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Testing Statistical Hypothesis The One Sample t-Test Heibatollah Baghi, and Mastee Badii 1 Parametric and Nonparametric Tests • Parametric tests estimate at least one parameter (in t-test it is population mean) Usually for normal distributions and when the dependent variable is interval/ratio • Nonparametric tests do not test hypothesis about specific population parameters Distribution-free tests Although appropriate for all levels of measurement most frequently applied for nominal or ordinal measures 2 Parametric and Nonparametric Tests • Nonparametric tests are easier to compute and have less restrictive assumptions • Parametric tests are much more powerful (less likely to have type II error) What is type two error? This lecture focuses on One sample t-test which is a parametric test 3 Two Types of Error • Alpha: α – Probability of Type I Error – P (Rejecting Ho when Ho is true) – Predetermined Level of significance • Beta: β – Probability of Type II Error – P (Failing to reject Ho when Ho is false) 4 Types of Error in Hypothesis Testing Ho: Hand-washing has no effect on bacteria counts True True (Accept Ho) False (Rejects Ho) False Type II error Probability = b Type I error Probability = a 5 Types of Error in Hypothesis Testing Ho: Hand-washing has no effect on bacteria counts True False True (Accept Ho) Correct decision Type II error False (Rejects Ho) Type I error Correct decision Probability = 1- a Probability = a Probability = b Probability = 1- b 6 Power & Confidence Level • Power – 1- β – Probability of rejecting Ho when Ho is false • Confidence level – 1- α – Probability of failing to reject Ho when Ho is true True False True (Accept Ho) Correct decision Probability = 1- a Type II error Probability = b False (Rejects Ho) Type I error Probability = a Correct decision Probability = 1- b 7 Level of Significance • α is a predetermined value by convention usually 0.05 • α = 0.05 corresponds to the 95% confidence level • We are accepting the risk that out of 100 samples, we would reject a true null hypothesis five times 8 Sampling Distribution Of Means Population of IQ scores, 10-year olds µ=100 σ=16 n = 64 Sample 1 X 1 103.70 Sample 2 X 2 98.58 Sample 3 Etc X 3 100.11 9 Sampling Distribution Of Means • A sampling distribution of means is the relative frequency distribution of the means of all possible samples of size n that could be selected from the population. 10 One Sample Test • Compares mean of a sample to known population mean – Z-test – T-test This lecture focuses on one sample t-test 11 The One Sample t – Test Testing statistical hypothesis about µ when σ is not known OR sample size is small 12 An Example Problem • Suppose that Dr. Tate learns from a national survey that the average undergraduate student in the United States spends 6.75 hours each week on Population mean the Internet – composing and reading e-mail, exploring the Web and constructing home pages. Dr. Tate is interested in knowing how Internet use among students at George Mason University compares with this national average. Small sample • Dr. Tate randomly selects a sample of only 10 students. Each student is asked to report the number of hours he or she spends on the Internet in a typical week during the academic year. 13 Population variance is unknown & estimated from sample Steps in Test of Hypothesis 1. Determine the appropriate test 2. Establish the level of significance:α 3. Determine whether to use a one tail or two tail test 4. Calculate the test statistic 5. Determine the degree of freedom 6. Compare computed test statistic against a tabled value 14 1. Determine the appropriate test If sample size is more than 30 use z-test If sample size is less than 30 use t-test Sample size of 10 15 2. Establish Level of Significance • α is a predetermined value • The convention • α = .05 • α = .01 • α = .001 • In this example, assume α = 0.05 16 3. Determine Whether to Use a One or Two Tailed Test • H0 :µ = 6.75 • Ha :µ ≠ 6.75 17 4. Calculating Test Statistics Number of Student Hours(X) ( X A 6 B 9 C 12 D 3 E 11 F 10 G 18 H 9 I 13 J 8 X 9 . 90 ( X X )2 X ) ( X X )2 -3.9 -0.9 2.1 -6.9 1.1 0.1 8.1 -0.9 3.1 -1.9 15.21 0.81 4.41 47.61 1.21 0.01 56.61 0.81 9.61 3.61 Σ=148.90 18 4. Calculating Test Statistics Number of Student Hours(X) ( X A 6 B 9 C 12 D 3 E 11 F 10 G 18 H 9 I 13 J 8 X 9 . 