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Hanoi, 2022
1 Statistical Hypotheses
2 Tests on the Mean of a Normal Distribution, Variance
Known
3 Tests on the Mean of a Normal Distribution, Variance
Unknown
4 Tests on a Population Proportion
1 Statistical Hypotheses
2 Tests on the Mean of a Normal Distribution, Variance
Known
3 Tests on the Mean of a Normal Distribution, Variance
Unknown
4 Tests on a Population Proportion
An air crew escape system that consists of an ejection seat and a rocket
motor that powers the seat. The rocket motor contains a propellant.
In order for the ejection seat to function properly, the propellant
should have a mean burning rate of 50 cm/s.
Statistical Hypothesis
Statistical Hypothesis
Statistical Hypothesis
Example 1
Example 1
Example 2
A researcher claims that less than 63% of voters favor gun control.
Express the null hypothesis and the alternative hypothesis.
Example 2
A researcher claims that less than 63% of voters favor gun control.
Express the null hypothesis and the alternative hypothesis.
p: percentage of voters favor gun control.
Null hypothesis H0: p = 0.63
Alternative hypothesis H1: p < 0.63.
Example 3
A soft drink manufacturer claims that its 2 liter soft drink bottle on
average holds at least 2000 ml of soft drink.
Example 3
A soft drink manufacturer claims that its 2 liter soft drink bottle on
average holds at least 2000 ml of soft drink.
Null hypothesis H0: µ = 2000
Alternative hypothesis H1: µ < 2000.
Question 1
Question 1
Question 1
A cereal company claims that the mean weight of the cereal in its
packets is 14.2 oz. Express the null hypothesis and the alternative
hypothesis in symbolic form.
µ : the mean weight of the cereal in its packets.
Question 1
A cereal company claims that the mean weight of the cereal in its
packets is 14.2 oz. Express the null hypothesis and the alternative
hypothesis in symbolic form.
µ : the mean weight of the cereal in its packets.
Answer: H0 : µ = 14.2 H1 : µ 6= 14.2.
This is a two-sided alternative hypothesis.
10 / 100 Chapter 8: Test of Hypotheses for a Single Sample
Null hypothesis and alternative hypothesis
The critical region for the test: (x̄ < 48.5 or x̄ > 51.5) is the
region that rejects H0.
The acceptance region for the test: (48.5 ≤ x̄ ≤ 51.5) is the
region that fails to reject H0.
The critical values: (48.5 and 51.5) are the boundaries between
the critical regions and the acceptance region.
13 / 100 Chapter 8: Test of Hypotheses for a Single Sample
Tests of Statistical Hypotheses
Example
Example
In the propellant burning rate example, a type I error will occur when
either x̄ > 51.5 or x̄ < 48.5 when the true mean burning rate really is
50 centimeters per second.
α = P (X̄ < 48.5 when µ = 50) + P(X̄ > 51.5 when µ = 50).
48.5 − 50 51.5 − 50
α = P (Z < ) + P (Z > )
0.79 0.79
= P (Z < −1.90) + P (Z > 1.90) = 0.0287 + 0.0287 = 0.0574
This implies that 5.74% of all random samples would lead to rejection
of the hypothesis when the true mean burning rate is really 50
centimeters per second.
17 / 100 Chapter 8: Test of Hypotheses for a Single Sample
Computing the Type I Error Probability
The results from this section and a few other similar calculations are
summarized in the following table.
Remark
P-Value
1 Statistical Hypotheses
2 Tests on the Mean of a Normal Distribution, Variance
Known
3 Tests on the Mean of a Normal Distribution, Variance
Unknown
4 Tests on a Population Proportion
Variance Known
H0 : µ = µ0
H1 : µ > µ0 .
H0 : µ = µ0
H1 : µ < µ0 .
z-test
Example 1
Suppose you want to test the claim that µ 6= 8. Given a sample size of
n = 82 and a level of significance of α = 0.02. When should you reject
H0 ?
Example 1
Suppose you want to test the claim that µ 6= 8. Given a sample size of
n = 82 and a level of significance of α = 0.02. When should you reject
H0 ?
Answer: We should reject H0 if the test statistic value
x̄ − 8
z0 = √
σ/ 82
Example 2
Example 2
Suppose that the null hypothesis is false and that the true value of
the mean is µ = µ0 + δ, δ > 0
The test statistic is
√
X̄ − µ0 X̄ − (µ0 + δ) δ n
Z0 = √ = √ +
σ/ n σ/ n σ
Variance Known
√ √
δ n δ n
β = Φ(zα/2 − ) − Φ(−zα/2 − )
σ σ
It is also possible to derive an equation similar for a one-sided alter-
native hypothesis.
n=
(zα/2 +zβ )2 σ 2
δ2
where δ = µ − µ0.
Sample Size for a One-Sided Test on the Mean, Variance Known
n= δ2
where δ = µ − µ0.
(zα +zβ )2 σ 2
1 Statistical Hypotheses
2 Tests on the Mean of a Normal Distribution, Variance
Known
3 Tests on the Mean of a Normal Distribution, Variance
Unknown
4 Tests on a Population Proportion
Variance Unknown
Test Statistic
X̄ − µ0
T0 = √
S/ n
If the null hypothesis is true, T0 has a t distribution with n−1 degrees
of freedom. We can calculate the P-value from this distribution, or, if
we use a fixed significance level approach, we can locate the critical
region to control the type I error probability at the desired level.
P-value approach
H0 : µ = µ0 ; H1 : µ > µ0 ,
H0 : µ = µ0 ; H1 : µ < µ0 ,
z-test
Variance Unknown
Example 3
Find the test statistic t0 for a sample with n = 9; x̄ = 5.6; s = 0.88 and
if H1 : µ > 5.7.
Variance Unknown
Example 3
Find the test statistic t0 for a sample with n = 9; x̄ = 5.6; s = 0.88 and
if H1 : µ > 5.7.
Answer: We have n = 9; x̄ = 5.6; s = 0.88; µ0 = 5.7. Hence
x̄ − µ0 5.6 − 5.7
t0 = √ = √ = −0.341
s/ n 0.88/ 9
Variance Unknown
Example 4
Find the critical values for a sample with n = 10; x̄ = 7.9; s = 1.2 if
H1 : µ < 8.2 and the level of significance α = 0.05. Let
t0.05,9 = 1.833; t0.025,9 = 2.262
Variance Unknown
Example 4
Find the critical values for a sample with n = 10; x̄ = 7.9; s = 1.2 if
H1 : µ < 8.2 and the level of significance α = 0.05. Let
t0.05,9 = 1.833; t0.025,9 = 2.262
Answer: This is a one-sided alternative hypothes is H1 : µ < 8.2 on
mean with unknown variance. The critical value is
−tα,n−1 = −t0.05,9 = −1.833
Variance Unknown
Example 5
Variance Unknown
Example 5
The critical values 2.262; −2.262. Since −2.262 < −0.79 < 2.262, we
should not reject H0.
1 Statistical Hypotheses
2 Tests on the Mean of a Normal Distribution, Variance
Known
3 Tests on the Mean of a Normal Distribution, Variance
Unknown
4 Tests on a Population Proportion
H0 : p = p0
H1 : p > p0 .
H0 : p = p0
H1 : p < p0 .
z-test
Example 6
A random sample of 200 circuits generated 9 defectives. Use the data to test
H0 : p = 0.05 versus H1 : p 6= 0.05. Use α = 0.05. Let
z0.05 = 1.65, z0.025 = 1.96
a) Find the critical values for this test.
b) Should we reject H0 ?
Example 6
A random sample of 200 circuits generated 9 defectives. Use the data to test
H0 : p = 0.05 versus H1 : p 6= 0.05. Use α = 0.05. Let
z0.05 = 1.65, z0.025 = 1.96
a) Find the critical values for this test.
b) Should we reject H0 ?
Answer: This is a two-tail alternative hypothesis on proportion population
p0 = 0.05. The sample has n = 200; X = 9 and the level of significance
α = 0.05
a) The critical values: zα/2 = 1.96, −zα/2 = −1.96
b) Test statistic value