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7.1IntroductiontoHypothesisTesting|STAT500
STAT500
AppliedStatistics
7.1IntroductiontoHypothesisTesting
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UnitSummary
HypothesisTesting
HypothesesandTestStatistics
TheNullandAlternativeHypothesis
ChoosingtheNullandAlternativeHypotheses
TheLogicofHypothesisTesting
ReadingAssignment
AnIntroductiontoStatisticalMethodsandDataAnalysis,(SeeCourseSchedule).
HypothesisTesting
Thesecondtypeofinferencemethodconfidenceintervalswasthefirst,ishypothesistesting.Ahypothesis,in
statistics,isastatementaboutapopulationwherethisstatementtypicallyisrepresentedbysomespecific
numericalvalue.Intestingahypothesis,weuseamethodwherewegatherdatainanefforttogatherevidence
aboutthehypothesis.Inhypothesistestingtherearecertainstepsonemustfollow.Belowtheseare
summarizedintosixsuchstepstoconductingatestofahypothesis.
1.SettinguptwocompetinghypothesesEachhypothesistestincludestwohypothesisaboutthe
population.Oneisthenullhypothesis,notatedasHo,whichisastatementofaparticularparameter
value.Thishypothesisisassumedtobetrueuntilthereisevidencetosuggestotherwise.Thesecond
hypothesisiscalledthealternative,orresearch,hypothesis,notatedasHa .Thealternativehypothesisisa
statementofarangeofalternativevaluesinwhichtheparametermayfall.Onemustalsocheckthatany
assumptions(conditions)neededtorunthetesthavebeensatisfiede.g.normalityofdata,independence,
andnumberofsuccessandfailureoutcomes.
2.Setsomelevelofsignificancecalledalpha.Thisvalueisusedasaprobabilitycutoffformaking
decisionsaboutthenullhypothesis.Aswewilllearnlater,thisalphavaluerepresentstheprobabilitywe
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arewillingtoplaceonourtestformakinganincorrectdecisioninregardstorejectingthenullhypothesis.
Themostcommonalphavalueis0.05or5%.Otherpopularchoicesare0.01(1%)and0.1(10%).
3.Calculateateststatistic.Gathersampledataandcalculateateststatisticwherethesamplestatisticis
comparedtotheparametervalue.Theteststatisticiscalculatedundertheassumptionthenullhypothesis
istrue,andincorporatesameasureofstandarderrorandassumptions(conditions)relatedtothesampling
distribution.Suchassumptionscouldbenormalityofdata,independence,andnumberofsuccessand
failureoutcomes.
4.Calculateprobabilityvalue(pvalue),orfindrejectionregionApvalueisfoundbyusingthetest
statistictocalculatetheprobabilityofthesampledataproducingsuchateststatisticoronemoreextreme.
Therejectionregionisfoundbyusingalphatofindacriticalvaluetherejectionregionistheareathatis
moreextremethanthecriticalvalue.
5.MakeatestdecisionaboutthenullhypothesisInthisstepwedecidetoeitherrejectthenull
hypothesisordecidetofailtorejectthenullhypothesis.Noticewedonotmakeadecisionwherewewill
acceptthenullhypothesis.
6.StateanoverallconclusionOncewehavefoundthepvalueorrejectionregion,andmadeastatistical
decisionaboutthenullhypothesis(i.e.wewillrejectthenullorfailtorejectthenull).Followingthis
decision,wewanttosummarizeourresultsintoanoverallconclusionforourtest.
HypothesesandTestStatistics
Wewillcontinueourdiscussionbyconsideringtwospecifichypothesistests:atestofoneproportion,andatest
ofonemean.Wewillprovidethegeneralsetupofthehypothesisandtheteststatisticsforbothtests.From
there,wewillbranchoffintospecificdiscussionsoneachofthesetests.
Inordertomakejudgmentaboutthevalueofaparameter,theproblemcanbesetupasahypothesistesting
problem.
TheNullandAlternativeHypothesis
Weusuallysetthehypothesisthatonewantstoconcludeasthealternativehypothesis,alsocalledtheresearch
hypothesis.
Therearethreetypesofalternativehypotheses:
1.Thepopulationparameterisnotequaltoacertainvalue.Referredtoasa"twosidedtest".
2.Thepopulationparameterislessthanacertainvalue.Referredtoasa"lefttailedtest"
3.Thepopulationparameterisgreaterthanacertainvalue.Referredtoasa"righttailedtest".
Forallthreealternatives,thenullhypothesisisthepopulationparameterisequaltothatcertainvalue.
Sincehypothesistestsareaboutaparametervalue,thehypothesesuseparameternotationpforproportionor
formeanintheirarrangement.Fortestsofaproportionoratestofamean,wewouldchoosethe
appropriatealternativebasedonourresearchquestion.Belowarethepossiblealternativehypothesisfrom
whichwewouldselectonlyoneofthembasedontheresearchquestion.Thesymbolsp and arejustused
0
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inthesegeneralstatements.Inpractice,thesegetreplacedbytheparametervaluebeingtested.Theexamples
followingwillillustrate.
1.Thepopulationparameterisnotequaltoacertainvalue.Referredtoasa"twotailedtest".
Ha : p p 0
,orH
: 0
2.Thepopulationparameterislessthanacertainvalue.Referredtoasa"lefttailedtest"
Ha : p < p 0
,orH
: < 0
3.Thepopulationparameterisgreaterthanacertainvalue.Referredtoasa"righttailedtest".
