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Hypothesis Testing

McGraw-Hill/Irwin Copyright © 2014 by The McGraw-Hill Companies, Inc. All rights reserved.

Null and Alternative Hypotheses and Errors in

Hypothesis Testing

• Null hypothesis (H0)

– A statement of the basic proposition being tested.

The statement generally represents the status quo

and is not rejected unless there is convincing

sample evidence that it is false.

• Alternative or research hypothesis (Ha/H1)

– An alternative (to the null hypothesis) statement

that will be accepted only if there is convincing

sample evidence that it is true.

9-2

Example: Trash Bag Case

• Suppose that an independent laboratory has tested

trash bags and has found that no 30-gallon bags on

the market have a mean breaking strength of more

than 50 pounds. The producer of the new trash bag

feels sure that its 30-gallon bag will be the strongest

such bag on the market if the new trash bag’s mean

breaking strength can be shown to be greater than

50 pounds. The mean of the sample of 40 trash bag

breaking strengths is 50.575. Assume that the

standard deviation is 1.65.

Example:

Payment Time Case

• A consulting firm recently installed a new

electronic billing system. The company hopes

to decrease the bill payment time by more

than 50%. Using the old system, the mean bill

payment time was at least 39 days. Therefore,

the company believes that the new system

will reduce payment time to less than 19.5

days. From a sample of 65 payment times, the

average was 18.11 days. Assume that σ is 4.2

days.

Example: Valentine’s Day Chocolate

Case

• A candy company annually markets a special 18

ounce box of assorted chocolates to large retail

stores for Valentine’s Day. This year, the company

made an extra special box with a new assortment of

chocolates. The company projects that there will be a

10% increase in sales. Last year, the mean sales of

the stores was 300 boxes. The company wants to

know whether they should prepare for a 10%

increase in sales or not. From a sample of100 stores,

the average was 326 boxes. Assume that σ is 40

boxes.

Types of Alternative Hypotheses

• One-Sided, “Greater Than” Alternative

– Ha: µ > µ0

• One-Sided, “Less Than” Alternative

– Ha : µ < µ0

• Two-Sided, “Not Equal To” Alternative

– µ ¹ µ0

appropriate units) that is a comparative value

Test Statistic

• To “test” H0 vs. Ha, use the test statistic

• Serves as the “evidence” for the test

• Rejection of the H0 depends on the method

that will be used

– Critical Value Method

– P-Value Method

Types of Decisions

• Choose either of the following decisions for

the null hypothesis H0:

– Reject H0

• A weaker statement than “accepting Ha”

• There’s sufficient evidence to say that H0 isn’t true

– Do not reject H0

• A weaker statement than “accepting H0”

• There’s insufficient evidence to say that Ha is true

Legal System

• Choose either of the following decisions for

the legal cases:

– Guilty beyond reasonable doubt

• A weaker statement that “guilty”

• There’s sufficient evidence that accused is not innocent

– Guilt beyond reasonable doubt is not established

• A weaker statement than “innocent”

• There’s insufficient evidence that accused is guilty

beyond reasonable doubt

Error Probabilities

• Type I Error: Rejecting H0 when it is true

– a is the probability of making a Type I error

– 1 – a is the probability of not making a Type I

error

• Type II Error: Failing to reject H0 when it is

false

– β is the probability of making a Type II error

– 1 – β is the probability of not making a Type II

error

Type I and Type II Errors

State of Nature

Error (α ) Decision

Do not Reject H0 Correct Type II

Decision Error (β

)

Type II Error: Failing to reject H0 when it is false

Example: Trash Bag Case

• H0: The trash bag’s mean breaking strength is equal

to 50 pounds. (μ≤50)

• Ha: The trash bag’s mean breaking strength is greater

than 50 pounds. (μ>50)

• Type I Error:

– Claim that the mean breaking strength is greater than 50

pounds when in fact, it is not

• Type II Error:

