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Test of Hypotheses For A Single Sample: Learning Objectives

Here are the key steps in the P-value method: 1) State the null (H0) and alternative (H1) hypotheses: H0: p = 0.03 H1: p > 0.03 2) Compute the test statistic: z = (p̂ - p0)/√(p0(1-p0)/n) = (6/135 - 0.03)/√(0.03×0.97/135) = 1.645 3) Find the P-value: P(Z > 1.645) = 0.05 4) Make a decision: Since the P-value = 0.05, which

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152 views18 pages

Test of Hypotheses For A Single Sample: Learning Objectives

Here are the key steps in the P-value method: 1) State the null (H0) and alternative (H1) hypotheses: H0: p = 0.03 H1: p > 0.03 2) Compute the test statistic: z = (p̂ - p0)/√(p0(1-p0)/n) = (6/135 - 0.03)/√(0.03×0.97/135) = 1.645 3) Find the P-value: P(Z > 1.645) = 0.05 4) Make a decision: Since the P-value = 0.05, which

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Chapter 9:

Test of hypotheses for a single sample


LEARNING OBJECTIVES
1. Introduction.
2. Test of hypotheses for population mean μ,
• If σ is known.
• If σ is unknown.
3. Test of hypotheses for population proportion p.
Introduction

Is there sufficient
Random Sample evident to support the
claim that the true
A company claims mean is 150g?
 Mean
that the average
= 130g
weight of all product
is 150g.

Sample
Introduction
Definition
A statistical hypothesis is a statement about the parameters of
one or more populations.

Example:
1. A company claims that the mean weight all product is 150g.
 This is a claim about the population mean: μ = 150g.

2. A university claims that the employment rate of its students after


graduation is more than 94%.
This is claim about the population proportion: p > 0.94.

Remark: We will use information from a random sample to


make a decision whether the claim is acceptable
Introduction
 • A procedure leading to a decision about a particular
hypothesis is called a test of a hypothesis.

• A (two-tailed) hypothesis test about the population mean


can be formed as: .

• We call:
H0: Null hypothesis
H1: Alternative hypothesis
Introduction
Example:
•   We wish to test:
H0: 𝜇 = 150
H1: 𝜇 ≠ 150

Assume that H0: 𝜇 = 150 is true, a random


sample of n = 10 objects is selected and
the sample mean is observed.
• If falls close to the hypothesized value of 𝜇
= 150, we fail to reject H0 ; it is evidence in
support of the null hypothesis.
• If is considerably different from 150, we
reject H0 ; it is evidence in support of the
alternative hypothesis.
Types of error

α = P(type I error )
= P(reject H0 when H0 is true )
β = P(type II error)
= P(fail to reject H0 when H0 is false)
Test of hypotheses for population mean μ
(σ is known)
Computing Probability of Type I error:
•  

  Example: Suppose that if , we will not reject the null


hypothesis , and if either or , we will reject
the null hypothesis in favor of the alternative hypothesis .
Thus, or |

By CLT, we have

is called the significance level.


Test of hypotheses for population mean μ
(σ is known)
Tradition method (two-tailed test)
• Step
  1: Form the two hypotheses H0: 𝜇 = 𝜇0 and H1: 𝜇 ≠ 𝜇0
• Step 2: Find the test statistic:

• Step 3: Identify acceptance region


• Step 4: Make a decision:
If the test statistic z0 is in critical
region, then reject H0
If the test statistic z0 is in acceptance region, then we fail to
reject H0

Example: The heights of all adults in a community is known to have


standard deviation of 0.03m. A random sample of 43 adults are collected,
and their average height is 1.64m. Test the hypothesis that the true average
height of all adults in the community is 1.7m, at α = 0.05.
Test of hypotheses for population mean μ
(σ is known)
P-value method (two-tailed test)
• Step
  1: Form the two hypotheses H0: 𝜇 = 𝜇0 and H1: 𝜇 ≠ 𝜇0
• Step 2: Find the test statistic:

• Step 3: Find P-value


P-value=
• Step 4: Make a decision:
If P-value < α, then reject H0
If P-value > α, then fail to reject H0

Remark: The P-value is the smallest level of significance that would lead to
rejection of the null hypothesis H0 with the given data.
Test of hypotheses for population mean μ
(σ is known)
One-tailed test
 When we want to test if the population mean is greater or
smaller than a number then we can formulate one-tailed test:
(Right-tailed test);
(Left-tailed test).

 Remark:
• The null hypothesis in these cases can be written as
• The test statistic:
Test of hypotheses for population mean μ
(σ is known)
Critical regions and P-values for one-tailed tests

   
Test of hypotheses for population mean μ
(σ is known)
Example:
The heights of all adults in a community is known to have
standard deviation of 0.03m. A random sample of 43 adults are
collected, and the average height of this sample is 1.64m.
Use both tradition and P-value methods, at the significance level
of 5%, test the hypothesis that the average height of all adults in
the community is greater than 1.6m.
Test of hypotheses for population mean μ
(σ is unknown)
Tradition method
• Step 1: Form the two hypotheses H0: 𝜇 = 𝜇0 and H1: 𝜇 ≠ 𝜇0

• Step 2: Compute the test statistic:


´𝑥 − 𝜇 0
𝑡  0=
𝑠/ √ 𝑛

• Step 3: Identify acceptance region, use t-distribution with df = n-1


• Step 4: Make a decision:
If the test statistic t0 is in critical region, then reject H0
If the test statistic t0 is in acceptance region, then fail to reject H0
Test of hypotheses for population mean μ
(σ is unknown)

Example: The heights of all adults in a community is known to have a normal


distribution. A random sample are collected and the heights (in meters) are recorded
as follows:
1.55 1.60 1.58 1.62 1.65 1.70 1.68
Test the hypothesis that the average height of all adults in the community is at most
1.60(m), at the significance level of 5%.
Test of hypotheses for population mean μ
(σ is unknown)
P-value:

Two-tailed test

One-tailed test One-tailed test

Example: Use P-value method to solve the previous


example.
Test of hypotheses for population proportion p
Tradition method
• Step 1: Construct the two hypotheses H0: p = p0 and H1 : p ≠ p0
• Step 2: Find the test statistic:
p̂ - p0
z0 =
p0 (1- p0 )
n
• Step 3: Identify acceptance region, use Z = N(0,1).
• Step 4: Make a decision:
If the test statistic is in critical region, then reject H0
If the test statistic is in acceptance region, then fail to reject H0
Test of hypotheses for population proportion p

Example: A company claims that the percentage of defective


products is kept under control, that is less than 3%. In a random
sample of 135 products it is found out that 6 of them are
defective. Test the claim of the company at the significance
level of 5%.
Test of hypotheses for population proportion p

P-value

Example: Use P-value method to solve the previous example.

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