Module Six Outlier Detection for Two Sample Case：模块六离群点检测两个样本的情况下.pptVIP

Module Six: Outlier Detection for Two Sample Case Two sample plot, also known as Youden’s Plot, is a scatter plot with a confidence region. Youden used it for detecting labs with unusual testing results when two samples are tested in n different lab. Youden plot is a special case of the bivariate control chart, and the idea behind is the Principal Component Analysis. In this module, we will discuss Principal Component Analysis and how it is applied to construct bivariate control charts and discuss the interpretations of the plot. A ellipse Q = c, c0 centered at can then be created in the (X1, X2) coordinate. . The shape and the orientation of the ellipse is determined by the values of s12, s22 and r, and its size is determined by the choice of the constant c. The choice of the constant c can be determined based on the level of confidence using the bivariate normal distribution. When we collect two samples, the sample data provide sample means and sample variance-covariance matrix. The sample means are given by The sample variance-covariance matrix is given by r is the Pearson’s correlation coefficient, and S2 is the sample variance. S is the sample standard deviation. When replacing the population parameters by the corresponding sample information, we obtain the Hotelling’s T2: T2 is distributed as Which is a multiple of an F-distribution. The ellipse region is now given by T2 = c* The constant c* is determined using the F-distribution described above. The corresponding 100(1-a)% percentile is from the F distribution with degrees of freedom (2, n-2). For example, when participated labs, n = 16, then a 95% percentile of F(2, n-2) = F(2,14) = 3.74. Therefore, c* = 2(255)/224 x (3.74) = 8.515 A 95% ellipse region can then be constructed using T2 = 8.515 How to construct a 100(1-a)% region in a two-sample plot – the Youden’s Plot? Under the (X1,X2) coordinate, a general form of an ellipse is given by : Under the princ