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Intersection-Union Method
Definition . The intersection-union method is very useful when the null hypothesis is expressed as a union. . Suppose we wish to test the null hypothesis:
H 0 :
Where is an unknown parameter. is an arbitrary index set that may be finite or infinite depending of the problem denotes the parameter space and is a subset of . Suppose that for each , { X : T ( x ) R } is the rejection region for a test of:
H 0 : versus H 1 :
c
. Then the rejection region for the intersection-union test of H 0 versus H 1 is:
{ X : T ( x ) R }
Note: H O the global null hypothesis, is rejected if and and only if each of its component local null H 0 is rejected for
Theorem: Let
be the size of the test of H0i with rejection region Ri (i = 1, . . . , k). Then the
IUT with rejection region R=k test, i =1 R i is a levelthat is, its size is at most with
= max i
i =1,... ,k
Chris-Adin Ouedraogo
Suppose the test direction for which the local rejection region for each of the individual tests is {x : Ti(x) > c}
with a common c for each individual test. Then the global rejection region of the IUT is
i= 1
Again, the inverse test direction leads to the local rejection region for each of the H0i, this is now,
{ x :Ti ( x )< c }
Example: Two parameters that are important in assessing the quality of upholstery fabric are 1, the mean breaking strength, and 2, the probability of passing a flammability test. Standards dictate that 1 should be over 50 pounds and 2 should be over .95, and the fabric is acceptable only if it meets both of these standards. Solution: This can be modeled with the hypothesis test Ho :{ 1 5 0or 2 0 .95} vs H1 :{ 1 >50 or 2 >0.95}, where a batch of material is acceptable only if H0 is rejected). Suppose X1,...,Xn are measurements of breaking strength for n samples and are assumed to be iid N( 1, 2).
Chris-Adin Ouedraogo
50 X >t S /n
Suppose that we also have the results of m flammability tests, denoted by Y1,...,Ym , where Yi = 1 if the ith sample passes the test and Yi = 0 otherwise If Y1, . . . , Ym are modeled as iid Bernoulli( 2) random variables, the LRT will reject H02 : 2 .95 if
Y i>b
i =1
Putting all of this together, the rejection region for the intersection-union test is given by :
{( x , y ): 50 X > t and S /n
Y i>b }
i =1
Thus the intersection-union tests decides the product is acceptable, that is H 1 is true, if and only if it decides that each of the individual parameters meets the standard that is, H 1 is true. If more than two parameters define a product's quality, individual tests for each parameter can be combined by means of intersection-union method to yield an overall test of the product's quality.