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Statistics for Business and Economics: bab 12
Materi Statistik untuk Bisnis dan Ekonomi:
Anderson, Sweeney, Williams; Bab 12

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You are on page 1of 34

JOHN S. LOUCKS

St. Edwards University

Chapter 12

Tests of Goodness of Fit and

Independence

Tests of Independence: Contingency Tables

Goodness of Fit Test: Poisson and Normal

Distributions

A Multinomial Population

1. Set up the null and alternative hypotheses.

2. Select a random sample and record the

observed

frequency, fi , for each of the k categories.

3. Assuming H0 is true, compute the expected

frequency, ei , in each category by multiplying

the category probability by the sample size.

continued

A Multinomial Population

4. Compute the value of the test statistic.

22

(

f

e

)

22 ii ii

eii

ii11

kk

5. Reject H0 if 2 2

(where is the significance level and there

are k - 1 degrees of freedom).

Multinomial Distribution Goodness of Fit Test

Finger Lakes Homes manufactures four models

of

prefabricated homes, a two-story colonial, a

ranch, a

split-level, and an A-frame. To help in production

planning, management would like to determine if

previous customer purchases indicate that there

is a

preference in the style selected.

Multinomial

Test

The number of homes sold of each model

for 100

sales over the past two years is shown

below.

Model Colonial

Frame

# Sold

30

15

Ranch

20

Split-Level A35

Notation

pC = popul. proportion that purchase a

colonial

pR = popul. proportion that purchase a

ranch

pS = popul. proportion that purchase a splitlevel

pA = popul. proportion that purchase an Aframe

Hypotheses

H0: pC = pR = pS = pA = .25

H : The population proportions are not

Expected Frequencies

e1 = .25(100) = 25

e2 = .25(100) =

25

e3 = .25(100) = 25

e4 = .25(100) =

25

2

2

2

2

(

30

25

)

(

20

25

)

(

35

25

)

(

15

25

)

2

Test Statistic

25

25

25

25

=1+1+4+4

= 10

8

Rejection Rule

With = .05 and

k-1=4-1=3

degrees of freedom

Do Not Reject H0

Reject H0

7.81

Conclusion

2 = 10 > 7.81, so we reject the assumption

there is

no home style preference, at the .05 level

of

significance.

10

1. Set up the null and alternative hypotheses.

2. Select a random sample and record the

observed

frequency, fij , for each cell of the contingency

table.

(Row

i Total )(Column

j Total e

) ij , for each

3. Compute

the

expected

frequency,

eij

Sample Size

cell.

11

4. Compute the test statistic.

2

i

( f ij eij ) 2

eij

5. Reject H0 if

(where is the

2 2

significance level and with n rows and m

columns there are

(n - 1)(m - 1) degrees of freedom).

12

Each home sold can be classified according

to price and to style. Finger Lakes Homes

manager would like to determine if the price of

the home and the style of the home are

independent variables.

The number of homes sold for each model

and price for the past two years is shown

below. For convenience, the price of the home

is listed as either $65,000 or less or more than

$65,000.

Price

Colonial

A-Frame

< $65,000

18

12

Ranch

6

Split-Level

19

13

Hypotheses

H0: Price of the home is independent of the

style

of the home that is purchased

Ha: Price of the home is not independent of

the

style of the home that is purchased

Expected Frequencies

Total

< $99K

18

6

19

12

55

> $99K

12

14

16

14

Test Statistic

2

2

2

(

18

16

.

5

)

(

6

11

)

(

3

6

.

75

)

2

...

16. 5

11

6. 75

= .1364 + 2.2727 + . . . + 2.0833 =

9.1486

Rejection Rule

.205 7. 81

With = .05 and (2 - 1)(4 - 1) = 3 d.f.,

Reject H0 if 2 > 7.81

Conclusion

We reject H0, the assumption that the price

of the

home is independent of the style of

the home

that is purchased.

15

1. Set up the null and alternative hypotheses.

2. Select a random sample and

a. Record the observed frequency, fi , for each

of the

k values of the Poisson random variable.

b. Compute the mean number of occurrences,

.

3. Compute the expected frequency of

occurrences, ei , for each value of the Poisson

random variable.

continued

16

4. Compute the value of the test statistic.

2

(

f

e

)

2 i i

ei

i 1

k

5. Reject H0 if

2 2

(where is the significance level

are k - 2 degrees of freedom).

and there

17

In studying the need for an additional

entrance to a city parking garage, a consultant

has recommended an approach that is

applicable only in situations where the number

of cars entering during a specified time period

follows a Poisson distribution.