– Do not claim that the mean breaking strength is greater

than 50 pounds when in fact, it is

Type I and Type II Errors

• Usually set a to a low value

– So there is a small chance of rejecting a true H0

– Typically, a = 0.05

• Strong evidence is required to reject H0

• Usually choose a between 0.01 and 0.05

– a = 0.01 requires very strong evidence is to reject H0

– Tradeoff between a and β

• For fixed sample size, the lower a, the higher β

• And the higher a, the lower β

Weight of Evidence

• Based on the a used to reject H0, we can be

able to determine the weight of evidence, or

the degree of our confidence with our

conclusion

– .10, some evidence

– .05, strong evidence

– .01, very strong evidence

– .001, extremely strong evidence

The Seven Steps of

Hypothesis Testing

1. State the null and alternative hypotheses

2. Specify the significance level a

3. Select the appropriate test

4. Determine the rejection rule for deciding whether or not to reject

H0

5. Collect the sample data and calculate the value of the test statistic

6. Decide whether to reject H0 by using the test statistic and the

rejection rule

7. Interpret the statistical results in actual terms and assess their

practical importance

z Tests about a Population Mean: σ

Known

• Test hypotheses about a population mean

using the normal distribution, where:

– The population standard deviation σ is known

• In most real-world situations, σ is not known

• Assume that we know σ if there is sufficient basis

– The sampling distribution of the sample mean is

normally distributed

Example: Trash Bag Case

• Suppose that an independent laboratory has tested

trash bags and has found that no 30-gallon bags on

the market have a mean breaking strength of more

than 50 pounds. The producer of the new trash bag

feels sure that its 30-gallon bag will be the strongest

such bag on the market if the new trash bag’s mean

breaking strength can be shown to be greater than

50 pounds. The mean of the sample of 40 trash bag

breaking strengths is 50.575. Assume that the

standard deviation is 1.65.

One-Sided, Greater Than Alternative: Trash

Bag Case

• Assume that we got a sample mean of

50.575 lbs from a sample of 40 trash bags.

Also, assume that the population standard

deviation σ is 1.65.

1. H0: µ = 50 lbs

Ha: µ > 50 lbs

2. We want significance levels of a = 0.10, 0.05,

0.01, and 0.001.

One-Sided, Greater Than Alternative: Trash

Bag Case

3. Select the appropriate test

– Identify relevant information

• Testing average breaking strength (µ)

• Sampling distribution of the sample mean is

approximately normally distributed

• σ is known

– As such, it is appropriate to use a z test

One-Sided, Greater Than Alternative: Trash

Bag Case

4. Determine the critical value and the

rejection rule:

– We reject the null hypothesis if the test statistic is

greater than the critical value

– We do not reject the null hypothesis if the test

statistic is less than or equal to the critical value.

– The Critical value is the z value that yields an area

of a to its right

One-Sided, Greater Than Alternative:

Trash Bag Case

5. Collect the sample data and calculate the

value of the test statistic

x - 50 50.575 - 50

z= = = 2.20

s n 1.65 40

One-Sided, Greater Than Alternative:

Trash Bag Case

6. Decide whether to reject H0 by using the test

statistic and the rejection rule

a DECISION

0.1 Reject H0

0.05 Reject H0

0.01 Do not reject H0

0.001 Do not reject H0

7. There is strong evidence to support the claim that

the average breaking strength of all the new bags is

greater than 50 lbs.

One-Sided, Greater Than Alternative:

Trash Bag Case

• Instead of critical values, we may also use the p-

value for the rejection rule.

– The p-value is the area under the standard normal

curve to the right of the test statistic

• We reject the null hypothesis if the p-value is less

than a.

– We do not reject the null hypothesis if the p-value is

greater than or equal to a.

