Unit - Iv TH

UNIT - IV
TESTING OF
HYPOTHESIS
IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

AND STATISTICS /UNIT–IV/PPT/VER1.1
SYLLABUS
Sampling distributions – Type I and Type II

errors – Tests based on Normal, t, z and F
distributions for testing of mean, variance
and proportions – Tests for Independence of
attributes and Goodness of fit.

What is a Hypothesis?
A hypothesis is an assumption about the

population parameter.
• A parameter is a Population mean or proportion
• The parameter must be identified before analysis.

Hypothesis Testing
• Goal: Make statement(s) regarding unknown
population parameter values based on sample data
• Elements of a hypothesis test:
• Null hypothesis - Statement regarding the value(s) of
unknown parameter(s). Typically will imply no association
between explanatory and response variables in our
applications (will always contain an equality)
• Alternative hypothesis - Statement contradictory to the null
hypothesis (will always contain an inequality)
• Test statistic - Quantity based on sample data and null
hypothesis used to test between null and alternative
hypotheses
• Rejection region - Values of the test statistic for which we
reject the null in favor of the alternative hypothesis 4

Type I and Type II Errors
True State of Nature
The null The null
hypothesis is hypothesis is
true false
Type I error
We decide to Correct
(rejecting a true
reject the decision
null hypothesis)
Decision
null hypothesis

Type II error
We fail to Correct (rejecting a false
reject the decision null hypothesis)
null hypothesis


Controlling Type I and Type II
Errors
  , ß, and n are related
when two of the three are chosen, the third

is determined
 and n are usually chosen
try to use the largest  you can tolerate
if Type I error is serious, select a smaller 

value and a larger n value
6

Definition
Test Statistic:
It is a sample statistic or value based on sample data.
Example: x – µx
z=
s/ n
Critical Region :
It is the set of all values of the test statistic that would
cause a rejection of the null hypothesis.
7

Critical Region
• Set of all values of the test statistic that would cause a
rejection of the
null hypothesis
Critical
Region

Critical Region
rejection of the
• null hypothesis
Critical
Region

Critical Region
rejection of the
null hypothesis
Critical
Regions
10

Critical Value
Value (s) that separates the critical region
from the values that would not lead to a
rejection of H 0
Reject H0 Fail to reject H0
Critical Value
11
( z score )
Conclusions
in Hypothesis Testing
always test the null hypothesis
1. Fail to reject the H 0
2. Reject the H 0
need to formulate correct wording of final conclusion
12

Summary of One- and Two-Tail Tests
One-Tail Test Two-Tail Test One-Tail Test

(left tail) (right tail)
H0 : µ ≥ µ 0 H0 : µ = µ 0 H0 : µ ≤ µ 0
H1 : µ < µ 0 H1 : µ ≠ µ0 H1 : µ > µ 0
11.1
3
The Seven Steps…
1) Describe in words the population characteristic
about which hypotheses are to be tested
2) State the null hypothesis, Ho
3) State the alternative hypothesis, H1 or Ha
4) Display the test statistic to be used
14

The Seven Steps…
5) Identify the rejection region
• Is it an upper, lower, or two-tailed test?
• Determine the critical value associated with , the level of

significance of the test
6) Compute all the quantities in the test statistic,

and compute the test statistic itself
15

The Seven Steps…
7) State the conclusion. That is, decide whether to
reject the null hypothesis, Ho, or fail to reject the
null hypothesis. The conclusion depends on the
level of significance of the test. Also, remember
to state your result in the context of the specific
problem.
16

Level of Significance
• The level of significance  is the probability of rejecting
the null hypothesis when it is true.
• A common level of significance is .05 (that means if we
reject the null hypothesis, we will be at least 95% sure
that the null hypothesis is false).
• We will reject the null hypothesis if P-value ≤ 
• If P-value > , we do not reject the null hypothesis.
(Courts do not prove people innocent, they fail to convict
them--so failing to reject the null hypothesis doesn’t
mean it is true)
17

