Hypothesis Testing

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Hypothesis Testing
Null and Alternative Hypothesis
Types of Error
Critical Values and Critical Regions
Value of Test Statistic
Test for Means
Test for Variances
Test for Proportions
Conclusion

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Null Hypothesis
Any hypothesized value that is to be tested. Often represents the
status quo in opposition to the new idea.
𝐻0 : 𝜃 = 𝜃0

Where:
𝜃 − statistical parameter used in the study

The rejection of the null hypothesis leads to the acceptance of the

alternative hypothesis.

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Alternative Hypothesis
Represents the question to be answered or the theory to be tested.
𝐻1 : 𝜃 ≠ 𝜃0 , 𝑜𝑟 𝜃 > 𝜃0 , 𝑜𝑟 𝜃 < 𝜃0

Where:
𝜃 − statistical parameter used in the study

A researcher can only have the following conclusions after using the
null and alternative hypothesis:
Reject in favor of because of sufficient evidence in the data.
Fail to reject because of insufficient evidence in the data.

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Sample Problem
Suppose that the hypothesis postulated by the engineer is that the
fraction defective 𝑝 in a certain process is 0.10. The experiment is to
observe a random sample of the product in question. Suppose that 100
items are tested and 12 items are found defective.

𝐻0 : 𝑝 = 0.10
𝐻1 : 𝑝 > 0.10

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Types of Error
Type I Error
The rejection of the null hypothesis when it is true.
The probability of committing this type of error is also called level of
significance denoted by the Greek letter 𝛼. It is sometimes called the size of
the test and is usually having a value of 0.01, 0.05, and 0.10.

α = 𝑃(𝑡𝑦𝑝𝑒 𝐼 𝑒𝑟𝑟𝑜𝑟)

The compliment of the level of significance is called the confidence interval.

𝑐𝑜𝑛𝑓𝑖𝑑𝑒𝑛𝑐𝑒 𝑖𝑛𝑡𝑒𝑟𝑣𝑎𝑙 = 1 − α
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Types of Error
Type II Error
The nonrejection of the null hypothesis when it is false.
The probability of committing this type of error is denoted by the Greek letter
𝛽. This value is impossible to compute unless there is a specific value for the
alternative hypothesis.

𝛽 = 𝑃(𝑡𝑦𝑝𝑒 𝐼𝐼 𝑒𝑟𝑟𝑜𝑟)

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Types of Error

𝐻0 is true 𝐻0 is false

Do not reject 𝐻0 Correct decision Type II error

Reject 𝐻0 Type I error Correct decision

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Sample Problem
A certain type of vaccine is known to be only 25% effective after a period of 2
years. To determine if a new and more expensive vaccine is superior in providing
protection against the same virus for a longer period of time, suppose that 20
people are chosen at random. If more than 8 of those receiving the new vaccine
surpass the 2-year period without contracting the virus, the new vaccine will be
considered superior to the one presently in use. Find 𝐻0 and 𝐻1 , and the value of α
and 𝛽. Use ½ for the alternative hypothesis for 𝛽.

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Sample Problem
Consider the previous problem with the same null and alternative hypothesis but
using a random sample of 100 individuals.

𝐻0 : 𝑝 = 0.25

𝐻1 : 𝑝 > 0.25

After getting the results of the test, if more than 36 individuals were able to
surpass the 2-year period, the new vaccine is superior. Determine α and 𝛽 using
normal curve approximation. Use 𝑝 = 0.5 for 𝛽

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Sample Problem
Consider the null hypothesis that the average weight of male students in a certain
college is 68 kilograms against the alternative hypothesis that it is unequal to 68.

𝐻0 : µ = 68

𝐻1 : µ ≠ 68

Find α and 𝛽 if a sample of 36 is taken from the college. Assume a standard

deviation for the weights to be 0.6 and use an alternative hypothesis of 70
kilograms for 𝛽.

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One- and Two-tailed Tests
One-tailed Test
A test of any statistical hypothesis where the alternative is one sided, such as

𝐻0 : 𝜃 = 𝜃0
𝐻1 : 𝜃 > 𝜃0
Or
𝐻0 : 𝜃 = 𝜃0
𝐻1 : 𝜃 < 𝜃0

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One- and Two-tailed Tests
Two-tailed Test
A test of any statistical hypothesis where the alternative is two sided, such as

𝐻0 : 𝜃 = 𝜃0
𝐻1 : 𝜃 ≠ 𝜃0

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Critical Values and Critical Regions

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Sample Problem
A random sample of 100 recorded deaths in the United States during the past year
showed an average life span of 71.8 years. Assuming a population standard
deviation of 8.9 years, find the critical values for the critical regions 0.1, 0.05, and
0.01.

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Sample Problem
A manufacturer of sports equipment has developed a new synthetic fishing line
that the company claims has a mean breaking strength of 8 kilograms with a
standard deviation of 0.5 kilogram. Test the hypothesis that 𝜇 = 8 kilograms
against the alternative that 𝜇 ≠ 8 kilograms if a random sample of 50 lines is
tested and found to have a mean breaking strength of 7.8 kilograms. Find the
critical values for the critical region 0.1, 0.05, and 0.01.

