Page 348 - Applied Statistics And Probability For Engineers
P. 348

c09.qxd  5/16/02  4:15 PM  Page 296 RK UL 6 RK UL 6:Desktop Folder:TEMP WORK:MONTGOMERY:REVISES UPLO D CH114 FIN L:Quark Files:






               296     CHAPTER 9 TESTS OF HYPOTHESES FOR A SINGLE SAMPLE


                                 so one set of operating characteristic curves can be used for all problems regardless of the
                                 values of   and 	. From examining the operating characteristic curves or Equation 9-17 and
                                          0
                                 Fig. 9-7, we note that
                                    1.  The further the true value of the mean   is from   , the smaller the probability of
                                                                                  0
                                        type II error 
 for a given n and  . That is, we see that for a specified sample size and
                                         , large differences in the mean are easier to detect than small ones.
                                    2.  For a given   and  , the probability of type II error 
 decreases as n increases. That
                                        is, to detect a specified difference   in the mean, we may make the test more power-
                                        ful by increasing the sample size.

               EXAMPLE 9-4       Consider the propellant problem in Example 9-2. Suppose that the analyst is concerned about
                                 the probability of type II error if the true mean burning rate is    51 centimeters per second.
                                 We may use the operating characteristic curves to find 
. Note that    51   50   1, n   25,
                                 	  2, and    0.05. Then using Equation 9-21 gives


                                                                0    0     0  0  1
                                                                      0
                                                           d       	       	     2

                                 and from Appendix Chart VIa, with n   25, we find that 
  0.30. That is, if the true mean
                                 burning rate is    51 centimeters per second, there is approximately a 30% chance that this
                                 will not be detected by the test with n   25.

               EXAMPLE 9-5       Once again, consider the propellant problem in Example 9-2. Suppose that the analyst would
                                 like to design the test so that if the true mean burning rate differs from 50 centimeters per sec-
                                 ond by as much as 1 centimeter per second, the test will detect this (i.e., reject H :    50)
                                                                                                   0
                                 with a high probability, say, 0.90. This is exactly the same requirement as in Example 9-3,
                                 where we used Equation 9-19 to find the required sample size to be n   42. The operating
                                 characteristic curves can also be used to  find the sample size for this test. Since
                                 d   0    0 
	  1
2,    0.05 , and 
  0.10, we find from Appendix Chart VIa that the
                                            0
                                 required sample size is approximately n   40. This closely agrees with the sample size calcu-
                                 lated from Equation 9-19.

                                    In general, the operating characteristic curves involve three parameters:  
,  d, and  n.
                                 Given any two of these parameters, the value of the third can be determined. There are two
                                 typical applications of these curves:
                                    1.  For a given n and d, find 
 (as illustrated in Example 9-3). This kind of problem is often
                                        encountered when the analyst is concerned about the sensitivity of an experiment
                                        already performed, or when sample size is restricted by economic or other factors.
                                    2.  For a given 
 and d, find n. This was illustrated in Example 9-4. This kind of problem
                                        is usually encountered when the analyst has the opportunity to select the sample size
                                        at the outset of the experiment.
                                    Operating characteristic curves are given in Appendix Charts VIc and VId for the one-
                                 sided alternatives. If the alternative hypothesis is either H :      or H :      ,the abscissa
                                                                                     0
                                                                              1
                                                                                                0
                                                                                          1
                                 scale on these charts is
                                                                            0
                                                                     0    0
                                                                d                                     (9-22)
   343   344   345   346   347   348   349   350   351   352   353