A good overview of hypothesis testing

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A good overview of hypothesis testing

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Chapter 8

INTRODUCTION

Observe: a random sample from a population distribution, specified except for a

vector of unknown parameters

Concerned with using the sample to test some particular hypothesis concerning them

Illustration:

Suppose that a construction firm has just purchased a large supply of cables

Guaranteed to have an average breaking strength of at least 7,000 psi

To verify this claim, the firm has decided to take a random sample of 10 of these

cables to determine their breaking strengths.

Use the result of this experiment to ascertain whether or not they accept the cable

manufacturers hypothesis

INTRODUCTION

Statistical hypothesis : statement about a set of parameters of a population

distribution.

Hypothesis because it is not known whether or not it is true.

A problem is to develop a procedure for determining whether or not the values

of a random sample are consistent with the hypothesis.

The random sample is consistent with the hypothesis under consideration,

we say that the hypothesis has been accepted;

other wise we say that it has been rejected.

Caution Note:

In accepting a given hypothesis we are not actually claiming that it is true

We are saying that the resulting data appear to be consistent with it

SIGNIFICANCE LEVELS

A population having distribution F , where is unknown

Suppose we want to test a specific hypothesis about

Call it the null hypothesis

E.g. : If F is a normal distribution function with mean and variance equal to 1, then

two possible null hypotheses about are

(a) H0 : = 1

(b) H0 : 1

simple hypothesis

composite hypothesis

SIGNIFICANCE LEVELS

A test for H0 can be specified by defining a region C in n-dimensional space

The hypothesis is to be rejected if the random sample X1 , . . . , Xn turns out to lie in C

and accepted otherwise.

SIGNIFICANCE LEVELS

When developing a procedure for testing a given null hypothesis two different types of errors

occur:

Type I error: if the test incorrectly calls for rejecting H0 when it is indeed correct

Type II error: if the test calls for accepting H0 when it is false

The objective of a statistical test of H0 is to determine if its validity is consistent with the

resultant data.

The classical way of accomplishing this is to specify a value

The property of the test should be: whenever H0 is true its probability of being rejected is

never greater than

The value , called the level of significance of the test, is usually set in advance

Commonly chosen values being = 0.1, 0.05, 0.005

SIGNIFICANCE LEVELS

For a given set of parameter values w, suppose we are interested in testing

H0 : w

A common approach to developing a test of H0, say at level of significance , is to start

by determining a point estimator of say d(X).

The hypothesis is then rejected if d(X) is far away from the region w.

To determine how far away it need be to justify rejection of H0, we need to

determine the probability distribution of d(X) when H0 is true

This will usually enable us to determine the appropriate critical region so as to

make the test have the required significance level .

NORMAL POPULATION

Case of Known Variance:

The random sample X1 , . . . , Xn of size n from a normal distribution having an

unknown mean and a known variance 2

Suppose we are interested in testing the null hypothesis, H0 : = 0

The sample mean is a natural point estimator of

To accept H0 only if X is not too far from 0

The critical region of the test:

The test has significance level :

[ the type I error = ]

The Sample Mean will be normally distributed with mean 0 and variance 2/n and so

Z, defined by

Example:

It is known that if a signal of value is sent from

location A [green], then the value received at location

B [red] is normally distributed with mean and

standard deviation 2.

That is, the random noise added to the signal is an

N(0, 4) random variable.

There is reason for the people at location B to

suspect that the signal value = 8 will be sent today.

independently sent five times and the

average value received at location B is X = 9.5.

Example:

5% Level of significance: z/2= 1.96

10 % Level of significance: z/2=1.645

We can determine whether or not to accept the null hypothesis

First: by computing the value of the test statistic

Second: the probability that a unit normal would (in absolute value) exceed that

quantity

This probability called the p-value of the test gives the critical significance level

H0 will be accepted if the significance level is less than the p-value and rejected if it

is greater than or equal.

In practice, the significance level is often not set in advance

The data are looked at to determine the resultant p-value.

The critical significance level is clearly much larger than any we would

want to use, and so the null hypothesis can be readily accepted.

