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You are on page 1of 36

February 18

In Chapter 9:

9.2 Test Statistic

9.3 P-Value

9.4 Significance Level

9.5 One-Sample z Test

9.6 Power and Sample Size

Terms Introduce in Prior Chapter

• Population all possible values

• Sample a portion of the population

• Statistical inference generalizing from a

sample to a population with calculated degree

of certainty

• Two forms of statistical inference

– Hypothesis testing

– Estimation

• Parameter a characteristic of population, e.g.,

population mean µ

• Statistic calculated from data in the sample, e.g.,

sample mean ( x )

Distinctions Between Parameters

and Statistics (Chapter 8 review)

Parameters Statistics

Vary No Yes

Calculated No Yes

Sampling Distributions of a Mean

(Introduced in Ch 8)

The sampling distributions of a mean (SDM)

describes the behavior of a sampling mean

x ~ N , SE x

where SE x

n

Hypothesis Testing

• Is also called significance testing

• Tests a claim about a parameter using

evidence (data in a sample

• The technique is introduced by

considering a one-sample z test

• The procedure is broken into four steps

• Each element of the procedure must be

understood

Hypothesis Testing Steps

A. Null and alternative hypotheses

B. Test statistic

C. P-value and interpretation

D. Significance level (optional)

§9.1 Null and Alternative

Hypotheses

• Convert the research question to null and

alternative hypotheses

• The null hypothesis (H0) is a claim of “no

difference in the population”

• The alternative hypothesis (Ha) claims

“H0 is false”

• Collect data and seek evidence against H0

as a way of bolstering Ha (deduction)

Illustrative Example: “Body Weight”

• The problem: In the 1970s, 20–29 year

old men in the U.S. had a mean μ body

weight of 170 pounds. Standard deviation

σ was 40 pounds. We test whether mean

body weight in the population now differs.

• Null hypothesis H0: μ = 170 (“no

difference”)

• The alternative hypothesis can be either

Ha: μ > 170 (one-sided test) or

Ha: μ ≠ 170 (two-sided test)

§9.2 Test Statistic

This is an example of a one-sample test of a

mean when σ is known. Use this statistic to

test the problem:

x 0

z stat

SEx

where 0 population mean assuming H 0 is true

and SEx

n

Illustrative Example: z statistic

• For the illustrative example, μ0 = 170

• We know σ = 40

• Take an SRS of n = 64. Therefore

40

SEx 5

n 64

• If we found a sample mean of 173, then

x 0 173 170

zstat 0.60

SEx 5

Illustrative Example: z statistic

If we found a sample mean of 185, then

x 0 185 170

zstat 3.00

SEx 5

Reasoning Behinµzstat

x ~ N 170 ,5

Sampling distribution of xbar

under H0: µ = 170 for n = 64

§9.3 P-value

• The P-value answer the question: What is the

probability of the observed test statistic or one

more extreme when H0 is true?

• This corresponds to the AUC in the tail of the

Standard Normal distribution beyond the zstat.

• Convert z statistics to P-value :

For Ha: μ > μ0 P = Pr(Z > zstat) = right-tail beyond zstat

For Ha: μ < μ0 P = Pr(Z < zstat) = left tail beyond zstat

For Ha: μ μ0 P = 2 × one-tailed P-value

• Use Table B or software to find these

probabilities (next two slides).

One-sided P-value for zstat of 0.6

One-sided P-value for zstat of 3.0

Two-Sided P-Value

• One-sided Ha

AUC in tail

beyond zstat

• Two-sided Ha

consider potential Examples: If one-sided P

deviations in both = 0.0010, then two-sided

directions P = 2 × 0.0010 = 0.0020.

double the one- If one-sided P = 0.2743,

sided P-value then two-sided P = 2 ×

0.2743 = 0.5486.

Interpretation

• P-value answer the question: What is the

probability of the observed test statistic …

when H0 is true?

