pharmaceutical firms and FDA and no statistician would be needed in the decision
process. Statistics researchers have produced an enormous number of analytical
methods that allow for analysis of data from systems like those described above.
This reflects the true nature of the science that we call inferential statistics, namely,
using techniques that allow us to go beyond merely reporting data to drawing
conclusions (or inferences) about the scientific system. Statisticians make use of
fundamental laws of probability and statistical inference to draw conclusions about
scientific systems. Information is gathered in the form of samples, or collections
of observations. The process of sampling is introduced in Chapter 2, and the
discussion continues throughout the entire book.
Samples are collected from populations, which are collections of all individuals or individual items of a particular type. At times a population signifies a
scientific system. For example, a manufacturer of computer boards may wish to
eliminate defects. A sampling process may involve collecting information on 50
computer boards sampled randomly from the process. Here, the population is all
1.1 Overview: Statistical Inference, Samples, Populations, and the Role of Probability
3
computer boards manufactured by the firm over a specific period of time. If an
improvement is made in the computer board process and a second sample of boards
is collected, any conclusions drawn regarding the effectiveness of the change in process should extend to the entire population of computer boards produced under
the “improved process.” In a drug experiment, a sample of patients is taken and
each is given a specific drug to reduce blood pressure. The interest is focused on
drawing conclusions about the population of those who suffer from hypertension.
Often, it is very important to collect scientific data in a systematic way, with
planning being high on the agenda. At times the planning is, by necessity, quite
limited. We often focus only on certain properties or characteristics of the items or
objects in the population. Each characteristic has particular engineering or, say,
biological importance to the “customer,” the scientist or engineer who seeks to learn
about the population. For example, in one of the illustrations above the quality
of the process had to do with the product density of the output of a process. An
engineer may need to study the effect of process conditions, temperature, humidity,
amount of a particular ingredient, and so on. He or she can systematically move
these factors to whatever levels are suggested according to whatever prescription
or experimental design is desired. However, a forest scientist who is interested
in a study of factors that influence wood density in a certain kind of tree cannot
necessarily design an experiment. This case may require an observational study
in which data are collected in the field but factor levels can not be preselected.
Both of these types of studies lend themselves to methods of statistical inference.
In the former, the quality of the inferences will depend on proper planning of the
experiment. In the latter, the scientist is at the mercy of what can be gathered.
For example, it is sad if an agronomist is interested in studying the effect of rainfall
on plant yield and the data are gathered during a drought.
The importance of statistical thinking by managers and the use of statistical
inference by scientific personnel is widely acknowledged. Research scientists gain
much from scientific data. Data provide understanding of scientific phenomena.
Product and process engineers learn a great deal in their off-line efforts to improve
the process. They also gain valuable insight by gathering production data (online monitoring) on a regular basis. This allows them to determine necessary
modifications in order to keep the process at a desired level of quality.
There are times when a scientific practitioner wishes only to gain some sort of
summary of a set of data represented in the sample. In other words, inferential
statistics is not required. Rather, a set of single-number statistics or descriptive
statistics is helpful. These numbers give a sense of center of the location of
the data, variability in the data, and the general nature of the distribution of
observations in the sample. Though no specific statistical methods leading to
statistical inference are incorporated, much can be learned. At times, descriptive
statistics are accompanied by graphics. Modern statistical software packages allow
for computation of means, medians, standard deviations, and other singlenumber statistics as well as production of graphs that show a “footprint” of the
nature of the sample. Definitions and illustrations of the single-number statistics
and graphs, including histograms, stem-and-leaf plots, scatter plots, dot plots, and
box plots, will be given in sections that follow.
4
Chapter 1 Introduction to Statistics and Data Analysis
The Role of Probability
In this book, Chapters 2 to 6 deal with fundamental notions of probability. A
thorough grounding in these concepts allows the reader to have a better understanding of statistical inference. Without some formalism of probability theory,
the student cannot appreciate the true interpretation from data analysis through
modern statistical methods. It is quite natural to study probability prior to studying statistical inference. Elements of probability allow us to quantify the strength
or “confidence” in our conclusions. In this sense, concepts in probability form a
major component that supplements statistical methods and helps us gauge the
strength of the statistical inference. The discipline of probability, then, provides
the transition between descriptive statistics and inferential methods. Elements of
probability allow the conclusion to be put into the language that the science or
engineering practitioners require. An example follows that will enable the reader
to understand the notion of a P -value, which often provides the “bottom line” in
the interpretation of results from the use of statistical methods.
