Session 17 References

Probability and Statistical Course.

Instructor: Dr.Ing.(c) Sergio A. Abreo C.

Escuela de Ingenieras Electrica, Electronica y de

Telecomunicaciones

Universidad Industrial de Santander

June 17, 2017

Connectivity and Signal Processing Research Group.

info@cps.uis.edu.co https://cpsuis.wordpress.com
Session 17 References

Agenda

1 Session 17

2 References
Session 17 References

Test of Hypotheses for a single sample

Variance known
The test statistic for H0 : = 0 is defined as

X 0
Z0 =
/ n

Two sided alternative

The alternative hypotheses is defined as H1 : 6= 0

Figure: The distribution of Z0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Test of Hypotheses for a single sample

Variance known
The test statistic for H0 : = 0 is defined as

X 0
Z0 =
/ n

One sided alternative

The alternative hypotheses is defined as H1 : > 0

Figure: The distribution of Z0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Test of Hypotheses for a single sample

Variance known
The test statistic for H0 : = 0 is defined as

X 0
Z0 =
/ n

One sided alternative

The alternative hypotheses is defined as H1 : < 0

Figure: The distribution of Z0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Test of Hypotheses for a single sample

P-values
is the smallest level of significance that would lead to rejection
of the null hypothesis H0 with the given data.
We may think of the P-value as the smallest level at which
the data are significant.
If type I error is bigger than the significance level ( > Pvalue )
then H0 would be rejected.
Once the P-value is known, the decision maker can determine
how significant the data are without the data analyst formally
imposing a preselected level of significance.
Session 17 References

Test of Hypotheses for a single sample

Pvalue with H0 : = 0
2[1 (|z0 |)] for a two-tailed test. H1 : 6= 0
1 (z0 ) for a upper-tailed test. H1 : > 0
(z0 ) for a lower-tailed test. H1 : < 0
Here (z) is the standard normal cumulative distribution
function.
In other words the Pvalue is the blue area.
Session 17 References

Connection between Hypothesis Tests and Confidence

Intervals

100(1 )%
If [l, u] is a 100(1 )% confidence interval
then , the significance level, is the blue area.
In this way if I chose a CI of 99% then Pvalue = 0.01
When the type I error is bigger than Pvalue then the CI is
lower than the desired value and H0 is rejected.
Remember that CI for H0 is computed as

x z/2 0 x + z/2
n n

Therefore H0 will be rejected when 0 is out of the CI.

Session 17 References

Large Sample Test

CLT
We have developed the test procedure assuming that the
population is normally distributed and that 2 is known.
Furthermore, we may not be certain that the population is
well modeled by a normal distribution.
In these situations if n is large (say n > 40) the sample
standard deviation s can be substituted for in the test
procedures with little effect.
This large-sample test relies on the central limit theorem.
Session 17 References

Hypotheses Test on the Mean

Variance unknown
The test statistic for H0 : = 0 has a t distribution with n 1
degrees of freedom and it is defined as

X 0
T0 =
S/ n

Two sided alternative

The alternative hypotheses is defined as H1 : 6= 0

Figure: The distribution of T0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on the Mean

Variance unknown
The test statistic for H0 : = 0 has a t distribution with n 1
degrees of freedom and it is defined as

X 0
T0 =
S/ n

One sided alternative

The alternative hypotheses is defined as H1 : > 0

Figure: The distribution of T0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on the Mean

Variance unknown
The test statistic for H0 : = 0 has a t distribution with n 1
degrees of freedom and it is defined as

X 0
T0 =
S/ n

One sided alternative

The alternative hypotheses is defined as H1 : < 0

Figure: The distribution of T0 when H0 : = 0 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on
The variance
The test statistic for H0 : 2 = 02 has a chi-squared distribution
defined as
(n 1)S 2
20 =
02

Two sided alternative

The alternative hypotheses is defined as H1 : 2 6= 02

Figure: The distribution of 20 when H0 : 2 = 02 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on
The variance
The test statistic for H0 : 2 = 02 has a chi-squared distribution
defined as
(n 1)S 2
20 =
02

One sided alternative

The alternative hypotheses is defined as H1 : 2 > 02

Figure: The distribution of 20 when H0 : 2 = 02 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on
The variance
The test statistic for H0 : 2 = 02 has a chi-squared distribution
defined as
(n 1)S 2
20 =
02

One sided alternative

The alternative hypotheses is defined as H1 : 2 < 02

Figure: The distribution of 20 when H0 : 2 = 02 is true. Taken from

[Montgomery and Runger, 2010]
Session 17 References

Hypotheses Test on

The population
The hypothesis-testing procedures that we have discussed
previously are designed for problems in which the population
or probability distribution is known and the hypotheses involve
the parameters of the distribution.
Another kind of hypothesis is often encountered: we do not
know the underlying distribution of the population, and we
wish to test the hypothesis that a particular distribution will
be satisfactory as a population model.
For example, we might wish to test the hypothesis that the
population is normal.
Session 17 References

Test of Hypotheses

Exercise 1
The mean water temperature downstream from a power plant
cooling tower discharge pipe should be no more than 100o F. Past
experience has indicated that the standard deviation of
temperature is 2o F. The water temperature is measured on nine
randomly chosen days, and the average temperature is found to be
98o F.
Should the water temperature be judged acceptable with
= 0.05.
What is the P-value for this test?
What is the probability of accepting the null hypothesis at
= 0.05 if the water has a true mean temperature of 104o F?
Session 17 References

Test of Hypotheses
Exercise 2
The sodium content of thirty 300-gram boxes of organic corn
flakes was determined. The data (in milligrams) are as follows:
131.15, 130.69, 130.91, 129.54, 129.64, 128.77, 130.72, 128.33,
128.24, 129.65, 130.14, 129.29, 128.71, 129.00, 129.39, 130.42,
129.53, 130.12, 129.78, 130.92, 131.15, 130.69, 130.91, 129.54,
129.64, 128.77, 130.72, 128.33, 128.24, and 129.65.
Can you support a claim that mean sodium content of this
brand of cornflakes is 130 milligrams? Use = 0.05.
Is there evidence that sodium content is normally distributed?
Compute the power of the test if the true mean sodium
content is 130.5 miligrams.
Explain how the first question could be answered by
constructing a two-sided confidence interval on the mean
sodium content.
Session 17 References

Test of Hypotheses

Exercise 3
A research engineer for a tire manufacturer is investigating tire life
for a new rubber compound and has built 16 tires and tested them
to end-of-life in a road test. The sample mean and standard
deviation are 60,139.7 and 3645.94 kilometers. .
Can you conclude, using = 0.05, that the standard deviation
of tire life exceeds 200 kilometers? State any necessary
assumptions about the underlying distribution of the data.
Find the P-value for this test.
Session 17 References

References I

Montgomery, D. C. and Runger, G. C. (2010).

Applied statistics and probability for engineers.
John Wiley & Sons.