Ch9 April24 (Monday) Notes

Class Announcements
Grade Curve (See details in the grade curve policy document

uploaded under Course Information )
Justify the solutions for all missed problems for Exam1 and
Exam2 and upload to Blackboard by 1pm on May 5 to earn
extra 5 bonus points on Final Exam.
Rank Exam1, Exam2 and weightedQuiz*10 (after dropping 2
lowest), and replace the lowest score of the above three with
your Final Exam score if your final exam score is higher than
that lowest score.
List of old materials in Ch. 2 6 to be retested on Final Exam
Wed, April 26 (Quiz 8 covering Ch. 9 & Review for Final Exam)
Simply Linear Regression wont be covered in final exam
Mon, May 1(Recitation class Practice Exam and HW questions)

Final Exam: 5 - 7:30 pm, Friday, May 5
Dr. Yaping Wang, Industrial Engineering Dept. INDE 2333 Lecture, Spring 2017 1
Some Important Points
1. The farther the value of the true mean from 0 , the smaller for a
given and n. That is, for a specific sample size and level of
significance, larger differences in the mean are easier to detect than
smaller ones (i.e., larger power of test).
2. For a given mean difference and , will decrease as increases.
That is, to detect a specific difference in the mean, we can make the test
more powerful by increasing the sample size.
3. A decrease in the probability of one type of error always results in an
increase in the probability of the other provided that sample size n and
mean difference are fixed.
Two Ways to Draw Conclusions for Hypothesis Testing
Fixed significance level approach

o Conclude that the 0 is or is not rejected at a specific error or
significance level.
o Advantage: it leads to the concepts of error and power of test,
which are of considerable value in determining the appropriate
sample sizes to use in hypothesis testing.
o Disadvantages: (1) inadequate to indicate whether the
computed test statistic is just barely in the critical region or
whether it is very far into this region; (2) imposing the
predefined level of significance on other users of the
information.
P-value approach
o Can avoid above disadvantages.
o More commonly used and provided in published literature.
Both approaches lead to exactly the same conclusion for same value!
Comments on the Procedure
Hypothesis test aims to assess strength of evidence
against null hypothesis. Either we have enough
evidence to reject the null hypothesis or we do not
have enough evidence to reject.
Test statistic measures how much the data deviates
from the null hypothesis.
The critical region is determined assuming the null
hypothesis is true.
State a conclusion either by comparing the test
statistic to a critical region determined by the
decision maker or comparing the P-value to a
desired level of significance .
Close Connection between HT and CI
A close relationship exists between the hypothesis test (HT)
about any parameter, say , and the confidence interval (CI)
for . Specifically,
o If , is a 100(1-)% CI for , the test level of significance of
the two-sided hypothesis of 0 : = 0 vs 1 : 0 will lead to
rejection of 0 if and only if 0 is not in the 100(1-)% CI [, ].
o See the example on next two slides to confirm this!
Although HTs and CIs arrive the same conclusion about

whether the null hypothesis should be or not rejected, each
provides somewhat different insights.
o The CI provides a range of plausible values for at a stated
confidence level.
o Whereas the HT attempts to measure evidence against the null
hypothesis that states the parameter equals a certain specific
number; it also reports P-value (statistical significance level)
associated with a specific decision.
Example: CI and HT Draw the Same Conclusion
Air crew escape systems are powered by a solid propellant.
The burning rate of this propellant is an important product
characteristic. Specifications require that the mean burning
rate must be 50 centimeters per second and the standard
deviation is = 2 centimeters per second. The significance
level of = 0.05 and a random sample of n = 25 has a sample
average burning rate of 51.3 centimeters per second. Draw
conclusions on this hypothesis testing on the population mean.
HT Approach Solution:
H0: = 50 cm/sec vs H1: 50 cm/sec
0
51.350
Test statistic: 0 = = = 3.25
/ 2/ 25
Because significant level = 0.05, the critical region in
z-scale is z0.025 = 1.96 and z0.025 = 1.96
Example: CI and HT arrive the same conclusion
Because test statistic 0 0.025 = 1.96, i. e., the test statistic
falls in the rejection region, then we reject 0 : = 50 at 0.05
level of significant.
Constructing the CI for the confidence level of 100(1 )%:

Recall that n = 25, = 2, and = 51.3.
= 0.05,so we constructed two-sided 95% CI for below

[ /2 , + /2 ]

=[51.3-1.96*2/ 25, 51.3+1.96*2/ 25]=[50.516, 52.084]
Since the hypothesized value 0 = 50 is not within the above CI,

we reject the .
Consistent conclusion as the one obtained by HT!

