Ch06-sup – Power of Test

Power of Test ( 統計檢定力 )

 H0 is true H0 is false
Accept H0 (1 - ) Type II error

Reject H0 Type I error (1 - )

 Power of a hypothesis test

Power = P(reject H0 | H0 is false) =1 – P(type II error) = 1 - β

Power of test = the probability of correctly rejecting H0

H0

Distribution of sample mean from

significance Real population
level

power

Which parts are ,  ?

Reject H0 Accept H0
Reject H0
0 : the hypothesized population mean
1 : the real population mean
Source: https://courses.washington.edu/dphs568/course/day9.doc
 Power of a hypothesis test
Power = P(reject H0 | H1 is true) =1 – P(type II error) = 1 - β

Power ↑ as |μ0- μ1| ↑

Power ↑ as n ↑
Power ↑ as σ ↓
Power ↑ as α ↑ (Significance level )

0 : the hypothesized population mean

1 : the real population mean

Source: https://courses.washington.edu/dphs568/course/day9.doc
 Power ↑ as σ ↓
0.14 H0 H1
0.12
0.1
0.08
0.06 1 - beta
=3 0.04
N(3,3^2)
N(0,3^2)
0.02 1-
0

0.45
0.4 H0 H1
0.35
0.3
0.25
0.2 1 - beta
=1 0.15 N(3,1^2)
N(0,1^2)
0.1
0.05
1-
0

0.9 H0 H1
0.8
0.7
0.6
0.5
1 - beta
 = 0.5 0.4
0.3 N(3,0.5^2)
0.2 1- N(0,0.5^2)
0.1
0
 Power ↑ as α ↑

0.4 H0 H1
0.3
0.2 1 - beta
 = 1% N(3,1^2)
0.1 1- N(0,1^2)
0
-5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
5.
5 6
6.
5 7
7.
5 8
- - - - -

0.4 H0 H1
0.3
0.2 1 - beta

 = 5% 0.1 1- N(3,1^2)

N(0,1^2)
0
-5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
5.
5 6
6.
5 7
7.
5 8
- - - - -

0.4
H0 H1
0.3
1 - beta
 = 10%
0.2
N(3,1^2)
0.1
0
1- N(0,1^2)

-5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0

0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
5.
5 6
6.
5 7
7.
5 8
- - - - -
 Power ↑ as |μ0- μ1| ↑

0.4 H1 H0
0.3
μ0- μ1 = -3 0.2 1- 1 - beta
N(-3,1^2)
0.1
N(0,1^2)
0
-8 7.5 -7 6.5 -6 5.5 -5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
- - - - - - - -

0.4 H1 H0
0.3
μ0- μ1 = -1 1- 1 - beta
0.2
N(-1,1^2)
0.1
N(0,1^2)
0
-8 7.5 -7 6.5 -6 5.5 -5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
- - - - - - - -

H0 H1
0.4
0.3
μ0- μ1 = 1 0.2 1 - beta
0.1 1- N(1,1^2)
N(0,1^2)
0
-5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
5.
5 6
6.
5 7
7.
5 8
- - - - -

0.4
H0 H1
0.3
1 - beta
μ0- μ1 = 3 0.2
0.1 1- N(3,1^2)
N(0,1^2)
0
-5 4.5 -4 3.5 -3 2.5 -2 1.5 -1 0.5 0
0.
5 1
1.
5 2
2.
5 3
3.
5 4
4.
5 5
5.
5 6
6.
5 7
7.
5 8
- - - - -
  (and 1- ) can be calculated with known , 0, and 1

If 1 > 0

If 1 < 0

Zupper = NORMSINV(1 - /2)

Zlower = NORMSINV(/2)
 = NORMSDIST(Zupper + 0 - 1) - NORMSDIST(Zlower + 0 - 1)
 Power vs (μ0- μ1)

Two-tailed
Power vs (1 –
0) 1.2
1

0.8
1-
0.6
N(0,1)
1 - beta
0.4

0.2

0
-6 -4 -2 0 2 4 6

1 – 0
Hypothesis:
H0:  = 0
H1:   0
1 : the real population mean
0 : the hypothesized population mean
 = 5%
 Sample size for a specified power of test
A population’s standard deviation is known to be 15. In a hypothesis test,
H0:   65,
H1:  < 65.
The probability of a type I error is set at 0.01. Suppose that we want the probability of failing to reject
H0 () to be 0.05 if H0 is false because the true mean is 55 rather than the hypothesized 65. How large
a sample do we need in order to realize, simultaneously, the desired levels of  and ?
[Source: Daniel W.W. book p.279]

 0  65, 1  55,   15,   0.01,   0.05(desired)

 
Let z 0 and z1 be that C  0  z0  1  z1
n n
   z0  z1  
2

n 
   0  1  
z 0  Z1  Z10.01  NORMSINV ( )  -2.32635
z1  Z   Z 0.05  NORMSINV (1   )  1.644854
  - 2.32635  1.64485415 
2

n   35.48349
  65  55  
Let n  36,
 15
C  0  z0  65  (-2.32635)  59.18413
n 36
 15
C 1  z1  55  1.644854  59.11213
n 36
 (cont.)
 0  65, 1  55,   15,   0.01,   0.05(desired)
0.18  
Let z 0 and z1 be that C  0  z0  1  z1
n n
0.16
   z0  z1  
2

n 
0.14    0  1  
z0  Z1  Z10.01  NORMSINV ( )  -2.32635
0.12
z1  Z   Z 0.05  NORMSINV (1   )  1.644854
  - 2.32635  1.64485415 
2
0.1
n   35.48349bata
  65  55  alpha
0.08 H1
Let n  36, H0
0.06  15
C  0  z0  65  (-2.32635)  59.18413
n 36
0.04  15
C 1  z1  55  1.644854  59.11213
n 36
0.02

0
 
4 0 4 1 42 4 3 44 4 5 46 4 7 48 4 9 5 0 51 5 2 53 54 55 5 6 57 5 8 59 6 0 61 6 2 63 6 4 65 66 67 6 8 69 7 0 7 1 72 7 3 74 75 76 7 7 78 7 9 80

1 C 0