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Null Hypothesis
States of Nature
Decisions on Null Null Hypothesis Null Hypothesis
Hypothesis is True is False
Accept Correct Decision Type II Error
(Fail to Reject) Probability = 1 - Probability =
H1 : 0
is precisely the same as when the null hypothesis is H0: = 0. In
addition, the p-values are also computed in exactly the same way.
A Test of the Mean of a Normal Distribution
(Variance Known): Composite or Simple Null and
Alternative Hypothesis
The appropriate procedure for testing, at significance level , the null
hypothesis
H 0 : 0 or H 0 : 0
against the alternative
H1 : 0
uses the decision rule
X-0
Reject H 0 if Z Z
Or equivalently / n
Reject H0 if X X c 0 Z / n
where -Z is the number for which
P ( Z Z )
and Z is the standard normal random variable.
In addition the p-values can also be computed by using the lower tail
probabilities.
A Test of the Mean of a Normal Distribution
Against Two-Sided Alternative: Known
The appropriate procedure for testing, at significance level , the null
hypothesis
H 0 : 0
against the alternative hypothesis
H1 : 0
is obtained from the decision rule
X-0 X-0
Reject H 0 if Z Z / 2 or Reject H 0 if Z Z / 2
/ n / n
equivalently
Reject H0 if X 0 Z / 2 / n or Reject H0 if X 0 Z / 2 / n
A Test of the Mean of a Normal Distribution
Against Two-Sided Alternative: Know
(continued)
X-0
p - value 2 P( Z p / 2 | H 0 : 0 )
/ n
where Zp/2 is the standard normal value associated with the smallest
probability of rejecting the null hypothesis at either tail of the
probability distribution.
A Test of the Mean of a Normal Distribution:
Population Variance Unknown
Reject H 0 if X X c 0 tn1, s / n
A Test of the Mean of a Normal Distribution:
Population Variance Unknown
(continued)
H 0 : 0 or H 0 : 0
against the alternative
H1 : 0
the decision rule is
X-0
Reject H 0 if t tn 1,
Or equivalently s/ n
Reject H 0 if X X c 0 tn1, s / n
A Test of the Mean of a Normal Distribution:
Population Variance Unknown
(continued)
(iii) To test the null hypothesis
H 0 : 0
against the alternative
H1 : 0
the decision rule is
X-0 X-0
Reject H 0 if t tn 1, / 2 or Reject H 0 if t tn 1, / 2
s/ n s/ n
equivalently
p 0
Reject H 0 if Z Z
0 (1 0 ) / n
Tests of the Population Proportion
(Large Sample Size)
(Continued)
For all of these tests the p-value is the smallest significance level at which the
null hypothesis can be rejected.
Tests of Variance of a Normal Population
(n 1) s x2
Reject H 0 if n21,
02
Tests of Variance of a Normal Population
(continued)
(n 1) s x2
Reject H 0 if n21,1
02
Tests of Variance of a Normal Population
(continued)
f(2v)
/2
1- /2
0 2v,1-/2 2v,/2
Tests of the Difference Between
Population Means: Matched Pairs
Suppose that we have a random sample of n matched pairs of
observations from distributions with means X and Y . Let D and sd
denote the observed sample mean and standard deviation for the n
differences Di = (xi yi) . If the population distribution of the
differences is a normal distribution, then the following tests have
significance level .
(i) To test either null hypothesis
H 0 : x y D0 or H 0 : x y D0
against the alternative
H1 : x y D0
the decision rule is
D -D0
Reject H 0 if tn 1,
sD / n
Tests of the Difference Between
Population Means: Matched Pairs
(continued)
H1 : x y D0
the decision rule is
D -D0
Reject H 0 if tn1,
sD / n
Tests of the Difference Between
Population Means: Matched Pairs
(continued)
(iii) To test the null hypothesis
H 0 : x y D0
against the two-sided alternative
H1 : x y D0
the decision rule is
D -D0 D -D0
Reject H 0 if tn1, / 2 or tn1, / 2
sD / n sD / n
nx ny
Tests of the Difference Between Population
Means: Independent Samples (Known Variances)
(continued)
X Y -D0
Reject H 0 if Z
2
2
x
y
nx ny
Tests of the Difference Between Population
Means: Independent Samples (Known Variances)
(continued)
(iii) To test the null hypothesis
H 0 : x y D0
against the alternative
H1 : x y D0
the decision rule is
X Y -D0 X Y -D0
Reject H 0 if Z / 2 or Z / 2
2
2
2
2
x
y x
y
nx ny nx ny
If the sample sizes are large (n > 100) then a good approximation at
significance level can be made if the population variances are
replaced by the sample variances. In addition the central limit leads to
good approximations even if the populations are not normally
distributed. P-values for all these tests are interpreted as the smallest
significance level at which the null hypothesis can be rejected given
the test statistic.
