BAB 3

Pengantar
Inferensi Statistika

Confidence Interval
Mean, , is
unknown
Population Random Sample
I am 95%
confident that
is between 40 &
60, which is
a point estimate
+ or - margin of
error.
Mean
X = 50
Estimation Process
Sample
Provides Range of Values
Based on Observations from 1 Sample
Gives Information about Closeness to
Unknown Population Parameter
Stated in terms of Probability
Never 100% Sure
Confidence Interval Estimation
Confidence Interval
Sample
Statistic
Confidence Limit
(Lower)
Confidence Limit
(Upper)
A Probability (confidence level, denoted by C)
That the Population Parameter Falls
Somewhere Within the Interval.
Elements of Confidence
Interval Estimation
90% Samples
95% Samples
o
estimate
_
Confidence Intervals
x x
. . o + o 645 1 645 1
x x
o o 96 . 1 96 . 1 +
x x
. . o o 58 2 58 2 +
99% Samples
n
z X z X
X
o
o - = -
* *
X
_
Probability that the unknown
population parameter falls within the
interval
Denoted by C = level of confidence
e.g. C=90%, 95%, 99%.
Level of Confidence
Confidence Intervals
Intervals
Extend from
C proportion
of Intervals
Contains .
1-C
proportion
Does Not.
Area=C
(1-C)/2 (1-C)/2
X
_
o
x
_
Intervals &
Level of Confidence
Sampling
Distribution of
the Mean
to
X
z X o
*

X
z X o
*
+
=
X
Data Variation
measured by o
Sample Size

Level of Confidence
C
Intervals Extend from

1984-1994 T/Maker Co.
Factors Affecting
Interval Width
X - z*o to X + z*
o
x x
n /
X X
o = o
Assumptions
Population Standard Deviation Is Known
Population Is Normally Distributed
If Not Normal, use large samples
Confidence Interval Estimate
Confidence Intervals ( Known)
n
z X
o
-
*
s s
n
z X
o
- +
*
Assumptions
Population Standard Deviation Is Unknown
Population Must Be Normally Distributed
Use Students t Distribution
Confidence Interval Estimate
Confidence Intervals ( Unknown)
n
S
t X n - 1
*
s s
n
S
t X n - + 1
*
Z
t
0
t (df = 5)
Standard
Normal
t (df = 13)
Bell-Shaped
Symmetric
Fatter Tails
Students t Distribution
Upper Tail Area
df .25 .10
.05
1 1.000 3.078 6.314
2
0.817 1.886 2.920
3 0.765 1.638 2.353
t
0
Assume: n = 3 df
= n - 1 = 2
o = .10
o/2 =.05
2.920
t Values
o / 2=(1-C)/2
.05
Students t Table
A random sample of n = 25 has = 50 and
s = 8. Set up a 95% confidence interval
estimate for .
s s

. . 46 69 53 30
X
Example: Interval Estimation
Unknown
n
S
t X n - 1
* s s
n
S
t X n - + 1
*
25
8
0639 2 50 - .
s s
25
8
0639 2 50 - + .
Sample Size
Too Big:
Requires too
much resources
Too Small:
Wont do
the job
What sample size is needed to be 90%
confident of being correct within 5? A
pilot study suggested that the standard
deviation is 45.
n
Z
m
=
=
= ~
2 2
2
2 2
2
1 645 45
5
219 2 220
o .
.
Example: Sample Size
for Mean
Round Up
Test of Significance
The second method of making statistical
inference.
It is to test a Hypothesis about the
population parameters
A hypothesis is an
assumption about the
population parameter.
A parameter is a
Population mean or
proportion
The parameter must be
identified before
analysis.
I assume the mean GPA
of this class is 3.5!
1984-1994 T/Maker Co.
What is a Hypothesis?
States the Assumption (numerical) to be tested
e.g. The average # TV sets in US homes is
at 3 (H
0
: = 3)
Begin with the assumption that the null
hypothesis is TRUE.
(Similar to the notion of innocent until proven guilty)
The Null Hypothesis, H
0
Refers to the Status Quo
The Null Hypothesis may or may not be rejected.

