Attribution Non-Commercial (BY-NC)

103 views

Attribution Non-Commercial (BY-NC)

- 2014 Carranza Et Al Biol Cons
- PS-work book_solution
- Six Sigma - PM - 6-1 - QSM 754 Minitab PowerPoint Slides v8
- Refference 1 Biostatistic Principles of Use of Biostatistics in Research
- Predictive Value of Statistical Significance
- Page Retiredpa
- Statistics
- How to Use Minitab 1 Basics
- Using ANOVA in Project Report
- Red Dragon solutions.xlsx
- MA Comprehensive Exams
- FINANCIAL INCLUSION – A QUANTITATIVE ASSESSMENT OF THE BENEFITS EXPECTED BY RURAL AND URBAN CLASS
- Queuing Analytic Theory and Discrete Events Simulation.pdf
- CMS_StatisticsForLHCPhysics.pdf
- Hypos Testing
- skittles project
- P values
- six sigma example
- Making Statistical Methods More Useful.sage Open-2013-Wood
- Assignment CIA 3.1 (1)

You are on page 1of 25

Hypothesis Testing 2

{ CE 21. Engineering Statistics

1

3/16/2011

Summary:

Let X1,…,Xn be a large (n>30) sample from a population with

mean µ and standard deviation σ.

To test a null hypothesis of the form:

H0: µ ≤µ0, H0:µ ≥µ0, H0: µ =µ0:

𝑋−𝜇0

- Compute the z-score: 𝑧 = .

𝜎/ 𝑛

If 𝜎 is unknown it can be approximated with s.

- Compute the P-value. The P-value is an area under the

normal curve, which depends on the alternate hypothesis as

follows:

Alternate Hypothesis P-value

H1: µ > µ0 Area to the right of z

H1: µ < µ0 Area to the left of z

H1: µ ≠ µ0 Sum of the areas in the tails cut off by z and -z

that Ho is false.

The larger the P-value, the more plausible Ho

true.

A rule of thumb suggests to reject Ho whenever

scientific basis.

If P ≤ 0.05, the result is statistically significant at the

level.

2

3/16/2011

The Relationship

Between Hypothesis

Tests and Confidence

Intervals

drills was =12.68 holes drilled and s=6.83. Setting

α to 0.05 (5%), the 95% confidence interval for µ

was computed to be (10.79, 14.57).

similar test for 14.57.

3

3/16/2011

precisely those values of µ whose P-values are

greater than 0.05 in a hypothesis test.

that are plausible for the population mean µ.

Quiz:

1. For which value is the null hypothesis more plausible:

P=0.5 or P=0.05?

2. If P=0.01, which is the best conclusion?

a. H0 is definitely false.

b. H0 is definitely true.

c. There is a 1% probability that H0 is true.

d. H0 might be true, but it’s unlikely.

e. H0 might be false, but it’s unlikely.

f. H0 is plausible.

3. True or False: If P=0.02, then

a. The result is statistically significant at the 5% level.

b. The result is statistically significant at the 1% level.

c. The null hypothesis is rejected at the 5% level.

d. The null hypothesis is rejected at the 1% level.

4

3/16/2011

Proportion

dealing with population proportions.

However, as discussed in previous lessons,

𝜇=𝑝

𝑝 1−𝑝

𝜎2 =

𝑛

This test requires that the sample proportion be approximately

normally distributed.

This assumption will be justified when both np0 > 10 and n(1-p0) > 10.

5

3/16/2011

Example 7:

A supplier of semiconductor wafers claims

that of all the wafers he supplies, no more than

10% are defective. A sample of 400 wafers is

tested and 50 of them, or 12.5%, are defective.

Can we conclude that the claim is false?

6

3/16/2011

Example 8:

The article “Refinement of Gravimetric Geoid

Using GPS and Leveling Data” presents a

method for measuring orthometric heights

above sea level. For a sample of 1225 baselines,

926 gave results that were within the class C

spirit leveling tolerance limits. Can we conclude

that this method produces results within the

tolerance limits more than 75% of the time?

