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Engineering Statistics

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Statistical Hypotheses

Engineering Statistics

Quote

Op

Th

Required Reading

R.E. Walpole, R.H. Myers, S.L.

Myers, and K. Ye. (2012).

Probability & Statistics for

Engineers and Scientists. 9th Ed.

Prentice Hall: New Jersey. Chapter

10.110.3.

Topics

Statistic Hypotheses: General

Concepts

Testing a Statistical Hypothesis

The Use of P-Values for Decision

Making in Testing Hypotheses

Hypothesis Testing

Hypothesis statements (i.e. Null Hypothesis

vs. Alternative Hypothesis) either about

parameters of one or more populations.

The Null Hypothesis is denoted as H0, which

refers to any hypothesis we wish to test.

The Alternative Hypothesis is denoted as

H1 .

The objective is to reject or fail to reject the

null hypothesis statement.

The rejection of the null hypothesis leads to

the acceptance of an alternative hypothesis.

Hypothesis Testing

A procedure leading to a decision about a

particular hypothesis.

Hypothesis-testing procedures rely on using

the information in a random sample from the

population of interest.

If this information is consistent with the

hypothesis, then we will conclude that the

hypothesis is true.

If this information is inconsistent with the

hypothesis, we will conclude that the

hypothesis is false.

testing p = 0.25 versus p > 0.25

Types of Error

Type I Error

Occurs when H0 is rejected when it is true.

Its probability is denoted as .

Type II Error

Occurs when H0 is not rejected when it is false.

Its probability is denoted as .

Power = 1- = P(reject H0|H0 is false)

Testing a Statistical Hypothesis

The probability of committing a type I error is denoted by

the Greek letter .

The probability of committing a type II error is denoted by

the Greek letter .

The probability of committing both types of error can be

reduced by increasing the sample size.

Consider the new vaccine but now using

a sample of 100 individuals.

If more than 36 surpass the 2-year

period, we reject the null hypothesis that

p = and accept the alternative

hypothesis that p > .

Critical value is now 36; all outcomes

above 36 constitute the critical region,

and all possible scores less than or equal

to 36 fall in the acceptance region.

type I error

error

Hypothesis Testing

Two-sided Hypothesis

H 0 : 50cm/s

H1 : 50cm/s

One-sided Hypothesis

H

0 : 50cm/s

H1 : 50cm/s

H 0 : 50cm/s

H1 : 50cm/s

Example

Consider the null hypothesis that the

average weight of males students at

Texas State University is 68 kilograms.

H0: = 68 kg

The alternative hypothesis is that the

average weight is not equal to 68

kilograms.

H1: 68 kg, i.e. < 68 kg or > 68 kg

of the population of weights to be

= 3.6.

standard deviation of the sample =

for testing = 68 versus

68

for testing = 68 versus = 70

= 68 versus = 68.5

Important Properties of a

Test of Hypothesis

1.Th

Definition 10.4

Making in Testing Hyposthses

P-value

The smallest level of significance that

would lead to rejection of the null

hypothesis H0.

For example, the p-value in the Z-test is

given by:

generated from populations having two

different means

with Fixed Probability of Type I

Error

1. Take a random sample.

2. State H0 and H1.

3. Select so that the probability of Type

II has a suitable small value.

4. Specify the critical region that leads to the

rejection of H0.

5. Compute the appropriate test statistic.

6. Reject or Fail to reject H0.

7. Draw scientific or engineering conclusions.

Significance Testing

(P-Value Approach)

State null and alternative hypotheses.

Choose an appropriate test statistic.

Compute the P-value based on the

computed value of the test statistic.

Use judgment based on the P-value

and knowledge of the scientific

system.

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