Chapter 9. Test of Hypotheses For A Single Sample

Chapter 9.
Test of Hypotheses for a Single

Sample
Session 22-23. Tests on the Mean of a Normal Distribution,
Variance Known - Unknown
PhD. Tri Tuyen Luc
February 15, 2022

9.2 Tests on the Mean of a Normal Distribution, Variance Known
9.2.1 Hypothesis Tests on the Mean
9.3 Tests on the Mean of a Normal Distribution, Variance Unknown
9.2.3 Large-Sample Test
9.5 Tests on a Population Proportion

Steps of Hypothesis Tests on the Mean, Variance Known
PhD. Tri Tuyen Luc Chapter 9. Test of Hypotheses for a Single Sample

1 H0 : µ = µ0 ,
H1 : µ ̸= µ0 (two-sided test); µ > µ0 or µ < µ0 (one-sided test).

1 H0 : µ = µ0 ,
2 Standardize the sample mean to N (0, 1):
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n

1 H0 : µ = µ0 ,
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n
x − µ0
3 Calculate the sample statistic zStat = z0 = √
σ/ n

1 H0 : µ = µ0 ,
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n
x − µ0
σ/ n
4 Identify acceptance region (or critical region)

1 H0 : µ = µ0 ,
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n
x − µ0
σ/ n
Traditional method: zα/2 = |Φ−1 (α/2)| (for two-tailed test);
zα = |Φ−1 (α)| (for one-tailed test).

1 H0 : µ = µ0 ,
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n
x − µ0
σ/ n
P-valued method: P = 2Φ(−|z0 |) (for two-tailed test).
P = Φ(z0 ) (for H1 : µ < µ0 ) and P = 1 − Φ(z0 ) (for H1 : µ > µ0 ).

1 H0 : µ = µ0 ,
X − µ0
Z0 = √ ∼ N (0, 1).
σ/ n
x − µ0
σ/ n
5 Make a decision.

Traditional test using α significance level:

Traditional test using α significance level: Checking where does z0
belongs to.

belongs to.

belongs to.
P-value method:

belongs to.
P-value method: Checking whether P -valued≤ α (reject H0 ) or

not (fail to reject H0 ).

belongs to.


Example 9.4: Air crew escape systems are powered by a solid propellant.
The burning rate of this propellant is an important product characteristic.
Specifications require that the mean burning rate must be 50 centimeters
per second. We know that the standard deviation of burning rate is
σ = 2 cm/s. The experimenter decides to specify a type I error
probability or significance level of α = 0.05 and selects a random sample
of n = 25 and obtains a sample average burning rate of x = 51.3 cm/s.
What conclusions should be drawn?

Solution: H0 : µ = 50 vs H1 : µ ̸= 50, we have:


µ0 = 50, σ = 2, n = 25 and x = 51.3 ⇒ z0 = 51.3−50
√
2/ 25
= 3.25.


µ0 = 50, σ = 2, n = 25 and x = 51.3 ⇒ z0 = 51.3−50
√
2/ 25
= 3.25.
Traditional method: z0.025 = 1.69 ⇒ z0 > zα/2 → reject H0 at

0.05 level of significance.


µ0 = 50, σ = 2, n = 25 and x = 51.3 ⇒ z0 = 51.3−50
√
2/ 25
= 3.25.
Traditional method: z0.025 = 1.69 ⇒ z0 > zα/2 → reject H0 at

0.05 level of significance.
P-valued method: z0 = 3.25 ⇒ P -val = 2Φ(−3.25) = 0.00115.
P -val < 0.05 → reject H0 at 0.05 level of significance.