Is the opposite of the null hypothesis
e.g. The average # TV sets in US homes is
less than 3 (H
a
: < 3) or is NOT equal
to 3 (H
a
: = 3).
Challenges the Status Quo
Never contains the = sign
The Alternative Hypothesis may or may
not be accepted
The Alternative Hypothesis, H
a
State the Null Hypothesis (H
0
: = 3)
State the Alternative Hypothesis (H
a
:
< 3 or H
a
: =3) as the conclusion if H
0

is not true.
Logically, if the alternative Ha: < 3 is
not true, we can accept either
Ho: > 3 or Ho: = 3.
Identify the Problem
Population
Assume the
population
mean age is 50.
(Null Hypothesis)
REJECT
The Sample
Mean Is 20
Sample
Null Hypothesis
50? 20 = ~ = X Is
Hypothesis Testing Process
No, not likely!
Sample Mean = 50
Sampling Distribution
It is unlikely
that we would
get a sample
mean of this
value ...
... if in fact this were
the population mean.
... Therefore, we
reject the null
hypothesis that
= 50.
20
H
0
Reason for Rejecting H
0

Defines Unlikely Values of Sample Statistic
if Null Hypothesis Is True
Called Rejection Region of Sampling
Distribution
Designated o (alpha)
Typical values are 0.01, 0.05, 0.10
Selected by the Researcher at the Start
Provides the Critical Value(s) of the Test
Level of Significance,
Level of Significance, and
the Rejection Region
H
0
: = 3
H
1
: < 3
0
0
0
H
0
: = 3
H
1
: > 3
H
0
: = 3
H
1
: = 3
o
o
o/2

Critical
Value(s)
Rejection
Regions
Convert Sample Statistic (e.g., ) to
Standardized Z Variable
Compare to Critical Z Value(s)
If Z test Statistic falls in Critical Region,
Reject H
0
; Otherwise Do Not Reject H
0
Z-Test Statistics ( Known)
Test Statistic
X
n
X X
Z
X
X
o

o

=

=
1. State H
0
H
0
:

= 3
2. State H
1
H
a
: < 3

3. Choose o o = .05
4. Choose n n = 100
5. Choose Test: Z Test (or p Value)
Hypothesis Testing: Steps
Test the Assumption that the true mean #
of TV sets in US homes is at least 3.
6. Set Up Critical Value(s) Z = -1.645
7. Collect Data 100 households surveyed
8. Compute Test Statistic Computed Test Stat.= -2
9. Make Statistical Decision Reject Null Hypothesis
10. Express Decision The true mean #of TV set
is less than 3 in the US
households.

Hypothesis Testing: Steps
Test the Assumption that the average # of
TV sets in US homes is at least 3.
(continued)
Assumptions
Population Is Normally Distributed
If Not Normal, use large samples
Null Hypothesis Has s or > Sign Only
Z Test Statistic:
One-Tail Z Test for Mean
( Known)
n
x x
z
x
x
o

o

=

=
Z
0
o
Reject H
0
Z
0
Reject H
0
o
H
0
: > 0
H
1
: < 0
H
0
: s 0
H
1
: > 0
Must Be Significantly
Below = 0
Small values dont contradict H
0
Dont Reject H
0
!
Rejection Region
Does an average box of
cereal contain more than
368 grams of cereal? A
random sample of 25 boxes
showed X = 372.5. The
company has specified o to
be 15 grams. Test at the
o=0.05 level.
368 gm.
Example: One Tail Test
H
0
: = 368
H
1
: > 368
_
Z .04 .06
1.6 .5495 .5505 .5515
1.7 .5591 .5599 .5608
1.8 .5671 .5678 .5686
.5738 .5750
Z 0
o
Z
= 1
1.645
.50
-.05
.45
.05
1.9 .5744
Standardized Normal
Probability Table (Portion)
What Is Z Given o = 0.05?
o = .05
Finding Critical Values:
One Tail
Critical Value
= 1.645
o = 0.025
n = 25
Critical Value: 1.645

Test Statistic:
Decision:

