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OVERVIEW
What is Hypothesis Testing?
Six-Step Procedure for Testing a Hypothesis
One-Tailed and Two-Tailed Tests of Significance
(Testing a Population Mean ( ) Known
p Value in Hypothesis Testing
(Testing a Population Mean ( ) Unknown
Two-Sample Tests of Hypothesis: Independent Samples
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WHAT IS HYPOTHESIS
TESTING?
HYPOTHESIS
A statement about the value of a population parameter developed
for the purpose of testing.
HYPOTHESIS TESTING
A procedure based on sample evidence and probability theory to
determine whether the hypothesis is a reasonable statement.
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SIX-STEP PROCEDURE FOR T
ESTING A HYPOTHESIS
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STEP 1: NULL AND ALTERNA
TE HYPOTHESIS
NULL HYPOTHESIS
A statement about the value of a population parameter developed
for the purpose of testing numerical evidence.
ALTERNATE HYPOTHESIS
A statement that is accepted if the sample data provide sufficient
evidence that the null hypothesis is false.
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STEP 1: NULL AND ALTERNA
TE HYPOTHESIS
Important Things to Remember about H0 and H1
H0: null hypothesis and H1: alternate hypothesis
H0 and H1 are mutually exclusive and collectively exhaustive
H0 is always presumed to be true
A random sample (n) is used to reject H0
If we conclude 'do not reject H0', this does not necessarily m
ean that the null hypothesis is true, it only suggests that ther
e is not sufficient evidence to reject H0; rejecting the null hyp
othesis then, suggests that the alternative hypothesis may b
e true.
Equality is always part of H0 (e.g. = , , ).
< and > always part of H1
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STEP 2: LEVEL OF SIGNIFICA
NCE
The significance level of a test:
Defined as the probability of rejecting the null hypothesis when
it is actually true.
This is denoted by the Greek letter .
Also known as Type I Error.
We select this probability prior to collecting data and testing th
e hypothesis.
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STEP 2: LEVEL OF SIGNIFICA
NCE
Another possible error:
The probability of not rejecting the null hypothesis when it is ac
tually false.
This is denoted by the Greek letter .
Also known as Type II Error.
We cannot select this probability.
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STEP 3: TEST STATISTIC
TEST STATISTIC
A value, determined from sample information, used to determine
whether to fail to reject or reject the null hypothesis.
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STEP 4: DECISION RULE
A decision rule is a statement of the specific conditions under whi
ch the null hypothesis is rejected and the conditions under which i
t is not rejected.
CRITICAL VALUE
Based on the selected level of significance, the critical value is th
e dividing point between the region where the null hypothesis is re
jected and the region where it is not rejected.
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STEP 4: DECISION RULE
One-tail vs. Two-tail Test
H0: The mean income of woman stock brokers is less than or equ
al to $65000 per year.
H1: The mean income of woman stock brokers is greater than $65
000 per year.
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STEP 4: DECISION RULE
Example of two-tailed test:
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STEP 5: TAKE A SAMPLE, AR
RIVE AT A DECISION
Identify an unbiased sample.
Collect the data on the relevant variables.
Calculate test statistics.
Compare the test statistic to the critical value.
Make a decision, i.e., reject or fail to reject the null hypothesis.
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STEP 6: INTERPRET THE RES
ULT
What does the decision to reject or fail to reject the null hypothesi
s mean in the context of the study?
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
The area where H0 is not rejected, located between the two tails is
0.99.
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
Because 1.55 does not fall in the rejection region, H0 is not rejected.
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
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TESTING FOR A POPULATION MEAN WIT
H A KNOWN POPULATION STANDARD DE
VIATION
Because 1.55 does not fall in the rejection region, H0 is not rejecte
d.
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P-VALUE IN HYPOTHE
SIS TESTING
A p-value is the probability of observing a sample value as ext
reme as, or more extreme than, the value observed (the test st
atistic), given that the null hypothesis is true.
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P-VALUE IN HYPOTHE
SIS TESTING
Recall the last problem where the hyp
othesis and decision rules were set up
as:
H0: 200
H1: > 200
Reject H0 if z > Critical value
where z = 1.55 and
Critical value =2.33
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
H0: $60
H1: < $60
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
df = 26 1 = 25
This is a one-tailed test and the rejection region is in the left tail, h
ence the critical value is -2.485.
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
Because -1.818 does not fall in the rejection region, H 0 is not reje
cted at the .01 significance level.
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TESTING FOR THE POPULATION MEAN:
POPULATION STANDARD DEVIATION UN
KNOWN
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COMPARING TWO POP
ULATIONS
Examples:
1. Is there a difference in the mean value of residential real estat
e sold by male agents and female agents in south Florida?
2. Is there a difference in the mean number of defects produced
on the day and the afternoon shifts at Kimble Products?
3. Is there a difference in the mean number of days absent betw
een young workers (under 21 years of age) and older workers
(more than 60 years of age) in the fast-food industry?
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
Main Assumptions
The two populations follow normal distributions.
The samples are from independent populations.
The standard deviations for both populations must be known.
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
X1 X 2
z
12 22
n1 n2
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
The U-Scan facility was recently installed at the Byrne Road Foo
d-Town location. The store manager would like to know if the mea
n checkout time using the standard checkout method is longer tha
n using the U-Scan. She gathered the following sample informatio
n. The time is measured from when the customer enters the line u
ntil their bags are in the cart. Hence the time includes both waiting
in line and checking out.
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
Xs Xu
z
s2 u2
ns nu
5.5 5The
.3 computed value of 3.13 is l
than the critical value of
arger 2.33. Our decisio
2 2
0 .40
n is to reject the 0 . 30 null hypothesis.
50 100
0.2
3.13
0.064
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TWO-SAMPLE TESTS OF HYPOTHE
SIS: INDEPENDENT SAMPLES
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