Summary:

Let X be the number of successes in n independent

Bernoulli trials, each with success probability p; in other

words, let X~Bin (n,p).

To test a null hypothesis, assuming that both np0 and

n(1-p0) are greater than 10:

normal curve, which depends on the alternate hypothesis

as follows:

Alternate Hypothesis P-value

H1: p > p0 Area to the right of z

H1: p < p0 Area to the left of z

H1: p ≠ p0 Sum of the areas in the tails cut off by z

and-z

7

3/16/2011

Population Mean

-If 𝜎 is known, use z, not t.

countershaft have a thickness specification of 38.98-

39.02. The process that manufactures the collars is

supposed to be calibrated so that the mean thickness

is 39.00 mm.

thickness. The six thicknesses are 39.030, 38.997,

39.012, 39.008, 39.019, and 39.002. Assume that the

population of thicknesses is approximately normal.

Can we conclude that the process needs recalibration?

8

3/16/2011

safe for landfilling, its chemical properties

must be characterized. An article reports that

in a sample of six replicates of sludge from a

New Hampshire wastewater treatment plant,

the mean pH was 6.68 with a standard

deviation of 0.20. Can we conclude that the

mean pH is less than 7.0?

9

3/16/2011

Between Two Means

To test a null hypothesis either of the form

H0 :

H0 :

H0::

approximated with and , respectively.

10

3/16/2011

Example 11:

An engineer claims that a new type of power

supply for home computers lasts longer than

the old type. Independent random samples of

75 each of the two types are chosen, and the

sample means and standard deviations of their

lifetimes are computed:

New: 𝑋= 4387 h s1=252 h

Old: 𝑋= 4260 h s2=231 h

new power supplies is greater than that of the

old power supplies?

Should come from normal populations

with means and and standard

deviations and

If and are not known to be equal, use the

following procedure in testing the null

hypothesis.

down to the nearest integer.

11

3/16/2011

normal curve, which depends on the alternate hypothesis as

follows:

H1: 𝜇𝑋 − 𝜇𝑌 > ∆0 Area to the right of t

H1: 𝜇𝑋 − 𝜇𝑌 < ∆0 Area to the left of t

H1: 𝜇𝑋 − 𝜇𝑌 ≠ ∆0 Sum of the areas in the tails cut off

by t and –t

READING ASSIGNMENT:

Tests for the difference between two proportions

(pages 425-428)

Tests with paired data (page 439- 441)

12

3/16/2011

Schedule

March 16 – Chi Square Tests

March 18- F Tests, Power

March 23- Third Long Exam, w/ cheat sheet (Wednesday)

4-6 PM

Conflict: 25 1 PM

April 1- Final Presentation (Friday)

13

3/16/2011

Nominal variables:

Variables with no inherent order or ranking sequence,

-e.g. numbers used as names (group 1, group 2...), gender,

Ordinal variables:

Variables with an ordered series,

- e.g. "greatly dislike, moderately dislike, indifferent,

moderately like, greatly like".

***Numbers assigned to such variables indicate rank order only -

the "distance" between the numbers has no meaning.

can result in k outcomes, where k ≥ 2

Example: Roll of a fair die (6 outcomes)

14

3/16/2011

Comparing the distribution of one category variable

Comparing an observed distribution with a

with another.

Example:

Of 120 male and 100 female applicants to university, 90 male and 40 female had

work experience.

Does the gender of an applicant to university correspond to whether or not they

have prior work experience?

15

3/16/2011

theoretically expected one.

Example:

expected?

Examples

16

3/16/2011

Example:

A gambler wants to test a die to see if it is not

fair.

H0: Die is fair. (p01=…p06=1/6)

He rolls the die 600 times and obtains the ff.

results:

Category Observed Expected

1 115 100

2 97 100

3 91 100

4 101 100

5 110 100

6 86 100

Total 600 600

would result in a specific outcome if H0 were true.

expected value to the observed value

2

𝑘 (𝑂𝑖 −𝐸𝑖 )

𝜒2 = 𝑖=1 𝐸 𝑖

17

3/16/2011

For k outcomes, there are k-1 degrees of freedom

all the expected values are ≥ 5.

