MATH 450 - GitHub Pagesvucdinh.github.io/Files/lecture19.pdf · Example Problem A manufacturer of...
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Tests about a population mean
MATH 450
October 2nd , 2017
MATH 450 Tests about a population mean
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Overview
Week 1 · · · · · ·• Chapter 1: Descriptive statistics
Week 2 · · · · · ·• Chapter 6: Statistics and SamplingDistributions
Week 4 · · · · · ·• Chapter 7: Point Estimation
Week 7 · · · · · ·• Chapter 8: Confidence Intervals
Week 10 · · · · · ·• Chapter 9: Tests of Hypotheses
Week 12 · · · · · ·• Two-sample inference, ANOVA, regression
MATH 450 Tests about a population mean
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Overview
9.1 Hypotheses and test procedures
test procedureserrors in hypothesis testingsignificance level
9.2 Tests about a population mean
normal population with known σlarge-sample testsa normal population with unknown σ
9.4 P-values
9.3 Tests concerning a population proportion
9.5 Selecting a test procedure
MATH 450 Tests about a population mean
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Hypothesis testing
MATH 450 Tests about a population mean
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Hypothesis testing
In any hypothesis-testing problem, there are two contradictoryhypotheses under consideration
The null hypothesis, denoted by H0, is the claim that isinitially assumed to be true
The alternative hypothesis, denoted by Ha, is the assertionthat is contradictory to H0.
MATH 450 Tests about a population mean
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Implicit rules (of this chapter)
H0 will always be stated as an equality claim.
If θ denotes the parameter of interest, the null hypothesis willhave the form
H0 : θ = θ0
θ0 is a specified number called the null value
The alternative hypothesis will be either:
Ha : θ > θ0Ha : θ < θ0Ha : θ 6= θ0
MATH 450 Tests about a population mean
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Test procedures
A test procedure is specified by the following:
A test statistic T : a function of the sample data on which thedecision (reject H0 or do not reject H0) is to be based
A rejection region R: the set of all test statistic values forwhich H0 will be rejected
The null hypothesis will then be rejected if and only if the observedor computed test statistic value falls in the rejection region, i.e.,T ∈ R
MATH 450 Tests about a population mean
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Example
Test of hypotheses:
H0 : µ = 75
Ha : µ < 75
Test procedure:
Compute X̄If X̄ ≤ 72, reject H0.
MATH 450 Tests about a population mean
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Type I and Type II errors
A type I error consists of rejecting the null hypothesis H0
when it is true
A type II error involves not rejecting H0 when H0 is false.
MATH 450 Tests about a population mean
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Type I error
Test of hypotheses:
H0 : µ = 75
Ha : µ < 75
n = 25, σ = 9. Rule: If x̄ ≤ 72, reject H0.
Question: What is the probability of type I error?
α = P[Type I error]
= P[H0 is rejected while it is true]
= P[X̄ ≤ 72 while µ = 75]
= P[X̄ ≤ 72 while X̄ ∼ N (75, 1.82)] = 0.0475
MATH 450 Tests about a population mean
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Type II error
Test of hypotheses:
H0 : µ = 75
Ha : µ < 75
n = 25. New rule: If x̄ ≤ 72, reject H0.
β(70) = P[Type II error when µ = 70]
= P[H0 is not rejected while it is false because µ = 70]
= P[X̄ > 72 while µ = 70]
= P[X̄ > 72 while X̄ ∼ N (70, 1.82)] = 0.1335
MATH 450 Tests about a population mean
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α− β compromise
Proposition
Suppose an experiment and a sample size are fixed and a teststatistic is chosen. Then decreasing the size of the rejection regionto obtain a smaller value of α results in a larger value of β for anyparticular parameter value consistent with Ha.
MATH 450 Tests about a population mean
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Significance level
The approach adhered to by most statistical practitioners is
specify the largest value of α that can be tolerated
find a rejection region having that value of α rather thananything smaller
α: the significance level of the test
the corresponding test procedure is called a level α test
MATH 450 Tests about a population mean
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Significance level: example
Test of hypotheses:
H0 : µ = 75
Ha : µ < 75
n = 25, σ = 9. Rule: If x̄ ≤ c , reject H0.
Find the value of c to make this a level α test
α = P[Type I error]
= P[H0 is rejected while it is true]
= P[X̄ ≤ c while X̄ ∼ N (75, 1.82)]
= P
[X̄ − 75
1.8≤ c − 75
1.8
]
MATH 450 Tests about a population mean
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Hypothesis testing for one parameter
1 Identify the parameter of interest
2 Determine the null value and state the null hypothesis
3 State the appropriate alternative hypothesis
4 Give the formula for the test statistic
5 State the rejection region for the selected significance level α
6 Compute statistic value from data
7 Decide whether H0 should be rejected and state thisconclusion in the problem context
MATH 450 Tests about a population mean
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Normal population with known σ
MATH 450 Tests about a population mean
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Test about a population mean
Null hypothesisH0 : µ = µ0
The alternative hypothesis will be either:
Ha : µ > µ0
Ha : µ < µ0
Ha : µ 6= µ0
MATH 450 Tests about a population mean
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Rejection region
α = P[Type I error]
= P[H0 is rejected while it is true]
= P[X̄ ≤ c while X̄ ∼ N (75, 1.82)]
= P
[X̄ − 75
1.8≤ c − 75
1.8
]
Rejection rule: x̄ ≤ 75 + 1.8zα
To make it simpler, define z = (x̄ − 75)/(1.8), then the rule is
z ≤ zα
MATH 450 Tests about a population mean
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Normal population with known σ
Null hypothesis: µ = µ0Test statistic:
Z =X̄ − µ0σ/√n
MATH 450 Tests about a population mean
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General rule
MATH 450 Tests about a population mean
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Example
Problem
A manufacturer of sprinkler systems used for fire protection inoffice buildings claims that the true average system-activationtemperature is 130◦F. A sample of n = 9 systems, when tested,yields a sample average activation temperature of 131.08◦F.
If the distribution of activation times is normal with standarddeviation 1.5◦F, does the data contradict the manufacturers claimat significance level α = 0.01?
MATH 450 Tests about a population mean
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Φ(z)
MATH 450 Tests about a population mean
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Solution
Parameter of interest: µ = true average activationtemperature
Hypotheses
H0 : µ = 130
Ha : µ 6= 130
Test statistic:
z =x̄ − 130
1.5/√n
Rejection region: either z ≤ −z0.005 or z ≥ z0.005 = 2.58
Substituting x̄ = 131.08, n = 25 → z = 2.16.
Note that −2.58 < 2.16 < 2.58. We fail to reject H0 atsignificance level 0.01.
The data does not give strong support to the claim that thetrue average differs from the design value.
MATH 450 Tests about a population mean
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Large-sample tests
MATH 450 Tests about a population mean
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Large-sample tests
Null hypothesis: µ = µ0Test statistic:
Z =X̄ − µ0S/√n
[Does not need the normal assumption]
MATH 450 Tests about a population mean
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Test about a normal population with unknown σ
MATH 450 Tests about a population mean
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t-test
[Require normal assumption]
MATH 450 Tests about a population mean
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Example
Problem
The amount of shaft wear (.0001 in.) after a fixed mileage wasdetermined for each of n = 8 internal combustion engines havingcopper lead as a bearing material, resulting in x̄ = 3.72 ands = 1.25.Assuming that the distribution of shaft wear is normal with meanµ, use the t-test at level 0.05 to test H0 : µ = 3.5 versusHa : µ > 3.5.
MATH 450 Tests about a population mean
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t-table
MATH 450 Tests about a population mean