Applied Statistics and Probability for Engineers

(Chris Devlin) #1
344 CHAPTER 10 STATISTICAL INFERENCE FOR TWO SAMPLES

The numerical results from Minitab exactly match the calculations from Example 10-6. Note
that a two-sided 95% CI on  1   2 is also reported. We will discuss its computation in
Section 10-3.4; however, note that the interval does not include zero. Indeed, the upper 95%
of confidence limit is 3.29 ppb, well below zero, and the mean observed difference is
.

10-3.2 More about the Equal Variance Assumption (CD Only)

10-3.3 Choice of Sample Size

The operating characteristic curves in Appendix Charts VIe, VIf, VIg, and VIhare used to
evaluate the type II error for the case where ^21 ^22  ^2. Unfortunately, when ^21  ^22 , the
distribution of is unknown if the null hypothesis is false, and no operating characteristic
curves are available for this case.
For the two-sided alternative H 1 :  1   2     0 , when ^21  ^22  ^2 and n 1  n 2 
n, Charts VIeand VIfare used with

(10-17)

where is the true difference in means that is of interest. To use these curves, they must be
entered with the sample size  2 n 1. For the one-sided alternative hypothesis, we use
Charts VIgand VIhand define dand as in Equation 10-17. It is noted that the parameter d
is a function of , which is unknown. As in the single-sample t-test, we may have to rely on a
prior estimate of or use a subjective estimate. Alternatively, we could define the differences
in the mean that we wish to detect relative to .
EXAMPLE 10-7 Consider the catalyst experiment in Example 10-5. Suppose that, if catalyst 2 produces a mean
yield that differs from the mean yield of catalyst 1 by 4.0%, we would like to reject the null
hypothesis with probability at least 0.85. What sample size is required?
Using sp 2.70 as a rough estimate of the common standard deviation , we have
From Appendix Chart VIewith d0.74 and  
0.15, we find n* 20, approximately. Therefore, since n* 2 n 1,

and we would use sample sizes of n 1  n 2  n 11.

n

n* 1
2


201
2
10.5 111 say 2

dƒƒ
2 ƒ4.0ƒ
31221 2.70 24 0.74.


n*

d

ƒ 0 ƒ
2 

T* 0

x 1 x 2  12  5 17.515 ppb

Two-Sample T-Test and CI: PHX, RuralAZ
Two-sample T for PHX vs RuralAZ
N Mean StDev SE Mean
PHX 10 12.50 7.63 2.4
RuralAZ 10 27.5 15.3 4.9
Difference mu PHX  mu RuralAZ
Estimate for difference: 15.00
95% CI for difference: (26.71, 3.29)
T-Test of difference 0 (vs not ): T-Value 2.77 P-Value 0.016 DF 13

The Minitab output for this example follows:

c 10 .qxd 5/16/02 1:31 PM Page 344 RK UL 6 RK UL 6:Desktop Folder:TEMP WORK:MONTGOMERY:REVISES UPLO D CH114 FIN L:Quark Files:

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