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Assumptions, Errors and Sample Size

Reference for hypothesis-test-selector · 43 lines

Manufacturing & Industrial Operations / Quality Management & ISO 9001v1.0.0Updated OCT 25 20262 references3 scripts

Assumptions

AssumptionCheckIf violated
Normality (small samples)Anderson-Darling, probability plot of each group / residualsn >= 30 per group: t-tests are robust; else non-parametric or transform
Equal variances (pooled t, ANOVA)Levene test, ratio of SDs < 2Welch t (default in run_test.py t2), Welch ANOVA
IndependenceData collection design; time-order plotPaired designs, blocking, time-series methods
Expected counts >= 5 (chi-square)Expected tableCombine categories, Fisher's exact
Same measurement systemMSAFix the gauge first

Errors

H0 trueH0 false
Reject H0Type I error (alpha, producer's risk)Correct (power = 1 - beta)
Do not rejectCorrectType II error (beta, consumer's risk)

Sample size (two-sample means, equal n per group)

n per group ~ 2 (z_(1-alpha/2) + z_(1-beta))^2 (sigma / delta)^2

delta / sigman per group (alpha 0.05, power 80%)n per group (power 90%)
0.56385
0.752838
1.01622
1.5710
2.046

Paired designs need far fewer units when the unit-to-unit variation is large: use sigma of the differences.

Two proportions: n per group ~ (z_(1-alpha/2) + z_(1-beta))^2 (p1(1 - p1) + p2(1 - p2)) / (p1 - p2)^2. Detecting 2% vs 4% defective at 80% power needs about 1,140 per group.

Common mistakes

  • Running many tests and reporting the one with p < 0.05 (multiple comparisons): use ANOVA + Tukey, or adjust alpha.
  • Choosing one-sided after seeing the data.
  • Treating "not significant" as "no difference" with n = 5.
  • Comparing groups measured with different gauges or at different times without randomisation.
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