Tests of significance for the mean of a finite lot

Tests of significance for the mean of a finite lot

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Article ID: iaor19972613
Country: Germany
Volume: 44
Issue: 3
Start Page Number: 223
End Page Number: 238
Publication Date: Nov 1996
Journal: Metrika
Authors:
Abstract:

Let equ1 be independent identically distributed random variables each with normal distribution with mean equ2 and variance equ3. Tests for the process mean equ4 are well-known elements of statistical analysis: the Gauss test under known process variance equ5, Student's t-test under unknown process variance equ6. Let the process be partitioned in lots equ7, equ8, of size N. Consider equ9 as a stochastic representative of this lot sequence and let the lot be characterized by the lot mean equ10. The lot mean can be considered as a parameter of the joint conditional distribution function of the lot variables under equ11. The present paper investigates the analogies of the Gauss test and Student's t-test for the lot situation, i.e. tests of significance for the lot mean z under known and unknown process variance equ12. This approach is of special interest for the statistical control of product quality in situations where the quality of a lot of items equ13 with quality characteristics equ14 is identified with the lot average equ15.

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