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1 Ch3 Inference About Process Quality 1.Sampling from a Normal distributionSampling from a Normal distribution 2.Sampling from a Bernoulli distributionSampling from a Bernoulli distribution 3.Sampling from a Poisson distributionSampling from a Poisson distribution 4.Estimation of process parameterEstimation of process parameter 5. Hypothesis testing ( a ) Point estimator Point estimator ( b ) Interval estimation ( confidence interval ) Interval estimation ( confidence interval )
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2 假設 ,則 ~ ~ ~ ( with ,當 時, ) 1. Sampling from a Normal distribution, 其中 ~
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3 回上頁 其中 U and V indep. ~ and e.g. ~ 其中 is the sample var. of i.i.d. is the sample var. of i.i.d.
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4 回上頁 假設 i.i.d. Bernoulli with success prob.= p 令 ~ B ( n, p ) a discrete r.v. with range space 2. Sampling from a Bernoulli distribution
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5 假設 i.i.d. ~ a discrete r.v. with taking values 3. Sampling from a Poisson distribution
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6 令 indep. 回上頁 ( e.g. A unit of product can have m different types of defect, each modeled with a Poisson distribution with parameter ) 此稱為 demerit procedure, 若不全為 1, 則 L 一般未必為 Poisson 分佈。
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7 ( a ) Point estimation : Important properties of an estimation ( 1 ) Unbiased ( 2 ) Minimum variance 回上頁 4. Estimation of process parameter In general, and are unbiased estimators of the population mean and variance, respectively. 但 S 則一般並非 population standard deviation 的 unbiased estimator. e.g. Poisson , Binomial
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8 ( b ) Interval estimation : [L,U] 稱為 的 two sided confidence interval. 稱為 的 one sided confidence interval.
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9 or Lower C.I.Upper C.I. Two sided C.I. 回上頁 e.g. i.i.d. 當 variance unknown, 則以 取代 , S 取代 。 two-sided C.I. On the variance
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10 1. C.I. on the difference in two means ( a ) Variance known ( b ) Variance unknown 2. C.I. on the ratio of the variance of two Normal distribution
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11 3. C.I. on Binomial parameter ( c ) If n is large, p is small, then use Poisson. ( b ) If n is small, then use Binomial distribution. C.I. on the difference of two binomial parameter and. ( a ) If n is large, and, use Normal.
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12 Hypotheses Testing 1.Null hypotheses 2.Alternative hypotheses 3.Test statistic 4.Rejection region ( or critical region )
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13 =P(Type I error)=P(reject | is true) (在 Q.C. work, 有時亦可稱為 produce’s risk. ) =P(Type II error)=P(fail to reject | is false) ( consumes’s risk ) Power=1- =P(Type II error)=P( reject | is false) Specify and design a test procedure maximize the power ( minimize, a function of sample size. ) p-value = The smallest level of significance that would lead to rejection of the null hypotheses.
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14 1. Test on means of normal distribution, variance known Test statistic v.s. or
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15 Tests on Means with Known Variance
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16 2. Test Means of Normal Distribution, Variance Unknown
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17 Test on Binomial Parameter Test on Poisson parameter if v.s.
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18 Probability of Type II error v.s.
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19 Operating characteristic (O.C.) curve
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20 Tests Means of Normal Distribution, Variance Unknown 3. Paired Data ~
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21 Test on variance of Normal distribution
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