• More efficient to use if the hypotheses are to be

tested at different values of a

One-Sided, Greater Than Alternative:

Trash Bag Case

4. Rejection rule: Reject H0 if p-value < a

5. Collect the sample data and calculate the

value of the test statistic

x - 50 50.575 - 50

z= = = 2.20

s n 1.65 40

– Using the z-table, the p-value is 0.0139

One-Sided, Greater Than Alternative:

Trash Bag Case

6. Decide whether to reject H0 by using the test

statistic and the rejection rule

a DECISION

0.1 Reject H0

0.05 Reject H0

0.01 Do not reject H0

0.001 Do not reject H0

7. There is strong evidence to support the claim that

the average breaking strength of all the new bags is

greater than 50 lbs.

Example: Payment Time Case

electronic billing system. The company hopes

to decrease the bill payment time by more

than 50%. Using the old system, the mean bill

payment time was at least 39 days. Therefore,

the company believes that the new system

will reduce payment time to less than 19.5

days. From a sample of 65 payment times, the

average was 18.11 days. Assume that σ is 4.2

days.

One-Sided, Less Than Alternative: Payment Time

Case

1. H0: µ = 19.5 days vs. Ha: µ < 19.5 days

2. We want significance levels of a = 0.10, 0.05, 0.01,

and 0.001.

3. Select the appropriate test

– Identify relevant information

• Testing average payment time (µ)

• Sampling distribution of the sample mean is approximately

normally distributed

• σ is known

– As such, it is appropriate to use a z test

One-Sided, Less Than Alternative: Payment Time

Case

4. Determine the critical value rule

– We reject the null hypothesis if the test statistic is

less than the critical value

– We do not reject the null hypothesis if the test

statistic is greater than or equal to the critical

value.

– The Critical value is the z value that yields an area

of a to its left

One-Sided, Less Than Alternative:

Payment Time Case

5. Test statistic

– In the payment time case, assume that σ is known

and σ = 4.2 days

– For a sample of n=65, = 18.1077 days:

x - 19.5 18.1077 - 19.5

z= = = -2.67

s n 4.2 65

One-Sided, Less Than Alternative:

Payment Time Case

6. a DECISION

0.1 Reject H0

0.05 Reject H0

0.01 Reject H0

0.001 Do not reject H0

7. There is very strong evidence to support the

claim that the average bill payment time of

all the customers using the new billing

system is less than 19.5 days.

One-Sided, Less Than Alternative: Payment Time

Case (P-value)

• (Steps 1–3 are the same)

4. Rejection rule: Reject H0 if p-value < a

5. Test statistic and p-value

– zstat = –2.67

– The area under the standard normal curve in the

left-hand tail to the left of the test statistic is

0.0038

– The p-value is 0.0038

One-Sided, Less Than Alternative: Payment Time

Case (P-value)

6. a DECISION

0.1 Reject H0

0.05 Reject H0

0.01 Reject H0

0.001 Do not reject H0

7. There is very strong evidence to support the

claim that the average bill payment time of

all the customers using the new billing

system is less than 19.5 days.

Example: Valentine’s Day Chocolate

Case

• A candy company annually markets a special 18

ounce box of assorted chocolates to large retail

stores for Valentine’s Day. This year, the company

made an extra special box with a new assortment of

chocolates. The company projects that there will be a

10% increase in sales. Last year, the mean sales of

the stores was 300 boxes. The company wants to

know whether they should prepare for a 10%

increase in sales or not. From a sample of 100 stores,

the average was 326 boxes. Assume that σ is 40

boxes.

Two-Sided, “Not Equal To”

Alternative: Valentine Day Case

1. H0: µ = 330 vs. Ha: µ ≠ 330

2. We want significance levels of a = 0.10, 0.05,

0.01, and 0.001.

3. Select the appropriate test

– Identify relevant information

• Testing average number of boxes (µ)

• Sampling distribution of the sample mean is

approximately normally distributed

• σ is known

– As such, it is appropriate to use a z test

Two-Sided, “Not Equal To”

Alternative: Valentine Day Case

4. Determine the critical value rule

– The critical values are the z value that yields an area

of a/2 to its left, and the z value that yields and area of

a/2 to its right

– We reject the null hypothesis if the test statistic is

less than –zα/2 or greater than zα/2

– We do not reject the null hypothesis if the test

statistic is greater than or equal to –zα/2 and less

than or equal to zα/2.

