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IEE 380 Review.

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Presentation on theme: "IEE 380 Review."— Presentation transcript:

1 IEE 380 Review

2 Outline Probability (Chapter 3) Statistical Tests (Chapter 4&5)
Regression, Design of Experiments, Statistical Process Control (Chapter 6, 7 & 8)

3 Probability (Chapter 3)
Discrete vs Continuous PMF, PDF, CDF Identification of relationships

4 Discrete Distributions
Discrete Random Variable: A random variable that has a finite number of values across a finite interval of its range Probability Mass Function (pmf): probability that X equals a specific value Cumulative Density function (cdf): The probability that a random variable, X, is less that or equal to a specific numerical value x Types of distributions: Uniform, Bernoulli, Binomial, Poisson,

5 Continuous Distributions
Continuous Random Variable: A random variable that has an infinite number of values across a finite interval of its range Probability Density Function (pdf): Distribution of probability over the range of X Cumulative Density Function (cdf): Probability that a random variable, X, is less than or equal to a specific numerical value of x Types of distributions: Uniform, Exponential, Normal. Standard normal

6 Statistical Tests (Chapter 4 & 5)
Fail to Reject H0 vs Reject H0 If the p-value is low the null must go One sided vs two sided Statistical Inference: used to determine information about a population based upon data taken from a sample of size n of that population

7 Type 1 and Type 2 Error Type 1 error: Reject the null hypothesis when it is True (false positive) α α = the probability that the test statistic (z0) will fall outside the acceptance region of H0 Type 2 error: Fail to reject the null hypothesis, when it is False (false negative) β

8 One Sample Tests (Chapter 4)
Case 1- Test of hypothesis on µ with known σ Case 2- Test of hypothesis on the µ with σ unknown Case 3- Test of Hypothesis on σ or σ2 Case 4: Test of hypothesis on p (population)

9 Two Sample Tests (Chapter 5)
Case 1: Test the difference between two means with known variances Case 5: Test the equality of two variances Case 2: Test the difference between two means variance unknown and equal Case 3: Test the difference between two means variance unknown and unequal Case 4: Test mean difference of two treatments (one population) variance unknown Case 6: Test the equality of two populations

10 Decision tree for picking the right test
Is the Variance known? Yes: Case 1- 2 sample Z test No: Case 5: test the variances equality Are the variances equal?` Yes: Case 2- 2 sample t-test Pooled: yes No: Case 3 2 sample t-test Pooled: no

11 Analysis of Variance (ANOVA)
Testing to see if there is a statistical difference between treatments Completely randomized : 3 types of medicines used on 12 random people Randomized block: 4 people try 3 different medicines (eliminating the difference by person)

12 Regression Two parts: ANOVA and Hypothesis test on significance of individual regressors ANOVA: Is there at least one independent variable that Is significant Hypothesis test on significance of individual regressors: Which independent variables are significant

13 Design of Experiments 2k factor design is one that has two factors (denoted A and B) each with k levels Factor A/B are run at two levels: “low” and “high” Each combination of factor levels are called treatments A/B/AB denote the (estimated) main effect of the factors + and - denote the factor setting for a run + high – Low Main Effect (A/B/AB) equals the difference of the mean of the favor on high and low

14 Design of Experiments cont.

15 Statistical Process Control
Use of X-bar and R charts X-bar chart: sample mean R chart: sample range Do not throw out of control data until an assignable cause is found


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