P-value:

Check if all expected values are ≥ 5.

the top are the areas to the right of the critical value.

P-value for the example > 0.10. We therefore do not

reject H0.

18

3/16/2011

Example 1:

Rivets are manufactured for a certain purpose. The

length specification is 1.20-1.30 cm. It is thought that

90% of the rivets manufactured meet the specification,

while 5% are too short, and 5% are too long.

were too short, and 80 were too long. Can you conclude

that the true percentages differ from 90%, 5%, and 5%?

State the appropriate null hypothesis.

Compute the expected values under the null hypothesis.

Compute the value of the chi-square statistic.

Find the P-value. What do you conclude?

If you conduct several trials, you determine

outcomes.

same for each experiment.

19

3/16/2011

Example:

Four machines manufacture cylindrical steel pins. The pins are

subject to a diameter specification. A pin may meet the

specification, or it may be too thin or too thick. Pins are sampled

for each machine, and the number of pins in each category is

counted. The results are shown in the contingency table:

Machine 1 10 102 8 120

Cell: each row-column intersection

Machine 2 34 161 5 200

Machine 3 12 79 9 100

Machine 4 10 60 10 80

Example:

Four machines manufacture cylindrical steel pins. The pins are

subject to a diameter specification. A pin may meet the

specification, or it may be too thin or too thick. Pins are sampled

for each machine, and the number of pins in each category is

counted. The results are shown in the contingency table:

Machine 1 10 102 8 120

Marginal Totals

Machine 2 34 161 5 200

Machine 3 12 79 9 100

Machine 4 10 60 10 80

20

3/16/2011

columns)

H0: For each column j, p1j=…= pIj

O1. = sum of observed values in row i

O.j = sum of observed values in column j

Row 2 O21 O22 … O2J O2.

: : : : : :

Row I OI1 OI2 … OIJ OI.

Total O.1 O.2 … O.J O..

For cell ij,

𝑂𝑖. 𝑂.𝑗

𝐸𝑖𝑗 =

𝑂..

𝐼 𝐽

2

(𝑂𝑖𝑗 − 𝐸𝑖𝑗 )2

𝜒 =

𝐸𝑖𝑗

𝑖=1 𝑗=1

21

3/16/2011

hypothesis that the proportion of pins that are too

thin, OK, or too thick are the same for all the

machines.

Machine 1 10 102 8 120

Machine 2 34 161 5 200

Machine 3 12 79 9 100

Machine 4 10 60 10 80

Total 66 402 32 500

In the previous example, the column totals were

random, while the row totals were fixed in

advance.

Machine 1 10 102 8 120

Machine 2 34 161 5 200

Machine 3 12 79 9 100

Machine 4 10 60 10 80

Total 66 402 32 500

random,ie., they are independent, the same

procedure applies.

22

3/16/2011

1000 voters. Respondents were classified by gender and by

voting preference Results are shown in the contingency

table below.

differ significantly from the women's preferences?

Example 3:

Cylindrical steel pins are subject to a length and

diameter specification. With respect to length, a pin

may meet the specification, or it may be too long or

too short.

wrt both length and diameter specification. The

results are presented in the table below.

that are too thin, OK, or too thick wrt diameter

specification do not depend on the classification

wrt length specification..

23

3/16/2011

Diameter

Length Too thin OK Too Total

thick

Too 13 117 4 134

Short

OK 62 664 80 806

Too 5 68 8 81

Long

Total 80 849 92 1021

Example 4:

For the given table of observed values,

Construct the corresponding table of expected

values.

If appropriate, perform the chi-square test for the

null hypothesis that the row and column outcomes

are independent. If not appropriate, explain why.

Observed Values

1 2 3

A 15 10 12

B 3 11 11

C 9 14 12

24

3/16/2011

End.

