When X 1 , X 2 , ¦, X n are independent Poisson random variables, each with

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When X1, X2, €¦, Xnare independent Poisson random variables, each with parameter λ, and n is large, the sample mean X has an approximate normal distribution with mean λ and variance λ/n. Therefore,

X-1 Va /n

has approximately a standard normal distribution. Thus, we can test H0: λ = λ0 by replacing λ in Z by λ0. When Xi are Poisson variables, this test is preferable to the large-sample test of Section 9-2.3, which would use S / ˆšn in the denominator because it is designed just for the Poisson distribution. Suppose that the number of open circuits on a semiconductor wafer has a Poisson distribution. Test data for 500 wafers indicate a total of 1038 opens. Using α = 0.05, does this suggest that the mean number of open circuits per wafer exceeds 2.0?

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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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