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Hypothesis Testing

(Inference)

By
Abebe Megerso
(BSc in PH., MPH in Epid., Asst. Prof.)

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Session Objectives
• Define hypothesis & describe types of
hypothesis,
• Describe steps in hypothesis testing,
• Discus rules for stating statistical hypotheses,
• Explain hypothesis testing process,
• Describe types of errors in hypothesis tests,
• Test hypothesis on single & double population,
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Definition of Hypothesis
• Is a claim (assumption) about a population
parameter.

• Is a statement about one or more population.

• Is frequently concerned with the parameters of


the population about which the statement is
made.

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Examples of Hypotheses:
Population Mean:

• The average length of stay of patients admitted


to the hospital is five days.

• The mean birth weight of babies delivered by


mothers with low socioeconomic status (SES) is
lower than those from higher SES.

• Etc.
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Examples …
Population Proportion:

• The proportion of adult smokers in Adama


is 40% (p = 0.40).

• The prevalence of HIV among non-married


adults is higher than that in married adults.

• Etc.

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Types of Hypothesis
1. The Null Hypothesis, HO:

 Is a statement claiming that there is no


difference between the hypothesized value &
the population value.
(The effect of interest is zero  no difference)

 States the assumption (hypothesis) to be


tested.

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Types of Hypothesis…
 H0 is a statement of agreement (or no difference),

 H0 is always about a population parameter, not


about a sample statistic,

 Always contains “=” , “ ≤” or “≥ ” sign.

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Types of Hypothesis…
2. The Alternative Hypothesis, HA

• Is a statement of what we will believe is true if


our sample data causes us to reject Ho.

• Is generally the hypothesis that is believed (or


that needs to be supported) by the researcher.

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Types of Hypothesis…
• Is a statement that disagrees (opposes) with
H o.

(The effect of interest is not zero),

• Never contains “=” , “ ≤” or “≥ ” sign.

• May or may not be accepted.

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Hypothesis Testing
• The majority of statistical analyses involve
comparison, (e.g. between treatments or
procedures or between groups of subjects).

• Hypotheses are formulated, experiments are


performed, & results are evaluated for their
consistency or non-consistency with a
hypothesis.

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Hypothesis Testing…
• Hypothesis Testing (HT) provides an objective
framework for making decisions using
probabilistic methods.

• The purpose of HT is to aid the clinicians,


researchers or administrators in reaching a
decision concerning a population by examining
a sample from that population.

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Hypothesis Testing…
• Begin with the assumption that the Ho is
true:

– Similar to the notion of innocent until


proven guilty.

• Ho may or may not be rejected.

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Steps in Hypothesis Testing
1. Formulate the appropriate statistical hypotheses
clearly.
• Specify HO & HA
H0:  = 0 H0:  ≤ 0 H0:  ≥ 0
H1:   0 H1:  > 0 H1:  < 0
two-tailed one-tailed one - tailed

2. State the assumptions necessary for computing


probabilities.
• A distribution is approximately normal.
• Variance is known or unknown.
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Steps …
3. Select a sample & collect data.
• Categorical, continuous;
4. Decide on the appropriate test statistic for
the hypothesis.
E.g., One population:

Or

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Steps …
5. Specify the desired level of significance for
the statistical test (=0.05, 0.01, etc.).
6. Determine the critical value.
– A value the test statistic must attain to be
declared significant (=0.05).

-1.96 1.96 1.645 -1.645


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Steps …
7. Obtain sample evidence & compute the test
statistic.

8. Reach a decision & draw the conclusion.

• If Ho is rejected, we conclude that HA is true (or


accepted).

• If Ho is not rejected, we conclude that Ho may be


true.