Example 1.1: Suppose that an engineer encounters data from a manufacturing process in which
100 items are sampled and 10 are found to be defective. It is expected and anticipated that occasionally there will be defective items. Obviously these 100 items
represent the sample. However, it has been determined that in the long run, the
company can only tolerate 5% defective in the process. Now, the elements of probability allow the engineer to determine how conclusive the sample information is
regarding the nature of the process. In this case, the population conceptually
represents all possible items from the process. Suppose we learn that if the process
is acceptable, that is, if it does produce items no more than 5% of which are defective, there is a probability of 0.0282 of obtaining 10 or more defective items in
a random sample of 100 items from the process. This small probability suggests
that the process does, indeed, have a long-run rate of defective items that exceeds
5%. In other words, under the condition of an acceptable process, the sample information obtained would rarely occur. However, it did occur! Clearly, though, it
would occur with a much higher probability if the process defective rate exceeded
5% by a significant amount.
From this example it becomes clear that the elements of probability aid in the
translation of sample information into something conclusive or inconclusive about
the scientific system. In fact, what was learned likely is alarming information to
the engineer or manager. Statistical methods, which we will actually detail in
Chapter 10, produced a P -value of 0.0282. The result suggests that the process
very likely is not acceptable. The concept of a P-value is dealt with at length
in succeeding chapters. The example that follows provides a second illustration.
Example 1.2: Often the nature of the scientific study will dictate the role that probability and
deductive reasoning play in statistical inference. Exercise 9.40 on page 294 provides
data associated with a study conducted at the Virginia Polytechnic Institute and
State University on the development of a relationship between the roots of trees and
the action of a fungus. Minerals are transferred from the fungus to the trees and
sugars from the trees to the fungus. Two samples of 10 northern red oak seedlings
were planted in a greenhouse, one containing seedlings treated with nitrogen and
1.1 Overview: Statistical Inference, Samples, Populations, and the Role of Probability
5
the other containing seedlings with no nitrogen. All other environmental conditions
were held constant. All seedlings contained the fungus Pisolithus tinctorus. More
details are supplied in Chapter 9. The stem weights in grams were recorded after
the end of 140 days. The data are given in Table 1.1.
Table 1.1: Data Set for Example 1.2
No Nitrogen
0.32
0.53
0.28
0.37
0.47
0.43
0.36
0.42
0.38
0.43
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
Nitrogen
0.26
0.43
0.47
0.49
0.52
0.75
0.79
0.86
0.62
0.46
0.70
0.75
0.80
0.85
0.90
Figure 1.1: A dot plot of stem weight data.
In this example there are two samples from two separate populations. The
purpose of the experiment is to determine if the use of nitrogen has an influence
on the growth of the roots. The study is a comparative study (i.e., we seek to
compare the two populations with regard to a certain important characteristic). It
is instructive to plot the data as shown in the dot plot of Figure 1.1. The ◦ values
represent the “nitrogen” data and the × values represent the “no-nitrogen” data.
Notice that the general appearance of the data might suggest to the reader
that, on average, the use of nitrogen increases the stem weight. Four nitrogen observations are considerably larger than any of the no-nitrogen observations. Most
of the no-nitrogen observations appear to be below the center of the data. The
appearance of the data set would seem to indicate that nitrogen is effective. But
how can this be quantified? How can all of the apparent visual evidence be summarized in some sense? As in the preceding example, the fundamentals of probability
can be used. The conclusions may be summarized in a probability statement or
P-value. We will not show here the statistical inference that produces the summary
probability. As in Example 1.1, these methods will be discussed in Chapter 10.
The issue revolves around the “probability that data like these could be observed”
given that nitrogen has no effect, in other words, given that both samples were
generated from the same population. Suppose that this probability is small, say
0.03. That would certainly be strong evidence that the use of nitrogen does indeed
influence (apparently increases) average stem weight of the red oak seedlings.
6
Chapter 1 Introduction to Statistics and Data Analysis
How Do Probability and Statistical Inference Work Together?
It is important for the reader to understand the clear distinction between the
discipline of probability, a science in its own right, and the discipline of inferential statistics. As we have already indicated, the use or application of concepts in
probability allows real-life interpretation of the results of statistical inference. As a
result, it can be said that statistical inference makes use of concepts in probability.
