Sei sulla pagina 1di 20

Session 17

References

Session 17 References Probability and Statistical Course. Instructor: Dr.Ing.(c) Sergio A. Abreo C. Escuela de

Probability and Statistical Course.

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

Escuela de Ingenier´ıas El´ectrica, Electr´onica y de Telecomunicaciones

Universidad Industrial de Santander

y de Telecomunicaciones Universidad Industrial de Santander June 17, 2017 Connectivity and Signal Processing Research

June 17, 2017

Connectivity and Signal Processing Research Group. info@cps.uis.edu.co https://cpsuis.wordpress.com

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 Agenda 1 Session 17 2 References

Session 17

References

Session 17 References Test of Hypotheses for a single sample Variance known The test statistic for

Test of Hypotheses for a single sample

Variance known The test statistic for H 0 : µ = µ 0 is defined
Variance known
The test statistic for H 0 : µ = µ 0 is defined as
¯
X − µ 0
Z 0 =
σ/ √ n

Two sided alternative

The alternative hypotheses is defined as H 1 : µ

= µ 0

hypotheses is defined as H 1 : µ = µ 0 Figure: The distribution of Z

Figure: The distribution of Z 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of Z 0 when H 0 : µ = µ 0 is

Session 17

References

Session 17 References Test of Hypotheses for a single sample Variance known The test statistic for

Test of Hypotheses for a single sample

Variance known The test statistic for H 0 : µ = µ 0 is defined
Variance known
The test statistic for H 0 : µ = µ 0 is defined as
¯
X − µ 0
Z 0 =
σ/ √ n
: µ = µ 0 is defined as ¯ X − µ 0 Z 0 =

One sided alternative The alternative hypotheses is defined as H 1 : µ > µ 0

hypotheses is defined as H 1 : µ > µ 0 Figure: The distribution of Z

Figure: The distribution of Z 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of Z 0 when H 0 : µ = µ 0 is

Session 17

References

Session 17 References Test of Hypotheses for a single sample Variance known The test statistic for

Test of Hypotheses for a single sample

Variance known The test statistic for H 0 : µ = µ 0 is defined
Variance known
The test statistic for H 0 : µ = µ 0 is defined as
¯
X − µ 0
Z 0 =
σ/ √ n
: µ = µ 0 is defined as ¯ X − µ 0 Z 0 =

One sided alternative The alternative hypotheses is defined as H 1 : µ < µ 0

hypotheses is defined as H 1 : µ < µ 0 Figure: The distribution of Z

Figure: The distribution of Z 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of Z 0 when H 0 : µ = µ 0 is

Session 17

References

Session 17 References Test of Hypotheses for a single sample P-values is the smallest level of

Test of Hypotheses for a single sample

17 References Test of Hypotheses for a single sample P-values is the smallest level of significance

P-values is the smallest level of significance that would lead to rejection of the null hypothesis H 0 with the given data.

We may think of the P-value as the smallest level α at which the data are significant.

If type I error is bigger than the significance level (α > P value ) then H 0 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.

determine how significant the data are without the data analyst formally imposing a preselected level of

Session 17

References

Session 17 References Test of Hypotheses for a single sample P v a l u e

Test of Hypotheses for a single sample

P value with H 0 : µ = µ 0

2[1 Φ(|z 0 |)] for a two-tailed test.

1 Φ(z 0 ) for a upper-tailed test.

Φ(z 0 ) for a lower-tailed test. H 1 : µ < µ 0

Here Φ(z) is the standard normal cumulative distribution function.

In other words the P value is the blue area.

H 1 : µ

= µ 0

H 1 : µ > µ 0

In other words the P v a l u e is the blue area. H 1

Session 17

References

Session 17 References Connection between Hypothesis Tests and Confidence Intervals 100(1 − α)% If [l, u]

Connection between Hypothesis Tests and Confidence Intervals

100(1 − α)% If [l, u] is a 100(1 − α)% confidence interval then α,
100(1 − α)%
If [l, u] is a 100(1 − α)% confidence interval
then α, the significance level, is the blue area.
In this way if I chose a CI of 99% then P value = 0.01
When the type I error is bigger than P value then the CI is
lower than the desired value and H 0 is rejected.
Remember that CI for H 0 is computed as
σ
σ
x¯ − z α/2 √ n ≤ µ 0 ≤
x¯ + z α/2
n
Therefore H 0 will be rejected when µ 0 is out of the CI.
σ x¯ − z α/2 √ n ≤ µ 0 ≤ x¯ + z α/2 √

Session 17

References

Large Sample Test

Session 17 References Large Sample Test CLT We have developed the test procedure assuming that the

CLT

We have developed the test procedure assuming that the population is normally distributed and that σ 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 σ in the test procedures with little effect.