Example 9.5 (9-38 book): Output from a software package is given
below:

below:
(a) Fill in the missing items. What conclusions would you draw?

below:
√
SE Mean = s/ n = 1.015/4 = 0.25375,

below:
√ 15.016 − 14.5
SE Mean = s/ n = 1.015/4 = 0.25375, Z = z0 = √ = 1.876.
1.1/ 16

below:
√ 15.016 − 14.5
SE Mean = s/ n = 1.015/4 = 0.25375, Z = z0 = √ = 1.876.
1.1/ 16
P -val= 1 − Φ(1.876) = 0.0303 < 0.05 → reject H0 .

below:
√ 15.016 − 14.5
SE Mean = s/ n = 1.015/4 = 0.25375, Z = z0 = √ = 1.876.
1.1/ 16
P -val= 1 − Φ(1.876) = 0.0303 < 0.05 → reject H0 .
(b) Use the normal table and the above data to construct a 95% lower bound
on the mean.

below:
√ 15.016 − 14.5
SE Mean = s/ n = 1.015/4 = 0.25375, Z = z0 = √ = 1.876.
1.1/ 16
P -val= 1 − Φ(1.876) = 0.0303 < 0.05 → reject H0 .
on the mean.
95% lower CI = (x − z0.05 √σn , ∞) = (15.016 − 1.64 1.1
4
, ∞) = (14.565, ∞).

below:
√ 15.016 − 14.5
SE Mean = s/ n = 1.015/4 = 0.25375, Z = z0 = √ = 1.876.
1.1/ 16
P -val= 1 − Φ(1.876) = 0.0303 < 0.05 → reject H0 .
on the mean.
95% lower CI = (x − z0.05 √σn , ∞) = (15.016 − 1.64 1.1
4
, ∞) = (14.565, ∞).
(c) What would the P-value be if the alternative hypothesis is H1 : µ ̸= 14.5
P -val = 2Φ(−1.876) = 0.0606.

In most practical situations:

The population is a normal distribution with unknown
standard deviation, or

We may not be certain that the population is well modeled by
a normal distribution,

And, n is large (say, n ≥ 40).

Then the sample standard deviation s can be substituted for
σ in the test procedures with little effect.

In the situation:

In the situation:
standard deviation.

In the situation:
standard deviation.
More exact treatment is using t distribution for the test procedures
regardless n is large or small.
9.3 Tests on the Mean of a Normal Distribution, Variance Unknown 9.3.1 Hypothesis Tests on the Mean

Steps of Hypothesis Tests on the Mean, Variance Unknown

1 H0 : µ = µ0 ,

1 H0 : µ = µ0 ,
2 Standardize the sample mean to Tn−1 :
X − µ0
Tn−1 = √ .
S/ n

1 H0 : µ = µ0 ,
X − µ0
Tn−1 = √ .
S/ n
x − µ0
3 Calculate the sample statistic tStat = t0 = √
s/ n

1 H0 : µ = µ0 ,
X − µ0
Tn−1 = √ .
S/ n
x − µ0
s/ n

1 H0 : µ = µ0 ,
X − µ0
Tn−1 = √ .
S/ n
x − µ0
s/ n
−1
Traditional method: tα/2,n−1 = |Tn−1 (α/2)| (for two-tailed test);
−1
tα,n−1 = |Tn−1 (α)| (for one-tailed test).

1 H0 : µ = µ0 ,
X − µ0
Tn−1 = √ .
S/ n
x − µ0
s/ n
−1
−1
P-valued method: P = 2Tn−1 (−|t0 |) (for two-tailed test).
P = Tn−1 (t0 ) (for H1 : µ < µ0 )
and P = 1 − Tn−1 (t0 ) (for H1 : µ > µ0 ).

1 H0 : µ = µ0 ,
X − µ0
Tn−1 = √ .
S/ n
x − µ0
s/ n
−1
−1
P-valued method: P = 2Tn−1 (−|t0 |) (for two-tailed test).
P = Tn−1 (t0 ) (for H1 : µ < µ0 )
and P = 1 − Tn−1 (t0 ) (for H1 : µ > µ0 ).
5 Make a decision.


Traditional test using α significance level:Checking where does t0
belongs to.

belongs to.

belongs to.
P-value method:

belongs to.


belongs to.

Example 9.6 (Exam 9.6-book): The observations follow: 0.8411 0.8191

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
It is of interest to determine if there is evidence (with α = 0.05) to
support a claim that the mean coefficient of restitution exceeds 0.82.

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Solution: Using qq-plot to check normality of the data.