90 ( X X )2 X ) ( X X )2 -3.9 -0.9 2.1 -6.9 1.1 0.1 8.1 -0.9 3.1 -1.9 15.21 0.81 Deviation 4.41 from sample 47.61 mean 1.21 0.01 56.61 0.81 9.61 3.61 19 Σ=148.90 4. Calculating Test Statistics Number of Student Hours(X) ( X A 6 B 9 C 12 D 3 E 11 F 10 G 18 H 9 I 13 J 8 X 9.90 ( X X )2 X ) ( X X )2 -3.9 15.21 -0.9 0.81 Squared 2.1 4.41 deviation from -6.9 47.61 sample 1.1 1.21 mean 0.1 0.01 8.1 56.61 -0.9 0.81 3.1 9.61 -1.9 3.61 20 Σ=148.90 4. Calculating Test Statistics S n 10 X 9.90 s 4.07 (X - X) 2 (n - 1) 148.90 4.07 9 X tc SX s 4.07 Sx 1.29 3.16 n (9.90 6.75) tc 2.44 1.29 ta 2.262 2.44 2.262 21 4. Calculating Test Statistics S n 10 X 9.90 s 4.07 (X - X) 2 (n - 1) 148.90 4.07 9 X tc SX s 4.07 Sx 1.29 3.16 n (9.90 6.75) tc 2.44 1.29 ta 2.262 2.44 2.262 22 4. Calculating Test Statistics S n 10 X 9.90 s 4.07 (X - X) 2 (n - 1) 148.90 4.07 9 X tc SX Standard deviation s 4.07 Sx 1.29 of sample means 3.16 n (9.90 6.75) tc 2.44 1.29 ta 2.262 2.44 2.262 23 4. Calculating Test Statistics S n 10 X 9.90 s 4.07 (X - X) 2 (n - 1) 148.90 4.07 9 X tc SX 4.07 s 1.29 Sx 3.16 n (9.90 6.75) 2.44 tc 1.29 ta 2.262 2.44 2.262 Calculated t 24 5. Determine Degrees of Freedom • Degrees of freedom, df, is value indicating the number of independent pieces of information a sample can provide for purposes of statistical inference. • Df = Sample size – Number of parameters estimated • Df is n-1 for one sample test of mean because the population variance is estimated from the sample 25 Degrees of Freedom • Suppose you have a sample of three observations: X -------- 2 (X X ) (X X ) ---------------1 1 2 -1 1 5 +2 4 -------- ------ ------ X 3 Σ=0 6 2 26 Degrees of Freedom S (X - X) 2 (n - 1) • Why n-1 and not n? – Are these three deviations independent of one another? • No, if you know that two of the deviation scores are -1 and -1, the third deviation score gives you no new independent information ---it has to be +2 for all three to sum to 0. 27 Degrees of Freedom Continued • For your sample scores, you have only two independent pieces of information, or degrees of freedom, on which to base your estimates of S and S x 28 S (X - X) (n - 1) 148.90 4.07 9 X 6.t Compare the Computed Test S Statistics Against 4.07 a Tabled Value c X Sx 3.16 • α = .05 n (9.90 6.75) tc • Df = n-1 =19.29 1.29 2.44 ta 2.262 2.44 2.262 • Therefore, reject H0 29 Decision Rule for t-Scores If |tc| > |tα| Reject H0 30 Decision Rule for P-values If p value < α Reject H0 Pvalue is one minus probability of observing the t-value calculated from our sample 31 Example of Decision Rules • In terms of t score: |tc = 2.449| > |tα= 2.262| Reject H0 • In terms of p-value: If p value = .037 < α = .05 Reject H0 32 Constructing a Confidence Interval for µ Sample mean Standard deviation of sample means X X tta a SSxx 99..90 90 ((22..262 262)( )(11..29 29)) 99..90 90 22..92 92 66..98 98.......... .................... .................... ..............12 12..84 84 we we are are 95 95% % confident confident that that falls falls in in this this interval. interval. 33 Constructing a Confidence Interval for µ for the Example • Sample mean is 9.90 • Critical t value is 2.262 • Standard deviation of sample means is 1.29 X ta S • 99.90 1.29 .90 +(22.262 .262)(1*.29 ) 9.90 2.92 • 6The estimated .98.......... ..........interval ............12goes .84 from 6.98 to 12.84 x we are 95 % confident that falls in this interval. 34 Distribution of Mean of Samples In drawing samples at random, the probability is .95 that an interval X constructed with the rule 95% CI = X + 1.96 will include _ _ _ X 35 Sample Report of One Sample t-test in Literature One Sample t-test Testing Neutrality of Attitudes Towards Infertility Alternatives Mean Standard deviation t-value P value In Vitro Fertilization 5.5 2 2.5 <.05 Artificial Insemination 5.25 2.25 1.11 NS Adoption 4.5 1.8 2.78 <.01 Remaining Childless 3.4 1.7 9.41 <.001 Attitude Toward df = 99 36 Testing Statistical Hypothesis With SPSS SPSS Output: One-Sample Statistics N Number of Hours Std. Deviation Mean 10 9.90 4.067 Std. Error Mean 1.286 One-Sample Test Test Value = 6.75 95% Confidence Interval of the Difference df Sig. (2-tailed) Mean Difference tc Number of Hours Upper Lower 2.449 9 .037 3.150 .24 6.06 37 Take Home Lesson Procedures for Conducting & Interpreting One Sample Mean Test with Unknown Variance 38