Professional Documents
Culture Documents
Suppose that our interest focuses on the mean burning rate (a parameter
of this distribution).
The statement H1: μ ≠ 50 centimeters per second is called the alternative hypothesis
and it is a statement that contradicts the null hypothesis.
Because the alternative hypothesis specifies values of μ that could be either greater or
less than 50 centimeters per second, it is called a two-sided alternative hypothesis.
Remember that hypotheses are always statements about the population or distribution
under study, not statements about the sample
One-sided alternative hypothesis may look like
Test of a hypothesis
The null hypothesis is that the mean burning rate is 50 centimeters per second, and
The alternate is that it is not equal to 50 centimeters per second.
Take a sample of n = 10 specimens and find sample mean burning rate x_bar.
The sample mean is an estimate of the true population mean μ.
If a value of the sample mean x_bar is close to the hypothesized value of μ = 50 centimeters per
second, then null hypothesis is true.
If sample mean x_bar is considerably different from 50 centimeters per second, it is is evidence
that alternative hypothesis H1 is true.
Suppose
• For example, the true mean burning rate of the propellant could be equal to 50
• However, for the randomly selected propellant specimens that are tested, we could
observe a value of the test statistic x_bar that falls into the critical region.
• We would then reject the null hypothesis H0 in favor of the alternate H1 when, in
fact, H0 is really true. This type of wrong conclusion is called a type I error.
Type II Error
Now suppose that the true mean burning rate is different from 50 centimeters
per second, yet the sample mean x_bar falls in the acceptance region.
Also, suppose that the standard deviation of burning rate is σ = 2.5 centimeters per
second and that the burning rate has a distribution for which the conditions of the
central limit theorem apply
The distribution of the sample mean is approximately normal with mean μ = 50 and
standard deviation ( for n = 10).
The probability of making a type I error (or the significance level of our test) is equal to
the sum of the areas that have been shaded in the tails of the normal distribution. We
may find this probability as
This is the type I error probability. This
implies that 5.74% of all random
samples would lead to rejection of the
hypothesis H0: μ = 50 centimeters per
second when the true mean burning
rate is really 50 centimeters per second.
Hypothesis Tests in Simple Linear Regression
• This approach helps to assess the adequacy of a linear regression model and model
parameters
• Facilitate the construction of confidence intervals.
To test hypotheses about the slope and intercept of the regression model me make
following assumption
Errors (residuals) are normally and independently distributed with mean zero and
variance σ2, abbreviated NID (0, σ2 ).
Important and special hypotheses
When NULL hypothesis is true it may also imply that the true relationship
between x and Y is not linear as seen below
When NULL hypothesis is False (Rejected), this implies that x is of value in explaining the
variability in Y and the straight-line model is adequate (as seen in Figure above)
It could also mean that although there is a linear effect of x, better results could be
obtained with the addition of higher order polynomial terms in x [see Fig. below].
EXAMPLE Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
Test the NULL hypothesis that slope is ZERO
SS E = 21.25
the t-statistic becomes
SS E 21.25
=
2
= = 1.18
n2 18
ANALYSIS OF VARIANCE (ANOVA)
F-Distribution
F-Distribution
Definition.
If U and V are independent chi-square random variables
with r1 and r2 degrees of freedom, respectively, then:
A formula that allows us to find the value of the Gamma function for any real value of n is as follows:
Relationship between ALPHA, r1 and r2 with F
VALUES OF F for r1 = 6, r2 = 2 and specific values of ALPHA
ANALYSIS OF VARIANCE (ANOVA)
APPROACH TO TEST SIGNIFICANCE OF REGRESSION