Scribd
Upload
128 views4 pages

Lecture 9 - Statistics

1) The t distribution is used when sample sizes are small (n<30) instead of the standard normal distribution, as the sampling distribution of the sample mean (X-μ)/S/√n depends on sample size and has greater variability than the standard normal distribution. 2) An example is given of a light bulb manufacturer who tests monthly samples of 25 bulbs to check if their average burning time claim of 500 hours is valid. If the t-value falls between -1.711 and 1.711, they are satisfied. A sample with mean 518 hours and standard deviation 40 hours yields a t-value of 2.25, above the threshold, so the claim may not be valid.

Uploaded by

Mohanad Suliman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
128 views4 pages

Lecture 9 - Statistics

1) The t distribution is used when sample sizes are small (n<30) instead of the standard normal distribution, as the sampling distribution of the sample mean (X-μ)/S/√n depends on sample size and has greater variability than the standard normal distribution. 2) An example is given of a light bulb manufacturer who tests monthly samples of 25 bulbs to check if their average burning time claim of 500 hours is valid. If the t-value falls between -1.711 and 1.711, they are satisfied. A sample with mean 518 hours and standard deviation 40 hours yields a t-value of 2.25, above the threshold, so the claim may not be valid.

Uploaded by

Mohanad Suliman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
You are on page 1/ 4

Lecture 9

t Distribution

• If the sample size is small(n˂30), the value of S2 fluctuate


considerably from sample to sample and the distribution of the
random variable (X̅ -μ)/(S/√n) is no longer a standard normal
distribution. We are now dealing with the distribution of statistic
that we shall call T, where
• T = (X̅-μ)/(S/√n)
• The distribution of T is similar to the distribution of Z in that they
both are symmetric about a mean of zero. Both distributions are
bell-shaped, but the t distribution is more variable, owing to the
fact that the T values depend on the on the fluctuations of two of
two quantities X̅ and S2, whereas the Z values depend only on the
changes of X̅ from sample to sample. The distribution of T differs
from that of Z in that the variance of T depends on the sample size
and always greater than 1.
Example
• A manufacture of light bulbs claims that his bulbs will burn on the average
500 hours. To maintain this average, he tests 25 bulbs each month. If the
computed t values falls between –t0.05 and t0.05, he is satisfied with his
claim. What conclusion should he draw from a sample that has mean x̅
=518 hours and standard deviation s = 40 hours? Assuming the
distribution of burning times is approximately normal.
• Solution
• From table V we find t0.05 =1.711 for 24 degrees of freedom. Therefore,
the manufacture is satisfied with claim if a sample of 25 bulbs yield a t
value between -1.711 and 1.711. If μ = 500, then
• t = (518 -500)/(40/√25) = 2.25
• a value well above 1.711. The probability of obtaining a t value, with ν =24
equal or greater than 2.25 is approximately 0.02. If μ ˃ 500, the value of t
computed from the sample would be more reasonable. Hence the
manufacture is likely to conclude that his bulbs are a better product than
he thought.
F Distribution

• One of the most important distribution in applied statistics is the F


Distribution. The statistic F is defined to be the ratio of two independent
chi-square random variables, each divided by their degrees of freedom.
Hence
• F = (U/ν1)/(V/ν2)
• where U and V are independent random variables having chi-square
distributions with ν1 and ν2 degrees of freedom, respectively.
• Let us define fα to be a particular value f of the random variable F above
which we find an area equal to α.
• Writing fα (ν1,ν2) for fα with ν1 and ν2 degrees of freedom we obtain
• f1-α(ν1,ν2) = 1/ fα (ν2,ν1)
• f0.95(6,10) = 1/ f0.05 (10,6)=1/4.06=0.246
• If S12 and S22 are the variances of independent random samples of size n1
and n2 taken from normal populations with variances σ12 and σ22 ,
respectively, then
• F = (S12/ σ12)/( S22/ σ22) =( σ22S12)/( σ12 S22)

You might also like