Case II
Click
Hypothesis to edit
Test Master
of the Meantitle
of style
a Normal
Distribution with Unknown Variance
Test of the Mean of a Normal Distribution with Unknown Variance
Still assume 1 , 2 , , is a random sample from a normal

distribution with mean and unknown variance 2 . Because
now we have unknown variance, we need to use
0

Test Statistic: 0 =
/
which has a t-distribution with degree of freedom of n-1.
Two sided hypothesis:
H0: = 0 H1: 0
Reject H0 if
t0<-t/2,n-1 or t0>t/2,n-1
-t/2,n-1 t/2,n-1 t-scale
Fail to reject H0 if
Rejection region Fail-to-reject region Rejection region
-t/2,n-1 t0 t/2,n-1
Test of the Mean of a Normal Distribution with Unknown Variance
One sided hypotheses:

H0: = 0 H0: = 0
H1: < 0 H1: > 0
-t,n-1 t,n-1
Fail-to-reject region Fail-to-reject region Rejection region

Rejection region
Reject H0 if t0 < -t,n-1 Reject H0 if t0 > t,n-1
Fail to reject H0 if t0 -t,n-1 Fail to reject H0 if t0 t,n-1
Test of Mean of a Normal Distribution with Unknown Variance
P-value: Look up the percentage point table for t-

distribution in Appendix A of textbook, or use a
computer software package.
Sample Size and : No explicit formula. Need to use

the Operating Characteristic (OC) curves (see
Appendix of textbook)
More details later . . .
Example 9-6: Golf Club Design
An experiment was performed in which 15 drivers produced by
a particular club maker were selected at random and their
coefficients of restitution measured. It is of interest to determine
if there is evidence (for = 0.05) to support a claim that the
mean coefficient of restitution exceeds 0.82.
The observations are:
0.8411 0.8191 0.8182 0.8125 0.8750
0.8580 0.8532 0.8483 0.8276 0.7983
0.8042 0.8730 0.8282 0.8359 0.8660
We can easily calculate = 0.83725 and s = 0.02456. The

objective here is to demonstrate the mean coefficient of restitution
exceeds 0.82, hence a one-sided hypothesis test is appropriate.
Parameter of interest: The mean coefficient of restitution, .

Null and alternative hypotheses: H0: = 0.82 vs H1: > 0.82
Example 9-6: Golf Club Design Cont.
Compute Test Statistic: Since = 0.83725, s =
0.02456, = 0.82, and n = 15, the test statistic is
0.83725 0.82
t0 = = 2.72
0.02456 / 15
From the t-distribution percentage points table, t0 = 2.72 falls
between two values: 0.01,14 =2.624 and 0.005,14 =2.977. Since
this is an one-tailed test, the P-value is between those two
values, that is, 0.005 < P < 0.01.
Therefore, because P < 0.05, we reject H0 and conclude there

is statistically significant evidence to say that the mean
coefficient of restitution exceeds 0.82.
Alternatively, by the fixed level of significance = .
approach, we can reach the same conclusion that should be
rejected because = . > ., = . .
Percentage Points of the t Distribution
Type II Error and Choice of Sample Size using OC Curve
Operating characteristic (OC) Curves plot for the t-test against a
parameter d for various sample size n. OC curves charts are provided
in Appendix of textbook for both two-sided and one-sided t-test.
For two-sided t-test 0 , use OC Charts VII(e) for =