TABULATED VALUE OF Z
LEVEL OF TWO TAILED ONE TAILED

SIGNIFICANCE TEST TEST
5% 1.96 1.645
1% 2.58 2.33
18

Types of Hypothesis Tests
• Large Sample Tests, Population Mean (known
population standard deviation)
• Large Sample Tests, Population Proportion

(unknown population standard deviation)
• Large Sample Tests, Population Standard

deviation (known & unknown)
• Small Sample Tests, Mean of a Normal

Population 19

Large Samples
If the size of the sample n> 30, then the sample is
called Large sample.
Four Important tests

 Test of significance for single proportion
 Test of significance for difference of proportions.
 Test of significance for single mean.
 Test of significance for difference of means.
20

Test of Significance for Single
Proportion
To test the significant difference between the sample

proportion p and the population proportion P, the statistic is
given by
p  P
z 
PQ
n
where n- sample size

21

Example
In a sample of 400 parts manufactured by a factory, the number of defective
parts was found to be 30. The company, however, claimed that only 5% of
their product is defective. Is the claim tenable?
Soln:
Given n = 400
No. of defectives in the sample = 30
p = Proportion of defectives in the sample = 30/400 = 0.075
P = the population Proportion = 5/100 = 0.05
Q = 1-P = 1- 0.05 = 0.5
Null Hypothesis H0 : the company’s claim p= 0.05 is acceptable.
Alternative Hypothesis H1: P> 0.05 [right-tailed]
Test statistic : p P
z 
PQ 22
n
0.075  0.05
z
0.05 * 0.95
400
 2.29
Calculated value of z = 2.29
Tabulated value of z at 5% level of significance for right tailed test is

1.645.
Conclusion:
Since calculated z > tabulated z.
H0 is rejected.
i.e., The company’s claim that only 5% of their product is 23

defective is not acceptable.
Test of Significance for Difference
of Proportions
To test the significant difference between the sample proportions p1 and p2,
the statistic is given by
p1  p2
z
 1 1 
pq   
 n1 n1 
n 1 p1  n 2 p2
where p  and q  1  p
n1  n1
24

Example
In a random sample of 1000 people from city A, 400 are found to be
consumers of wheat. In a sample of 800 from city B, 400 are found to be
consumers of wheat. Does this data give a significant difference between
the two cities as far as the proportion of wheat consumers is concerned?
Soln:
Given: n1 = 1000 n2 = 800

p1 = Sample proportion of wheat consumers in city A = 400/1000 = 0.4
p2 = Sample proportion of wheat consumers in city B = 400/800 = 0.5
Null hypothesis H0: P1 = P2
i.e There is no significant difference in the proportion of wheat consumers
in the two cities.
25

Alternative hypothesis H1: P1 ≠ P2 (two tailed test)
i.e There is a significant difference in the proportion of wheat consumers in
the two cities.
Test statistic:
p1  p2
z
 1 1 
pq   
 1
n n2 
n p  n 2 p2
where p  1 1
n1  n2
1000 * 0.4  800 * 0.5
p  0.444
1800
q  1  p  1  0.44  0.556
26

0.4  0.5
z  4.243
 1 1 
0.444 * 0.556   
 1000 800 
| z | 4.243
Tabulated value of z at 5% level of significance for right tailed

test is 1.645.
Conclusion:
Since calculated z > tabulated z
H0 is rejected.
H1 is accepted under 5% level of significance.
There is a significant difference in the proportion of wheat
consumers in the two cities. 27

Test of Significance for Single
Mean
To test the significant difference between the sample mean and the population
mean μ, the statistic is given by
x 
z
s
n
where n- sample size and σ – S.D. of the population.