One can glean from the two examples above that the sample information is made
available to the analyst and, with the aid of statistical methods and elements of
probability, conclusions are drawn about some feature of the population (the process does not appear to be acceptable in Example 1.1, and nitrogen does appear
to influence average stem weights in Example 1.2). Thus for a statistical problem,
the sample along with inferential statistics allows us to draw conclusions about the population, with inferential statistics making clear use
of elements of probability. This reasoning is inductive in nature. Now as we
move into Chapter 2 and beyond, the reader will note that, unlike what we do in
our two examples here, we will not focus on solving statistical problems. Many
examples will be given in which no sample is involved. There will be a population
clearly described with all features of the population known. Then questions of importance will focus on the nature of data that might hypothetically be drawn from
the population. Thus, one can say that elements in probability allow us to
draw conclusions about characteristics of hypothetical data taken from
the population, based on known features of the population. This type of
reasoning is deductive in nature. Figure 1.2 shows the fundamental relationship
between probability and inferential statistics.
Probability
Population
Sample
Statistical Inference
Figure 1.2: Fundamental relationship between probability and inferential statistics.
Now, in the grand scheme of things, which is more important, the field of
probability or the field of statistics? They are both very important and clearly are
complementary. The only certainty concerning the pedagogy of the two disciplines
lies in the fact that if statistics is to be taught at more than merely a “cookbook”
level, then the discipline of probability must be taught first. This rule stems from
the fact that nothing can be learned about a population from a sample until the
analyst learns the rudiments of uncertainty in that sample. For example, consider
Example 1.1. The question centers around whether or not the population, defined
by the process, is no more than 5% defective. In other words, the conjecture is that
on the average 5 out of 100 items are defective. Now, the sample contains 100
items and 10 are defective. Does this support the conjecture or refute it? On the
1.2 Sampling Procedures; Collection of Data
7
surface it would appear to be a refutation of the conjecture because 10 out of 100
seem to be “a bit much.” But without elements of probability, how do we know?
Only through the study of material in future chapters will we learn the conditions
under which the process is acceptable (5% defective). The probability of obtaining
10 or more defective items in a sample of 100 is 0.0282.
We have given two examples where the elements of probability provide a summary that the scientist or engineer can use as evidence on which to build a decision.
The bridge between the data and the conclusion is, of course, based on foundations
of statistical inference, distribution theory, and sampling distributions discussed in
future chapters.
1.2
Sampling Procedures; Collection of Data
In Section 1.1 we discussed very briefly the notion of sampling and the sampling
process. While sampling appears to be a simple concept, the complexity of the
questions that must be answered about the population or populations necessitates
that the sampling process be very complex at times. While the notion of sampling
is discussed in a technical way in Chapter 8, we shall endeavor here to give some
common-sense notions of sampling. This is a natural transition to a discussion of
the concept of variability.
Simple Random Sampling
The importance of proper sampling revolves around the degree of confidence with
which the analyst is able to answer the questions being asked. Let us assume that
only a single population exists in the problem. Recall that in Example 1.2 two
populations were involved. Simple random sampling implies that any particular
sample of a specified sample size has the same chance of being selected as any
other sample of the same size. The term sample size simply means the number of
elements in the sample. Obviously, a table of random numbers can be utilized in
sample selection in many instances. The virtue of simple random sampling is that
it aids in the elimination of the problem of having the sample reflect a different
(possibly more confined) population than the one about which inferences need to be
made. For example, a sample is to be chosen to answer certain questions regarding
political preferences in a certain state in the United States. The sample involves
the choice of, say, 1000 families, and a survey is to be conducted. Now, suppose it
turns out that random sampling is not used. Rather, all or nearly all of the 1000
families chosen live in an urban setting. It is believed that political preferences
in rural areas differ from those in urban areas. In other words, the sample drawn
actually confined the population and thus the inferences need to be confined to the
“limited population,” and in this case confining may be undesirable. If, indeed,
the inferences need to be made about the state as a whole, the sample of size 1000
described here is often referred to as a biased sample.
As we hinted earlier, simple random sampling is not always appropriate. Which
alternative approach is used depends on the complexity of the problem. Often, for
example, the sampling units are not homogeneous and naturally divide themselves
into nonoverlapping groups that are homogeneous. These groups are called strata,
8
Chapter 1 Introduction to Statistics and Data Analysis
and a procedure called stratified random sampling involves random selection of a
sample within each stratum. The purpose is to be sure that each of the strata
is neither over- nor underrepresented. For example, suppose a sample survey is
conducted in order to gather preliminary opinions regarding a bond referendum
that is being considered in a certain city. The city is subdivided into several ethnic
groups which represent natural strata. In order not to disregard or overrepresent
any group, separate random samples of families could be chosen from each group.
