Issue: 2006/Vol.16/No.1, Pages 73-83
TESTING HYPOTHESIS ON STABILITY OF EXPECTED VALUE AND VARIANCE
Grzegorz Kończak
, Janusz Wywiał
Cite as: G. Kończak, J. Wywiał. Testing hypothesis on stability of expected value and variance. Operations Research and Decisions 2006: 16(1), 73-83.
Abstract
The simple samples are independently taken from normal distribution. The two functions of the sample means and sample variances are considered. The density functions of these two statistics have been derived. These statistics can be applied for verifying the hypothesis on stability of expected value and variance of normal distribution considered, e.g., in statistical process control. The critical values for these statistics have been found using numerical integration. The tables with approximated critical values of these statistics have been presented.
Keywords: density function, sample variance, test statistic, numerical integration, statistical process control
Received: Accepted: