Statistical

Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Statistical Hypothesis Table
Test of Mean µ(Normal
Distribution)

Test of variance
σ 2 (Normal
Tables of Test of Hypothesis Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
February 10, 2022 Hypothesis Test

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 Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Test of Mean µ(Normal
Distribution)

Test of variance
Statistical Hypothesis Test σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
Hypothesis Test

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 Statistical
Steps for Hypothesis Test Hypothesis

Tables of Test of
Hypothesis

(a) We formulate a null hypothesis and an appropriate Statistical

alternative hypothesis which we accept when the null Hypothesis Test

Hypothesis Test
hypothesis must be rejected. Table
Test of Mean µ(Normal
(b) We specify the probability of a Type I error; of possible, Distribution)

desired or necessary, we may also specify the Test of variance

σ 2 (Normal
probabilities of Type II error for particular alternatives. Distribution)

Hypothesis
(c) Based on the sampling distribution of an appropriate Test:Comparison of
two Samples
statistic, we construct a criterion for testing null
Table of Statistical
hypothesis against the given alternative. Hypothesis Test

(d) We calculate from the data the value of the statistic on

which the decision is to be based.
(e) We decide whether to reject the null hypothesis or
whether to fail to reject it.

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 Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Test of Mean µ(Normal
Distribution)

Test of variance
Hypothesis Test Table σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
Hypothesis Test

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 Statistical
Test of Mean µ(Normal Distribution) Hypothesis

Tables of Test of
Let X1 , X2 , . . . Xn be independent and ideally distributed Hypothesis
random variables according to N(µ, σ 2 ).
 2 Statistical
n Hypothesis Test
n n
∑ Xi Hypothesis Test
i=1
∑ Xi ∑ Xi2 − Table
n Test of Mean µ(Normal

Let X̄ = i=1 and S2 = i=1 Distribution)

n n−1 Test of variance

We summarize the tests in table 2.1: σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
Table 2.1: z - test and t-test: Single Sample two Samples

Table of Statistical
Reject H0 at level α if Hypothesis Test

H0 H1 σ known σ unknown
σ s
1 µ ≤ µ0 µ > µ0 x̄ ≥ µ0 + √ zα x̄ ≥ µ0 + √ tn−1,α
n n
σ s
2 µ ≥ µ0 µ < µ0 x̄ ≤ µ0 + √ z1−α x̄ ≤ µ0 + √ tn−1,1−α
n n
σ s
3 µ = µ0 µ ̸= µ0 | x̄ − µ0 |≥ √ zα/2 | x̄ − µ0 |≥ √ tn−1,α/2
n n

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 Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Test of Mean µ(Normal
Distribution)

Test of variance
Test of variance σ 2 (Normal Distribution) σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
Hypothesis Test

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Test of variance σ 2 (Normal Distribution)
Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Let X1 , X2 , . . . Xn be independent and ideally distributed Hypothesis Test

Table
random variables according to N(µ, σ 2 ) where σ 2 is Test of Mean µ(Normal
Distribution)

unknown. We wish to test a hypothesis of the type σ 2 ≥ σ02 Test of variance

σ 2 (Normal
or,σ 2 ≤ σ02 or σ 2 = σ02 , where σ02 is some given positive Distribution)
 2
n Hypothesis

n n
∑ Xi Test:Comparison of
two Samples
i=1
∑ Xi ∑ Xi2 − Table of Statistical
n
number. Let X̄ = i=1 and S2 = i=1 Hypothesis Test
n n−1
We summarize the tests in table 3.1:

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Test of variance σ 2 (Normal Distribution)
Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test
Table 3.1: Chi-Square test: Single Sample Hypothesis Test
Table
Test of Mean µ(Normal
Reject H0 at level α if Distribution)

H0 H1 µ known µ unknown Test of variance

σ 2 (Normal
n σ02 Distribution)
1 σ ≥ σ0 σ < σ0 ∑ (xi − µ)2 ≤ χn,1−α
2 σ02 s2 ≤ χ2
i=1 n − 1 n−1,1−α Hypothesis
n σ2 2 Test:Comparison of
2 σ ≤ σ0 σ > σ0 ∑ (xi − µ)2 ≥ χn,α
2 σ2
0 s2 ≥ 0 χn−1,α two Samples
i=1 n−1
Table of Statistical
n σ02 2
3 σ = σ0 σ ̸= σ0 ∑ (xi − µ)2 ≤ χn,1−α/2
2 σ02 2
s ≤ χ Hypothesis Test
i=1 n − 1 n−1,1−α/2
Or
n σ02 2
∑ (xi − µ)2 ≥ χn,α/2
2 σ02 s2 ≥ χ
i=1 n − 1 n−1,α/2

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 Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Test of Mean µ(Normal
Distribution)

Test of variance
Hypothesis Test:Comparison of two Samples σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
Hypothesis Test

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 Statistical
Introduction Hypothesis

Tables of Test of
Hypothesis
Consider a problem of test of the null hypothesis that two
Statistical
normal populations represented by two samples have the Hypothesis Test
same variance.In genetics we may need to know whether an Hypothesis Test
Table
offspring generation is more variable for a character than the Test of Mean µ(Normal
Distribution)
parent generation. In systematics we might like to find out
Test of variance
whether two local populations are equally variable. In σ 2 (Normal
Distribution)
experimental biology we may wish to demonstrate under Hypothesis
which of two experimental setups the readings will be more Test:Comparison of
two Samples
variable. In general,the less variable setup would be preferred; Table of Statistical
if both setups were equally variable,the experimenter would Hypothesis Test

pursue the one that was simpler or less costly to undertake.

Definition 4.1
Two samples are said to be independent when the data points in
one sample are unrelated to the data points in the second sample

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 Statistical
Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Test of Mean µ(Normal
Distribution)

Test of variance
Table of Statistical Hypothesis Test σ 2 (Normal
Distribution)

Hypothesis
Test:Comparison of
two Samples

Table of Statistical
Hypothesis Test

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 Statistical
Comparison between Two group Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test
Let X1 , X2 , . . . Xm and Y1 ,Y2 , . . .Yn be independent random
samples distributed according to N(µ1 , σ12 ) and N(µ2 , σ22 ) Hypothesis Test
Table
 2 Test of Mean µ(Normal
m Distribution)

m
∑ Xi Test of variance
2 i=1 σ 2 (Normal
∑ Xi − Distribution)
m
respectively.Also S12 = i=1 Hypothesis
 2 m − 1 Test:Comparison of
two Samples
n
n
∑ Yi Table of Statistical
2 i=1 Hypothesis Test
∑ Yi −
n
and S22 = i=1
n−1
The table 5.1 summarize the test:

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 Statistical
Comparison between Two group Hypothesis

Tables of Test of
Hypothesis
Table 5.1: F-test:Two Independent Samples
Statistical
Hypothesis Test
Reject H0 at level α if
Hypothesis Test
H0 H1 µ1 , µ2 known µ1 , µ2 unknown Table
m Test of Mean µ(Normal
∑ (xi − µ1 )2 Distribution)

i=1 m s21
1 σ12 ≤ σ22 σ12 > σ22 n ≥ Fm,n,α ≥ Fm−1,n−1,α Test of variance
n s22 σ 2 (Normal
∑ (yi − µ2 )2 Distribution)
i=1
n
∑ (yi − µ2 )2 Hypothesis
i=1 n s22 Test:Comparison of
2 σ12 ≥ σ22 σ12 < σ22 m ≥ Fn,m,α ≥ Fn−1,m−1,α two Samples
m s21
∑ (xi − µ1 )2
i=1 Table of Statistical
m Hypothesis Test
∑ (xi − µ1 )2
i=1 m s21
3 σ12 = σ22 σ12 ̸= σ22 ≥ F ≥ Fm−1,n−1,α/2
n n m,n,α/2 s22
∑ (yi − µ2 )2
i=1
Or
m
∑ (xi − µ1 )2
i=1 m s21
n ≤ Fm,n,1−α ≤ Fm−1,n−1,1−α/2
n s22
∑ (yi − µ2 )2
i=1

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 Statistical
Comparison between Two group Hypothesis

Tables of Test of
Hypothesis

Let X1 , X2 , . . . Xm and Y1 ,Y2 , . . .Yn be independent random Statistical

samples distributed according to N(µ1 , σ12 ) and N(µ2 , σ22 ) Hypothesis Test
 2 Hypothesis Test
m
Table
m m
∑ Xi Test of Mean µ(Normal

X X 2 − i=1 Distribution)
∑ i ∑ i
m Test of variance
respectively.Also X̄ = i=1 , S12 = i=1 σ 2 (Normal
m 2 m−1 Distribution)
n Hypothesis

n n
∑ Yi Test:Comparison of
two Samples
2 i=1
∑ Yi ∑ Yi − Table of Statistical
n
Ȳ = i=1 , S22 = i=1 and Hypothesis Test
n n−1
(m − 1)S12 + (n − 1)S22
S2p =
m+n−2
S2p is sometimes called pooled sample variance.
Tables 5.2 and 5.3 summarize the test:

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 Statistical
Comparison between Two group Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Table 5.2: z- test: Two Independent Samples Test of Mean µ(Normal
Distribution)

Reject H0 at level α if Test of variance

σ 2 (Normal
H0 H1 σ12 , σ22 known Distribution)
r
σ12 σ22 Hypothesis
1 µ1 − µ2 ≤ µ0 µ1 − µ2 > µ0 x̄ − ȳ ≥ µ0 + zα + Test:Comparison of
rm n two Samples
σ12 σ22
2 µ1 − µ2 ≥ µ0 µ1 − µ2 < µ0 x̄ − ȳ ≤ µ0 − zα + Table of Statistical
rm n Hypothesis Test
σ12 σ22
3 µ1 − µ2 = µ0 µ1 − µ2 ̸= µ0 | x̄ − ȳ − µ0 |≥ zα/2 +
m n

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 Statistical
Comparison between Two group Hypothesis

Tables of Test of
Hypothesis

Statistical
Hypothesis Test

Hypothesis Test
Table
Table 5.3: t-test: Two Independent Samples Test of Mean µ(Normal
Distribution)

Reject H0 at level α if Test of variance

σ 2 (Normal
H0 H1 σ12 = σ22 unknown Distribution)
r
1 1 Hypothesis
1 µ1 − µ2 ≤ µ0 µ1 − µ2 > µ0 x̄ − ȳ ≥ µ0 + tm+n−2,α s p + Test:Comparison of
rm n two Samples
1 1
2 µ1 − µ2 ≥ µ0 µ1 − µ2 < µ0 x̄ − ȳ ≤ µ0 − tm+n−2,α s p + Table of Statistical
rm n Hypothesis Test
1 1
3 µ1 − µ2 = µ0 µ1 − µ2 ̸= µ0 | x̄ − ȳ − µ0 |≥ tm+n−2,α/2 s p +
m n

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