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Rules for Stating Statistical
Hypotheses
1. One population:
• Indication of equality (either =, ≤ or ≥) must appear in
Ho.
Ho: μ = μo, HA: μ ≠ μo
• Can we conclude that a certain population mean is
– not 30?
Ho: μ = 30 & HA: μ ≠ 30 OR
– greater than 50?
Ho: μ ≤ 50 & HA: μ > 50
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Rules …
Population Proportions:
Ho: P = Po, HA: P ≠ Po
E.g. Can we conclude that the proportion of
patients with leukemia who survive more than
six years is not 60%?
Ho: P = 0.6 & HA: P ≠ 0.6

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Rules …
2. Two populations:

Mean Difference:

 Ho: μ1 = μ2 & HA: μ1 ≠ μ2

Proportion Difference:

 Ho: P1 = P2 & HA: P1 ≠ P2

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In summary:
1. What you hope to conclude as a researcher
should be placed in the HA.

2. The Ho should have a statement of equality,


either =, ≤ or ≥.

3. The Ho is the hypothesis that is tested.

4. The Ho & HA are complementary.

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Hypothesis Testing Process
• Now think about how the hypothesis test should
be carried out.
• We draw a random sample of size n from the
underlying population & calculate its sample
mean.
• We compare the sample mean to the postulated
mean μ0.
• Is the difference between sample mean & μ0 too
large to be attributed to chance alone?
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Process …

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Decision Rule:
• Results used for decision are computed from
the data of the sample.

• The decision to reject or not to reject the Ho is


based on the magnitude of the test statistic.

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Decision Rule …
• An example of a test statistic is the
quantity obtained from:

• When the variance of the population is


unknown & sample is small, we use.

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Rejection & Non-Rejection Regions
• The values of the test statistic assume the points on
the horizontal axis of the normal distribution & are
divided into two groups:
 Rejection region, &

Non-rejection region.
• The values of the test statistic forming the rejection region are
less likely to occur if the Ho is true.
• The values making the acceptance (non-rejection) region are
more likely to occur if the Ho is true.

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Example: Two-sided test at α 5%

= 0.025 0.95 = 0.025

-1.96 1.96
Rejection region Non-rejection region Rejection region

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Statistical Decision
• Reject Ho if the value of the test statistic that
we compute from our sample is one of the
values in the rejection region.

• Don’t reject Ho if the computed value of the


test statistic is one of the values in the non-
rejection region.

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Level of Significance, α
• Is the probability of rejecting a true Ho.

• Defines unlikely values of sample statistic if Ho is true.


– Defines rejection region of the sampling distribution.

• The decision is made on the basis of the level of


significance, designated by α.

• More frequently used values of α are 0.01, 0.05 &


0.10.

• α is selected by the researcher at the beginning.


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One tail & two tail tests
• In a one tail test, the rejection region is at
one end of the distribution or the other.

• In a two tail test, the rejection region is split


between the two tails.

• Which one to use depends on the way the Ho


is written.

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Level of Significance
& the Rejection Region
Example:

• The average survival year after cancer


diagnosis is less than 3 years.

• See the next slide:

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Level of Significance …

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Another way to state conclusion
• Reject Ho if P-value < α
• Accept Ho if P-value ≥ α (fail to reject)
P-value is the probability of obtaining a test statistic
as extreme as or more extreme than the actual test
statistic obtained if the Ho is true.
The larger the test statistic, the smaller is the P-value.
OR, the smaller the P-value the stronger the evidence
against the Ho.

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Types of Errors in Hypothesis
Tests
• Whenever we reject or fail to reject the Ho,
we commit errors.
• Two types of errors are committed:
 Type I Error,
 Type II Error,

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Type I Error
• The error committed when a true Ho is rejected.
• Considered as a serious type of error.
• The probability of a type I error is the
probability of rejecting the Ho when it is true.
• The probability of type I error is α.
• Called level of significance of the test.
• Set by researcher in advance.
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Type II Error
• The error committed when a false Ho is
not rejected (fail to reject false Ho).

• The probability of type II Error is .

• Usually unknown but larger than α.

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Power
• The probability of rejecting the Ho when it is
false.

• Power = 1 – β = 1- probability of type II error

• We would like to maintain low probability of a


type I error (α) & low probability of a type II
error (β)  [high power = 1 - β].

