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Chapter Goals
After completing this chapter, you should be able to:
Formulate null and alternative hypotheses for applications involving a single population mean or proportion Formulate a decision rule for testing a hypothesis Know how to use the test statistic, critical value, and p-value approaches to test the null hypothesis Know what Type I and Type II errors are Compute the probability of a Type II error
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What is a Hypothesis?
A hypothesis is a claim (assumption) about a population parameter:
population mean
Example: The mean monthly cell phone bill of this city is Q = $42
population proportion
Example: The proportion of adults in this city with cell phones is p = .68
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H0 : u 3
H0 : u 3
H0 : x u 3
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(continued)
Challenges the status quo Never contains the = , or u sign May or may not be accepted Is generally the hypothesis that is believed (or needs to be supported) by the researcher
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Population
Now select a random sample
Is x ! 20 likely if Q = 50?
If not likely, REJECT Null Hypothesis Suppose the sample mean age is 20: x = 20
Sample
20
x Q = 50
If H0 is true
Level of Significance, E
Defines unlikely values of sample statistic if null hypothesis is true
Defines rejection region of the sampling distribution
Is selected by the researcher at the beginning Provides the critical value(s) of the test
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H0 : HA :
3 <3
E
Lower tail test
H0 : 3 HA : > 3
Upper tail test
E
0
H0 : = 3 HA : 3
E/2
Two tailed test
E/2
0
10
12
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Type I error can only occur if H0 is true Type II error can only occur if H0 is false If Type I error probability ( E ) Type II error probability ( )
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, then
Reject H0
-z x
Do not reject H0
x E ! zE
n
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H 0: HA:
3 >3
Do not reject H0
z x
Reject H0
x E ! zE
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H 0: HA:
=3 {3
or z /2 x x
/2 Lower
E/2
E/2
Reject H0
/2 Upper
-z x
Do not reject H0
/2 /2
0
0
z x
Reject H0
/2 /2
Lower
Upper
x E/2 ! s z E/2
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Large Samples
Small Samples
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z !
x n
Large Samples
Small Samples
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W Unknown
t n1
x ! s n
z !
x n
Large Samples
Small Samples
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t n1
x ! s n
Large Samples
(The population must be approximately normal)
Small Samples
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HA:
Reject H0
Do not reject H0
-z = -1.645
This is a one-tailed test with E = .05. Since is known, the cutoff value is a z value: Reject H0 if z < zE = -1.645 ; otherwise do not reject H0
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z !
x n
-1.645 -2.0
Since z = -2.0 < -1.645, we reject the null hypothesis that the mean number of TVs in US homes is at least 3
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E = .05
2.8684 2.84
x ! z
! 3 1.645
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Obtain the p-value from a table or computer Compare the p-value with E
If p-value < E , reject H0 If p-value u E , do not reject H0
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p-value example
Example: How likely is it to see a sample mean of 2.84 (or something further below the mean) if the true mean is Q = 3.0?
P( x 2.84 | ! 3.0)
E = .05 p-value =.0228 x 2.8684 2.84 3
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p-value example
Compare the p-value with E
If p-value < E , reject H0 If p-value u E , do not reject H0
E = .05
(continued)
Here: p-value = .0228 E = .05 Since .0228 < .05, we reject the null hypothesis
p-value =.0228
2.8684 2.84
3
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Suppose that E = .10 is chosen for this test Find the rejection region:
Reject H0
E = .10
Do not reject H0
z =1.28
Reject H0
.90
.10 E = .10
Z .07
.08
.09
.50 .40
0 1.28
Critical Value = 1.28
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(continued)
Obtain sample evidence and compute the test statistic Suppose a sample is taken with the following results: n = 64, x = 53.1 (W=10 was assumed known)
Then the test statistic is:
z !
x n
53.1 52 ! ! 0.88 10 64
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Example: Decision
Reach a decision and interpret the result:
Reject H0
(continued)
E = .10
Do not reject H0
1.28 z = .88
Reject H0
Do not reject H0 since z = 0.88 1.28 i.e.: there is not sufficient evidence that the mean bill is over $52
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p -Value Solution
Calculate the p-value and compare to E
p-value = .1894
Reject H0 E = .10
(continued)
0
Do not reject H0
1.28 z = .88
Reject H0
HA:
{ 168
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Reject H0
-t /2 -2.0639
!
Do not reject H0
1.46
t /2 2.0639
Reject H0
t n1 !
x s n
Do not reject H0: not sufficient evidence that true mean cost is different than $168
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Proportions
(continued)
When both np and n(1-p) are at least 5, p can be approximated by a normal distribution with mean and standard deviation p) p(1 !p ! P p
n
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z!
pp p(1 p) n
3
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Test Statistic:
z! pp ! p(1 p) n .05 .08 ! 2.47 .08(1 .08) 500
HA: p { .08
Decision:
Reject H0 at E = .05
Conclusion:
.025
-2.47
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p -Value Solution
Calculate the p-value and compare to E
(For a two sided test the p-value is always two sided)
Reject H0 E/2 = .025
Do not reject H0
(continued)
p-value = .0136:
Type II Error
Type II error is the probability of failing to reject a false H0 Suppose we fail to reject H0: when in fact the true mean is
u 52 = 50
E 50
Reject H0: u 52
52
Do not reject H0 : u 52
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Type II Error
the true mean is Q = 50
(continued)
50
Reject H0: Q u 52
52
Do not reject H0 : Q u 52 49
Type II Error
Suppose we do not reject H0:
(continued)
u 52 when in fact
= 50
Here, = P( x u cutoff ) if = 50
E
50
Reject H0: u 52
52
Do not reject H0 : u 52 50
Calculating
Suppose n = 64 ,
cutoff ! x E ! z E
(for H0 : u 52)
= 6 , and E = .05
6 ! 52 1.645 ! 50.766 n 64
So = P( x u 50.766 ) if = 50
E
50 50.766 52
Do not reject H0 : u 52 51
Reject H0: u 52
Calculating
(continued)
Suppose n = 64 ,
= 6 , and E = .05
= .1539
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Do not reject H0 : u 52 52
Using PHStat
Options
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Input
Output
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