This large-sample test relies on the central limit theorem.

for σ in the test procedures with little effect. This large-sample test relies on the central

Session 17

References

Hypotheses Test on the Mean

Session 17 References Hypotheses Test on the Mean Variance unknown The test statistic for H 0
Variance unknown The test statistic for H 0 : µ = µ 0 has a
Variance unknown
The test statistic for H 0 : µ = µ 0 has a t distribution with n − 1
degrees of freedom and it is defined as
¯
X − µ 0
T 0 =
S/ √ n

Two sided alternative

The alternative hypotheses is defined as H 1 : µ

= µ 0

hypotheses is defined as H 1 : µ = µ 0 Figure: The distribution of T

Figure: The distribution of T 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of T 0 when H 0 : µ = µ 0 is

Session 17

References

Hypotheses Test on the Mean

Session 17 References Hypotheses Test on the Mean Variance unknown The test statistic for H 0
Variance unknown The test statistic for H 0 : µ = µ 0 has a
Variance unknown
The test statistic for H 0 : µ = µ 0 has a t distribution with n − 1
degrees of freedom and it is defined as
¯
X − µ 0
T 0 =
S/ √ n
and it is defined as ¯ X − µ 0 T 0 = S/ √ n

One sided alternative The alternative hypotheses is defined as H 1 : µ > µ 0

hypotheses is defined as H 1 : µ > µ 0 Figure: The distribution of T

Figure: The distribution of T 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of T 0 when H 0 : µ = µ 0 is

Session 17

References

Hypotheses Test on the Mean

Session 17 References Hypotheses Test on the Mean Variance unknown The test statistic for H 0
Variance unknown The test statistic for H 0 : µ = µ 0 has a
Variance unknown
The test statistic for H 0 : µ = µ 0 has a t distribution with n − 1
degrees of freedom and it is defined as
¯
X − µ 0
T 0 =
S/ √ n
and it is defined as ¯ X − µ 0 T 0 = S/ √ n

One sided alternative The alternative hypotheses is defined as H 1 : µ < µ 0

hypotheses is defined as H 1 : µ < µ 0 Figure: The distribution of T

Figure: The distribution of T 0 when H 0 : µ = µ 0 is true. Taken from [Montgomery and Runger, 2010]

0 Figure: The distribution of T 0 when H 0 : µ = µ 0 is

Session 17

References

Hypotheses Test on

Session 17 References Hypotheses Test on The variance 2 The test statistic for H 0 :
The variance 2 The test statistic for H 0 : σ 2 = σ defined
The variance
2
The test statistic for H 0 : σ 2 = σ
defined as
has a chi-squared distribution
0
= (n − 1)S 2
2
χ 0
2
σ
0

Two sided alternative

The alternative hypotheses is defined as H 1 : σ 2 = σ

2

0

hypotheses is defined as H 1 : σ 2 = σ 2 0 Figure: The distribution

Figure: The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger, 2010]

2

2

0

is true. Taken from

The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger,

Session 17

References

Hypotheses Test on

Session 17 References Hypotheses Test on The variance 2 The test statistic for H 0 :
The variance 2 The test statistic for H 0 : σ 2 = σ defined
The variance
2
The test statistic for H 0 : σ 2 = σ
defined as
has a chi-squared distribution
0
= (n − 1)S 2
2
χ 0
2
σ
0

One sided alternative

The alternative hypotheses is defined as H 1 : σ 2 > σ

2

0

hypotheses is defined as H 1 : σ 2 > σ 2 0 Figure: The distribution

Figure: The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger, 2010]

2

2

0

is true. Taken from

The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger,

Session 17

References

Hypotheses Test on

Session 17 References Hypotheses Test on The variance 2 The test statistic for H 0 :
The variance 2 The test statistic for H 0 : σ 2 = σ defined
The variance
2
The test statistic for H 0 : σ 2 = σ
defined as
has a chi-squared distribution
0
= (n − 1)S 2
2
χ 0
2
σ
0

One sided alternative

The alternative hypotheses is defined as H 1 : σ 2 < σ

2

0

hypotheses is defined as H 1 : σ 2 < σ 2 0 Figure: The distribution

Figure: The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger, 2010]

2

2

0

is true. Taken from

The distribution of χ 0 when H 0 : σ 2 = σ [Montgomery and Runger,

Session 17

References

Hypotheses Test on

Session 17 References Hypotheses Test on The population The hypothesis-testing procedures that we have discussed
Session 17 References Hypotheses Test on The population The hypothesis-testing procedures that we have discussed

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.

be satisfactory as a population model. For example, we might wish to test the hypothesis that

Session 17

References

Test of Hypotheses

Session 17 References Test of Hypotheses Exercise 1 The mean water temperature downstream from a power
Session 17 References Test of Hypotheses Exercise 1 The mean water temperature downstream from a power

Exercise 1 The mean water temperature downstream from a power plant cooling tower discharge pipe should be no more than 100 o F. Past experience has indicated that the standard deviation of temperature is 2 o F. The water temperature is measured on nine randomly chosen days, and the average temperature is found to be 98 o F.

Should the water temperature be judged acceptable with α = 0.05.

What is the P-value for this test?

What is the probability of accepting the null hypothesis at α = 0.05 if the water has a true mean temperature of 104 o F?

the probability of accepting the null hypothesis at α = 0 . 05 if the water

Session 17

References

Test of Hypotheses

Session 17 References Test of Hypotheses Exercise 2 The sodium content of thirty 300-gram boxes of
Session 17 References Test of Hypotheses Exercise 2 The sodium content of thirty 300-gram boxes of

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,
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 α = 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.
how the first question could be answered by constructing a two-sided confidence interval on the mean

Session 17

References

Test of Hypotheses

Session 17 References Test of Hypotheses Exercise 3 A research engineer for a tire manufacturer is

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

Can you conclude, using α = 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.

State any necessary assumptions about the underlying distribution of the data. Find the P-value for this

Session 17

References

References I

Session 17 References References I Montgomery, D. C. and Runger, G. C. (2010). Applied statistics and

Montgomery, D. C. and Runger, G. C. (2010). Applied statistics and probability for engineers. John Wiley & Sons.

I Montgomery, D. C. and Runger, G. C. (2010). Applied statistics and probability for engineers .