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Sampling Distributions

Introduction. The purpose of most statistical investigations is to generalize from the information contained in random samples about the population from which the samples were obtained. In particular, we are usually concerned with the problem of making inferences about the PARAMETERS of populations, such as the mean or the standard deviation . In making such inferences, we use statistics such as x and s, namely, quantities calculated on the basis of sample observa tions. Population. A population consists of the totality of observations with which we are concerned. Sample. A sample is a subset of a population. Statistic. Any function of the random variables constituting a random sample is called a statistic. Sampling Distribution. The probability distribution of a statistic is called a sampling distribution. Tests of Hypothesis. A statistical hypothesis is an assertion or a conjecture concerning one or more populations. The truth or falsity of a statistical hypothesis is never known with absolute certainty unless we examine the entire population. This, of courese would be the impractical in most situations. Instead, we take a random sample from the population of interest and use the data contained in this sample to provide evidence that either supports or does not support the hypothesis. Evidence from the sample that is inconsistent with the stated hypothesis leads to a rejection of the hypothesis, whereas evidence supporting the hypothesis leads to its acceptance. The Role of probability in Hypothesis Testing. The decision procedure must be done with the awareness of the probability of a wrong conclusion. The acceptance of a hypothesis merely implies that the data do not give sucient evidence to refute it. On the other hand, 2

rejection implies that the sample evidence refutes it. That is, rejection means that there is a small probability of obtaining the sample observation observed when, in fact, the hypothesis is true. The formal statement of a hypothesis is often inuenced by the structure of the probability of a wrong conclusion. The structure of hypothesis testing will be formulated with the use of the term null hypothesis. This refers to any hypothesis we wish to test and is denoted by H0 . The rejection of H0 leads to the acceptance of an alternate hypothesis, denoted by H1 . Guidelines for selecting the Null Hypothesis. When the goal of an experiment is to establish an assertion, the negation of the assertion should be taken as the null hypothesis. The assertion becomes the alternate hypothesis. A null hypothesis concerning a population parameter will always be stated so as to specify an EXACT value of the parameter, whereas the alternative hypothesis allows for the possibility of several values. Hence if, H0 is the null hypothesis p = 0.5 for a binomial population, the alternative hypothesis H1 would be one of the following: p > 0.5, p < 0.5 or p = 0.5.

Rejection of the null hypothesis when it is true is called a TYPE I error. Acceptance of the null hypothesis when it is false is called TYPE II error. Possible situations for testing a statistical hypothesis are given below: Accept H0 Reject H0 H0 is true H1 is false Correct Decision TYPE II error TYPE I error Correct decision

The probability of committing a TYPE I error, also called the Level of signicance, is denoted by . The probability of TYPE II error will be denoted by .

One and two-tailed Tests. A test of any statistical hypothesis, where the alternative is one sided, such as H0 : = 0 , or H0 : = 0 , is called a one-sided test. A test of any statistical hypothesis where the alternative is two-sided, such as H 0 : = 0 , H1 : = 0 is called a two-tailed test, since the critical region is split into two parts, often having equal probabilities placed in each tail of the distribution of the test statistic. The alternative hypothesis is either < 0 or > 0 . Procedure for Testing of Hypothesis. 1. We formulate a null hypothesis and an appropriate alternative hypothesis which we accept when the null hypothesis must be rejected. 2. We specify the probability od TYPE I error, i.e., . If possible, desired or necessary, we may also specify . 3. Based on the sampling distribution of an appropriate statistic, we construct a criterion for testing the null hypothesis against the given alternative. 4. We calculate from the data the value of the statistic on which the decision is to be based. 5. We decide whether to reject the null hypothesis, whether to accept it or to reserve judgement. TESTS CONCERNING MEANS. 4 H1 = < 0 H1 = > 0

Example 1. A random sample of recorded deaths in India during the past year showed an average life span of 71.8 years. Assuming a population standard deviation of 8.9 years, dpes this seem to indicate that the mean life span today is greater than 70 years? Use a 0.05 level of signicance. Solution. 1. H0 : = 70 years , H1 : > 70 years. 2. = 0.05. 3. Critical region. z > 1.645 where z= x

n

8.9 100

= 2.02.

5. Decision. Reject H0 and we conclude that the mean life span today is greater than 70 years. Example 2. A manufacturer of sports equipment has developed a new synthetic shing line that he claims has a mean breaking strength of 8kg with a standard deviation of 0.5kg. Test the hypothesis that = 8kg against the alternate hypothesis that = 8kg if a random sample of 50 lines is tested and found to have a mean breaking strength of 7.8kg. Use 0.01 level of signicance. Solution. 1. H0 : = 8kg , H1 : = 8kg. 2. = 0.01. 3. Critical region. z < 2.575 and z > 2.575 where z= 5 x

n

0.5 50

= 2.83.