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Action Reality
(Conclusio
n)
Ho True Ho False

Do not Correct action Type II error (β)


reject Ho (Prob.= 1-α) (Prob. = β= 1-Power)

Reject Ho Type I error (α) Correct action


(Prob. = α = Sign. level) (Prob. = Power = 1-β)

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Type I & II Error Relationship

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Factors Affecting Type II Error

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Factors affecting the Power of the
Test
The power depends on the following:

1. As n↑, power ↑

2. As |µ1-µo|↑, power ↑

3. As ↑, power ↓

4. As α↓, power ↓

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Hypothesis Testing approach
Hypothesis Test for One Samples
• Test for single mean,
• Test for single proportion,
Hypothesis Test for Two Samples
• Test for the difference between two population
means,
• Test for the difference between two population
proportions,
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1. Hypothesis Testing of a Single Mean
(Normally Distributed)

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1.1 Known Variance

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Example: Two-Tailed Test
1. A simple random sample of 10 people from a certain
population has a mean age of 27. Can we conclude that
the mean age of the population is not 30? The variance
is known to be 20; & let level of significance be = .05.
A. Hypothesis
 Ho: µ = 30
 HA: µ ≠ 30
B. Assumptions
• Simple random sample,
• Normally distributed population,

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Example …
C. Data:
n = 10, sample mean = 27, 2 = 20, α = 0.05

D. Test statistic:
 As the population variance is known, we use Z as
the test statistic.

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Example …
E. Decision Rule:
• Reject Ho if the Z value falls in the rejection
region.
• Don’t reject Ho if the Z value falls in the non-
rejection region.
• Because of the structure of Ho it is a two tail test.
• Therefore, reject Ho if Z ≤ -1.96 or Z ≥ 1.96.

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Example …
F. Calculation of test statistic:

G. Statistical decision:
 We reject the Ho because Z = -2.12 is in the rejection
region; the value is significant at 5% = α.
H. Conclusion:
 We conclude that µ is not 30; P-value = 0.0340 < α.
 A Z value of -2.12 corresponds to an area of 0.0170.
 Since there are two parts to the rejection region in a
two tail test, the P-value is twice this which is .0340.

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Hypothesis test using confidence interval

• A problem like the above example can also be solved


using a confidence interval.
• A confidence interval will show that the calculated
value of Z does not fall within the boundaries of the
interval; however, it will not give a probability.

• Confidence interval:

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Example: One -Tailed Test
• A simple random sample of 10 people from a certain
population has a mean age of 27.
• Can we conclude that the mean age of the population is
less than 30? The variance is known to be 20; let α =
0.05.
• Data:
n = 10, sample mean = 27, 2 = 20, α = 0.05
• Hypotheses:
Ho: µ ≥ 30, HA: µ < 30
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Example …
• Test statistic:

• Rejection Region:

Lower tail test

• With α = 0.05 & the inequality, we have the entire rejection


region at the left.
• The critical value is be Z = -1.645; we reject Ho if Z < -
1.645.
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Example …
• Statistical Decision:

 We reject the Ho because -2.12 & < -1.645.

• Conclusion:
 We conclude that µ < 30.
 p = .0170; this time because it is only a
one tail test & not a two tail test.

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Example …
• Suppose that the Ho & Ha take the form
Ho: µ = µo, Ha: µ > µo
• In this case, Ho would be rejected for large
values of test statistic (critical values >0).
• The P-value would correspond to the area in the
upper tail of the SND, to the right of the value of
the test statistic.

Upper tail test

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1.2 Unknown Variance
• In most practical applications the standard
deviation of the underlying population is not
known.
• In this case,  can be estimated by the sample
standard deviation s.
• If the underlying population is normally
distributed, then the test statistic is:

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Example: Two-Tailed Test
• A simple random sample of 14 people from a certain
population gives a sample mean body mass index (BMI)
of 30.5 & s of 10.64.
• Can we conclude that the BMI is not 35 at α = 5%?
• Ho: µ = 35, Ha: µ ≠35
• Test statistic

• If the assumptions are correct & Ho is true, the test


statistic follows student's t distribution with 13 degrees
of freedom. 54
Example …
• Decision rule:
 We have a two tailed test; with α = 0.05 & it means that
each tail is 0.025.
 The critical t values with 13df are -2.1604 & 2.1604.
 We reject Ho if the t ≤ -2.1604 or t ≥ 2.1604.