18

A random sample of 100 one-minute time

intervals resulted in the customer arrivals

listed below. A statistical test must be

conducted to see if the assumption of a

Poisson distribution is reasonable.

# Arrivals 0

10 11 12

Frequency 0

6 3

1

4 10 14 20 12 12 9

19

Hypotheses

H0: Number of cars entering the garage

during

a one-minute interval is Poisson

distributed.

Ha: Number of cars entering the garage

during a

one-minute interval is not

Poisson distributed

20

Estimate of Poisson Probability Function

otal Arrivals = 0(0) + 1(1) + 2(4) + . . . +

12(1) = 600

Total Time Periods = 100

Estimate of = 600/100 = 6

6 x e 6

f ( x)

x!

Hence,

21

Expected Frequencies

x

0

1

2

3

4

5

6

f (x )

xf (x )

f (x )

xf (x )

.0149 1.49 8 .1041 10.41

.0446 4.46 9 .0694 6.94

.0892 8.92 10 .0417 4.17

.1339 13.39 11 .0227 2.27

.1620 16.20 12 .0155 1.55

.1606 16.06 Total 1.0000 100.00

22

Observed and Expected Frequencies

i

- ei

fi

ei

fi

0 or 1 or 25 6.20 -1.20

3 10 8.92 1.08

4 14 13.39 .61

5 20 16.20 3.80

6 12 16.06 -4.06

7 12 13.89 -1.89

8 9 10.41 -1.41

9 8 6.94 1.06

10 or more10 7.99 2.01

23

Test Statistic

2

2

2

(

1

.

20

)

(

1

.

08

)

(

2

.

01

)

2

...

3. 42

6. 20

8. 92

7. 99

Rejection Rule

With = .05 and k - p - 1 = 9 - 1 - 1 = 7 d.f.

(where k = number of categories and p =

number of population .2parameters

05 14. 07

estimated),

Reject H0 if 2 > 14.07

Conclusion

We cannot reject H0. Theres no reason to

doubtthe assumption of a Poisson distribution.

24

1. Set up the null and alternative hypotheses.

2. Select a random sample and

a. Compute the mean and standard deviation.

b. Define intervals of values so that the

expected

frequency is at least 5 for each interval.

c. For each interval record the observed

frequencies

3. Compute the expected frequency, ei , for each

interval.

continued

25

4. Compute the value of the test statistic.

2

(

f

e

)

2 i i

ei

i 1

k

5. Reject H0 if 2 2

(where is the significance level

and there are k - 3 degrees of freedom).

26

Victor Computers manufactures and sells a

general purpose microcomputer. As part of a

study to evaluate sales personnel,

management wants to determine if the annual

sales volume (number of units sold by a

salesperson) follows a normal probability

distribution.

27

A simple random sample of 30 of the

salespeople was taken and their numbers of

units sold are below.

33

64

64

75

83

105

43

44

45

52

52

56

58

63

65

66

68

70

72

73

73

74

84

85

86

91

92

94

98 102

28

Hypotheses

H0: The population of number of units

sold

has a normal distribution with

mean 71

and standard deviation

18.54.

Ha: The population of number of units

sold

does not have a normal

distribution with

mean 71 and standard

deviation 18.54.

29

Interval Definition

To satisfy the requirement of an expected

frequency of at least 5 in each interval we

will divide the normal distribution into 30/5

=6

equal probability intervals.

30

Interval Definition

Areas

= 1.00/6

= .1667

63.03 78.97

31

Observed and Expected Frequencies

i

fi

ei

fi - ei

Less than 53.02 6 5 1

53.02 to 63.03 3 5 -2

63.03 to 71.00 6 5 1

71.00 to 78.97 5 5 0

78.97 to 88.98 4 5 -1

More than 88.98 6 5 1

Total 30 30

32

Test Statistic

2

2

2

2

2

2

(

1

)

(

2

)

(

1

)

(

0

)

(

1

)

(

1

)

2

1. 60

5

5

5

5

5

5

Rejection Rule

With = .05 and k - p - 1 = 6 - 2 - 1 = 3

d.f., 2 7. 81

.05

Reject H0 if 2 > 7.81

Conclusion

We cannot reject H0. There is little evidence

to

support rejecting the assumption the

population is normally distributed with = 71

33

and = 18.54.

End of Chapter 12

34

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