Experimental Design
The concept of randomness or random assignment plays a huge role in the area of
experimental design, which was introduced very briefly in Section 1.1 and is an
important staple in almost any area of engineering or experimental science. This
will be discussed at length in Chapters 13 through 15. However, it is instructive to
give a brief presentation here in the context of random sampling. A set of so-called
treatments or treatment combinations becomes the populations to be studied
or compared in some sense. An example is the nitrogen versus no-nitrogen treatments in Example 1.2. Another simple example would be “placebo” versus “active
drug,” or in a corrosion fatigue study we might have treatment combinations that
involve specimens that are coated or uncoated as well as conditions of low or high
humidity to which the specimens are exposed. In fact, there are four treatment
or factor combinations (i.e., 4 populations), and many scientific questions may be
asked and answered through statistical and inferential methods. Consider first the
situation in Example 1.2. There are 20 diseased seedlings involved in the experiment. It is easy to see from the data themselves that the seedlings are different
from each other. Within the nitrogen group (or the no-nitrogen group) there is
considerable variability in the stem weights. This variability is due to what is
generally called the experimental unit. This is a very important concept in inferential statistics, in fact one whose description will not end in this chapter. The
nature of the variability is very important. If it is too large, stemming from a
condition of excessive nonhomogeneity in experimental units, the variability will
“wash out” any detectable difference between the two populations. Recall that in
this case that did not occur.
The dot plot in Figure 1.1 and P-value indicated a clear distinction between
these two conditions. What role do those experimental units play in the datataking process itself? The common-sense and, indeed, quite standard approach is
to assign the 20 seedlings or experimental units randomly to the two treatments or conditions. In the drug study, we may decide to use a total of 200
available patients, patients that clearly will be different in some sense. They are
the experimental units. However, they all may have the same chronic condition
for which the drug is a potential treatment. Then in a so-called completely randomized design, 100 patients are assigned randomly to the placebo and 100 to
the active drug. Again, it is these experimental units within a group or treatment
that produce the variability in data results (i.e., variability in the measured result),
say blood pressure, or whatever drug efficacy value is important. In the corrosion
fatigue study, the experimental units are the specimens that are the subjects of
the corrosion.
1.2 Sampling Procedures; Collection of Data
9
Why Assign Experimental Units Randomly?
What is the possible negative impact of not randomly assigning experimental units
to the treatments or treatment combinations? This is seen most clearly in the
case of the drug study. Among the characteristics of the patients that produce
variability in the results are age, gender, and weight. Suppose merely by chance
the placebo group contains a sample of people that are predominately heavier than
those in the treatment group. Perhaps heavier individuals have a tendency to have
a higher blood pressure. This clearly biases the result, and indeed, any result
obtained through the application of statistical inference may have little to do with
the drug and more to do with differences in weights among the two samples of
patients.
We should emphasize the attachment of importance to the term variability.
Excessive variability among experimental units “camouflages” scientific findings.
In future sections, we attempt to characterize and quantify measures of variability.
In sections that follow, we introduce and discuss specific quantities that can be
computed in samples; the quantities give a sense of the nature of the sample with
respect to center of location of the data and variability in the data. A discussion
of several of these single-number measures serves to provide a preview of what
statistical information will be important components of the statistical methods
that are used in future chapters. These measures that help characterize the nature
of the data set fall into the category of descriptive statistics. This material is
a prelude to a brief presentation of pictorial and graphical methods that go even
further in characterization of the data set. The reader should understand that the
statistical methods illustrated here will be used throughout the text. In order to
offer the reader a clearer picture of what is involved in experimental design studies,
we offer Example 1.3.
Example 1.3: A corrosion study was made in order to determine whether coating an aluminum
metal with a corrosion retardation substance reduced the amount of corrosion.
The coating is a protectant that is advertised to minimize fatigue damage in this
type of material. Also of interest is the influence of humidity on the amount of
corrosion. A corrosion measurement can be expressed in thousands of cycles to
failure. Two levels of coating, no coating and chemical corrosion coating, were
used. In addition, the two relative humidity levels are 20% relative humidity and
80% relative humidity.
The experiment involves four treatment combinations that are listed in the table
that follows. There are eight experimental units used, and they are aluminum
specimens prepared; two are assigned randomly to each of the four treatment
combinations. The data are presented in Table 1.2.
The corrosion data are averages of two specimens. A plot of the averages is
pictured in Figure 1.3. A relatively large value of cycles to failure represents a
small amount of corrosion. As one might expect, an increase in humidity appears
to make the corrosion worse. The use of the chemical corrosion coating procedure
appears to reduce corrosion.