• Do not reject Ho because -1.58 is not in the rejection


region.
• Based on the data of the sample, it is possible that µ =
35. P-value = 0.1375
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2. Hypothesis Testing about the Difference
Between Two Population Means
• When studying one-sample tests for a
continuous random variable, the unknown mean
μ of a single population was compared to some
known value μo.

• We are usually interested in comparing the


means of two different populations when the
values of both means are unknown.

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Two Population Means, Independent
Samples

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Two Sample Means,
Independent Samples
Two Population Means …

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2.1 Known Variances
(Independent Samples)
• When two independent samples are drawn from
a normally distributed population with known
variance, the test statistic for testing the Ho of
equal population means is:

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Example:
• Researchers wish to know difference in mean serum uric
acid (SUA) levels between normal individuals & those
with Down’s syndrome.
• The means SUA levels on 12 individuals with Down’s
syndrome & 15 normal individuals are 4.5 & 3.4 mg/100
ml, respectively, with variances (2=1, 2=1.5,
respectively).
• Is there a difference between the means of both groups at
α = 5%?
• Hypotheses:
 Ho: µ1- µ2 = 0 or Ho: µ1 = µ2
 HA: µ1 - µ2 ≠ 0 or HA: µ1 ≠ µ2
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Example …
• With α = 0.05, the critical values of Z are -1.96 &
+1.96. We reject Ho if Z < -1.96 or Z > +1.96.

• Reject Ho because 2.57 > 1.96.


• From these data, it can be concluded that the
population means are not equal.
• A 95% CI would give the same conclusion; & P-value
= 0.01.
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2.2 Unknown Variances
i. Equal variances (Independent samples)
• With equal population variances, we can obtain a
pooled value from the sample variances.
• The test statistic for µ1 - µ2 is:
• Where tα/2 has (n1 + n2 – 2) df., &

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Example:
• We wish to know if we may conclude, at the 95%
confidence level that smokers, in general, have
greater damaged lung cells than do non-smokers.

• Calculation of Pooled Variance:

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Example …
• Hypotheses:
Ho: µ1 ≤ µ2 = 0, HA: µ1 > µ2
• With α = 0.05 & df = 23, the critical value of t is
1.7139; we reject Ho if t > 1.7139.
• Test statistic:

• Reject Ho because 2.6563 > 1.7139; & on the basis of


the data, we conclude that µ1 > µ2.
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ii. Unequal variances (Independent
samples)
• We are still interested in testing
H0 : μ1 = μ2 vs HA: μ1 ≠ μ2
• The test statistic used is:

• To compute a test statistic, we simply


substitute s 2 for  2 & s 2 for  2.
1 1 2 2

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Unequal variances …
• Where the degree of freedom (d’) is given by:

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Unequal variances …

• If t > td’’,1-α/2 or t < -td’’,1-α/2 then


reject Ho.

• If -td’’,1-α/2 ≤ t ≤ td’’,1-α/2, then accept


Ho

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Example:
• Suppose we want to compare the characteristics of
tuberculosis meningitis for patients infected with HIV
& those not infected with HIV.
• In particular, we are interested in comparing age at
diagnosis.
• A random sample of n1 = 37 HIV infected patients has
mean age at diagnosis x1 = 27.9 years & s1 = 5.6 years.
• A sample of n2 = 19 uninfected patients has mean age
at diagnosis x2 = 38.8 years & s2 = 21.7 years.

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Example …
• The test statistic is:

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Example …
• Note that:

• And
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Example …
• For a t distribution with 19 df, the area to the left
of −2.15 is between 0.01 & 0.025.
• Therefore, 0.02 < p < 0.05
• For a test conducted at α= 0.05, H0 is rejected.
• We conclude that among patients diagnosed with
tuberculosis meningitis, those who are infected
with HIV tend to be younger than those who are
not.

