Study of The Average

Mean Estimation

Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here we determine the 1-α confidence interval of the mean µ from what is observed in a sample.

Enter the following data:

  • α: the risk that the true value of the mean lies outside the confidence interval. For a 95% confidence interval, indicate α = 5%
  • n: sample size
  • Xbar: sample mean
  • σ or s: true standard deviation (if known) or sample standard deviation
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Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here we determine the minimum sample size to be taken to know the mean µ with a desired margin of error (statistical precision).

Enter the following data:

  • σ or s: true standard deviation (if known) or sample standard deviation
  • Margin of error: half the 1-α confidence interval of the desired mean
  • α: the risk that the true value of the mean lies outside the confidence interval. It therefore determines the 1-α confidence level of the margin of error. For a 95% confidence interval, indicate α = 5%.
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Required Effect On The Average

Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here we determine the target mean shift, with constant standard deviation, required to achieve the objective of reducing the defective rate.

Enter the following data:

Summary calculation (if you already know the initial defect rate):

  • Di: initial defect rate
  • DC: Target Defective Rate
  • σ: standard deviation of Y

Detailed calculation:

  • LSI: Lower Specification Limit
  • LSS: upper specification limit
  • µi: initial (current) mean
  • σ: standard deviation of Y
  • τred.(%): desired reduction rate of the defective rate

Detailed Calculation

Synthetic Calculation

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If LSI

If LSS

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Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here we determine the minimum sample size needed to detect the mean shift effect which would allow us to achieve, at constant standard deviation, the objective of reducing the defect rate.

Enter the following data:

  • α: risk of falsely concluding that the required effect exists
  • β: risk of not detecting the required effect
  • Di: initial defect rate
  • DC: Target Defective Rate
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Detection of An Effect On The Average

Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here, we determine whether a mean shift effect exists below or above a given threshold, based on the differences in means observed in two samples. We typically test the effect associated with two different operating conditions (effect of an X, effect of a solution, etc.). The test used here is the two-sample t-test.

Enter the following data:

  • n1 and n2: the sizes of each sample
  • Xbar1 and Xbar2: the means of Y in each sample
  • s1 and s2: the standard deviations of Y in each sample
  • α: risk that the actual effect lies outside the calculated confidence interval; enter 5% if a 95% confidence interval is desired.
  • Emin: the threshold of the desired effect

Sample 1

Sample 2

Effect CI

Effect Test

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Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here, we determine, within the framework of implementing a two-sample t-test:

  • The minimum sample size required to detect a mean shift effect greater than a given threshold
  • The smallest detectable effect of mean shift (resolution) using given samples
  • The power to detect a mean shift effect below or above a given threshold, using given samples

Enter the following data:

1/ For determining the sample size:

  • α: risk of falsely detecting an effect
  • β: risk of not detecting the effect
  • σ: standard deviation (known or estimated)
  • min to detect: minimum (useful) effect that we want to detect

2/ For determining the minimum detectable effect:

  • α: risk of falsely detecting an effect
  • β: risk of not detecting the effect
  • n1 and n2: the sizes of each sample
  • σ1 and σ2: the standard deviations of each sample, if otherwise known

3/ For determining the power:

  • n1 and n2: the sizes of each sample
  • σ1 and σ2: the standard deviations of each sample, if otherwise known
  • min to detect: minimum (useful) effect that we want to detect

Minimum Sample Size

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Detectable Effect

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Power

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Detection of a Deviation From a Target Average

Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here we determine whether a mean differs from its hypothesized value, based on the mean observed in a sample. The test used here is the one-sample t-test.

Enter the following data:

  • µ0: value of the hypothesized mean
  • n: the sample size
  • Xbar: the average of Y calculated in the sample
  • s or σ: the standard deviation of Y calculated in the sample or the actual standard deviation if known
  • α: risk that the true mean lies outside the calculated confidence interval; enter 5% for a 95% confidence interval

Sample 1

Sample 2

Effect CI

Effect Test

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Scope: continuous metric (Y) following a normal distribution. For example: duration, temperature, size, etc.

Here, we determine, within the framework of implementing a one-sample t-test:

  • The minimum sample size required to be able to detect whether the mean is above or below the hypothesized mean
  • The smallest detectable difference between the mean and the hypothesized mean using given samples
  • The power to detect a deviation between the mean and the hypothesized mean, using given samples

Enter the following data:

1/ For determining the sample size:

  • α: risk of falsely detecting a discrepancy
  • β: risk of not detecting the discrepancy
  • σ: standard deviation (known or estimated)
  • ε min to detect: minimum (useful) deviation that we want to detect

2/ For determining the minimum detectable deviation:

  • α: risk of falsely detecting a discrepancy
  • β: risk of not detecting the discrepancy
  • n: the sample size
  • σ: the standard deviation of the sample, if not already known

3/ For determining the power:

  • n: the sample size
  • σ: the standard deviation of the sample, if not already known
  • ε min to detect: the minimum (useful) deviation that we want to detect

Minimum sample size

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Detectable effect

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Power

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