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Value of Test Statistic
Test for Means
Test for Single Mean
Test for Two Means
Test for Variances
Test for Proportions
Test on a Single Proportion
Test on Two Proportions

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Test for Means
Test for a single mean with variance known

𝑥ҧ − µ0
𝑧= σ
ൗ 𝑛

𝑯𝟎 𝑯𝟏 Critical Region
µ < µ0 𝑧 < −𝑧α
µ > µ0 𝑧 > 𝑧α
µ = µ0
µ ≠ µ0 𝑧 < −𝑧α/2 or
𝑧 > 𝑧α/2
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Test for Means
Test for a single mean with variance unknown

𝑥ҧ − µ0
𝑡= 𝑠
ൗ 𝑛

𝑯𝟎 𝑯𝟏 Critical Region
µ < µ0 𝑡 < −𝑡α
µ > µ0 𝑡 > 𝑡α
µ = µ0
µ ≠ µ0 𝑡 < −𝑡α/2 or
𝑡 > 𝑡α/2
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Test for Means
Test for two means with variance known

𝑥ҧ1 − 𝑥ҧ2 − 𝑑0
𝑧=
σ12ൗ σ22ൗ
𝑛1 + 𝑛2
𝑯𝟎 𝑯𝟏 Critical Region
µ1 − µ2 < 𝑑0 𝑧 < −𝑧α
µ1 − µ2 > 𝑑0 𝑧 > 𝑧α
µ1 − µ2 = 𝑑0
µ1 − µ2 ≠ 𝑑0 𝑧 < −𝑧α/2 or
𝑧 > 𝑧α/2
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Test for Means
Test for two means with variance unknown but equal

𝑥ҧ1 − 𝑥ҧ2 − 𝑑0
𝑡=
𝑠𝑝 1ൗ𝑛1 + 1ൗ𝑛2

𝑯𝟎 𝑯𝟏 Critical Region
µ1 − µ2 < 𝑑0 𝑡 < −𝑡α
µ1 − µ2 > 𝑑0 𝑡 > 𝑡α
µ1 − µ2 = 𝑑0
µ1 − µ2 ≠ 𝑑0 𝑡 < −𝑡α/2 or
𝑡 > 𝑡α/2
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Test for Means
Test for two means with variance unknown but equal
𝑣 = 𝑛1 + 𝑛2 − 2
2 2
2
𝑛1 − 1 𝑠1 + 𝑛2 − 1 𝑠2
𝑠𝑝 =
𝑛1 + 𝑛2 − 2
𝑯𝟎 𝑯𝟏 Critical Region
µ1 − µ2 < 𝑑0 𝑡 < −𝑡α
µ1 − µ2 > 𝑑0 𝑡 > 𝑡α
µ1 − µ2 = 𝑑0
µ1 − µ2 ≠ 𝑑0 𝑡 < −𝑡α/2 or
𝑡 > 𝑡α/2
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Test for Means
Test for two means with variance unknown and unequal

𝑥ҧ1 − 𝑥ҧ2 − 𝑑0
𝑡′ =
𝑠12ൗ 𝑠22ൗ
𝑛1 + 𝑛2
𝑯𝟎 𝑯𝟏 Critical Region
µ1 − µ2 < 𝑑0 𝑡′ < −𝑡α
µ1 − µ2 > 𝑑0 𝑡′ > 𝑡α
µ1 − µ2 = 𝑑0
µ1 − µ2 ≠ 𝑑0 𝑡′ < −𝑡α/2 or
𝑡′ > 𝑡α/2
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Test for Means
Test for two means with variance unknown and unequal
2
𝑠12ൗ 𝑠22ൗ
𝑛1 + 𝑛2
𝑣=
𝑠12 Τ𝑛1 2 𝑠22 Τ𝑛2 2
𝑛1 − 1 + 𝑛2 − 1
𝑯𝟎 𝑯𝟏 Critical Region
µ1 − µ2 < 𝑑0 𝑡 < −𝑡α
µ1 − µ2 > 𝑑0 𝑡 > 𝑡α
µ1 − µ2 = 𝑑0
µ1 − µ2 ≠ 𝑑0 𝑡 < −𝑡α/2 or
𝑡 > 𝑡α/2
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Sample Problem
A random sample of 100 recorded deaths in the United States during the past year
showed an average life span of 71.8 years. Assuming a population standard
deviation of 8.9 years, does this seem to indicate that the mean life span today is
greater than 70 years? Use a 0.05 level of significance.

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Sample Problem
A manufacturer of sports equipment has developed a new synthetic fishing line
that the company claims has a mean breaking strength of 8 kilograms with a
standard deviation of 0.5 kilogram. Test the hypothesis that 𝜇 = 8 kilograms
against the alternative that 𝜇 ≠ 8 kilograms if a random sample of 50 lines is
tested and found to have a mean breaking strength of 7.8 kilograms. Use a 0.01
level of significance.

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Sample Problem
The Edison Electric Institute has published figures on the number of kilowatt hours
used annually by various home appliances. It is claimed that a vacuum cleaner uses
an average of 46 kilowatt hours per year. If a random sample of 12 homes included
in a planned study indicates that vacuum cleaners use an average of 42 kilowatt
hours per year with a standard deviation of 11.9 kilowatt hours, does this suggest
at the 0.05 level of significance that vacuum cleaners use, on average, less than 46
kilowatt hours annually? Assume the population of kilowatt hours to be normal.

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Sample Problem
An experiment was performed to compare the abrasive wear of two different
laminated materials. Twelve pieces of material 1 were tested by exposing each
piece to a machine measuring wear. Ten pieces of material 2 were similarly tested.
In each case, the depth of wear was observed. The samples of material 1 gave an
average (coded) wear of 85 units with a sample standard deviation of 4, while the
samples of material 2 gave an average of 81 with a sample standard deviation of 5.
Can we conclude at the 0.05 level of significance that the abrasive wear of material
1 exceeds that of material 2 by more than 2 units? Assume the populations to be
approximately normal with equal variances.

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