Statistical Inference

10 for Two Samples

CHAPTER OUTLINE

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 Learning Objectives for Chapter 10
After careful study of this chapter, you should be able to do the
following:
1. Structure comparative experiments involving two samples as hypothesis
tests.
2. Test hypotheses and construct confidence intervals on the difference in
means of two normal distributions.
3. Test hypotheses and construct confidence intervals on the ratio of the
variances or standard deviations of two normal distributions.
4. Test hypotheses and construct confidence intervals on the difference in
two population proportions.
5. Use the P-value approach for making decisions in hypothesis tests.
6. Compute power, Type II error probability, and make sample size decisions
for two-sample tests on means, variances & proportions.
7. Explain & use the relationship between confidence intervals and
hypothesis tests.

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-1: Introduction

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10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Figure 10-1 Two independent populations.

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 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Assumptions

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10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

10-2.1 Hypothesis Tests for a Difference in Means,

Variances Known

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known
Example 10-1

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known
Example 10-1

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Example 10-1

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

10-2.2 Type II Error and Choice of Sample Size

Use of Operating Characteristic Curves

Two-sided alternative:

One-sided alternative:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

10-2.2 Type II Error and Choice of Sample Size

Sample Size Formulas

Two-sided alternative:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

10-2.2 Type II Error and Choice of Sample Size

Sample Size Formulas

One-sided alternative:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known
Example 10-3

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 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

10-2.3 Confidence Interval on a Difference in Means,

Variances Known

Definition

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 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Example 10-4

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Example 10-4

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

Choice of Sample Size

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 10-2: Inference for a Difference in Means of Two Normal
Distributions, Variances Known

One-Sided Confidence Bounds

Upper Confidence Bound

Lower Confidence Bound

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means,

Variances Unknown
Case 1:   
2
1
2
2
2

We wish to test:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means,

Variances Unknown
Case 1:
  
2
1
2
2
2

The pooled estimator of 2:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means,

Variances Unknown
Case 1:
  
2
1
2
2
2

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Definition: The Two-Sample or Pooled t-Test*

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Example 10-5

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Example 10-5

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Example 10-5

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Example 10-5

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Minitab Output for Example 10-5

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Figure 10-2 Normal probability plot and comparative box plot for the catalyst yield data
in Example 10-5. (a) Normal probability plot, (b) Box plots.
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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means,

Variances Unknown
Case 2: 1   2
2 2

is distributed approximately as t with degrees of freedom

given by
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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.1 Hypotheses Tests for a Difference in Means,

Variances Unknown

Case 2:  
2
1
2
2

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 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Example 10-6

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 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Example 10-6
(Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Example 10-6 (Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Example 10-6 (Continued)

Figure 10-3 Normal probability
plot of the arsenic concentration
data from Example 10-6.

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Example 10-6 (Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.2 Type II Error and Choice of Sample Size

Example 10-7

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Minitab Output for Example 10-7

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.3 Confidence Interval on the Difference in Means,

Variance Unknown
Case 1:   
2
1
2
2
2

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Case 1:   
2
1
2
2
2

Example 10-8

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Case 1:   
2
1
2
2
2

Example 10-8 (Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown
Case 1:   
2
1
2
2
2

Example 10-8 (Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

Case 1:   
2
1
2
2
2

Example 10-8 (Continued)

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-3: Inference for a Difference in Means of Two Normal
Distributions, Variances Unknown

10-3.3 Confidence Interval on the Difference in Means,

Variance Unknown
Case 2:  
2
1
2
2

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-4: Paired t-Test

• A special case of the two-sample t-tests of Section 10-3

occurs when the observations on the two populations of
interest are collected in pairs.
• Each pair of observations, say (X1j , X2j ), is taken under
homogeneous conditions, but these conditions may change
from one pair to another.
• The test procedure consists of analyzing the differences
between hardness readings on each specimen.

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 10-4: Paired t-Test

The Paired t-Test

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 10-4: Paired t-Test
Example 10-10

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 10-4: Paired t-Test
Example 10-10

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-4: Paired t-Test
Example 10-10

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 10-4: Paired t-Test

Paired Versus Unpaired Comparisons

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 10-4: Paired t-Test

A Confidence Interval for D

Definition

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 10-4: Paired t-Test
Example 10-11

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 10-4: Paired t-Test

Example 10-11

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10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution

We wish to test the hypotheses:

• The development of a test procedure for these hypotheses

requires a new probability distribution, the F distribution.

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10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution

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10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution

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10-5 Inferences on the Variances of Two Normal Populations

10-5.1 The F Distribution

The lower-tail percentage points f-1,u, can be found as follows.

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

10-5.2 Hypothesis Tests on the Ratio of Two Variances

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

10-5.2 Hypothesis Tests on the Ratio of Two Variances

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10-5 Inferences on the Variances of Two Normal Populations

Example 10-12

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10-5 Inferences on the Variances of Two Normal Populations
Example 10-12

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

Example 10-12

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

10-5.3 Type II Error and Choice of Sample Size

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10-5 Inferences on the Variances of Two Normal Populations
Example 10-13

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

10-5.4 Confidence Interval on the Ratio of Two Variances

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10-5 Inferences on the Variances of Two Normal Populations

Example 10-14

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
10-5 Inferences on the Variances of Two Normal Populations

Example 10-14

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 10-6: Inference on Two Population Proportions

10-6.1 Large-Sample Test on the Difference in

Population Proportions
We wish to test the hypotheses:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions

10-6.1 Large-Sample Test on the Difference in Population

Proportions
The following test statistic is distributed
approximately as standard normal and is the
basis of the test:

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions

10-6.1 Large-Sample Test on the Difference in Population

Proportions

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 10-6: Inference on Two Population Proportions
Example 10-15

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions
Example 10-15

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions

Example 10-15

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions

Minitab Output for Example 10-15

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 10-6: Inference on Two Population Proportions

10-6.2 Type II Error and Choice of Sample Size

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 10-6: Inference on Two Population Proportions

10-6.2 Type II Error and Choice of Sample Size

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions

10-6.2 Type II Error and Choice of Sample Size

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 10-6: Inference on Two Population Proportions

10-6.3 Confidence Interval on the Difference in the

Population Proportions

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© John Wiley & Sons, Inc.  Applied Statistics and Probability for Engineers, by Montgomery and Runger.
 10-6: Inference on Two Population Proportions
Example 10-16

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 10-6: Inference on Two Population Proportions

Example 10-16

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 10-7: Summary Table and Road Map for Inference Procedures
for Two Samples
Table 10-5

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 10-7: Summary Table and Road Map for Inference Procedures
for Two Samples
Table 10-5 (Continued)

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Important Terms & Concepts of Chapter 10

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