25

- 2014 Carranza Et Al Biol ConsUploaded byHasley Rodrigo Pereira
- PS-work book_solutionUploaded byEskandar Sukri
- Six Sigma - PM - 6-1 - QSM 754 Minitab PowerPoint Slides v8Uploaded byjose Martin
- Refference 1 Biostatistic Principles of Use of Biostatistics in ResearchUploaded bystella pangestika
- Predictive Value of Statistical SignificanceUploaded byTom Heston MD
- Page RetiredpaUploaded byDownloadingthis
- StatisticsUploaded byCarlos de la Calleja
- How to Use Minitab 1 BasicsUploaded byserkan_apay
- Using ANOVA in Project ReportUploaded byRoyal Projects
- Red Dragon solutions.xlsxUploaded byCherine Cherie
- MA Comprehensive ExamsUploaded byMDraak
- FINANCIAL INCLUSION – A QUANTITATIVE ASSESSMENT OF THE BENEFITS EXPECTED BY RURAL AND URBAN CLASSUploaded byAnonymous CwJeBCAXp
- Queuing Analytic Theory and Discrete Events Simulation.pdfUploaded byAbiyyah Wiriana
- CMS_StatisticsForLHCPhysics.pdfUploaded byBibhuprasad Mahakud
- Hypos TestingUploaded byJorie Roco
- skittles projectUploaded byapi-388969130
- P valuesUploaded bydoctordilafroza
- six sigma exampleUploaded byHombing
- Making Statistical Methods More Useful.sage Open-2013-WoodUploaded byLeopoldo Artiles
- Assignment CIA 3.1 (1)Uploaded byDENCY THOMAS
- PIIS1934148209007114.pdfUploaded byjoal510
- Synopsis FinalUploaded byGuman Singh
- Lab File.docxUploaded byGaurav Sharma
- BPA ProjectUploaded byJyotika Suman
- HW7Uploaded byClement Runtung
- Tutorial 9 Solutions S1 2015Uploaded bycynthia
- MLEexample (1).pdfUploaded bynida pervaiz
- SSRN-id2846683Uploaded byMohamed Hussien
- 002-0012(2017)Uploaded bySaqib Khan
- 70220010Uploaded byArdhaFebriGiantPutra

- rm.pptUploaded bygitanjali27
- BVD_Chapter_Outlines648.pdfUploaded byEvan Lee
- BA 578 Assignment- 3Uploaded byNaushilMaknojia
- Chi Square TestUploaded byatheeban
- Data Analisis AAN1 FitriUploaded byvivirahmania
- Sample Final Exam 1Uploaded byupload55
- Research Methodology of Stock Trading CompanyUploaded bySanchit Kalra
- Assessment of the Psychosocial Development Refugee in ThailandUploaded byYamuna Govindaraj
- GEC410-Lecture Note 1_SOEUploaded bynelson
- testul chi patratUploaded bygeorgianapetrescu
- STAT-C10Uploaded byPingotMaganga
- STATS - DOANE - Chapter 15 Chi-Square TestsUploaded byBG Monty 1
- Value Added Tax SyatemUploaded byHari Kumar
- Inter Firm ComparisonUploaded byRohan AnIdiot
- A_Study_on_Customer_Perception_towards.docxUploaded byDaphi Pde
- 2300 WT Assignment 3 Answer KeyUploaded byjes
- CAPE Unit 1 biology May/June 2016 P2Uploaded byKelsey
- Chi SquareUploaded byYam Salem
- Share KhanUploaded byrahulsogani123
- Marketing Information System with Information Dissemination using SMS Modem.Uploaded bypogi
- HI Family Decision MakingUploaded byChunku Pani
- Paper2Uploaded byRaj Shravanthi
- 4Uploaded byKyi Htin Paw
- Yearly Plan Mathematics t Sem 3 2015Uploaded byTan Chin Huat
- IA Math Studies Example Ia 18 Out of 20Uploaded byPABLO GOMEZ (Student)
- SSM Unit6 FirstHalfUploaded byRam Krishna
- souravUploaded byAslam Sharif
- pandi M.COM CAUploaded byTom Danu
- Early Corpus LinguisticsUploaded byArta Krasniqi
- stata stathisticsUploaded bymelonpp