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
0.80 0.82 0.84 0.86
Sample Quantiles
−1 0 1
Theoretical Quantiles

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
0.80 0.82 0.84 0.86
Sample Quantiles
−1 0 1

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
n = 15, x = 0.83725, s = 0.02456.
0.80 0.82 0.84 0.86
Sample Quantiles
−1 0 1

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
n = 15, x = 0.83725, s = 0.02456.
0.80 0.82 0.84 0.86
Sample Quantiles
x − 0.82
t0 = √ = 2.72.
s/ n
−1 0 1

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
n = 15, x = 0.83725, s = 0.02456.
0.80 0.82 0.84 0.86
Sample Quantiles
x − 0.82
t0 = √ = 2.72.
s/ n
P -value= 1 − T14 (2.72) = 0.0083 < 0.05.
−1 0 1

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
n = 15, x = 0.83725, s = 0.02456.
0.80 0.82 0.84 0.86
Sample Quantiles
x − 0.82
t0 = √ = 2.72.
s/ n
P -value= 1 − T14 (2.72) = 0.0083 < 0.05.
−1 0 1
We reject H0 , support H1 .

0.8182 0.8125 0.8750 0.8580 0.8532 0.8483 0.8276 0.7983 0.8042 0.8730
0.8282 0.8359 0.8660.
Normal Q−Q Plot
H0 : µ = 0.82 vs H1 : µ > 0.82.
n = 15, x = 0.83725, s = 0.02456.
0.80 0.82 0.84 0.86
Sample Quantiles
x − 0.82
t0 = √ = 2.72.
s/ n
P -value= 1 − T14 (2.72) = 0.0083 < 0.05.
−1 0 1
We reject H0 , support H1 .
We can calculate tα,n−1 = t0.05,14 = 1.76131. From t0 > tα,n−1 , we

reject H0 .

Example 9.7 (Exercise 9-55): Consider the computer output below.

(a) How many degrees of freedom are there on the t-test statistic?

(b) Fill in the missing values. You may calculate bounds on the P-value. What
conclusions would you draw?

conclusions would you draw? √
√
Hint: SE Mean = StDev/ n ⇒StDev= 0.296 × 10 = 0.936.

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296
(c) Is this a one-sided or a two-sided test?

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296
(d) Construct a 95% two-sided CI on the mean. tα/2,n−1 = 2.2622

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296
95%CI = (x − tα/2,n−1 √sn , x + tα/2,n−1 √sn ) = (11.8944, 13.2336)

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296
95%CI = (x − tα/2,n−1 √sn , x + tα/2,n−1 √sn ) = (11.8944, 13.2336)
(e) If the hypothesis had been H1 : µ > 12, would your conclusions change?

√
x − µ0 12.564 − 12
T = t0 = √ = = 1.9054; P = 2P (Tn−1 ≤ −|t0 |) = 0.08912
s/ n 0.296
95%CI = (x − tα/2,n−1 √sn , x + tα/2,n−1 √sn ) = (11.8944, 13.2336)
(e) If the hypothesis had been H1 : µ > 12, would your conclusions change?
P = 1 − T9 (t0 ) = 0.0446, reject H0 : the conclusion changes!
9.3 Tests on the Mean of a Normal Distribution, Variance Unknown 9.5.1 Large-Sample Tests on a Proportion
9.5.1 Large-Sample Tests on a Proportion

Steps of Approximate Tests on a Binomial Proportion

1 H0 : p = p0 ,

1 H0 : p = p0 ,
H1 : p ̸= p0 (two-sided test); p > p0 or p < p0 (one-sided test).

1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n

1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n
p̂ − p0
3 Calculate the sample statistic zStat = z0 = q
p0 (1−p0 )
n

1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n
p̂ − p0
p0 (1−p0 )
n

1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n
p̂ − p0
p0 (1−p0 )
n


1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n
p̂ − p0
p0 (1−p0 )
n


1 H0 : p = p0 ,
X − np0 p − p0
Z0 = p =q .
np0 (1 − p0 ) p0 (1−p0 )
n
p̂ − p0
p0 (1−p0 )
n

5 Make a decision.


belongs to.

belongs to.

belongs to.
P-value method:

belongs to.


belongs to.

Example 9.8: A company claims that the percentage of defective

products is kept under control, that is less than 3%. In a random
sample of 135 products it is found out that 4 of them are defective.
Test the claim of the company at the significance level of 5%.