Conclusion:

Do Not Reject at o = .05
No Evidence True Mean
Is More than 368
Z 0
1.645
.05
Reject
Example Solution: One Tail
H
0
: s 368
H
1
: > 368
50 . 1 =

=
n
X
Z
o

Probability of Obtaining a Test Statistic

More Extreme (s or >) than Actual
Sample Value Given H
0
Is True
Called Observed Level of Significance
Smallest Value of a H
0
Can Be Rejected
Used to Make Rejection Decision
If p value > o, Do Not Reject H
0

If p value < o, Reject H
0
p Value Approach -- used
in the pdf Chapter
Z 0
1.50
p Value
.0668
Z Value of Sample
Statistic
From Z Table:
Lookup 1.50
.9332
Use the
alternative
hypothesis
to find the
direction of
the test.
1.0000
- .9332
.0668
p Value is P(Z > 1.50) = 0.0668
p Value Solution
0
1.50
Z
Reject
(p Value = 0.0668) > (o = 0.05).
Do Not Reject.
p Value = 0.0668
o = 0.05
Test Statistic Is In the Do Not Reject Region
p Value Solution
Does an average box of
cereal contains 368 grams of
cereal? A random sample of
25 boxes showed X = 372.5.
The company has specified
o to be 15 grams. Test at the
o=0.05 level.
368 gm.
Example: Two Tail Test
H
0
: = 368
H
1
: = 368
o = 0.05
n = 25
Critical Value: 1.96

Test Statistic:
Decision:

Conclusion:

Do Not Reject at o = .05
No Evidence that True
Mean Is Not 368
Z
0
1.96
.025
Reject
Example Solution: Two Tail
-1.96
.025
H
0
: = 386
H
1
: = 386
50 . 1
25
15
368 5 . 372
=

=
n
X
Z
o

Connection to
Confidence Intervals
For X = 372.5oz, o = 15 and n = 25,
The 95% Confidence Interval is:
372.5 - (1.96) 15/ 25 to 372.5 + (1.96) 15/ 25
or
366.62 s s 378.38
If this interval contains the Hypothesized mean
(368), we do not reject the null hypothesis.
It does. Do not reject.
_
Assumptions
Population is normally distributed
If not normal, only slightly skewed & a large
sample taken
Parametric test procedure
t test statistic
t-Test: Unknown
n
S
X
t

=
Example: One Tail t-Test
Does an average box of cereal
contain more than 368 grams
of cereal? A random sample of
36 boxes showed X = 372.5,
and o = 15. Test at the o=0.01
level.
368 gm.
H
0
: s 368
H
1
: > 368
o is not given,
o = 0.01
n = 36, df = 35
Critical Value: 2.4377

Test Statistic:
Decision:

Conclusion:

Do Not Reject at o = .01
No Evidence that True
Mean Is More than 368
Z
0
2.4377
.01
Reject
Example Solution: One Tail
H
0
: s 368
H
1
: > 368
80 . 1
36
15
368 5 . 372
=

=
n
S
X
t

Type I Error
Reject True Null Hypothesis
Has Serious Consequences
Probability of Type I Error Is o
Called Level of Significance
Type II Error
Do Not Reject False Null Hypothesis
Probability of Type II Error Is | (Beta)
Errors in Making Decisions
H
0
: Innocent
Jury Trial
Hypothesis Test
Actual Situation Actual Situation
Verdict Innocent Guilty Decision H
0
True H
0
False
Innocent Correct Error
Do Not
Reject
H
0
1 - o
Type II
Error ( | )
Guilty
Error
Correct
Reject
H
0
Type I
Error
(
o
)
Power
(1 - | )
Result Possibilities
o
|
Reduce probability of one error
and the other one goes up.
& Have an
Inverse Relationship
True Value of Population Parameter
Increases When Difference Between Hypothesized
Parameter & True Value Decreases
Significance Level o
Increases When o Decreases
Population Standard Deviation o

Increases When o

Increases
Sample Size n
Increases When n Decreases
Factors Affecting
Type II Error,
o
|
|
o
|
n