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11.11.2010
Agenda
Review of Type I and Type II errors
2. Use of p-value (versus conventional test of hypothesis)
3. Exercises
1.
Statistical Hypothesis
Definition
Statistical definition
an assertion about the distribution of one or more random
variables
an assertion about the parameters of a distribution or a model.
It is a statement that needs to be proven or disproven
Two types of statistical hypotheses:
Simple completely specifies the distribution
Composite does not completely specify the distribution
Hypothesis Testing
A test of statistical hypothesis is a rule which when the
Example
Suppose that X, is a random variable, an outcome of a random
experiment
Example
The random experiment is the M&M pack with X denoting
its weight.
We assume that X is normally distributed
0
= 2.5
this interval
(48.5, 51.5)
Example
Null Hypothesis
Alternative Hypothesis
pack is 50 grams
= 50
Definition
Type I Error
Type II Error
Hypothesis when it is
true
Alpha()
H0 when it is false
M&Ms Example
Situation
Conclusion from
the Experiment
Type of
Conclusion
Correct
Type I error
Type II error
Correct
M&Ms Example
Suppose that we are getting 10 M&Ms packs to test if our
What if
We widen the
We increase our
acceptance region sample size to 16
to (48, 52)
What will be the
Type I error?
Type I Error?
M&Ms Example
We use the new acceptance region (48,52)
What if the weight of the pack is really 52g and not 50g
The variance is still the same.
Sample Size is still 10
What if
What if the weight of the pack is really 50.5g and not
50g
The variance is still the same.
Sample size is 16
Take Note
1 -
Additional Concepts
Type I Error is related to the rejection region
P-values
Definition
Smallest level of significance that would lead to the
statistic
3. Compute p-value based on the test
statistic
4. Use judgement to conclude based on
the p-value
If p-value
If p is low,
make it go
Reject H0
More on p-values
P-values are actually difficult to
compute except for the standard
normal distribution (Z)
P-values inform us how well the TS falls
into the critical region
Using the P-values preclude the need to
determine a level of significance
Example
Consider the case of a two tailed test with
= 5%
H0 : = 50
critical value: Z/2=
Test
Sample size = 16
Sample Standard deviation = 4
Sample Mean = 51.9
In Perspective
Critical Region
Exercises
Problem 1
Suppose and allergist wishes to test the
hypothesis that at least 30% of the
public is allergic to some cheese
products. Explain how the allergist
could commit
Type I Error
Type II Error
Problem 2
A sociologist is concerned about the effectiveness
Problem 3
The proportion of adults living in a small town who are
Problem 4
Repeat the previous exercise when 200
adults are selected and the acceptance
region is defined to be 110<x<130
where x is the number of college
graduates in our sample. Use the
normal to binomial distribution.
Problem 5
A random sample of 400 samples in a certain city asked
Problem 6
A consumer products company is formulating a new
HOMEWORK
9-6
9-8
9-15
9-19
fin