Chapter 9. One-Sample Hypothesis Tests Nguyen Thi Thu Van (This Version Is Dated On 21 Aug, 2021)
Chapter 9. One-Sample Hypothesis Tests Nguyen Thi Thu Van (This Version Is Dated On 21 Aug, 2021)
One-sample hypothesis tests Nguyen Thi Thu Van [This version is dated on 21 Aug, 2021]
One-sample Test a mean if population variance Test a mean if population variance is unknow
hypothesis tests for is known
mean 𝑛 ≥ 30 𝑛 < 30
𝐻0 : 𝜇 = 𝜇0 𝑥̅ − 𝜇0 𝑥̅ − 𝜇0 𝑥̅ − 𝜇0
𝑧𝑐𝑎𝑙𝑐 = 𝜎 𝑧𝑐𝑎𝑙𝑐 = 𝑠 𝑡𝑐𝑎𝑙𝑐 = 𝑠
vs. 𝐻1 : 𝜇 ≠ 𝜇0
√𝑛 √𝑛 √𝑛
There are three methods for making decision: (1) Reject region/critical value (2) 𝑝 −value (3) Confidence interval
Rejection region Use Excel for two-tailed test. Two-tailed test: 𝑡𝛼/2 ≡ 𝑇. 𝐼𝑁𝑉. 2𝑇(𝛼, 𝑑𝑓)
But note that, left-tailed test: 𝑁𝑂𝑅𝑀. 𝑆. 𝐼𝑁𝑉(𝛼) at 𝛼 level and 𝑑𝑓 = 𝑛 − 1
Or look up in Table C Or look up in Table D
𝒑 −value Two-tailed test: 2 × 𝑃(𝑍 ≥ |𝑧|) 𝑝 − 𝑣𝑎𝑙𝑢𝑒 ≡ 𝑇. 𝐷𝐼𝑆𝑇. 2𝑇(|𝑡|, 𝑑𝑓)
Also, remember that left-tailed test: 𝑃(𝑍 < 𝑧) ≡ 𝑁𝑂𝑅𝑀. 𝑆. 𝐷𝐼𝑆𝑇(𝑧, 1)
Right-tailed test: 𝑃(𝑍 ≥ 𝑧) ≡ 1 − 𝑁𝑂𝑅𝑀. 𝑆. 𝐷𝐼𝑆𝑇(𝑧, 1)
Confidence interval 𝜎 𝑠 𝑠
𝑥̅ ± 𝑧𝛼 𝑥̅ ± 𝑧𝛼 𝑥̅ ± 𝑡𝛼
2 √𝑛 2 √𝑛 2 √𝑛
Remember that 𝑧𝛼/2 ≡ 𝑁𝑂𝑅𝑀. 𝑆. 𝐼𝑁𝑉(𝛼) Remember also that left tailed test 𝑡𝛼 ≡ 𝑇. 𝐼𝑁𝑉(𝛼, 𝑑𝑓 )
Tests for proportion Apply the center limit theorem using a rule of thumb 𝑛𝜋0 ≥ 10 ; 𝑛(1 − 𝜋0 ) ≥ 10
𝑝−𝜋0 𝑝−𝜋0
𝐻0 : 𝜋 = 𝜋0 𝑧= = ; 𝑝 −value ≡ [1 − 𝑁𝑂𝑅𝑀. 𝑆. 𝐷𝐼𝑆𝑇(|𝑧|,1)] × 2
𝜎𝑝 𝜋0 (1−𝜋0)
√
vs. 𝐻1 : 𝜋 ≠ 𝜋0 𝑛