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9
Chapter
One-Sample Hypothesis
Tests
 Logic of Hypothesis Testing
 Statistical Hypothesis Testing
 Testing a Mean: Known Population Variance
 Testing a Mean: Unknown Population Variance
 Testing a Proportion
McGraw-Hill/Irwin
Copyright © 2010 by The McGraw-Hill Companies, Inc. All rights reserved.
Logic of Hypothesis Testing
•
Steps in Hypothesis Testing
Step 1: State the assumption to be tested
Step 2: Specify the decision rule
Step 3: Collect the data to test the hypothesis
Step 4: Make a decision
Step 5: Take action based on the decision
9-2
Logic of Hypothesis Testing
State the Hypothesis
•
•
•
•
Hypotheses are a pair of mutually exclusive,
collectively exhaustive statements about the world.
H0: Null Hypothesis
H1: Alternative Hypothesis
Efforts will be made to reject the null hypothesis.
The null hypothesis is assumed true and a
contradiction is sought.
If H0 is rejected, we tentatively conclude H1 to be
the case.
9-3
Logic of Hypothesis Testing
Types of Error
•
•
Type I error: Rejecting the null hypothesis when it
is true. This occurs with probability a.
Type II error: Failure to reject the null hypothesis
when it is false. This occurs with probability b.
9-4
Statistical Hypothesis Testing
•
•
A statistical hypothesis is a statement about
the value of a population parameter q.
A hypothesis test is a decision between two
competing mutually exclusive and
collectively exhaustive hypotheses about
the value of q.
Left-Tailed Test
Two-Tailed Test
Right-Tailed Test
9-5
Statistical Hypothesis Testing
•
The direction of the test is indicated by H1:
> indicates a right-tailed test
< indicates a left-tailed test
≠ indicates a two-tailed test
9-6
Statistical Hypothesis Testing
Decision Rule
•
•
•
A test statistic shows how far the sample estimate
is from its expected value, in terms of its own
standard error.
The decision rule uses the known sampling
distribution of the test statistic to establish the
critical value that divides the sampling distribution
into two regions.
Reject H0 if the test statistic lies in the rejection
region.
9-7
Statistical Hypothesis Testing
Decision Rule for Two-Tailed Test
•
Reject H0 if the test statistic < left-tail critical value
or if the test statistic > right-tail critical value.
Figure 9.2
- Critical value
+ Critical value
9-8
Statistical Hypothesis Testing
Decision Rule for Left-Tailed Test
•
Reject H0 if the test statistic < left-tail critical value.
Figure 9.2
- Critical value
9-9
Statistical Hypothesis Testing
Decision Rule for Right-Tailed Test
•
Reject H0 if the test statistic > right-tail critical
value.
Figure 9.2
+ Critical value
9-10
Testing a Mean:
Known Population Variance
Left  Tailed Test
H :m  m
0
0
H :m  m
1
0
•
•
•
Two-Tailed Test
H :m  m
0
0
H :m  m
1
0
Right-Tailed Test
H :m  m
0
0
H :m  m
1
0
The test statistic compares the sample mean x with
the hypothesized mean m0.
The difference between x and m0 is divided by the
standard error of the mean (denoted sx).
The test statistic is
x – m0
z=
s/ n
9-11
Testing a Mean:
Known Population Variance
Testing the Hypothesis
•
Make the decision:
If the test statistic falls in the rejection region as
defined by the critical value, we reject H0 and
conclude H1.
Using the p-Value Approach
• The p-value is the probability of the sample result
(or one more extreme) assuming that H0 is true.
Using the p-value, we reject H0 if p-value < a.
9-12
Testing a Mean:
Unknown Population Variance
Using Student’s t
•
When the population standard deviation s
is unknown and the population may be
assumed normal, the test statistic follows
the Student’s t distribution with n = n – 1
degrees of freedom.
•
The test statistic is
x – m0
tcalc =
s/ n
9-13
Testing a Proportion
x
p=
n =
•
number of successes
sample size
If np0 > 10 and n(1-p0) > 10, then the test statistic is
zcalc =
p – p0
sp
Where sp =
p0(1-p0)
n
zcalc will be compared to a critical value
depending on a.
9-14
Testing a Proportion
•
Reject the null hypothesis if the test statistic falls
in the rejection region.
• Using the p-value, we reject H0 if p-value < a.
NOTE: 1. A two-tailed hypothesis test at the 5% level of
significance (a = .05) is exactly equivalent to asking whether
the 95% confidence interval for the mean (proportion) includes
the hypothesized mean (proportion). 2. If the confidence
interval includes the hypothesized mean (proportion) , then we
cannot reject the null hypothesis.
9-15
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