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Hypothesis Testing for
Paired Samples
• Two samples are paired when each data point of
the first sample is matched & is related to a
unique data point of the second sample.
• Tests means of two related populations:
 Paired or matched samples,
 Repeated measures (before/after),
• Longitudinal or follow-up study,

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Paired Samples …
• Assumptions:

– Both populations are normally distributed,

– Or, if not normal, use large samples,

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The Paired t Test

n = number of pairs in the paired sample


Sd = Sample standard deviation
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Paired t Test …

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Paired t Test …

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Example:
• The following data show the SBP levels (mm Hg) in 10 women
while not using (baseline) & while using (follow-up) oral
contraceptives (OC).
• Can we conclude that there is a difference between mean
baseline & follow-up SBP at α 5%? di = baseline – follow-up,

i SBP (baseline) SBP (follow-up) di


1 115 128 13
2 112 115 3
3 107 106 -1
4 119 128 9
5 115 122 7
6 138 145 7
7 126 132 6
8 105 109 4
9 104 102 -2
10 115 117 2
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Example:
= (13 + 3 + …. + 2)/10 = 4.80
S2d = [(13-4.8)2 + … + (2-4.8)2]/9 = 20.844
Sd = √20.844 = 4.566
t = 4.80/(4.566/√10) = 4.80/1.44 = 3.32
• From the Table, t9,α/2 = 2.262
• Since t = 3.32 > t9,α/2 (2.262) Ho is rejected
• P-value is between 0.001 & 0.01
• Since 3.32 falls in the rejection region, there is a
significant difference between the population means of
SBP while not using & using OC.
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Hypothesis Tests for Proportions
• Involves categorical values,
• Two possible outcomes:
– “Success” (possesses a certain characteristic)
– “Failure” (does not possesses that
characteristic)
• Fraction or proportion of population in the
“success” category is denoted by p.

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Proportions …

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3. Hypothesis Testing about a Single
Population Proportion

(Normal Approximation to Binomial Distribution)

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Single Population Proportion…

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Example
• We are interested in the probability of developing
asthma over a given one-year period for children 0 to 4
years of age whose mothers smoke in the home.
• In the general population of 0 to 4-year-olds, the annual
incidence of asthma is 1.4%.
• If 10 cases of asthma are observed over a single year in
a sample of 500 children whose mothers smoke, can we
conclude that this is different from the underlying
probability of p0 = 0.014? α = 5%
H0 : p = 0.014
HA: p ≠ 0.014
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Example …
• The test statistic is given by:

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Example …
• The critical value of Zα/2 at α=5% is ±1.96.
• Don’t reject Ho since Z =1.14 is in the non-
rejection region between ±1.96.
• P-value = 0.2548
• We do not have sufficient evidence to conclude
that the probability of developing asthma for
children whose mothers smoke in the home is
different from the probability in the general
population.
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4. Hypothesis Tests about the Difference
Between Two Population Proportions

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Two Population Proportions…

Where X1 = the observed number of events in the first sample


& X2 = the observed number of events in the second sample

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Two Population Proportions…

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Example
• A study was conducted to investigate the possible cause
of gastroenteritis outbreak following a lunch served in a
high school cafeteria.
• Among the 225 students who ate the sandwiches, 109
became ill; while, among the 38 students who did not
eat the sandwiches, 4 became ill.
• Is there a significant difference between the two groups
at α =5%.
• We wish to test:
 Ho: p1 = p2 against the alternative
 HA: p1 ≠ p2 89
Example …

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Example …
• Assume that the sample sizes are large enough,
& the normal approximation to the binomial
distribution is valid.
• If the Ho is true, then p1 = p2 = p

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The area under the standard normal curve to the right of
4.36 is less than 0.0001; &, p < 0.0002.
We reject H0 at the 0.05 level.

We conclude that the proportion of students who


became ill differs in the two groups; those who ate
the prepared sandwiches were more likely to
develop gastroenteritis.
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Thank You !

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