Monday, October 19 Hypothesis testing using the normal Z-distribution.

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Presentation transcript:

Monday, October 19 Hypothesis testing using the normal Z-distribution. Student’s t distribution. Confidence intervals.

Test this hypothesis at  = .05 An Example You draw a sample of 25 adopted children. You are interested in whether they are different from the general population on an IQ test ( = 100,  = 15). The mean from your sample is 108. What is the null hypothesis? H0:  = 100 Test this hypothesis at  = .05 Step 3. Assuming H0 to be correct, find the probability of obtaining a sample mean that differs from  by an amount as large or larger than what was observed. Step 4. Make a decision regarding H0, whether to reject or not to reject it.

Step 1. State the statistical hypothesis H0 to be tested (e. g Step 1. State the statistical hypothesis H0 to be tested (e.g., H0:  = 100) Step 2. Specify the degree of risk of a type-I error, that is, the risk of incorrectly concluding that H0 is false when it is true. This risk, stated as a probability, is denoted by , the probability of a Type I error. Step 3. Assuming H0 to be correct, find the probability of obtaining a sample mean that differs from  by an amount as large or larger than what was observed. Step 4. Make a decision regarding H0, whether to reject or not to reject it.

Step 1. State the statistical hypothesis H0 to be tested (e. g Step 1. State the statistical hypothesis H0 to be tested (e.g., H0:  = 100) Step 2. Specify the degree of risk of a type-I error, that is, the risk of incorrectly concluding that H0 is false when it is true. This risk, stated as a probability, is denoted by , the probability of a Type I error. Step 3. Assuming H0 to be correct, find the probability of obtaining a sample mean that differs from  by an amount as large or larger than what was observed, find the critical values of an observed sample mean whose deviation from 0 would be “unlikely”, defined as a probability < . Step 4. Make a decision regarding H0, whether to reject or not to reject it,

GOSSET, William Sealy 1876-1937

_ z = X -  X - _ t = X -  sX - s - sX =  N

The t-distribution is a family of distributions varying by degrees of freedom (d.f., where d.f.=n-1). At d.f. = , but at smaller than that, the tails are fatter.

Degrees of Freedom df = N - 1

Problem Sample: Mean = 54.2 SD = 2.4 N = 16 Do you think that this sample could have been drawn from a population with  = 50?

Problem Sample: Mean = 54.2 SD = 2.4 N = 16 Do you think that this sample could have been drawn from a population with  = 50? _ t = X -  sX -

The mean for the sample of 54. 2 (sd = 2 The mean for the sample of 54.2 (sd = 2.4) was significantly different from a hypothesized population mean of 50, t(15) = 7.0, p < .001.

The mean for the sample of 54. 2 (sd = 2 The mean for the sample of 54.2 (sd = 2.4) was significantly reliably different from a hypothesized population mean of 50, t(15) = 7.0, p < .001.

Interval Estimation (a.k.a. confidence interval) Is there a range of possible values for  that you can specify, onto which you can attach a statistical probability?

Confidence Interval X – tsX    X + tsX _ - Where t = critical value of t for df = N - 1, two-tailed X = observed value of the sample _

Oh no! Not again!!!