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This modules discusses the concepts of hypothesis testing, including α-level, p-values, and statistical power.

Reviewed 05 May 05 / MODULE 15

15 - 1

Example

Suppose we have a random sample of n = 25 measurements of chest circumference from a population of newborns with σ = 0.7 inches and the sample mean = 12.6 inches.

C[ x 1.96 / n x 1.96 / n ] 0.95 C[12.6 1.96(0.7 / 5) 12.6 1.96(0.7 / 5)] 0.95 C[12.6 2.7 12.6 2.7] 0.95 C[12.33 12.87] 0.95

15 - 2

Questions

Is it possible that this sample with x 12.6 came from a population with 13.0 ? Is it likely that this sample with x 12.6 came from a population with 13.0 ?

15 - 3

0 versus H1: µ ≠ 13. Is it likely that the population mean has the value µ = 13.05 15 .7 inches 3.6 in. The α-level: α = 0.0 in.0 2.Hypothesis Testing: x = 12. The assumptions: Random sample from a normal distribution with = 0. The hypothesis: H0: µ = 13.? 1.4 .6 A random sample of n = 25 measurements of chest circumferences from a population of newborns having = 0.7 inches provides a sample mean of x = 12.

14 0.5 . The conclusion: 15 .0 since the value calculated for z is not between ± 1.7 25 Reject H0: µ= 13. The critical region: Reject H0: µ = 13. The result: 12 .0 if the value calculated for z is not between ± 1.0 0.96 6.4 z 2.6 13 .4.96 7.86 0. The test statistic: x z n 5.

0 that we find it hard to believe that µ = 13. Our conclusion is that our sample mean x = 12.6 under the assumption that µ = 13. That is.0.6 .This test was performed under the assumption that µ = 13.0. How rare is x = 12.0.0? 15 .6 is so far away from µ = 13. our observed value of x = 12.6 for the sample mean is too rare for us to believe that µ = 13.

H0 : = 13.00.7 .14) Z 15 .00 x ~ N (13. 0.

86 for the sample mean (n = 25).7 15 .49 2 x 0.00.49 = 0.7 x 0.0 0.14 25 5 Under H 0 : 13.02 25 0.8 . 13.0 2 = 0.6 Z 12.14) x 12. 0.x ~ N (13. x 13.49 0.0.

0.9 .x ~ N (13.6 Z 8 15 .00.14) x 12.

? 1.05 15 .Hypothesis Testing: x = 13.5 A random sample of n = 25 measurements of chest circumferences from a population of newborns having = 0.5 in.0 2. The assumptions: Random sample from a normal distribution with = 0.7 inches 3.0 in.7 inches provides a sample mean of x = 13. The hypothesis: H0: µ = 13. The α-level: α = 0. Is it likely that the population mean has the value µ = 13.0 versus H1: µ ≠ 13.10 .

96 6. The critical region: Reject H0: µ = 13.5 13 .5 z 3.11 7.0 if the value calculated for z is not between ± 1.0 since the value calculated for z is not between ± 1.7 25 Reject H0: µ= 13. The test statistic: x z n 5.14 0.57 0. The conclusion: .0 0. The result: 13 .96 15 .4.

5 under the assumption that µ = 13. our observed value of x = 13.12 .0. Our conclusion is that our sample mean x = 13.This test was performed under the assumption that µ = 13.5 for the sample mean is too rare for us to believe that µ = 13.0.5 is far away from µ = 13. That is.0. How rare is x = 13.0? 15 .0 that we find it hard to believe that µ = 13.

x ~ N (13.14) x 13. 0.5 Z 8 15 .00.13 .

7 inches 3.05 15 .0 in. Is it likely that the population mean has the value µ = 13.1 in. The α-level: α = 0. The hypothesis: H0: µ = 13.14 .? 1.0 versus H1: µ ≠ 13.0 2.7 inches provides a sample mean of x = 13. The assumptions: Random sample from a normal distribution with = 0.1 A random sample of n = 25 measurements of chest circumferences from a population of newborns having = 0.Hypothesis Testing: x = 13.

14 0.4. The conclusion: Accept H0: µ= 13.71 0. The result: 13 . The test statistic: x z n 5.1 13 .15 .0 since the value calculated for z is not between ± 1.96 6.0 if the value calculated for z is not between ± 1.0 0.7 25 7.96 15 .1 z 0. The critical region: Reject H0: µ = 13.

