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Null hypothesis, H
0
a statement that is
accepted as correct
Alternative hypothesis, H
1
a proposition that
must be true if H
0
is false
H
0
: population parameter constant vs.
H
1
: population parameter < constant
H
0
: population parameter constant vs.
H
1
: population parameter > constant
H
0
: population parameter = constant vs.
H
1
: population parameter constant
H
0
: population parameter (1) - population parameter (2) 0 vs.
H
1
: population parameter (1) - population parameter (2) < 0
H
0
: population parameter (1) - population parameter (2) 0 vs.
H
1
: population parameter (1) - population parameter (2) > 0
H
0
: population parameter (1) - population parameter (2) = 0 vs.
H
1
: population parameter (1) - population parameter (2) 0
Four Outcomes
1. The null hypothesis is actually true, and the
test correctly fails to reject it.
2. The null hypothesis is actually false, and the
hypothesis test correctly reaches this
conclusion.
3. The null hypothesis is actually true, but the
hypothesis test incorrectly rejects it (Type I
error).
4. The null hypothesis is actually false, but the
hypothesis test incorrectly fails to reject it
(Type II error).
Quantifying Outcomes
Example hypothesis
H
0
:
0
versus H
1
: <
0
Test statistic:
Reject H
0
if t < -t
n-1,
n s
x
t
/
0
Example
For the Customer Support Survey.xls data, test the
hypotheses
H
0
: mean response time 30 minutes
H
1
: mean response time < 30 minutes
Sample mean = 21.91; sample standard deviation =
19.49; n = 44 observations
Reject H0 because t = 2.75 < -t43,0.05 = -1.6811
PHStat Tool: t-Test for Mean
0
Test Statistic
One Sample Tests for
Proportions
Example hypothesis
H
0
:
0
versus H
1
: <
0
Test statistic:
Reject if z < -z
) 1 (
0 0
0
p
z
Example
For the Customer Support Survey.xls data, test the hypothesis that the
proportion of overall quality responses in the top two boxes is at least
0.75
H
0
: .75
H
0
: < .75
1
.
Example Power Curve
Two Sample Tests for Means
Standard Deviation Known
Example hypothesis
H
0
:
1
2
0 versus H
1
:
1
-
2
< 0
Test Statistic:
Reject if z < -z
2
2
2 1
2
1
2 1
/ / n n
x x
z
+
Two Sample Tests for Means
Sigma Unknown and Equal
Example hypothesis
H
0
:
1
2
0 versus H
1
:
1
-
2
> 0
Test Statistic:
Reject if z > z
2 1
2 1
2 1
2
2 2
2
1 1
2 1
2
) 1 ( ) 1 (
n n
n n
n n
s n s n
x x
z
+
Two Sample Tests for Means
Sigma Unknown and Unequal
Example hypothesis
H
0
:
1
2
= 0 versus H
1
:
1
-
2
0
Test Statistic:
Reject if z > z
/2
or z < - z
/2
t = (x
1
-
x
2
) /
2
2
2
1
2
1
n
s
n
s
+
1
]
1
+
1
]
1
1
]
1
+
1
) / (
1
) / (
2
2
2
2
2
1
2
1
2
1
2
2
2
2
1
2
1
n
n s
n
n s
n
s
n
s
with df =
Excel Data Analysis Tool: Two
Sample t-Tests
Example hypothesis
H
0
: average difference
= 0 versus
H
1
: average difference 0
Test Statistic:
Reject if t > t
n-1,
/2
or t < - t
n-1,
/2
n s
D
t
D
D
/
Two Sample Tests for
Proportions
Example hypothesis
H
0
:
1
2
= 0 versus H
1
:
1
-
2
0
Test Statistic:
Reject if z > z
/2
or z < - z
/2
,
_
2 1
2 1
1 1
) 1 (
n n
p p
p p
z
where
2 1
n n
samples both in successes of number
p
+
Hypothesis Tests and
Confidence Intervals
Example hypothesis
H
0
:
0
versus H
1
: <
0
Hypothesis
H
0
:
1
2
2
2
= 0 versus H
1
:
1
2
-
2
2
0
Test Statistic:
Assume s
1
2
> s
2
2
Reject if F > F
/2,n1-1,n2-1
(see Appendix A.4)
H
0
:
1
1
...
m
H
1
: at least one mean is different from the
others
ANOVA Theory
n
j
= number of observations in sample j
n
j
n
i
ij
j
X X SST
1 1
2
) (
n
j
j j
X X n SSB
1
2
) (
n
j
n
i
j ij
j
X X SSW
1 1
2
) (
ANOVA Test Statistic
MSB = SSB/(m 1)
MSW = SSW/(n m)
Reject H
0
if F > F
/2,m-1,n-m
Excel Data Analysis Tool for
ANOVA
H
0
: the two categorical variables are
independent
H
1
: the two categorical variables are
dependent
Example
Test statistic
Reject H
0
if
2
>
2
, (r-1)(c-1)
where f
0
= observed frequency
f
e
= expected frequency if H
0
true
in the cells of the contingency table
Example
Expected No CPA CPA Total
Female 6.74 7.26 14
Male 6.26 6.74 13
Total 13 14 27
Critical value with = 0.05 and (2 - 1)(2 - 1) - 1 df =
3.841; therefore, we cannot reject the null hypothesis
that the two categorical variables are independent.
PHStat Procedure Results
Design of Experiments
Calculations
MSA = SSA/(r 1)
MSB = SSB/(c 1)
MSAB = SSAB/(r-1)(c-1)
MSW = SSW/rc(k-1),
where k = number of replications of
each treatment combination.
Hypothesis Tests