At other times the p-value is so small that it is clear that the hypothesis

should be rejected.

EXAMPLE

In previous Example, suppose that the average of the 5 values received is 8.5

p-value

The probability of a type II error : the probability of accepting the null hypothesis

when the true mean is unequal to 0

The function () is called the operating characteristic (or OC) curve and represents

the probability that the null hypothesis will be accepted when the true mean is

The OC Curve:

The OC Curve:

The OC Curve:

() = the probability that H0 will be accepted when the true mean is

The operating characteristic curve is useful in determining how large the random

sample need be to meet certain specifications concerning type II errors.

For instance, suppose that we desire to determine the sample size n necessary to

ensure that

the probability of accepting H0 : = 0 when the true mean is actually 1 is

approximately

Find n such that (1) .

The OC Curve:

Cannot be analytically solved for n

A solution can be obtained by using the standard normal distribution table.

An approximation for n can be derived from Equation as follows.

size necessary to ensure that the type II error at the

value = 1 is approximately equal to

EXAMPLE:

For the previous problem, how many signals need be sent so that the 0.05 level test

of H0 : = 8 has at least a 75% probability of rejection when = 9.2?

there is a 76.5 percent chance that the

null hypothesis = 8 will be rejected when the true

mean is 9.2.

Up to now we have supposed that the only unknown parameter of the normal

population distribution is its mean

The more common situation is one where the mean and variance 2 are both

unknown

Consider a test of the hypothesis- the mean is equal to some specified value 0

Note that: the null hypothesis is not a simple hypothesis since it does not specify

the value of variance 2

EXAMPLE:

A public health official claims that the mean home water use is 350 gallons a day.

To verify this claim, a study of 20 randomly selected homes was instigated with the

result that the average daily water uses of these 20 homes were as follows:

340 344 362 375 356 386 354 364 332 402

340 355 362 322 372 324 318 360 338 370

Do the data contradict the officials claim?

To determine if the data contradict the officials claim, we need to test

The sample mean and sample standard deviation of the preceding data set are

Indicating that

be accepted at any

reasonable significance

level

the data are not

inconsistent with the claim

of the health official

NORMAL POPULATIONS

A common situation faced by a practicing engineer is one in which she must decide

whether two different approaches lead to the same solution.

Often such a situation can be modeled as a test of the hypothesis that two normal

populations have the same mean value.

EXAMPLE

Twenty-two volunteers at a cold research institute caught a cold after having been

exposed to various cold viruses.

A random selection of 10 of these volunteers was given tablets containing 1 gram of

vitamin C. These tablets were taken four times a day.

The control group consisting of the other 12 volunteers was given placebo tablets

that looked and tasted exactly the same as the vitamin C tablets. This was continued

for each volunteer until a doctor, who did not know if the volunteer was receiving the

vitamin C or the placebo tablets, decided that the volunteer was no longer suffering

from the cold. The length of time the cold lasted was then recorded. At the end of

this experiment, the following data resulted.

EXAMPLE

Do the data listed

prove that taking 4

grams daily of

vitamin C reduces

the mean length of

time a cold lasts?

At what level of

significance?

EXAMPLE

EXAMPLE

EXAMPLE

evidence is significant in establishing that vitamin C

reduces the mean time that a cold persists.

rejected at the 5 percent

level of significance.

Variances

Suppose we are interested in determining whether the installation of a certain

antipollution device will affect a cars mileage.

To test this, a collection of n cars that do not have this device are gathered.

Each cars mileage per gallon is then determined both before and after the device is

installed.

How can we test the hypothesis that the antipollution control has no effect on gas

consumption?

EXAMPLE

An industrial safety program was

recently instituted in the computer chip

industry. Determine, at the 5 percent

level of significance, whether the safety

program has been proven to be

effective.

The average weekly loss (averaged over

1 month) in labor-hours due to

accidents in 10 similar plants both

before and after the program are as

follows:

EXAMPLE

even though the samples are not independent and

the population variances are unequal.

VARIANCE OF A NORMAL POPULATION

NORMAL POPULATION

Normal Populations

Thank you

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