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Hypothesis testing involves evaluating a claim about a population parameter based on a sample. The null hypothesis states the parameter equals a specific value, while the alternative hypothesis allows it to differ. A test statistic is computed and used to determine whether to reject the null hypothesis in favor of the alternative based on the probability of obtaining that statistic if the null is true. The goal is to correctly reject false null hypotheses while avoiding incorrectly rejecting true null hypotheses.
Hypothesis testing involves evaluating a claim about a population parameter based on a sample. The null hypothesis states the parameter equals a specific value, while the alternative hypothesis allows it to differ. A test statistic is computed and used to determine whether to reject the null hypothesis in favor of the alternative based on the probability of obtaining that statistic if the null is true. The goal is to correctly reject false null hypotheses while avoiding incorrectly rejecting true null hypotheses.
Hypothesis testing involves evaluating a claim about a population parameter based on a sample. The null hypothesis states the parameter equals a specific value, while the alternative hypothesis allows it to differ. A test statistic is computed and used to determine whether to reject the null hypothesis in favor of the alternative based on the probability of obtaining that statistic if the null is true. The goal is to correctly reject false null hypotheses while avoiding incorrectly rejecting true null hypotheses.
HYPOTHESIS TESTING will always be stated so that it
evaluates a conjecture about some specifies an exact value of the
characteristic of the parent population based parameter upon the information contained in the random sample. ALTERNATIVE HYPOTHESIS Usually the conjecture concerns one of the will allow the parameter to take on unknown parameters of the population. several values a statistical process of determining whether sometimes referred to as the research a hypothesis made is reasonable or not, hypothesis. based upon sample evidence an assumption about a population or an assertion about the possible value of a Testing the hypothesis involves taking a random sample, computing a test statistic from the population parameter sample data, and then using the test statistic to a claim or statement about the population decide about the null hypothesis. parameter o Examples of parameters are population mean ACCEPTANCE REGION and population proportion a region for which we will fail to reject the o The parameter must be identified null hypothesis before analysis Region of Rejection or Critical Region the set of all values of the test statistic Many problems in engineering require which will lead to the rejection of Ho that we decide whether to accept or reject a statement about some parameter. The CRITICAL VALUES statement is called a hypothesis. The boundaries between the critical The decision-making procedure about regions and the acceptance region the hypothesis is called hypothesis the value or values that separate the testing. critical region from the values of the test Statistical hypothesis testing and statistic that would not lead to rejection of confidence interval estimation of the null hypothesis. parameters are the fundamental It depends on the nature of the null methods used at the data analysis stage hypothesis, the relevant sampling of a comparative experiment. distribution, and the level of significance.
STATISTICAL HYPOTHESIS TYPES OF TESTS
A statement about the parameters of one Two-tailed Test. If we are primarily or more populations. concerned with deciding whether the true A statement about the probability value of a population parameter is distribution of a random variable. different from a specified value, then the test should be two-tailed. For the case of TEST OF A HYPOTHESIS the mean, we say Ha: 0. A procedure leading to a decision Left-tailed Test. If we are primarily about a particular hypothesis. concerned with deciding whether the true value of a parameter is less than a HYPOTHESIS-TESTING PROCEDURE specified value, then the test should be Should be developed with the probability left-tailed. For the case of the proportion, of reaching a wrong conclusion in mind. we say Ha: P P0. Right-tailed Test. If we are primarily NULL HYPOTHESIS concerned with deciding whether the true the hypothesis we wish to test value of a parameter is greater than a Rejection of the null hypothesis specified value, then we should use the always leads to accepting the right-tailed test. For the case of the alternative hypothesis. standard deviation, we say Ha: 0. TEST OF SIGNIFICANCE 3. Specify an appropriate alternative a problem of deciding between the null hypothesis Ha. and the alternative hypotheses on the 4. Choose a significance level α. basis of the information contained in a 5. Determine an appropriate test statistic. random sample. 6. State the rejection region for the statistic. The goal will be to reject Ho in favor of 7. Compute any necessary sample quantities, Ha, because the alternative is the substitute these into the equation for the test hypothesis that the researcher believes statistic and compute that value. to be true. If we are successful in 8. Decide whether or not H0 should be rejected rejecting Ho, we then declare the results and report that in the problem context. to be “significant”. P-VALUE Test Statistic probability that the test statistic will take on a a statistic computed from the sample value that is at least as extreme as the data that is especially sensitive to the observed value of the statistic when the null differences between Ho and Ha hypothesis H0 is true. tend to take on certain values when Ho is the smallest level of significance that would true and different values when Ha is true. lead to rejection of the null hypothesis H0 with The decision to reject Ho depends on the the given data. value of the test statistic The confidence interval provides a range of likely TYPE I ERROR values for μ at a stated confidence level, whereas Rejecting the null hypothesis H0 when it hypothesis testing is an easy framework for is true displaying the risk levels such as the P-value The probability of making a type I error is associated with a specific decision. denoted by the Greek letter α. Sometimes the type I error probability is REFERENCE DISTRIBUTION OR THE NULL called the significance level, or the α- DISTRIBUTION error, or the size of the test. When we know the distribution of the test statistic when H0 is true. TYPE II ERROR Failing to reject the null hypothesis when SIMPLE LINEAR REGRESSION it is false. considers a single regressor or predictor x Denoted by β. and a dependent or response variable Y
TEST OF MEANS Gives us an indication of the true average of a population.
POWER OF A STATISTICAL TEST
the probability of rejecting the null hypothesis H0 when the alternative hypothesis is true. the probability of correctly rejecting a false null hypothesis
SENSITIVITY the ability of the test to detect differences
GENERAL PROCEDURE FOR HYPOTHESIS
TESTS
1. From the problem context, identify the
parameter of interest. 2. State the null hypothesis, H0.