In this experimental design illustration, the engineer has systematically selected
the four treatment combinations. In order to connect this situation to concepts
with which the reader has been exposed to this point, it should be assumed that the
10
Chapter 1 Introduction to Statistics and Data Analysis
Table 1.2: Data for Example 1.3
Coating
Uncoated
Chemical Corrosion
Humidity
20%
80%
20%
80%
Average Corrosion in
Thousands of Cycles to Failure
975
350
1750
1550
2000
Average Corrosion
Chemical Corrosion Coating
1000
Uncoated
0
0
20%
80%
Humidity
Figure 1.3: Corrosion results for Example 1.3.
conditions representing the four treatment combinations are four separate populations and that the two corrosion values observed for each population are important
pieces of information. The importance of the average in capturing and summarizing certain features in the population will be highlighted in Section 1.3. While we
might draw conclusions about the role of humidity and the impact of coating the
specimens from the figure, we cannot truly evaluate the results from an analytical point of view without taking into account the variability around the average.
Again, as we indicated earlier, if the two corrosion values for each treatment combination are close together, the picture in Figure 1.3 may be an accurate depiction.
But if each corrosion value in the figure is an average of two values that are widely
dispersed, then this variability may, indeed, truly “wash away” any information
that appears to come through when one observes averages only. The foregoing
example illustrates these concepts:
(1) random assignment of treatment combinations (coating, humidity) to experimental units (specimens)
(2) the use of sample averages (average corrosion values) in summarizing sample
information
(3) the need for consideration of measures of variability in the analysis of any
sample or sets of samples
1.3 Measures of Location: The Sample Mean and Median
11
This example suggests the need for what follows in Sections 1.3 and 1.4, namely,
descriptive statistics that indicate measures of center of location in a set of data,
and those that measure variability.
1.3
Measures of Location: The Sample Mean and Median
Measures of location are designed to provide the analyst with some quantitative
values of where the center, or some other location, of data is located. In Example
1.2, it appears as if the center of the nitrogen sample clearly exceeds that of the
no-nitrogen sample. One obvious and very useful measure is the sample mean.
The mean is simply a numerical average.
Definition 1.1: Suppose that the observations in a sample are x1 , x2 , . . . , xn . The sample mean,
denoted by x̄, is
x̄ =
n

xi
i=1
n
=
x1 + x 2 + · · · + x n
.
n
There are other measures of central tendency that are discussed in detail in
future chapters. One important measure is the sample median. The purpose of
the sample median is to reflect the central tendency of the sample in such a way
that it is uninfluenced by extreme values or outliers.
Definition 1.2: Given that the observations in a sample are x1 , x2 , . . . , xn , arranged in increasing
order of magnitude, the sample median is

if n is odd,
x(n+1)/2 ,
x̃ = 1
2 (xn/2 + xn/2+1 ), if n is even.
As an example, suppose the data set is the following: 1.7, 2.2, 3.9, 3.11, and
14.7. The sample mean and median are, respectively,
x̄ = 5.12,
x̃ = 3.9.
Clearly, the mean is influenced considerably by the presence of the extreme observation, 14.7, whereas the median places emphasis on the true “center” of the data
set. In the case of the two-sample data set of Example 1.2, the two measures of
central tendency for the individual samples are
x̄ (no nitrogen)
=
x̃ (no nitrogen)
=
x̄ (nitrogen)
=
x̃ (nitrogen)
=
0.399 gram,
0.38 + 0.42
= 0.400 gram,
2
0.565 gram,
0.49 + 0.52
= 0.505 gram.
2
Clearly there is a difference in concept between the mean and median. It may
be of interest to the reader with an engineering background that the sample mean
12
Chapter 1 Introduction to Statistics and Data Analysis
is the centroid of the data in a sample. In a sense, it is the point at which a
fulcrum can be placed to balance a system of “weights” which are the locations of
the individual data. This is shown in Figure 1.4 with regard to the with-nitrogen
sample.
x  0.565
0.25
0.30
0.35
0.40
0.45
0.50
0.55
0.60
0.65
0.70
0.75
0.80
0.85
0.90
Figure 1.4: Sample mean as a centroid of the with-nitrogen stem weight.
In future chapters, the basis for the computation of x̄ is that of an estimate
of the population mean. As we indicated earlier, the purpose of statistical inference is to draw conclusions about population characteristics or parameters and
estimation is a very important feature of statistical inference.
The median and mean can be quite different from each other. Note, however,
that in the case of the stem weight data the sample mean value for no-nitrogen is
quite similar to the median value.