0.05 and VII(f) for = 0.01. The parameter d on these
charts is defined as
0
= =

*Note that we replace with sample standard deviation s
because 2 is unknown in this case.
For one-sided t-test > 0 or < 0 , use charts VII(g)

f = 0.05 and VII(h) f = 0.01 . The parameter d on
these two charts is also defined as above.
Example 9-7 Golf Club Design Sample Size
Consider the golf club testing problem from Example 9-6. If the
mean coefficient of restitution exceeds 0.82 by as much as
0.02, is the sample size n = 15 adequate to ensure that H0: =
0.82 will be rejected with probability at least 0.8?
To solve this problem, we will use the sample standard deviation s =

0.02456 to estimate . Then
d = / = 0.02/0.02456 = 0.81.
By referring to the OC curves in Appendix Chart VII (g) for = 0.05

with d = 0.81 and n = 15, we find that equals 0.10 approximately.
Thus, the probability of rejecting H0: = 0.82 if the true mean

exceeds the hypothesized mean 0.82 by 0.02 is approximately 1
= 1 0.10 = 0.90, and we conclude that a sample size of n = 15 is
adequate to provide the desired sensitivity.
OC Curve for one-sided t-test for = .
d=0.81, n =15
CASE III
Click Tests
Hypothesis to editonMaster title style
the Variance of a
Normal Distribution
Hypothesis Tests on the Variance of a Normal Distribution
Suppose that we wish to test the hypothesis that the

variance of a normal population 2 equals a specified
value, say, or equivalently, that the standard deviation
is equal to 0. Let 1, 2, , be a random sample
of n observations from this population. We need to
use 2
(n 1) S
2
X0 =
0
2
Test Statistic:
The test statistic 02 has a chi-square distribution with

n-1 degrees of freedom if the 0 is true.
Test of the Variance of a Normal Distribution
Two sided hypothesis:

H0: 2 = 02 H1: 2 02
2
where/2,1
2
and1/1,1 are the
upper and lower
/2 /2 100 /2 percentage
points of the chi-square
distribution with n 1
degrees of freedom,
respectively.
2
2
1/2,1 /2,1
Critical region Fail-to-reject Critical region
region
2 2
Reject H0 if 02 < 1/2 ,n-1 or 0
2
> /2,1
2 2
Fail to reject H0 if 1/2,1 2 /2,1
Test of the Variance of a Normal Distribution
One sided hypotheses:
H0: 2 = 02 H0: 2 = 02
H1: 2 < 02 H1: 2 > 02
2 2
1,1 ,1
Reject H0 if 02 < 1,1

2
Reject H0 if 02 > ,1
2
Fail to reject H0 if 02 2
1 Fail to reject H0 if 02 ,1
2
,n-1
Example 9-8 Automated Filling
An automated filling machine is used to fill bottles with liquid
detergent. A random sample of 20 bottles results in a sample
variance of fill volume of s2 = 0.0153 (fluid ounces)2. If the
variance of fill volume exceeds 0.01 (fluid ounces)2, an
unacceptable proportion of bottles will be underfilled or
overfilled. Is there evidence in the sample data to suggest that
the manufacturer has a problem with underfilled or overfilled
bottles? Use = 0.05, and assume that fill volume has a
normal distribution.
The parameter of interest is the population variance 2.

H0: 2 = 0.01 vs H1: 2 > 0.01.
1 2 19 0.0153
The test statistic 02 = = = 29.07
2 0.01
2
Since 02 = 29.07 < 0.05,19 = 30.14, we conclude that there is no
strong evidence that the variance of fill volume exceeds 0.01
(fluid ounces)2, so we fail to reject 0 .
CASE IV
Click to edit
Large-sample Master Tests
Hypothesis title style
on a
Population Proportion
Large-sample Hypothesis Tests on a Population Proportion
Let X be the number of observations in a random sample of size
that belongs to a class of interest. Then, = / is a point
estimator of the proportion of the population that belong to
this class.
If the null hypothesis 0 : = 0 is true, we have
~ 0 , 0 1 0 approximately
To test 0 : = 0 , we need to use

0
Test Statistic: Z0 =
0 10
0 follows a standard normal distribution if 0 is true.
Two-sided hypothesis:
H0: p = p0 H 1 : p p0
-Z/2 +Z/2
Critical region Fail-to-reject region Critical region
Reject H0 if z0<-z/2 or z0>z/2

