Fundamentals 41

Notice that a sample Wn ( x , x xn ) can be treated as a certain point in the

n-dimensional space of trials. Denote a set of all possible results of trials by . A statistical
test relies on the determination of such a region that if Wn ∈ , then the verified hypothesis
should be rejected. This region is a critical one. If Wn ∈ – , then the verified null hypoth-
esis can be accepted.
The region is the area of the rejection of the verified hypothesis and also the critical region
of the test. The area of the acceptance of the hypothesis is obviously determined by: − .
Because inference about the properties of the investigated population is conducted based
on a sample, there is a real possibility that the deduction will produce an incorrect result. The
information contained in the sample may be such that we recognise the verified hypothesis as
false and we reject it, although the hypothesis is a true one. Similarly, we may make a mistake
by accepting a hypothesis which an untrue one. This means that two possible errors can be
made during statistical inference. The relationship between the property of the hypothesis—
true or false—and the decisions made during statistical inference is presented in the table
below.

Hypothesis H0

Decision True False

Reject I type error √

Accept √ II type error

The probability that an error of the first type will be made is given by the pattern:

P(Wn ∈ |H0) = α( ) (1.98)

whereas the probability that an error of the second type will be made is given by the pattern:

P(Wn ∈ ( − ) |H1) = β( ) (1.99)

The best test would be one which ensures a minimum of both errors. Unfortunately, there
is no way to attain the simultaneous minimisation of both probabilities. If the probability
of making an error of the first type is zero, then the rejection region is an empty set. Thus,
the acceptance region overlaps with set , and for this reason, the probability is that relation
Wn ∈ will be 1 for all of the hypotheses. This also means that β( ) = 1 for hypothesis H1.
In the theory of the verification of statistical hypotheses, tests are constructed in such a
way as to minimise the probability of making a type II error presuming that the probability
of making a type I error is constant and appropriately low. Such tests are called the most
powerful ones. A certain probabilistic measure is associated with these tests—the probability
that a false hypothesis will be rejected and the alternative hypothesis which states the truth
will be accepted. This measure is called the power of a statistical test.
Therefore it can be written as:

P(Wn ∈ |H1) = M( ) (1.100)

where M( ) is the power of the test.

The relationship between the power of the test and the probability that a type II error will
be made is given by the relationship:

β( ) = 1 − M( ) (1.101)

Book.indb 41 12/9/2013 12:22:56 PM