User Guide April 2004 EPA/600/R04/079 April 2004
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ProUCL Version 3.0 User Guide April 2004 EPA/600/R04/079 April 2004 ProUCL Version 3.0 User Guide by Anita Singh Lockheed Martin Environmental Services 1050 E. Flamingo Road, Suite E120, Las Vegas, NV 89119 Ashok K. Singh Department of Mathematical Sciences University of Nevada, Las Vegas, NV 89154 Robert W. Maichle Lockheed Martin Environmental Services 1050 E. Flamingo Road, Suite E120, Las Vegas, NV 89119 i Table of Contents Authors ..................................................................... i Table of Contents ............................................................. ii Disclaimer ................................................................. vii Executive Summary ........................................................ viii Introduction ................................................................ ix Installation Instructions ........................................................ 1 Minimum Hardware Requirements ............................................... 1 A. ProUCL Menu Structure .................................................... 2 1. File ............................................................... 3 2. View .............................................................. 4 3. Help .............................................................. 5 B. ProUCL Components ....................................................... 6 1. File ................................................................7 a. Input File Format ...............................................9 b. Result of Opening an Input Data File .............................. 10 2. Edit .............................................................. 11 3. View ............................................................. 12 4. Options ........................................................... 13 a. The Data Location Screen ........................................14 5. Summary Statistics ...................................................15 a. Summary Statistics ............................................ 16 b. Results Obtained Using the Summary Statistics Option ............... 17 c. Printing Summary Statistics ..................................... 17 6. Histogram ..........................................................18 a. Histogram Screen ............................................. 19 b. Results of Histogram Option .................................... 20 7. Goodness-of-Fit Tests ................................................ 21 a. Goodness-of-Fit Tests Screen .................................... 23 b. Result of Selecting Perform Normality Test Option .................. 24 c. Resulting Normal Q-Q Plot Display to Perform Normality Test ........ 25 d. Result of Selecting Perform Lognormality Test Option ............... 26 e. Resulting Lognormal Q-Q Plot Display to Perform Lognormality Test . 27 f. Result of Selecting Perform Gamma Test Option .................... 28 g. Resulting Gamma Q-Q Plot Display to Perform Gamma Test .......... 29 8. UCLs ..............................................................30 a. UCLs Computation Screen .......................................32 b. Results After Clicking on Compute UCLs Drop-Down Menu Item .......33 c. Display After Selecting the Normal UCLs Option .....................34 d. Display After Selecting the Gamma UCLs Option.....................35 ii e. Display After Selecting the Lognormal UCLs Option ..................36 f. Display After Selecting the Non-parametric UCLs Option ..............37 g. Display After Selecting the All UCLs Option ........................38 h. Result After Clicking on Fixed Excel Format Drop-Down Menu Item .....39 i. Result After Clicking the Fixed Excel Format Compute UCLs Button .....40 9. Window ............................................................43 10. Help ..............................................................44 Run Time Notes ........................................................45 Rules to Remember When Editing or Creating a New Data File ................. 46 C. Recommendation to Compute a 95% UCL of the Population Mean (The Exposure Point Concentration (EPC) Term).............................................. 47 D. Recommendations to Compute a 95% UCL of the Population Mean, :1, Using Symmetric and Positively Skewed Data Sets ................................ 48 1. Normally or Approximately Normally Distributed Data Sets ...............48 2. Gamma Distributed Skewed Data Sets ............................... 49 Table 1 - Summary Table for the Computation of a 95% UCL of the Unknown Mean, :1, of a Gamma Distribution .............. 50 3. Lognormally Distributed Skewed Data sets ........................... 51 Table 2 - Summary Table for the Computation of a 95% UCL of the Unknown Mean, :1, of a Lognormal Population ............ 