0. That is.0. our observed value of x = 13.0. Our conclusion is that our sample mean x = 13.1 is not so far away from µ = 13.This test was performed under the assumption that µ = 13.1 under the assumption that µ = 13.16 .0 that we find it is not hard to believe that µ = 13.0? 15 . How rare is x = 13.1 for the sample mean is not so rare and it could be that µ = 13.

0.14) x 13.1 Z 15 .17 .00.x ~ N (13.

0 vs. H1: µ ≠ 13.0. and we want to test the hypothesis: H0: µ = 13. x ~ N (13. 0.14) .0.18 .Question Suppose µ = 13.0 What are the possible outcomes and how many are likely? 15 .

0 H 0 : 13.00 1.14) Z -1.0. 0.96 13.025 0.96 12.27 . 0.13.73 .14) Truth H 0 : 13.00 = 1. Area below = 0.27 x zupper zlower 12.13.00 = 1. 13.0.0 x ~ N (13.73 0 13.14 13.0 x ~ N (13.96 .14 15 .025 0.19 .96 . Area above = 0.

x ~ N (12.8. H1: µ ≠ 13.0 vs. and we want to test the hypothesis: H0: µ = 13.0 What are the possible outcomes and how many are likely? 15 .14) . 0.20 .8.Question Suppose µ = 12.

12.8 H 0 : 13. 0.0.21 .14) Area above = 0.0 x ~ N (13.000039 15 .

Question Suppose µ = 13. and we want to test the hypothesis: H0: µ = 13.4.4. 0. x ~ N (13.0 vs.0 What are the possible outcomes and how many are likely? 15 .14) .22 . H1: µ ≠ 13.

00.23 .00 x ~ N(13.14) 15 . 0.4 H0: µ = 13. 13.

Probability of Type II error 15 .24 .

A.Fisher Design of experiments 15 . but is possibly disproved in the course of experimentation.” “Every experiment may be said to exist only to give the facts a chance of disproving the null hypothesis.The Process of Testing Hypotheses “ The null hypothesis is never proved or established.” R.25 .

26 .Alpha () and Beta () Errors Truth Test Result H0 Correct OK Type I or α Error H0 wrong Type II or β Error OK Accept H0 Reject H0 15 .

one would not expect to have observed so unlikely an outcome. under the assumption that the null hypothesis is true. The p-value measures the rareness of an observed outcome.27 . 15 . if it were. then it is often judged that the null hypothesis is unlikely to be true because. the likelihood or probability of observing. If the p-value is small. under the assumption that the null hypothesis is true. typically p < 0. an outcome as far away or further from the null hypothesis than the one observed.Hypothesis Testing Key Concepts p-value: For a specific test of a hypothesis.05.

That is.05. The αlevel should be determined as a part of the process of setting up the hypothesis test. 15 . our willingness to make a Type I or α-error.28 . that is. say. but there are important differences between them. Setting the α-level at.The p-value and the α-level are related concepts. is the way we implement the decision as to how willing we are to reject the null hypothesis as being true when it is actually true. α = 0. it is a fundamental component of the ground rules established in setting up the hypothesis test and it should be set before the test is actually conducted.

05. can be determined only after the test statistic is calculated. then we will reject the null hypothesis as being true if the value we calculate for p is p < 0.05. We control the frequency of making this error when we select the αlevel as an initial part of setting up the hypothesis test. we are saying that we are willing to run a 5% risk of rejecting the null hypothesis as true when it is actually true.29 . The number we select for α. α-error or Type I error: The error made when we reject a null hypothesis as being true when it is. typically α = 0. When we use this level. if α = 0. They are related in the sense that. on the other hand.The p-value. true. if fact. represents our willingness to make an α-error.05. 15 .

Power or 1-β: The probability of rejecting the null hypothesis when it is false. This is often thought of in the context of the power to detect a difference of a certain magnitude.β-error or Type II error: The error made when we accept as true a null hypothesis that is false. The value of β is the likelihood of making a β-error. It usually involves selecting an appropriate sample size to detect a difference of a specified magnitude.30 . Controlling this error is more complicated than controlling the αerror. 15 .

Hypothesis Testing

Hypothesis Testing

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