If the population S.D. is not known, then the statistic is
x 
z
s
n 28

Example
• A certain breed of rats shows a mean weight gain of 65 gm,
during the first 3 months of life. 16 of these rats were fed a
new diet from birth until age of 3 months. The mean was 60.75
gm. If the population variance is 10 gm , is there a reason to
believe at the 5% level of significance that the new diet causes
a change in the average amount of weight gained.
29

Soln:
Given n=16
Sample mean = 60.75
Population Mean = 65
S.D. = 10
Null hypothesis H0 :µ=65

Alternative Hypothesis H1 :µ ≠ 65
Tabulated value of z at 5% level of significance of two
tailed test is 1.96
30

Test Statistic:
x μ
z σ/ n
 60.75 65
10 / 16
 5.38
| z | 5.38
Conclusion:
Since the calculated values of z > tabulated value of z
H0 is rejected, and H1 is accepted.
Reject
.025 .025
31
-1.96
0 1.96 Z
Test of Significance for Difference
of Mean
To test the significant difference between x1 and x2 , the test of statistic
is given by
x1  x2
z
s 12 s 22

n1 n2
32

Example
33

Test statistic :
x1  x2
z
s 12 s 22

n1 n2
170  172
  12.658
40.96 39.69

6400 1600
| z | 12.658
Tabulated value of z at 5% level of significance of two tailed test is 2.33
Conclusion:
i,e., Americans are taller than the Englishmen. 34

Test of Significance For Difference
of Two S.D.
When the population S.D. are known
s1  s2
z
s 12 s 22

2n1 2n2
When the population S.D. are not known
s1  s2
z
s12 s22

2n1 2n2
35

Example
The S.D. of the height of students of a college I 4 cm. Two samples are
taken. The S.D. of 100 B. com students is 3.5 cm and 50 B.A. students is
4.5 cm. Test the significance of the difference of S.D. of the samples.
Soln:
Given n1=100, n2 = 500

s1 =3.5 , s2 = 4.5
σ=4
Null Hypothesis H0: σ1 = σ2
Alternative Hypothesis H1: σ1 ≠ σ2
36

Test statistic :
s1  s2
z
s 12 s 22

2n1 2n2
3.5  4.5
  2.04
2 2
4 4

2 *100 2 *50
| z | 2.04
Tabulated value of z at 5% level of significance of two tailed test is 1.96
Conclusion:
There is a significant difference between the two S.D.
37

Small Sample
38

Student’s ‘t’ Test For Single Mean
The table value of t for (n-1) degrees of freedom at level of significance ,
Test of statistic is given by,
x 
t
s
(OR) n
x 
t 
S .D
n 1
39

Example
40

x 
t
S .D
n 1
990  1000
  2.5
20
25
| t | 2.5
41

Student’s ‘t’ Test for Difference
Mean
To test the significance difference between two means x1 and x2 of
samples of size n1 and n2 , the statistic is given by
x1  x2
t 
1 1
s 
n1 n2
Where s2 
 1 1
( x  x ) 2
  1 1
( x  x ) 2
n1  n2  2
1
s2  [ n1s12  n2 s22 ]
n1  n2  2
s1 , s2 - sample S.D.
Degrees of freedom d.f. = n1 + n2 - 2 42

Example
The average number of articles produced by two machines per day are 200
and 230 with S.D.’s 20 and 25 respectively on the basis of records of 25 days
production. Can you regard both the machines equally efficient at 1% level of
significance.
Soln:
Given n1 =25, n2 = 25
x1 = 200, x = 250
2
s1 = 20, s2 = 25
1
s2  [ n1s12  n2 s22 ]
n1  n2  2
1
[25(20) 2  25(25) 2 ]
48
 533.85
43
 s  23.10
x1  x2
t 
1 1
s 
n1 n2
200  250
  7.65
1 1
23.10 
25 25
| t | 7.65
44

F-Test
To test if the two samples have come from the same population, then the
statistic is given by
S12
F  2
S2
Where S1 
2  ( x  x )2
, S 22 
 ( y  y )2
n1  1 n2  1
and S1  S 2
2 2
The degrees of freedom are 1 = n1 -1 2 = n2 -1
Note:
Greater var iance
1. F 
Smaller var iance
2. nS 2  ( n  1 )S 2
45

