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MA202
Last Lecture Probability and
Statistic part.
Testing of Hypothesis
continued.
STATISTICAL
HYPOTHESIS
TESTING ERRORS
|RECALL
Null Hypothesis
Two sided-Alternate Hypothesis
Testing the hypothesis involves taking a
random sample, computing a test statistic from
the sample data and then using the test statistic
to make a decision about the NULL hypothesis.
COMPUTING THE
PROBABILITY OF TYPE I
ERROR
COMPUTING THE
PROBABILITY OF TYPE
II ERROR
P-VALUE IN HYPOTHESIS
TESTING
P-VALUE IN HYPOTHESIS
TESTING
TESTS ON THE MEAN OF A
NORMAL DISTRIBUTION,
VARIANCE KNOWN
TESTS ON THE MEAN OF A NORMAL
DISTRIBUTION, VARIANCE KNOWN |
BURNING PROPELLANT EXAMPLE
TESTS ON THE MEAN OF A
NORMAL DISTRIBUTION,
VARIANCE UNKNOWN
TESTS ON THE MEAN OF A
NORMAL DISTRIBUTION,
VARIANCE UNKNOWN | EXAMPLE
A public health official claims that the mean home water use
is 350 gallons a day.
To verify this claim, a study of 20 randomly selected homes
was instigated with the result that the average daily water uses
of these 20 homes were as follows:
340 344 362 375 356 386 354 364 332 402 340 355 362 322
372 324 318 360 338 370
Do the data contradict the official’s claim?
GENERAL PROCEDURE FOR
HYPOTHESIS TESTS
In practice, such a formal and (seemingly) rigid procedure is
not always necessary.
Generally, once the experimenter (or decision maker) has
decided on the question of interest and has determined the
design of the experiment (that is, how the data are to be
collected, how the measurements are to be made, and how
many observations are required), only three steps are really
required:
1. Specify the test statistic to be used.
2. Specify the location of the critical region (two-tailed,
upper-tailed, or lower-tailed).
3. Specify the criteria for rejection (typically, the value of
α, or the P-value at which rejection should occur).

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lol.pdf

  • 1. MA202 Last Lecture Probability and Statistic part. Testing of Hypothesis continued.
  • 2. STATISTICAL HYPOTHESIS TESTING ERRORS |RECALL Null Hypothesis Two sided-Alternate Hypothesis Testing the hypothesis involves taking a random sample, computing a test statistic from the sample data and then using the test statistic to make a decision about the NULL hypothesis.
  • 7. TESTS ON THE MEAN OF A NORMAL DISTRIBUTION, VARIANCE KNOWN
  • 8. TESTS ON THE MEAN OF A NORMAL DISTRIBUTION, VARIANCE KNOWN | BURNING PROPELLANT EXAMPLE
  • 9. TESTS ON THE MEAN OF A NORMAL DISTRIBUTION, VARIANCE UNKNOWN
  • 10. TESTS ON THE MEAN OF A NORMAL DISTRIBUTION, VARIANCE UNKNOWN | EXAMPLE A public health official claims that the mean home water use is 350 gallons a day. To verify this claim, a study of 20 randomly selected homes was instigated with the result that the average daily water uses of these 20 homes were as follows: 340 344 362 375 356 386 354 364 332 402 340 355 362 322 372 324 318 360 338 370 Do the data contradict the official’s claim?
  • 11. GENERAL PROCEDURE FOR HYPOTHESIS TESTS In practice, such a formal and (seemingly) rigid procedure is not always necessary. Generally, once the experimenter (or decision maker) has decided on the question of interest and has determined the design of the experiment (that is, how the data are to be collected, how the measurements are to be made, and how many observations are required), only three steps are really required: 1. Specify the test statistic to be used. 2. Specify the location of the critical region (two-tailed, upper-tailed, or lower-tailed). 3. Specify the criteria for rejection (typically, the value of α, or the P-value at which rejection should occur).