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Chris-Adin Ouedraogo

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 :

. 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

Proof : Let ik= 1 i .Then i for some i and

P ( X R) P ( X Ri )= i

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

{ x : Ti ( x )> c }={ x : min Ti ( x ) > c }

i =1,. . ,k

And thus, the test statistic for testing Ho is

T ( x )= min Ti ( x )
i =1,. .. ,k

Again, the inverse test direction leads to the local rejection region for each of the H0i, this is now,
{ x :Ti ( x )< c }

And we obtain the test statistic

T ( x )= max Ti ( x ).
i =1,. .. ,k

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

The LRT of H01:

5 0 will reject H01 if

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.