52 4. Data Sets Without a Discernable Skewed Distribution - Non-parametric Skewed Data Sets ...................................................... 53 Table 3 - Summary Table for the Computation of a 95% UCL of the Unknown Mean, :1, of a Skewed Non-parametric Distribution with all Positive Values, Where σ$ is the Sd of Log-transformed Data .................... 54 E. Should the Maximum Observed Concentration be Used as an Estimate of the EPC Term? .......................................................... 55 F. Left-Censored Data Sets With Non-detects .................................. 57 Glossary .................................................................. 58 References ................................................................. 59 iii Appendix A TECHNICAL BACKGROUND - METHODS FOR COMPUTING THE EPC TERM ((1-") 100%UCL) AS INCORPORATED IN ProUCL VERSION 3.0 SOFTWARE 1. Introduction ......................................................... A-1 1.1 Non-detects and Missing Data ....................................... A-5 2. Procedures to Test for Data Distribution .................................. A-6 2.1 Test Normality and Lognormality of a Data Set ......................... A-7 2.1.1 Normal Quantile-Quantile (Q-Q) Plot ............................ A-7 2.1.2 Shapiro-Wilk W Test .......................................... A-8 2.1.3 Lilliefors Test ................................................ A-8 2.2 Gamma Distribution ............................................... A-9 2.2.1 Quantile- Quantile (Q-Q) Plot for a Gamma Distribution ............ A-10 2.2.2 Empirical Distribution Function (EDF) Based Goodness-of -Fit Tests . A-11 3. Estimation of Parameters of the Three Distributions Included in ProUCL ........ A-13 3.1 Normal Distribution .............................................. A-14 3.2 Lognormal Distribution ........................................... A-14 3.2.1 MLEs of the Parameters of a Lognormal Distribution ............... A-15 3.2.2 Relationship Between Skewness and Standard Deviation, F .......... A-15 3.2.3 MLEs of the Quantiles of a Lognormal Distribution ................ A-16 3.2.4 MVUEs of Parameters of a Lognormal Distribution ................ A-17 3.3 Estimation of the Parameters of a Gamma Distribution .................. A-18 4. Methods for Computing a UCL of the Unknown Population Mean ............. A-22 4.1 (1-") 100% UCL of the Mean Based Upon Student’s-t Statistic ............ A-24 4.2 Computation of UCL of the Mean of a Gamma, G(k,2) Distribution ........ A-25 4.3 (1-") 100% UCL of the Mean Based Upon H-Statistic (H-UCL) ........... A-27 4.4 (1-") 100% UCL of the Mean Based Upon Modified-t Statistic for Asymmetrical Populations ......................................... A-28 4.5 (1-") 100% UCL of the Mean Based Upon the Central Limit Theorem ...... A-29 4.6 (1-") 100% UCL of the Mean Based Upon the Adjusted Central Limit Theorem (Adjusted -CLT) ......................................... A-30 4.7 (1-") 100% UCL of the Mean Based Upon the Chebyshev Theorem (Using the Sample Mean and Sample Sd) ............................. A-31 4.8 (1-") 100% UCL of the Mean of a Lognormal Population Based Upon the Chebyshev Theorem (Using the MVUE of the Mean and its Standard Error) . A-33 4.9 (1-") 100% UCL of the Mean Using the Jackknife and Bootstrap Methods . A-35 4.9.1 (1-") 100% UCL of the Mean Based Upon the Jackknife Method ..... A-36 4.9.2 (1-") 100% UCL of the Mean Based Upon the Standard Bootstrap Method ................................................... A-37 4.9.3 (1-") 100% UCL of the Mean Based Upon the Simple Percentile Bootstrap Method ........................................... A-39 4.9.4 (1-") 100% UCL of the Mean Based Upon the Bias-Corrected Accelerated (BCA) Percentile Bootstrap Method .................. A-40 iv 4.9.5 (1-") 100% UCL of the Mean Based Upon the Bootstrap-t Method .... A-41 4.9.6 (1-") 100% UCL of the Mean Based Upon Hall’s Bootstrap Method . A-43 5. Recommendations and Summary ...................................... A-45 5.1 Recommendations to Compute a 95% UCL of the Unknown Population Mean, :1 Using Symmetric and Positively Skewed Data Sets ............. A-46 5.1.1 Normally or Approximately Normally Distributed Data Sets ......... A-46 5.1.2 Gamma Distributed Skewed Data Sets ........................... A-47 5.1.3 Lognormally Distributed Skewed Data Sets ....................... A-50 5.1.4 Data Sets Without a Discernable Skewed Distribution - Non-parametric Skewed Data Sets .............................. A-55 5.2 Summary of the Procedure to Compute a 95% UCL of the Population Mean . A-57 5.3 Should the Maximum Observed Concentration be Used as an Estimate of the EPC Term? ..................................................... A-60 References ...........................................................