Example
A sample of size 13 gave an estimated population variance of 3.0, while
another sample of size 15 gave an estimate of 2.5 could both samples be
from populations with the same variance.
Soln:
Given n1 = 13, n2 = 15
s12 =3.0, s22 = 2.5
Null Hypothesis H0 : The two samples have come from
populations with the same variance.
Here s12 > s22
The test statistic is
S12 3.0
F 2 
S2 2.5
46

 F = 1.2
Tabulated value of F for (12,14) d.f is 2.53
Conclusion:
Since Calculated value of F < tabulated value of F
H0 is accepted.
i.e., Both the samples have come from the populations

with the same variance.
47

Testing for Goodness of Fit
• The test is based on the chi-square distribution.

• Assume there is a sample of size n from a population whose probability
distribution is unknown.
• Let Oi be the observed frequency in the ith class interval.
• Let Ei be the expected frequency in the ith class interval.
The test statistic is
48

49

50

51

52

53

54

Test for Independence of Attributes
Definition:
An attribute means a quality or characteristic.
Eg: Drinking, smoking, blindness, honesty, etc.
(O  E ) 2
ψ 
2
E
Degrees of Freedom =(r-1)(s-1)
r – no. of rows
s – no. of columns.
55

Example
Two groups of 100 people each were taken for testing the use of a vaccine
15 persons contracted the disease out of the inoculated persons, while 25
contracted the disease in the other group. Test the efficiency of the vaccine
using ψ2 – value.
Soln:
Null Hypothesis H0: The vaccine is not effective.
The observed frequencies are
Affected Not affected Total

Inoculated 15 85 100
Not 25 75 100
Inoculated
40 160 200 56

The Expected frequencies are
Affected Not affected Total

Inoculated (40*100)/200 (160*100)/200 100
=20 =80
Not =20 80 100
Inoculated
40 160 200
Calculation of ψ2
O E (O-E)2 (O-E)2 /E
15 20 25 1.25
25 20 25 1.25
85 80 25 0.3125
75 80 25 0.3125
3.125
57

(O  E ) 2
ψ 
2
 3.125
E
Tabulated ψ2 for 1 d.f. at 5% level of significance is 3.184.
Conclusion:
Since Calculated ψ2 < tabulated ψ2
H0 is accepted.
i.e., The vaccine is not effective at 5% level of significance.
58


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UNIT - IV

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Sampling distributions – Type I and Type II

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

A hypothesis is an assumption about the

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

when two of the three are chosen, the third

 and n are usually chosen

try to use the largest  you can tolerate

if Type I error is serious, select a smaller 

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Reject H0 Fail to reject H0

1. Fail to reject the H 0

need to formulate correct wording of final conclusion

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

One-Tail Test Two-Tail Test One-Tail Test

2) State the null hypothesis, Ho

3) State the alternative hypothesis, H1 or Ha

4) Display the test statistic to be used

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

• Determine the critical value associated with , the level of

6) Compute all the quantities in the test statistic,

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

LEVEL OF TWO TAILED ONE TAILED

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

• Large Sample Tests, Population Proportion

• Large Sample Tests, Population Standard

• Small Sample Tests, Mean of a Normal

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Four Important tests

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

To test the significant difference between the sample

where n- sample size

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Tabulated value of z at 5% level of significance for right tailed test is

i.e., The company’s claim that only 5% of their product is 23

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Given: n1 = 1000 n2 = 800

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Tabulated value of z at 5% level of significance for right tailed

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

where n- sample size and σ – S.D. of the population.

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Null hypothesis H0 :µ=65

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Tabulated value of z at 5% level of significance of two tailed test is 2.33

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

Given n1=100, n2 = 500

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY

IFETCE/H&S- II/MATHS/MATHIVADHANA/IYEAR/ M.E.(CSE)/I-SEM/MA7155/APPLIED PROBABILITY