Two-Sided, “Not Equal To”

Alternative: Valentine Day Case

5. Test statistic

– In the Valentine Day case, assume that σ is

known and σ = 40

– For a sample of n = 100, = 326

– Then

x - 330 326 - 330

z= = = -1.00

s n 40 100

Two-Sided, “Not Equal To”

Alternative: Valentine Day Case

6. a DECISION

0.1 Do not reject H0

0.05 Do not reject H0

0.01 Do not reject H0

0.001 Do not reject H0

7. There is insufficient evidence to support the

claim that the average order quantity this

year of the Valentine Day box at all large

retail stores is not 330 boxes.

Two-Sided, “Not Equal To”

Alternative: P-value Method

• (Steps 1–3 are the same)

4. Rejection rule: Reject H0 if p-value < a

5. Test statistic and p-value

– zstat = –1.00

– The area under the standard normal curve in the

left-hand tail to the left of the test statistic is

0.1587

– The p-value is 0.1587 x 2 = 0.3174

Two-Sided, “Not Equal To”

Alternative: P-value Method

6. a DECISION

0.1 Do not reject H0

0.05 Do not reject H0

0.01 Do not reject H0

0.001 Do not reject H0

7. There is insufficient evidence to support the

claim that the average order quantity this

year of the Valentine Day box at all large

retail stores is not 330 boxes.

Summary: z Test (s is known)

• Test statistic:

x - µ0 x - µ0

z= =

sx s n

• Rejection Rule:

– One-sided Greater than alternative

• If test statistic is greater than critical value.

• If p-value is less than a. (Area to the right of test statistic)

– One-sided Less than alternative

• If test statistic is less than critical value.

• If p-value is less than a. (Area to the left of test statistic)

– Two-sided not equal to alternative

• If the absolute value of the test statistic is less than the critical

value.

• If p-value is less than a. (Twice the area to the right of the

absolute value of the test statistic.

t Tests about a Population Mean: σ

Unknown

• Test hypotheses about a population mean

using the normal distribution, where:

– The population standard deviation σ is unknown,

as is the usual situation

• If the population standard deviation σ is unknown, then

it will be estimated from a sample standard deviation s

– The sample distribution of the sample mean is

normally distributed

t Tests about a Population Mean: σ

Unknown

• Let be the mean of a sample of size n with

standard deviation s

• Also, µ0 is the claimed value of the population mean

• Define a new test statistic

x - µ0

t =

s n

• If the sampling distribution of the sample mean is

normal, the sampling distribution of the t statistic is a

t distribution with n – 1 degrees of freedom

t Tests about a Population Mean: σ

Unknown

Alternative Reject H0 if: p-value

Ha: µ > µ0 t > ta Area under t

distribution to right of t

Ha: µ < µ0 t < –ta Area under t

distribution to left of –t

Ha: µ ¹ µ0 |t| > t a/2 * Twice area under t

distribution to right of |t|

tα, tα/2, and p-values are based on n – 1 degrees of

freedom (for a sample of size n)

* either t > tα/2 or t < –tα/2

Example: Interest Rates

• In 1991, the average interest rate charged by the US

credit issuers was 18.8%. Since then, new credit

cards affiliated with retail stores, oil companies, etc.

proliferated. A financial officer wishes to study

whether the increased competition in the credit card

business has reduced interest rates. From a sample

of 15 interest rates, the mean was calculated to be

16.827% with a standard deviation of 1.5838%.