5. Decision. Reject H0 and we conclude that the average breaking strength is not equal to 8, but in fact, less than 8kg. Example 3. The specications for a certain kind of ribbon call for a mean breaking strength of 180lbs. If ve pieces of the ribbon(randomly selected from dierent rolls) have a mean breaking strength of 169.5lbs with a standard deviation of 5.7lbs, test the null hypothesis = 180lbs against the alternate hypothesis < 180lbs, at the 0.01 level of significance. Solution. 1. H0 : = 180lbs , H1 : < 180lbs. 2. = 0.01. 3. Critical region. Reject the null hypothesis if t < 3.747 where t0.01 = 3.747 for 5-1=4 degrees of freedom and t= 4. t= x 0

s n

169.5 180

5.7 5

= 4.12

5. Decision. Reject the null hypothesis H0 ,i.e., the breaking strength is below specication. Example 4. To test the claim that the resistance of electric wire can be reduced by more than 0.05 by alloying, 32 values obtained for standard wire yielded x1 = 0.136 and s1 = 0.004, and 32 values for alloyed wire yielded x2 = 0.083 and s1 = 0.005. At the 0.05 level of signicance, does it support the claim? 6

Solution. 1. H0 : 1 2 = 0.05 = d0 , H1 : 1 2 > 0.05. 2. = 0.05. 3. Critical region. Reject the null hypothesis if z > 1.645 where z= (x1 x2 ) d0

2 1 n1

2 2 n2

4. We have z=

0.0042 32

0.0052 32

= 2.65

5. Decision. Since 2.65 > 1.645, H0 must be rejected,i.e., the data substantiates the claim. Example 5. An experiment was performed to compare the abrasive wear of two dierent laminated materials. Twelve pieces of material 1 were tested by exposing each piece to a machine measuring wear. Ten pieces of material 2 were similarly tested. In each case, the depth of wear was observed. The samples of material 1 gave an average(coded) wear of 85 units with a sample standard deviation of 4, while the samples of material 2 gave an average of 81 and a sample standard deviation of 5. Can we conclude that at the 0.05 level of signicance that the abrasive wear of material 1 exceeds that of material 2 by more than 2 units. Assume the populations to be approximately normal with equal variances. Solution. 1. H0 : 1 2 = 2 = d0 , H1 : 1 2 > 2. 2. = 0.05. 3. Critical region. t > 1.725 where t= (x1 x2 ) d0 sp 7

1 n1

1 n2

(1 = 2 but unknown) with = 20 = 12 + 10 2. 4. We have x1 = 85, s1 = 4, n1 = 12 x2 = 81, s2 = 5, n2 = 10. Hence sp = t= 11 16 + 9 25 = 4.478 12 + 10 2 (85 81) 2 4.478 5. Decision. Do not reject H0 . Hypotheses concerning one proportion To test the null hupothesis p = p0 against one of the alternatives p < p0 , we use the statistic z= x np0 np0 (1 p0 ) N (0; 1) . p > p0 , p = p0

1 12

1 10

= 1.04

Example 6. In a study designed to investigate whether certain detonators used with explosives in coal mining meet the requirement that at least 90 percent will ignite the explosive when charged, it is found that 174 of 200 detonators function properly. Test the null hypothesis p < 0.90 at the 0.05 level of signicance. Solution. 1. H0 : p = 0.90 , H1 : p < 0.90. 2. = 0.05. 3. Critical region. Reject H0 if z < 1.645 where z= x np0 np0 (1 p0 ) 8 .

4. We have

5. Decision. Since z = 1.41 > 1.645, H0 cannot be rejected. Goodness of t. The question of goodness of t arises whenever we try to compare the observed frequency distribution with the corresponding values of an expected or theoretical distribution. To test whether the discrepencies between the observed and expected frequencies can be attributed to chance, we use the statistic 2 = (Oi Ei )2 Ei i=1

k

where the Oi and Ei are the observed and expected frequencies and 2 is chi-square distribution with k m degrees of freedom, where k is the number of terms in the formula for 2 and m is the number of quantities, obtained from the observed data, that are needed to calculate the expected frequencies. Example 7. During 400 ve-minute intervals the air-trac control of an airport received 0,1,2,...,13 radio messages with respective frequencies of 3,15,47,76,68,74,46,39,15, 9,5,2,0 and 1. Suppose, furthermore, that we want to check whether these data substantiate the claim that the number of radio messages which they receive during a 5-minute interval may be looked upon as a random variable having the Poisson distribution with = 4.6. Solution. 1. H0 : Random variable has Poisson distribution with = 4.6. H1 : Random variable does not have Poisson distribution with = 4.6. 2. = 0.01. 3. Critical region. Reject H0 if 2 > 16.919, i.e., 2 = 16.919 for 0.01 = k m = 10 1 = 9.

4. (18 22.4)2 (47 42.8)2 (8 8.0)2 = + + ... + = 6.749 22.4 42.8 8.0

2

5. Since 2 < 16.919, H0 cannot be rejected. The above computations are done using the following table: No. of radio messages 0 1 2 3 4 5 6 7 8 9 10 11 12 13 Observed freq. Poisson prob. 3 0.010 15 0.046 47 .107 76 .163 68 .187 74 .173 46 .132 39 .087 15 .050 9 .025 5 .012 2 .005 0 .002 1 .001 Expected freq. 4.0 18.4 42.8 65.2 74.8 69.2 52.8 34.8 20.0 10.0 4.8 2.0 .8 .4

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