Ha : p > p 0
,orH
: > 0
Thenullhypothesisineachcasewouldbe:
H0 : p = p 0
,orH
: = 0
WhendebatingtheStateAppropriationforPennState,thefollowingquestionisasked:"Arethe
majorityofstudentsatPennStatefromPennsylvania?"Toanswerthisquestion,wecansetitupasahypothesis
testingproblemandusedatacollectedtoanswerit.Thisexampleisaboutapopulationproportionandthuswe
setupthehypothesesintermsofp.Herethevaluep is0.5sincemorethan0.5constituteamajority.The
hypthosessetupwouldbearighttailedtest:
0
vs.H
H0 : p = 0.5
: p > 0.5
Aconsumertestagencywantstoseethewhetherthemeanlifetimeofabrandoftiresislessthan
42,000milesasthetiremanufactureradvertisesthattheaveragelifetimeisatleast42,000miles.Inthis
example,wearediscussingameanandthereforesetupthehypothesesintermsof.Herethevalueof is
42,000.Withtheconsumertestagencywantingtoresearchthatthemeanlifetimeisbelow42,000,wewould
setupthehypothesesasalefttailedtest:
0
H0 : = 42, 000
vs.H
Thelengthofacertainlumberfromanationalhomebuildingstoreissupposedtobe8.5feet.A
builderwantstocheckwhethertheshipmentoflumbershereceiveshasameanlengthdifferentfrom8.5feet.
Inthisexample,wearediscussingameanandthereforesetupthehypothesesintermsof.Herethevalueof
is8.5.Withthebuilderwantingtocheckifthemeanlengthisdifferentfrom8.5,shewouldsetupthe
hypothesesasatwotailedtest:
0
H0 : = 8.5
vs.H
: 8.5
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Apoliticalnewscompanybelievesthenationalapprovalratingforthecurrentpresidenthasfallen
below40%.Inthisexample,wearediscussingaproportionandthereforewillsetupthehypothesisintermsof
p.Hereisthep valueis0.4andthehypotheseswouldbesetupasalefttailedtest:
0
vs.H
H0 : p = 0.4
: p < 0.4
ChoosingtheNullandAlternativeHypothesis
Iftheconditionsnecessarytoconductthehypothesistestaresatistified,thenwecanusetheformulasbelowto
calculatetheappropriateteststatisticfromoursampledata.Theseassumptionsandteststatisticsareasfollows:
TestofOneProportion:theconditionsarethatnp andn(1 p )areatleast5.Ifso,thentheoneproportion
teststatisticis:
0
^ p0
p
p (1p )
0
TestofOneMean:theconditionisthatthedatasatisfiestheconditionssimilartothoseusedforconstructinga
tconfidenceintervalforthemean.Thosewereeitherthedatacomesfromanapproxmatelynormal
distribution,orthesamplesizeislargeenough(atleast30),orasmallsamplesize(lessthan30)thedataisnot
skewedorhasoutliers.Ifanyoftheseconditionsaresatisfied,thewecancalculatethefollowingteststatistic:
t
0
x
S/n
NOTEdonotgettoohunguponsymbols.Wejustwanttouseanotationthathelpstoremindusthatthese
valuesareateststatstic.
TheLogicofHypothesisTesting
Howdowedecidewhethertorejectthenullhypothesis?
Ifthesampledataareconsistentwiththenullhypothesis,thenwedonotrejectit.
Ifthesampledataareinconsistentwiththenullhypothesis,butconsistentwiththealternative,thenwe
rejectthenullhypothesisandconcludethatthealternativehypothesisistrue.
Referringbacktothefirstexampleabove,saywetakearandomsampleof500PennStatestudents
andfindthat278arefromPennsylvania.Canweconcludethattheproportionislargerthan0.5?
Is278/500=0.556muchbiggerthan0.5?Whatismuchbigger?Thisdependsonthestandarddeviationofp^
underthenullhypothesis.
^ p
p
Thestandarddeviationofp^ ,ifthenullhypothesesistrue(e.g.whenp
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= 0.5
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7.1IntroductiontoHypothesisTesting|STAT500
p0 (1 p0 )
0.5 (1 0.5)
0.5 (1 0.5)
500
Wecancomparethembytakingtheratio.
Z
^ p0
p
0.556 0.5
p (1p )
0
= 2.504
0.5(10.5)
n
Inthelumberexampleabove,themeanlengthofthelumberissupposedtobe8.5feet.Abuilder
wantstocheckwhethertheshipmentoflumbershereceiveshasameanlengthdifferentfrom8.5feet.Ifthe
builderobservesthatthesamplemeanof61piecesoflumberis8.3feetwithasamplestandarddeviationof1.2
feet.Whatwillsheconclude?
Is8.3verydifferentfrom8.5?ThisdependsonthestandarddeviationofX
:
0
x
S/n
8.3 8.5
=
1.2/61
= 1.3
Thus,weareaskingif1.3isveryfarawayfromzero,sincethatcorrespondstothecasewhenX
isequalto
.Ifitisfaraway,thenitisunlikelythatthenullhypothesisistrueandonerejectsit.Otherwise,onecannot
rejectthenullhypothesis.
0
Howdowedeterminewhethertorejectthenullhypothesis?Itdependsonthelevelofsignificance (step2of
conductingahypothesistest),andtheprobabilitythesampledatawouldproducetheobservedresult.
Lesson7HypothesisTesting (/stat500/node/38)
up
7.2Terminologies,TypeIandTypeII
(/stat500/node/38)ErrorsforHypothesisTesting(/stat500/node/40)
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