Solution: p0 = 0.03 ⇒ H0 : p = 0.03 vs H1 : p < 0.03.


p̂ − p0
n = 135 and p̂ = 4/135 = 0.0296 ⇒ z0 = p = −0.0272.
p0 (1 − p0 )/n


p̂ − p0
n = 135 and p̂ = 4/135 = 0.0296 ⇒ z0 = p = −0.0272.
p0 (1 − p0 )/n
P -value: P = Φ(z0 ) = Φ(−0.0272) = 0.4892 > 0.05, fail to reject H0 .


p̂ − p0
n = 135 and p̂ = 4/135 = 0.0296 ⇒ z0 = p = −0.0272.
p0 (1 − p0 )/n
zα = z0.05 = 1.64 ⇒ Critical region = (−∞, −1.64) ̸∋ −0.0272.


p̂ − p0
n = 135 and p̂ = 4/135 = 0.0296 ⇒ z0 = p = −0.0272.
p0 (1 − p0 )/n
zα = z0.05 = 1.64 ⇒ Critical regionp
= (−∞, −1.64) ̸∋ −0.0272.
95% Upper bound CI: (−∞, p̂ + zα p̂(1 − p̂)/n) = (−∞, 0.0535)

Example 9.9 (9-85 book): Consider the computer output below.
(a) Is this a one-sided or a two-sided test?

(b) Is this a test based on the normal approximation? Is that appropriate?
(c) Complete the missing items.


Hint: Sample p: p̂ = 287/500 = 0.574; zα = 1.64


Hint: Sample
p p: p̂ = 287/500 = 0.574; zα = 1.64
⇒ p̂ + zα p̂(1 − p̂)/n = 0.6103 ⇒ 95% Upper Bound = (−∞, 0.6103).


Hint: Sample
p p: p̂ = 287/500 = 0.574; zα = 1.64
p̂ − p0
z0 = p = −1.1867 > −1.64, fail to reject H0 .
p0 (1 − p0 )/n


Hint: Sample
p p: p̂ = 287/500 = 0.574; zα = 1.64
p̂ − p0
p0 (1 − p0 )/n
P -value: P = Φ(z0 ) = Φ(−1.1867) = 0.1177 > 0.05.


Hint: Sample
p p: p̂ = 287/500 = 0.574; zα = 1.64
p̂ − p0
p0 (1 − p0 )/n
P -value: P = Φ(z0 ) = Φ(−1.1867) = 0.1177 > 0.05.
(d) Suppose that the alternative hypothesis was two-sided. What is the P-value
for this situation?


Hint: Sample
p p: p̂ = 287/500 = 0.574; zα = 1.64
p̂ − p0
p0 (1 − p0 )/n
P -value: P = Φ(z0 ) = Φ(−1.1867) = 0.1177 > 0.05.
(d) Suppose that the alternative hypothesis was two-sided. What is the P-value
for this situation?
P -value: P = 2Φ(−|z0 |) = 2Φ(−1.1867) = 0.2353.
Thank you!

Chapter 9. Test of Hypotheses For A Single Sample

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Chapter 9.

Test of Hypotheses for a Single

PhD. Tri Tuyen Luc

February 15, 2022

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

P-value method: Checking whether P -valued≤ α (reject H0 ) or

9.2.1 Hypothesis Tests on the Mean

P-value method: Checking whether P -valued≤ α (reject H0 ) or

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

Solution: H0 : µ = 50 vs H1 : µ ̸= 50, we have:

9.2.1 Hypothesis Tests on the Mean

Solution: H0 : µ = 50 vs H1 : µ ̸= 50, we have:

9.2.1 Hypothesis Tests on the Mean

Solution: H0 : µ = 50 vs H1 : µ ̸= 50, we have:

Traditional method: z0.025 = 1.69 ⇒ z0 > zα/2 → reject H0 at

9.2.1 Hypothesis Tests on the Mean

Solution: H0 : µ = 50 vs H1 : µ ̸= 50, we have:

Traditional method: z0.025 = 1.69 ⇒ z0 > zα/2 → reject H0 at

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.1 Hypothesis Tests on the Mean

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.2.3 Large-Sample Test

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

9.3.1 Hypothesis Tests on the Mean

P-value method: Checking whether P -valued≤ α (reject H0 ) or

9.3.1 Hypothesis Tests on the Mean