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Lecture 12
Dr. Ali Sheikhi
(ali.sheikhi@ul.ie)
4. Either
a) Comparison of the realisation of the test
statistic with the appropriate critical value. If the
distance of the data from H0 is greater than the
distance given by this critical value, then we reject
H0 .
or
b) Calculation of the p-value of a test. This is a
measure of the credibility of H0 (it is not the
probability that H0 is true). If p < (the
significance level), then we reject H0 .
5. The conclusion should be clearly stated.
Interpretation of the p-value
SPSS gives the p-value for tests (in the SIG. column).
If p < , then we reject H0 . More precisely, if,
1. p < 0.05, there is evidence against H0 .
2. p < 0.01, there is strong evidence against H0 .
3. p < 0.001, there is very strong evidence against H0 .
Testing a Hypothesis About a Population Mean
H0 : = 0
HA : 6= 0 .
Procedure for Large Samples
n(X 0 )
N (0, 1).
Since s will be a good approximation of , the test statistic,
n(X 0 ) X 0
Z= =
s S.E(X)
2P (Z > |t|),
Instead of using the p-value, we can use the critical value for a
given significance level.
We reject H0 when t deviates strongly from 0.
1. At a 100% significance level, we reject H0 iff
|t| > t, 2 , in particular
2. At a 5% significance level, we reject H0 iff
|t| > t,0.025 = 1.96.
3. At a 1% significance level, we reject H0 iff
|t| > t,0.005 = 2.576.
4. At a 0.1% significance level, we reject H0 iff
|t| > t,0.0005 = 3.291.
Critical Values and p-values
2P (Z > t, 2 ) = .
H0 : = 170
HA : 6= 170.
Solution to Example - Test Statistic
ii) Since the sample size is large, we use the test statistic
n(X 0 )
Z= N (0, 1),
s
where 0 is the mean from the null hypothesis.
Solution to Example - Realisation of the Test Statistic