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Testing hypothesis on stability of expected value and variance

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  • Grzegorz Kończak
  • Janusz Wywiał

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.

Suggested Citation

  • Grzegorz Kończak & Janusz Wywiał, 2006. "Testing hypothesis on stability of expected value and variance," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 16(1), pages 73-83.
    • Handle: RePEc:wut:journl:v:1:y:2006:p:73-83
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