Assume that the population of interest rates is

normally distributed.

t Tests about a Population Mean: σ

Unknown

l Test statistic:

x - µ0

t=

s n

l Rejection Rule:

l One-sided Greater than alternative

l If test statistic is greater than critical value

l If p-value is less than a (Area to the right of test statistic)

l One-sided Less than alternative

l If test statistic is less than critical value.

l If p-value is less than a (Area to the left of test statistic)

l Two-sided not equal to alternative

l If the absolute value of the test statistic is less than the absolute

value of the critical values

l If p-value is less than a (Twice the area to the right of the absolute

value of the test statistic)

z Tests about a Population Proportion

• Test hypotheses about a population

proportion, where :

– The sampling distribution of the sample mean is

normally distributed

• np ≥ 5

• n(1 – p) ≥ 5

z Tests about a Population Proportion

• Let p̂ be the proportion of a certain response

from a sample of size n

• Also, p0 is the claimed value of the population

mean

• Define a new test statistic

𝑝̂ − 𝜋*

𝑧"#$# =

𝜋* (1 − 𝜋* )

𝑛

z Tests about a Population Proportion

Ha: p > p0 z > za Area under z

distribution to right of z

Ha: p < p0 z < –za Area under z

distribution to left of –z

Ha: p ¹ p0 |z| > z a/2 * Twice area under z

distribution to right of |z|

* either z > zα/2 or z < –zα/2

Example: Cigarette Taxes

• A recent study conducted by the state government

attempts to determine whether the voting public

supports further increase in cigarette taxes. The

opinion poll recently sampled 1500 voting age

citizens. 1020 of the sampled citizens were in favor of

an increase in cigarette taxes. The state government

would like to decide if there is enough evidence to

establish whether the proportion of citizens

supporting an increase in cigarette taxes is

significantly greater than 0.66.

Summary: Tests about a Population

Proportion

l Rejection Rule:

l One-sided Greater than alternative

l If test statistic is greater than critical value.

l If p-value is less than a. (Area to the right of test statistic)

l One-sided Less than alternative

l If test statistic is less than critical value.

l If p-value is less than a. (Area to the left of test statistic)

l Two-sided not equal to alternative

l If the absolute value of the test statistic is less than the

critical value.

l If p-value is less than a. (Twice the area to the right of the

absolute value of the test statistic.

Exercise: Thermal Wear

• The Philippine National Football team will be needing

thermal wear for their games in countries with freezing

weather conditions. A number of companies have

expressed their interest to provide the kits, one of which

is your company. According to some sources, the average

temperature that the other kits can maintain is 35°C. If

you are able to show that the ave. temp. that your kit can

maintain is greater than 35°C, you will be the official

outfitter of the team. From a sample of 30 kits, the ave.

temp. you got is 36.86°C. If the population standard

deviation is 3.57, will you get the contract?

Exercise: Catalyst Yield

• Consider a chemical company that wishes to

determine whether a new catalyst, catalyst XA-100,

changes the mean hourly yield of its chemical

process from the historical process mean of 750

pounds per hour. When five trial runs are made using

the new catalyst, the following yields (in pounds per

hour) are recorded: 801, 814, 784, 836, and 820.

Assume that the hourly yields are normally

distributed.

Exercise: Sugar Content

• A powdered milk manufacturing company

claims that the amount of sugar present in a

100g pack is exactly 15g only. Food and

Nutrition Research Institute (FNRI) is

conducting a study to verify if the claim of the

manufacturer is true. From a sample of 100

packs, they got a sample mean of 15.285g.

Assume that the population standard

deviation is equal to 1.43g.

Exercise: Work Stress

• Suppose that a national survey finds that 73%

of restaurant employees say that work stress

has a negative impact on their personal lives.

A random sample of 200 employees of a large

restaurant chain finds that 141 employees say

that work stress has a negative impact on

their personal lives. Show that the percentage

of work-stressed employees for the restaurant

chain differs from the national percentage.

Exercise: Product X

• Based on a random sample of 25 units of

product X, the average weight is 98 lbs., and

the population standard deviation is 10 lbs.

We would like to decide if there is enough

evidence to establish that the average weight

for the population of product X is less than

100 lbs. Assume the population is normally

distributed.

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