Other Measures of Locations
There are several other methods of quantifying the center of location of the data
in the sample. We will not deal with them at this point. For the most part,
alternatives to the sample mean are designed to produce values that represent
compromises between the mean and the median. Rarely do we make use of these
other measures. However, it is instructive to discuss one class of estimators, namely
the class of trimmed means. A trimmed mean is computed by “trimming away”
a certain percent of both the largest and the smallest set of values. For example,
the 10% trimmed mean is found by eliminating the largest 10% and smallest 10%
and computing the average of the remaining values. For example, in the case of
the stem weight data, we would eliminate the largest and smallest since the sample
size is 10 for each sample. So for the without-nitrogen group the 10% trimmed
mean is given by
x̄tr(10) =
0.32 + 0.37 + 0.47 + 0.43 + 0.36 + 0.42 + 0.38 + 0.43
= 0.39750,
8
and for the 10% trimmed mean for the with-nitrogen group we have
x̄tr(10) =
0.43 + 0.47 + 0.49 + 0.52 + 0.75 + 0.79 + 0.62 + 0.46
= 0.56625.
8
Note that in this case, as expected, the trimmed means are close to both the mean
and the median for the individual samples. The trimmed mean is, of course, more
insensitive to outliers than the sample mean but not as insensitive as the median.
On the other hand, the trimmed mean approach makes use of more information
than the sample median. Note that the sample median is, indeed, a special case of
the trimmed mean in which all of the sample data are eliminated apart from the
middle one or two observations.
/
/
Exercises
13
Exercises
1.1 The following measurements were recorded for
the drying time, in hours, of a certain brand of latex
paint.
3.4 2.5 4.8 2.9 3.6
2.8 3.3 5.6 3.7 2.8
4.4 4.0 5.2 3.0 4.8
Assume that the measurements are a simple random
sample.
(a) What is the sample size for the above sample?
(b) Calculate the sample mean for these data.
(c) Calculate the sample median.
(d) Plot the data by way of a dot plot.
(e) Compute the 20% trimmed mean for the above
data set.
(f) Is the sample mean for these data more or less descriptive as a center of location than the trimmed
mean?
1.2 According to the journal Chemical Engineering,
an important property of a fiber is its water absorbency. A random sample of 20 pieces of cotton fiber
was taken and the absorbency on each piece was measured. The following are the absorbency values:
18.71 21.41 20.72 21.81 19.29 22.43 20.17
23.71 19.44 20.50 18.92 20.33 23.00 22.85
19.25 21.77 22.11 19.77 18.04 21.12
(a) Calculate the sample mean and median for the
above sample values.
(b) Compute the 10% trimmed mean.
(c) Do a dot plot of the absorbency data.
(d) Using only the values of the mean, median, and
trimmed mean, do you have evidence of outliers in
the data?
1.3 A certain polymer is used for evacuation systems
for aircraft. It is important that the polymer be resistant to the aging process. Twenty specimens of the
polymer were used in an experiment. Ten were assigned randomly to be exposed to an accelerated batch
aging process that involved exposure to high temperatures for 10 days. Measurements of tensile strength of
the specimens were made, and the following data were
recorded on tensile strength in psi:
No aging: 227 222 218 217 225
218 216 229 228 221
Aging:
219 214 215 211 209
218 203 204 201 205
(a) Do a dot plot of the data.
(b) From your plot, does it appear as if the aging process has had an effect on the tensile strength of this
polymer? Explain.
(c) Calculate the sample mean tensile strength of the
two samples.
(d) Calculate the median for both. Discuss the similarity or lack of similarity between the mean and
median of each group.
1.4 In a study conducted by the Department of Mechanical Engineering at Virginia Tech, the steel rods
supplied by two different companies were compared.
Ten sample springs were made out of the steel rods
supplied by each company, and a measure of flexibility
was recorded for each. The data are as follows:
Company A: 9.3 8.8 6.8 8.7 8.5
6.7 8.0 6.5 9.2 7.0
Company B: 11.0 9.8 9.9 10.2 10.1
9.7 11.0 11.1 10.2 9.6
(a) Calculate the sample mean and median for the data
for the two companies.
(b) Plot the data for the two companies on the same
line and give your impression regarding any apparent differences between the two companies.
1.5 Twenty adult males between the ages of 30 and
40 participated in a study to evaluate the effect of a
specific health regimen involving diet and exercise on
the blood cholesterol. Ten were randomly selected to
be a control group, and ten others were assigned to
take part in the regimen as the treatment group for a
period of 6 months. The following data show the reduction in cholesterol experienced for the time period
for the 20 subjects:
Control group:
7
3 −4 14 2
5 22 −7
9 5
Treatment group: −6
5
9
4 4
12 37
5
3 3
(a) Do a dot plot of the data for both groups on the
same graph.
(b) Compute the mean, median, and 10% trimmed
mean for both groups.
