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Fundamentals of Probability and Statistics for Engineers

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320 <strong>Fundamentals</strong> <strong>of</strong> <strong>Probability</strong> <strong>and</strong> <strong>Statistics</strong> <strong>for</strong> <strong>Engineers</strong>particular case involved. In practice, common values <strong>for</strong> are 0.001, 0.01, <strong>and</strong>0.05; a value <strong>of</strong> between 5% <strong>and</strong> 1% is regarded as almost significant; a valuebetween 1% <strong>and</strong> 0.1% as significant; <strong>and</strong> a value below 0.1% as highly significant.Let us now give a step-by-step procedure <strong>for</strong> carrying out the 2 test whenthe distribution <strong>of</strong> a population X is completely specified.. Step 1: divide range space X into k mutually exclusive <strong>and</strong> numericallyconvenient intervals A i ,i ˆ 1,2,...,k. Let n i be the number <strong>of</strong> sample valuesfalling into A i . As a rule, if the number <strong>of</strong> sample values in any A i is less than5, combine interval A i with either A i 1 or A i ‡ 1 .Step 2: compute theoretical probabilities P(A i ) ˆ p i ,i ˆ 1,2,...,k, by means<strong>of</strong> the hypothesized distribution.Step 3: construct d as given by Equation (10.7).2Step 4: choose a value <strong>of</strong> <strong>and</strong> determine from Table A.5 <strong>for</strong> the 2distribution <strong>of</strong> (k 1) degrees <strong>of</strong> freedom the value <strong>of</strong> k 1, .. 2Step 5: reject hypothesis H if d > k 1, . Otherwise, accept H.Ex ample 10. 1. Problem: 300 light bulbs are tested <strong>for</strong> their burning time t (inhours), <strong>and</strong> the result is shown in Table 10.1. Suppose that r<strong>and</strong>om burningtime T is postulated to be exponentially distributed with mean burning time1/ ˆ 200 hours; that is, ˆ 0:005, per hour, <strong>and</strong>f T …t† ˆ0:005 e 0:005t ; t 0: …10:8†Test this hypothesis by using the 2 test at the 5% significance level.Answer: the necessary steps in carrying out the 2 testareindicatedinTable10.2.The first column gives intervals A i , which are chosen in this case to be theintervals <strong>of</strong> t given in Table 10.1. The theoretical probabilities P(A i ) ˆ p i in thethird column are easily calculated by using Equation (10.8). For example,p 1 ˆ P…A 1 †ˆp 2 ˆ P…A 2 †ˆZ 1000Z 2001000:005 e 0:005t dt ˆ 1 e 0:5 ˆ 0:39;0:005 e 0:005t dt ˆ 1 e 1 0:39 ˆ 0:24:Table 10.1 Sample values <strong>for</strong>Example 10.1Burning time, tNumbert < 100 121100 t < 200 78200 t < 300 43300 t 58n ˆ 300TLFeBOOK

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