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## 2013, Study Session # 3, Reading # 11

HYPOTHESIS TESTING
= Level of Significance SS = Sample Statistic
TS = Test Statistics CV = Critical Value
TV = Table Value SE = Standard Error

## Hypothesis Hypothesis Testing One Tailed Test Two Tailed Test

Statement about Procedure Alternative hypothesis  Alternative hypothesis
parameter value  It is based on sample having one side. having two sides.
developed for statistics & probability  Upper Tail  H0: = 0 vs Ha 0.
testing. theory. H0: 0 vs Ha: > 0.  Reject H0 if
 It is used to determine  Decision rule || > 
whether a hypothesis is a Reject H0 if TS > TV
Null
reasonable statement or  Lower Tail
Hypothesis H0 Two
not. H0: 0 vs Ha: < 0.
 Tested for Types  Decision rule
possible Reject H0 if TS < - TV
rejection.
Alternative
 Always
Hypothesis
includes =
Ha
sign.
The one that
we want to
prove. (Source: Wayne W. Daniel and James C.
and Methodology, Houghton Mifflin,
Boston, 1997.)

## Test Statistics Two Types of Significance

Hypothesis testing involves Errors Level ( )
two statistics:  Probability of
 TS calculated from Type I Error Type II Error making a type I
sample data. Rejecting a Failing to reject a error.
 critical values of TS. true null false null  Denoted by
hypothesis. hypothesis. Greek letter
TS is a random variable that alpha ( ).
follows some distribution.  Used to identify
Decision Rule
 It is based on distribution of TS. critical values.
 It is specific & quantitative.

Statistical Significance vs
Economical Significance
 Statistically significant results
may not necessarily be
economically significant.
 A very large sample size may
result in highly statistically
significant results that may be
quite small in absolute terms.

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2013, Study Session # 3, Reading # 11

## 2 = Population Variance n = Sample Size df = Degree of Freedom

N.Dist = Normally Distributed n 30 = Large Sample
N.N.Dist = Non Normally n< 30 = Small Sample
Distributed

## Relationship b/w Confidence Intervals & p- value Power of a Test

Hypothesis Tests  Probability of obtaining a critical  P(type II error).
 Related because of critical value. value that would lead to a  Probability of correctly rejecting
C.I rejection of a true null a false null hypothesis.
 [(SS)- (CV)(SE)] parameter [(SS) + (CV)(SE)]. hypothesis.
 It gives the range within which parameter value  Reject H0 if p-value < .
is believed to lie given a level of confidence.
Hypothesis Test
 -C V TS + CV.
 range within which we fail to reject null
hypothesis of two tailed test given level of
significance.

## Testing Conditions Test Statistics Decision Rule

2 known x 0

z= Ho: 0 vs Ha: >0
N. dist. n

## Reject H0 if TS. > TV

or  = / 
x 0  
n 30 z=
 Ho: > 0 vs Ha: <0

n
Population Mean 2 unknown
*(more conservative) Reject H0 if TS. <TV
Ho: = 0 vs Ha: 0
2 unknown x 0
n<30 t n 1 = ; df = n-1 Reject H0 if | TS | > TV

N. dist.
n

( x1 x2 ) ( 1 2 )
t( +
=
n n 2
1 2
)
1 1
sP +
n1 n2 Ho:1 - 2 0 vs Ha: 1 -2 > 0
Unknown variances
where;
Equality of the assumed equal. Reject H0 if TS > TV
( n1 1) s1 + ( n2 1) s 2
2 2
Means of Two sP =
n1 + n2 2
Normally Ho:1 - 2 > 0 vs Ha: 1 -2 < 0
df = n1+n2 - 2
Distributed Reject H0 if TS < -TV
Populations based
on Independent Ho:1 - 2 = 0 vs Ha: 1 - 2 0
( x1 x 2 ) ( 1 2 )

Unequal unknown t=
Samples. Reject H0 if | TS | > TV
s12 s 22
variances. +
n1 n2

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2013, Study Session # 3, Reading # 11
2
s12 s22
+
n n
d . f = 12 2 2
s12 s22

n1 + n2
n1 n2

## Paired Comparisons Testing Variance of a Testing Equality of Parametric Test

Test N.dist. Population Two Variances from  Specific to population
N.dist. Population parameter.
 Relies on assumptions
 TS
 1
TS t(n-1 )= TS regarding the distribution of
 
=


= ;
 >




 the population.


= .
1

Decision Rule Non-Parametric Test
Decision Rule  Dont consider a particular
Reject H0 if TS > TS
Reject H0 if TS > TV population parameter.
S
n
S = Chi-Square Or
Distribution F- Distribution  Have few assumptions

( )
 Right skewed. regarding population.
 = 
 Asymmetrical.

1
 Bounded from below  Bounded by zero.
by zero.
 Chi-Square values
can never be ve.

Decision Rule
 H0: d d0 vs Ha: d > d0
Reject H0 if TS > TV.
 H0: d d0 vs Ha:d < d0
Reject H0 if TS <-TV
 H0: d = d0 vs Ha: d d0
Reject H0 if TS > TV.