Accept H0 if -z/2 z0 z/2
One-sided hypotheses:
H0: = 0 H0: = 0
H1: < 0 H1: > 0
-Z Z-scale Z Z-scale
Critical region Acceptance region Acceptance region Critical region
Reject H0 if z0<-za Reject H0 if z0>za

Fail to reject H0 if z0-za Fail to reject H0 if z0 za
P-value, Type II Error and Choice of Sample Size
P-value: same as the hypothesis test in Case I
2[1 (| z0 |)] two tailed test

P = 1 ( z0 ) upper tailed test
( z )
0 lower tailed test
Type II error probability

For both two-sided and one-sided tests, error formula
and approximate sample size formula can be derived
similarly as in the CASE I.
Example 9-10 Automobile Engine Controller
A semiconductor manufacturer produces controllers used in
automobile engine applications. The customer requires that the
process fallout or fraction defective at a critical manufacturer step
not exceed 0.05 and that the manufacturer demonstrate process
capability at this level of quality using = 0.05. The semiconductor
manufacturer takes a random sample of 200 devices and finds that
four of them are defective. Can the manufacturer demonstrate
process capability for the customer?
Parameter of interest: the process fraction defective .
Test hypotheses: 0 : = 0.05 vs 1 : < 0.05
0 4200 0.05
Test statistic is 0 = = = 1.95
0 10 200(0.05)(0.95)
Use P-value approach: Since P-value= 0 = 0.0256, which is less
than 0.05, we reject 0 and conclude that there is sufficient evidence
showing that the process fraction defective < 0.05.
Alternatively, use the fixed level of significance approach: since z0 =
1.95 < 0.05 = 1.64, we reject 0 .
Typical Steps to Perform a Hypothesis Test
1. Identify the parameter of interest .
2. State the null hypothesis, H0 and the alternative hypothesis
H1 about .
3. Select the appropriate test statistic and compute the value of
the test statistic from the data.
4. Find either the critical values/region from the fixed level of
significance or the P-value based on the computed test
statistics from Step 3.
5. Make decision
1. Reject H0 with a specified level of significance if the value of the test
statistic is in the critical region or fail to reject H0 otherwise.
2. Reject H0 if the P-value is less than a specified level of significance,
or fail to reject H0 otherwise.
6. Interpret the decision
Based on the decision made in Step 5, we state a conclusion in the
context of the original problem.

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Ch9 April24 (Monday) Notes

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Class Announcements

Grade Curve (See details in the grade curve policy document

Mon, May 1(Recitation class Practice Exam and HW questions)

Fixed significance level approach

Although HTs and CIs arrive the same conclusion about

Constructing the CI for the confidence level of 100(1 )%:

Since the hypothesized value 0 = 50 is not within the above CI,

Consistent conclusion as the one obtained by HT!

Still assume 1 , 2 , , is a random sample from a normal

One sided hypotheses:

Fail-to-reject region Fail-to-reject region Rejection region

Reject H0 if t0 < -t,n-1 Reject H0 if t0 > t,n-1

Fail to reject H0 if t0 -t,n-1 Fail to reject H0 if t0 t,n-1

P-value: Look up the percentage point table for t-

Sample Size and : No explicit formula. Need to use

We can easily calculate = 0.83725 and s = 0.02456. The

Parameter of interest: The mean coefficient of restitution, .

Therefore, because P < 0.05, we reject H0 and conclude there

For two-sided t-test 0 , use OC Charts VII(e) for =

For one-sided t-test > 0 or < 0 , use charts VII(g)

To solve this problem, we will use the sample standard deviation s =

By referring to the OC curves in Appendix Chart VII (g) for = 0.05

Thus, the probability of rejecting H0: = 0.82 if the true mean

Suppose that we wish to test the hypothesis that the

The test statistic 02 has a chi-square distribution with

Two sided hypothesis:

Reject H0 if 02 < 1,1

The parameter of interest is the population variance 2.

To test 0 : = 0 , we need to use

0 follows a standard normal distribution if 0 is true.

Critical region Fail-to-reject region Critical region

Reject H0 if z0<-z/2 or z0>z/2

Critical region Acceptance region Acceptance region Critical region

Reject H0 if z0<-za Reject H0 if z0>za

Type II error probability

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