(c) Explain why the difference in means suggests one
conclusion about the effect of the regimen, while
the difference in medians or trimmed means suggests a different conclusion.
1.6 The tensile strength of silicone rubber is thought
to be a function of curing temperature. A study was
carried out in which samples of 12 specimens of the rubber were prepared using curing temperatures of 20◦ C
and 45◦ C. The data below show the tensile strength
values in megapascals.
14
Chapter 1 Introduction to Statistics and Data Analysis
20◦ C:

45 C:
2.07
2.05
2.52
1.99
2.14
2.18
2.15
2.42
2.22
2.09
2.49
2.08
2.03
2.14
2.03
2.42
2.21
2.11
2.37
2.29
2.03
2.02
2.05
2.01
(a) Show a dot plot of the data with both low and high
temperature tensile strength values.
1.4
(b) Compute sample mean tensile strength for both
samples.
(c) Does it appear as if curing temperature has an
influence on tensile strength, based on the plot?
Comment further.
(d) Does anything else appear to be influenced by an
increase in curing temperature? Explain.
Measures of Variability
Sample variability plays an important role in data analysis. Process and product
variability is a fact of life in engineering and scientific systems: The control or
reduction of process variability is often a source of major difficulty. More and
more process engineers and managers are learning that product quality and, as
a result, profits derived from manufactured products are very much a function
of process variability. As a result, much of Chapters 9 through 15 deals with
data analysis and modeling procedures in which sample variability plays a major
role. Even in small data analysis problems, the success of a particular statistical
method may depend on the magnitude of the variability among the observations in
the sample. Measures of location in a sample do not provide a proper summary of
the nature of a data set. For instance, in Example 1.2 we cannot conclude that the
use of nitrogen enhances growth without taking sample variability into account.
While the details of the analysis of this type of data set are deferred to Chapter 9, it should be clear from Figure 1.1 that variability among the no-nitrogen
observations and variability among the nitrogen observations are certainly of some
consequence. In fact, it appears that the variability within the nitrogen sample
is larger than that of the no-nitrogen sample. Perhaps there is something about
the inclusion of nitrogen that not only increases the stem height (x̄ of 0.565 gram
compared to an x̄ of 0.399 gram for the no-nitrogen sample) but also increases the
variability in stem height (i.e., renders the stem height more inconsistent).
As another example, contrast the two data sets below. Each contains two
samples and the difference in the means is roughly the same for the two samples, but
data set B seems to provide a much sharper contrast between the two populations
from which the samples were taken. If the purpose of such an experiment is to
detect differences between the two populations, the task is accomplished in the case
of data set B. However, in data set A the large variability within the two samples
creates difficulty. In fact, it is not clear that there is a distinction between the two
populations.
Data set A:
X X X X X X
0 X X 0 0 X X X 0
xX
Data set B:
0 0 0 0 0 0 0
x0
X X X X X X X X X X X
0 0 0 0 0 0 0 0 0 0 0
xX
x0
1.4 Measures of Variability
15
Sample Range and Sample Standard Deviation
Just as there are many measures of central tendency or location, there are many
measures of spread or variability. Perhaps the simplest one is the sample range
Xmax − Xmin . The range can be very useful and is discussed at length in Chapter
17 on statistical quality control. The sample measure of spread that is used most
often is the sample standard deviation. We again let x1 , x2 , . . . , xn denote
sample values.
Definition 1.3: The sample variance, denoted by s2 , is given by
s2 =
n

(xi − x̄)2
i=1
n−1
.
The sample standard deviation, denoted by s, is the positive square root of
s2 , that is,

s = s2 .
It should be clear to the reader that the sample standard deviation is, in fact,
a measure of variability. Large variability in a data set produces relatively large
values of (x − x̄)2 and thus a large sample variance. The quantity n − 1 is often
called the degrees of freedom associated with the variance estimate. In this
simple example, the degrees of freedom depict the number of independent pieces
of information available for computing variability. For example, suppose that we
wish to compute the sample variance and standard deviation of the data set (5,
17, 6, 4). The sample average is x̄ = 8. The computation of the variance involves
(5 − 8)2 + (17 − 8)2 + (6 − 8)2 + (4 − 8)2 = (−3)2 + 92 + (−2)2 + (−4)2 .
The quantities inside parentheses sum to zero. In general,
n

(xi − x̄) = 0 (see
i=1
Exercise 1.16 on page 31). Then the computation of a sample variance does not
involve n independent squared deviations from the mean x̄. In fact, since the
last value of x − x̄ is determined by the initial n − 1 of them, we say that these
are n − 1 “pieces of information” that produce s2 . Thus, there are n − 1 degrees
of freedom rather than n degrees of freedom for computing a sample variance.
