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about a particular aspect of a population

where we draw inferences about the population

• For example, suppose that an engineer is designing an air crew escape system that

consists of an ejection seat and a rocket motor that powers the seat.

• The rocket motor contains a propellant, and for the ejection seat to function properly,

the propellant should have a mean burning rate of 50 cm/sec.

• If the burning rate is too low, the ejection seat may not function properly, leading to an

unsafe ejection and possible injury of the pilot.

• Higher burning rates may imply instability in the propellant or an ejection seat that is too

powerful, again leading to possible pilot injury.

• So the practical engineering question that must be answered is: Does the mean burning

rate of the propellant equal 50 cm/sec, or is it some other value (either higher or

lower)?

Burning rate is a random variable that can be described by a probability

distribution.

Suppose that our interest focuses on the mean burning rate (a parameter

of this distribution).

burning rate is 50 centimeters per second.

H1: μ ≠ 50 centimeter per seconds

The statement H0: μ = 50 centimeters per second is called the null hypothesis.

The statement H1: μ ≠ 50 centimeters per second is called the alternative hypothesis

and it is a statement that contradicts the null hypothesis.

Because the alternative hypothesis specifies values of μ that could be either greater or

less than 50 centimeters per second, it is called a two-sided alternative hypothesis.

Remember that hypotheses are always statements about the population or distribution

under study, not statements about the sample

One-sided alternative hypothesis may look like

Test of a hypothesis

hypothesis.

in a random sample from the population of interest.

will not reject it; however, if this information is inconsistent

with the null hypothesis, we will conclude that the null

hypothesis is false and reject it in favor of the alternative.

Test of a hypothesis….continued

with certainty unless we can examine the entire population.

This is usually impossible in most practical situations.

developed with the probability of reaching a wrong

conclusion in mind.

computing a test statistic from the sample data, and then using

the test statistic to make a decision about the null hypothesis

TESTS OF STATISTICAL HYPOTHESES (propellant burning rate)

The null hypothesis is that the mean burning rate is 50 centimeters per second, and

The alternate is that it is not equal to 50 centimeters per second.

Take a sample of n = 10 specimens and find sample mean burning rate x_bar.

The sample mean is an estimate of the true population mean μ.

If a value of the sample mean x_bar is close to the hypothesized value of μ = 50 centimeters per

second, then null hypothesis is true.

If sample mean x_bar is considerably different from 50 centimeters per second, it is is evidence

that alternative hypothesis H1 is true.

Acceptance Region and Critical Values

Suppose

50, and if either x < 48.5 or x > 51.5, we will

reject the null hypothesis in favor of the

alternative hypothesis H1:

• Type I Error

• For example, the true mean burning rate of the propellant could be equal to 50

• However, for the randomly selected propellant specimens that are tested, we could

observe a value of the test statistic x_bar that falls into the critical region.

• We would then reject the null hypothesis H0 in favor of the alternate H1 when, in

fact, H0 is really true. This type of wrong conclusion is called a type I error.

Type II Error

Now suppose that the true mean burning rate is different from 50 centimeters

per second, yet the sample mean x_bar falls in the acceptance region.

What is α

Computing the Type I Error

Suppose x_bar lies between 48.5 and 51.5

Also, suppose that the standard deviation of burning rate is σ = 2.5 centimeters per

second and that the burning rate has a distribution for which the conditions of the

central limit theorem apply

The distribution of the sample mean is approximately normal with mean μ = 50 and

standard deviation ( for n = 10).

The probability of making a type I error (or the significance level of our test) is equal to

the sum of the areas that have been shaded in the tails of the normal distribution. We

may find this probability as

This is the type I error probability. This

implies that 5.74% of all random

samples would lead to rejection of the

hypothesis H0: μ = 50 centimeters per

second when the true mean burning

rate is really 50 centimeters per second.

Hypothesis Tests in Simple Linear Regression

• This approach helps to assess the adequacy of a linear regression model and model

parameters

• Facilitate the construction of confidence intervals.

To test hypotheses about the slope and intercept of the regression model me make

following assumption

Errors (residuals) are normally and independently distributed with mean zero and

variance σ2, abbreviated NID (0, σ2 ).

Important and special hypotheses

relationship between x and Y as shown in Figure above.

This may imply either that x is of little value in explaining the variation in Y and that the best

estimator of Y for any x is yˆ = Y

When NULL hypothesis is true it may also imply that the true relationship

between x and Y is not linear as seen below

When NULL hypothesis is False (Rejected), this implies that x is of value in explaining the

variability in Y and the straight-line model is adequate (as seen in Figure above)

It could also mean that although there is a linear effect of x, better results could be

obtained with the addition of higher order polynomial terms in x [see Fig. below].

EXAMPLE Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

Test the NULL hypothesis that slope is ZERO

SS E = 21.25

the t-statistic becomes

SS E 21.25

=

2

= = 1.18

n2 18

ANALYSIS OF VARIANCE (ANOVA)

F-Distribution

F-Distribution

Definition.

If U and V are independent chi-square random variables

with r1 and r2 degrees of freedom, respectively, then:

and r2 denominator degrees of freedom.

Characteristics of the F-Distribution

depends on the values of r1 and r2, the numerator and denominator

degrees of freedom, respectively, as this picture illustrates

(2) The probability density function of an F random variable with r1

numerator degrees of freedom and r2 denominator degrees of

freedom is:

The Gamma Function

The Gamma Function is an extension of the concept of factorial numbers. We can input (almost) any real or

complex number into the Gamma function and find its value. Such values will be related to factorial values.

There is a special case where we can see the connection to factorial numbers.

If n is a positive integer, then the function Gamma (named after the Greek letter "Γ" by the mathematician

Legendre) of n is:

A formula that allows us to find the value of the Gamma function for any real value of n is as follows:

Relationship between ALPHA, r1 and r2 with F

VALUES OF F for r1 = 6, r2 = 2 and specific values of ALPHA

ANALYSIS OF VARIANCE (ANOVA)

APPROACH TO TEST SIGNIFICANCE OF REGRESSION

Partition the total variability in the response variable into meaningful

components as the basis for the test. The analysis of variance identity is as

follows:

ANOVA TABLE

𝐹𝑟𝑜𝑚 𝐹 − 𝑇𝑎𝑏𝑙𝑒, 𝑓0.01,1,18 = 8.29

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