• Thus, smaller and smaller P-values

provide stronger and stronger evidence

against H0

• Small P-value strong evidence

Interpretation

Conventions*

P > 0.10 non-significant evidence against H0

0.05 < P 0.10 marginally significant evidence

0.01 < P 0.05 significant evidence against H0

P 0.01 highly significant evidence against H0

Examples

P =.27 non-significant evidence against H0

P =.01 highly significant evidence against H0

* It is unwise to draw firm borders for “significance”

α-Level (Used in some situations)

• Set α threshold (e.g., let α = .10, .05, or

whatever)

• Reject H0 when P ≤ α

• Retain H0 when P > α

• Example: Set α = .10. Find P = 0.27 retain H0

• Example: Set α = .01. Find P = .001 reject H0

(Summary) One-Sample z Test

A. Hypothesis statements

H0: µ = µ0 vs.

Ha: µ ≠ µ0 (two-sided) or

Ha: µ < µ0 (left-sided) or

Ha: µ > µ0 (right-sided)

B. Test statistic

x 0

z stat where SEx

SEx n

C. P-value: convert zstat to P value

D. Significance statement (usually not necessary)

§9.5 Conditions for z test

• σ known (not from data)

• Population approximately Normal or

large sample (central limit theorem)

• SRS (or facsimile)

• Data valid

The Lake Wobegon Example

“where all the children are above average”

• Let X represent Weschler Adult Intelligence

scores (WAIS)

• Typically, X ~ N(100, 15)

• Take SRS of n = 9 from Lake Wobegon

population

• Data {116, 128, 125, 119, 89, 99, 105,

116, 118}

• Calculate: x-bar = 112.8

• Does sample mean provide strong evidence

that population mean μ > 100?

Example: “Lake Wobegon”

A. Hypotheses:

H0: µ = 100 versus

Ha: µ > 100 (one-sided)

Ha: µ ≠ 100 (two-sided)

B. Test statistic:

15

SEx 5

n 9

x 0 112 .8 100

zstat 2.56

SEx 5

C. P-value: P = Pr(Z ≥ 2.56) = 0.0052

null distribution strong evidence against H0

Two-Sided P-value: Lake Wobegon

• Ha: µ ≠100

• Considers random

deviations “up” and

“down” from μ0 tails

above and below ±zstat

• Thus, two-sided P

= 2 × 0.0052

= 0.0104

§9.6 Power and Sample Size

Two types of decision errors:

Type I error = erroneous rejection of true H0

Type II error = erroneous retention of false H0

Truth

Decision H0 true H0 false

Retain H0 Correct retention Type II error

Reject H0 Type I error Correct rejection

β ≡ Probability of a Type II error

Power

• β ≡ probability of a Type II error

β = Pr(retain H0 | H0 false)

(the “|” is read as “given”)

Type II error

1– β = Pr(reject H0 | H0 false)

Power of a z test

| 0 a | n

1 z1

2

where

• Φ(z) represent the cumulative probability

of Standard Normal Z

• μ0 represent the population mean under

the null hypothesis

• μa represents the population mean under

the alternative hypothesis

Calculating Power: Example

A study of n = 16 retains H0: μ = 170 at α = 0.05

(two-sided); σ is 40. What was the power of test’s

conditions to identify a population mean of 190?

| | n

1 z1 0 a

2

| 170 190 | 16

1.96

40

0.04

0.5160

Reasoning Behind Power

• Competing sampling distributions

Top curve (next page) assumes H0 is true

Bottom curve assumes Ha is true

α is set to 0.05 (two-sided)

• We will reject H0 when a sample mean exceeds

189.6 (right tail, top curve)

• The probability of getting a value greater than

189.6 on the bottom curve is 0.5160,

corresponding to the power of the test

Sample Size Requirements

Sample size for one-sample z test:

n

2

z1 z1

2

2

2

where

1 – β ≡ desired power

α ≡ desired significance level (two-sided)

σ ≡ population standard deviation

Δ = μ0 – μa ≡ the difference worth detecting

Example: Sample Size

Requirement

How large a sample is needed for a one-sample z

test with 90% power and α = 0.05 (two-tailed)

when σ = 40? Let H0: μ = 170 and Ha: μ = 190

(thus, Δ = μ0 − μa = 170 – 190 = −20)

n

2

z1 z1

2

2

40 (1.28 1.96 )

2 2

41 .99

2

20 2

Illustration: conditions

for 90% power.

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