Hypothesis Testing.

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Presentation transcript:

Hypothesis Testing

Statistical Hypothesis Testing Inference Samples Populations

Starting Point: Ask, is our population mean equal to zero? Or not?

We have two hypotheses:  = 0 this one is called the Null Hypothesis “the mean is not different from 0”   0 this one is called the Alternative Hypothesis “the mean is not equal to 0”

You could also ask, is the population mean equal to 80kg? = 80 the Null Hypothesis “the mean is not different from 80”   80 the Alternative Hypothesis “the mean is not equal to 80”

We usually shorten our statements to: HA:   0 H0:  = 80 HA:   80

Important points … Hypotheses before data are collected, set up to answer specific research questions. statements about the POPULATION NEVER about the SAMPLE

In other words… Does the sample we’ve collected come from a population with a mean =  ? Two possible answers Yes No Well, not quite so cut and dried. Really what we end up saying is likely yes, or likely no.

In practice … We never measure/count/… every individual from a population, conclusions about the population  samples collect sample, calculate mean of sample and compare to hypothesized population mean

 95% (0.95) 5% (0.05) 2.5% (0.025) 2.5% (0.025)

 0.95       

With regard to hypotheses…  - Means that would support H0 Do Not reject H0  - Means that would not support H0 Reject H0

A formal test We can use our Z to do a formal test

Z - distribution 0.95 -1.96 1.96

An example CO detectors must sound an alarm at 10mg/m3 A CO detector manufacturer has sampled 18 of his CO detectors from the assembly line. Record the CO concentration at which the alarm sounded Do the detectors ‘alarm’ at 10 mg /m3?

10.25 10.37 10.66 10.47 10.56 10.22 10.44 10.38 10.63 10.54 10.33 10.48 10.68 10.40 10.39 10.26 10.32 H0:  = 10.0 mg/m3 HA:   10.0 mg/m3

HA:   10.0 mg/m3 H0:  = 10.0 mg/m3 2 = 1.0434 (mg/m3)2 10.25 10.37 10.66 10.47 10.56 10.22 10.44 10.38 10.63 10.54 10.33 10.48 10.68 10.40 10.39 10.26 10.32 2 = 1.0434 (mg/m3)2

Preliminary calculations

Calculate Z …

Z - distribution 1.784 -1.96 1.96

Alternatively … Could ask what is the probability of Z  1.784 and

Z - distribution 1.784 -1.784 0.037 -1.96 1.96

Therefore the probability … Of getting a |Z| of that value or more extreme is 0.037 + 0.037 = 0.074 0.074 > 0.05 And we DO NOT reject Ho. --> Why did we use both ‘tails’ in our test?

We were concerned with knowing whether the alarm values were different from 10mg/m3. We didn’t really care if they were larger or smaller, just different

--> were the readings in the range that we would call the 0 --> were the readings in the range that we would call the 0.05 extremes - those in the upper 0.025 and lower 0.025 of the distribution - or were they in the 0.95 ‘bulk’ of the distribution?

Translates to - are the values in the upper extreme? We could have phrased our question differently. Really, as consumers, we want to know if the alarm goes off at a concentration that is too high for safety. So, instead of asking ‘are the values different from 10 mg/m3?’ you would as ‘are the values greater than 10mg /m3?’ Translates to - are the values in the upper extreme?

0.05 0.025 0.025

One tailed hypotheses … look slightly different. H0:   10 mg/m3 HA:  > 10 mg/m3

Previously, we saw that the probability of Z  1.784 was 0.037 0.037 < 0.05, so this value is in the 0.05 (5%) in the upper ‘tail’, therefore, REJECT your Ho, the value is greater than 10mg/m3.

Mistakes happen!!! We use 0.05 or 5% as our criterion for saying too extreme (reject null) or not extreme enough (do not reject null). The corresponding Z-value is 1.96 - called the critical Z.

Calculated Z  -1.96 Calculated Z  1.96 -1.96 1.96 Should NOT reject Ho, but you do. Type I Error Calculated Z  -1.96 Calculated Z  1.96 -1.96 1.96

Calculated Z  -1.96 Calculated Z  1.96 -1.96 1.96 Should reject Ho, but you Do Not. Type II Error Calculated Z  -1.96 Calculated Z  1.96 -1.96 1.96

This will happen occasionally, just due to chance. 5% of the time, α

This will happen occasionally, just due to chance. Rate traditionally not specified, β

Power, 1-β

Significance level 1-α