Tests of the Difference Between Population
Means: Population Variances Unknown and Equal
These tests assume that we have two independent random samples of
nx and ny observations from normally distributed populations with
means X and Y and a common variance. The sample variances sx2
and sy2 are used to compute a pooled variance estimator
(nx 1) s x2 (n y 1) s y2
s 2p
(nx n y 2)
Then using the observed sample means are X and Y, the following tests
have significance level :
(i) To test either null hypothesis
H 0 : x y D0 or H 0 : x y D0
against the alternative
H1 : x y D0
the decision rule is X Y -D0
Reject H 0 if t nx n y 2,
2 2
s s
p
p
nx ny
Tests of the Difference Between Population
Means: Population Variances Unknown and Equal
(continued)
X Y -D0
Reject H 0 if t nx n y 2,
2 2
s s
p
p
nx ny
Tests of the Difference Between Population
Means: Population Variances Unknown and Equal
(continued)
nx ny nx ny
Here tnx+ny-2, is the number for which P(tnx+ny-2, > tnx+ny-2, ) = .
P-values for all these tests are interpreted as the smallest significance
level at which the null hypothesis can be rejected given the test
statistic.
Tests of the Difference Between Population Means:
Population Variances Unknown and Not Equal
These tests assume that we have two independent random samples of nx
and ny observations from normal populations with means X and Y and a
common variance. The sample variances sx2 and sy2 are used. The degrees
of freedom, v, for the student t statistic is given by
2
s x2 sy2
( ) ( )
nx n y
v 2
sx 2 s y2 2
( ) /( nx 1) ( ) /( n y 1)
nx ny
Then using the observed sample means are X and Y, the following tests
have significance level :
(i) To test either null hypothesis
H 0 : x y D0 or H 0 : x y D0
against the alternative
H1 : x y D0
the decision rule is X Y -D0
Reject H 0 if tv ,
2 2
s s
x
y
nx n y
Tests of the Difference Between Population Means:
Population Variances Unknown and Not Equal
(continued)
nx n y
Tests of the Difference Between Population Means:
Population Variances Unknown and Not Equal
(continued)
nx n y nx n y
( px p y )
Reject H 0 if Z
p0 (1 p0 ) p0 (1 p0 )
nx ny
Testing the Equality of Population Proportions
- Large Samples -
(continued)
( px p y ) ( px p y )
Reject H 0 if Z / 2 or Z / 2
p0 (1 p0 ) p0 (1 p0 ) p0 (1 p0 ) p0 (1 p0 )
nx ny nx ny
It is also possible to compute and interpret the p-values for these tests
by calculating the minimum significance level at which the null
hypothesis can be rejected.
The F Distribution
s x2 / x2
F 2 2
sy / y
Has an F distribution with numerator degrees of freedom (nx 1) and
denominator degrees of freedom (ny 1). An F distribution with
numerator degrees of freedom v1 and denominator degrees of freedom
v2 will be denoted Fv1, v2 . We denote Fv1, v2, the number for which
H 0 : x2 y2 or H 0 : x2 y2
against the alternative
H1 : x2 y2
the decision rule is
s x2
Reject H 0 if F 2 Fnx 1,n y 1,
sy
Tests for Equality of Variances from Two
Normal Populations
(continued)
(ii) To test the null hypothesis
H 0 : x2 y2
against the alternative
H1 : x2 y2
the decision rule is
s x2
Reject H 0 if F 2 Fnx 1,n y 1, / 2
sy
Where s2x is the larger of the two sample variances. Since either sample
variance could be larger this rule is actually based on a two-tailed test
and hence we use /2 as the upper tail probability. Here Fnx-1,ny-1 is the
number for which
P( Fnx 1,n y 1 Fnx 1,ny 1, )
Where Fnx-1,ny-1 has an F distribution with (nx 1) numerator degrees of
freedom and (ny 1) denominator degrees of freedom.
Determining the Probability of a
Type II Error
Consider the test
H 0 : 0
against the alternative
H1 : 0
Using a decision rule
X-0
Reject H 0 if Z / 2 or X 0 Z / n X c
/ n
Using the decision rule determine the values of the sample mean that result in
accepting the null hypothesis. Now for any value of the population mean
defined by the alternative hypothesis H1 find the probability that the sample
mean will be in the acceptance region for the null hypothesis. This is the
probability of a Type II error. Thus we consider = * such that * > 0. Then
for * the probability of a Type II error is
X *
P( X X c | * ) P[ Z c ]
/ n
and Power = 1 -
Power Function for Test H0: = 5 against
H1: > 5 ( = 0.05, =0.1, n = 16)
(Figure 9.13)
Power (1 - )
.5
.05
0
5.00 5.05 5.10
Key Words
Alternative Hypothesis Null Hypothesis
Determining the Power Function
Probability of Type II States of Nature and
Error Decisions on Null
Equality of Population Hypothesis
Proportions Test of Mean of a Normal
F Distribution Distribution (Variance
Hypothesis Testing Known)
Methodology Composite Null and
Alternative
Interpretation of the
Composite or Simple Null
Probability value or p- and Alternative
value
Hypothesis
Key Words
(continued)