Example 1.4: In an example discussed extensively in Chapter 10, an engineer is interested in
testing the “bias” in a pH meter. Data are collected on the meter by measuring
the pH of a neutral substance (pH = 7.0). A sample of size 10 is taken, with results
given by
7.07 7.00 7.10 6.97 7.00 7.03 7.01 7.01 6.98 7.08.
The sample mean x̄ is given by
x̄ =
7.07 + 7.00 + 7.10 + · · · + 7.08
= 7.0250.
10
16
Chapter 1 Introduction to Statistics and Data Analysis
The sample variance s2 is given by
s2 =
1
[(7.07 − 7.025)2 + (7.00 − 7.025)2 + (7.10 − 7.025)2
9
+ · · · + (7.08 − 7.025)2 ] = 0.001939.
As a result, the sample standard deviation is given by

s = 0.001939 = 0.044.
So the sample standard deviation is 0.0440 with n − 1 = 9 degrees of freedom.
Units for Standard Deviation and Variance
It should be apparent from Definition 1.3 that the variance is a measure of the
average squared deviation from the mean x̄. We use the term average squared
deviation even though the definition makes use of a division by degrees of freedom
n − 1 rather than n. Of course, if n is large, the difference in the denominator
is inconsequential. As a result, the sample variance possesses units that are the
square of the units in the observed data whereas the sample standard deviation
is found in linear units. As an example, consider the data of Example 1.2. The
stem weights are measured in grams. As a result, the sample standard deviations
are in grams and the variances are measured in grams2 . In fact, the individual
standard deviations are 0.0728 gram for the no-nitrogen case and 0.1867 gram for
the nitrogen group. Note that the standard deviation does indicate considerably
larger variability in the nitrogen sample. This condition was displayed in Figure
1.1.
Which Variability Measure Is More Important?
As we indicated earlier, the sample range has applications in the area of statistical
quality control. It may appear to the reader that the use of both the sample
variance and the sample standard deviation is redundant. Both measures reflect the
same concept in measuring variability, but the sample standard deviation measures
variability in linear units whereas the sample variance is measured in squared
units. Both play huge roles in the use of statistical methods. Much of what is
accomplished in the context of statistical inference involves drawing conclusions
about characteristics of populations. Among these characteristics are constants
which are called population parameters. Two important parameters are the
population mean and the population variance. The sample variance plays an
explicit role in the statistical methods used to draw inferences about the population
variance. The sample standard deviation has an important role along with the
sample mean in inferences that are made about the population mean. In general,
the variance is considered more in inferential theory, while the standard deviation
is used more in applications.
1.5 Discrete and Continuous Data
17
Exercises
1.7 Consider the drying time data for Exercise 1.1
on page 13. Compute the sample variance and sample
standard deviation.
1.8 Compute the sample variance and standard deviation for the water absorbency data of Exercise 1.2 on
page 13.
1.9 Exercise 1.3 on page 13 showed tensile strength
data for two samples, one in which specimens were exposed to an aging process and one in which there was
no aging of the specimens.
(a) Calculate the sample variance as well as standard
deviation in tensile strength for both samples.
(b) Does there appear to be any evidence that aging
affects the variability in tensile strength? (See also
the plot for Exercise 1.3 on page 13.)
1.5
1.10 For the data of Exercise 1.4 on page 13, compute both the mean and the variance in “flexibility”
for both company A and company B. Does there appear to be a difference in flexibility between company
A and company B?
1.11 Consider the data in Exercise 1.5 on page 13.
Compute the sample variance and the sample standard
deviation for both control and treatment groups.
1.12 For Exercise 1.6 on page 13, compute the sample
standard deviation in tensile strength for the samples
separately for the two temperatures. Does it appear as
if an increase in temperature influences the variability
in tensile strength? Explain.
Discrete and Continuous Data
Statistical inference through the analysis of observational studies or designed experiments is used in many scientific areas. The data gathered may be discrete
or continuous, depending on the area of application. For example, a chemical
engineer may be interested in conducting an experiment that will lead to conditions where yield is maximized. Here, of course, the yield may be in percent or
grams/pound, measured on a continuum. On the other hand, a toxicologist conducting a combination drug experiment may encounter data that are binary in
nature (i.e., the patient either responds or does not).
Great distinctions are made between discrete and continuous data in the probability theory that allow us to draw statistical inferences. Often applications of
statistical inference are found when the data are count data. For example, an engineer may be interested in studying the number of radioactive particles passing
through a counter in, say, 1 millisecond….

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