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TESTS OF HYPOTHESES
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type II errors if the critical region is and true mean found to be 195
Example Foam height of a shampoo is normally distributed with standard deviation of 20 mm. Test the hypothesis HO : μ = 175 and H1 : μ > 175 using results of n=10 samples. Evaluate probabilities of type I and type II errors if the critical region is and true mean found to be 195 .Construct the operating characteristic curves using values of true mean of 178, 181, 184, 187, 190, 193, 196 and 199. _____________________________________________________________________________________ The Critical Zone is Then the Acceptance Zone is Critical Zone Reject Accept Zone α 175 185
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Operating Characteristic Curve
μTrue Z beta 175 1.58 0.94 178 1.11 0.87 181 0.63 0.74 184 0.16 0.56 187 -0.32 0.38 190 -0.79 0.21 193 -1.26 0.10 196 -1.74 0.04 199 -2.21 0.01 202 -2.69 0.00 205 -3.16 208 -3.64 Operating Characteristic Curve
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Tests on The VARIANCE
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المعيار الأحصائى للأختبار
Statement of Test Example 1 Consider the life data of the tires in the previous example. Can you conclude ,using α = 0.05, that the standard deviation of the tire life exceeds 2500 km.? Find the P-Value of the test. _______________________________________________________________________________________ Step 1 Statement of Test Step 2 Process Data from experiments المعيار الأحصائى للأختبار Step 3: Build A Relevant TEST STATISTIC by means of which we can Test Hypothesis Ho
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Since we Reject Ho, H1 (σ2> 6 250 000) is ACCEPTED, then
Step 4: Define The Zone of ACCEPTANCE REJECT 1-α α ACCEPT Step 5: Perform the hypothesis test by Comparing with Since, then we are in the REJECT zone, then we REJECT Ho. Step 6: CONCLUSION Since we Reject Ho, H1 (σ2> ) is ACCEPTED, then THERE IS ENOUGH EVIDENCE TO STATE THAT THE TIRE LIFE STANDARD DEVIATION IS GREATER THAN 2500 km
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β 1-β Then, we Reject Ho absolutely
What is the P-Value of the test in the above example P-VALUE Then, we Reject Ho absolutely _____________________________________________________________________ If it is , by some means, known that the true standard deviation of the life time of the tires Is 4000 km. What is the power of the experiment with sample size 16 to DETECT that difference between the hypothetical and the true. N=16 N=24 β 1-β Power of Test (with sample size =16 (#of degrees of Freedom=16-1))= 1 – β = 0.64 Increasing the sample size to 24 the Power of test will be: (#of degrees of Freedom=24-1=23 1 – β =
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CONFIDENCE INTERVAL ON THE VARIANCE
α/2 α/2 1- α
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Tests on The PROPORTIONS
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Exceed 1% (proportion of non defective circuits exceeds 99%.)
Example 1 The Fraction of Defective Integrated Circuits produced in a process is studied. A Random Sample of 50 circuits is tested, revealing 3 defectives. Is that result Support the claim that the Proportion of defective circuits in the said process does Not Exceed 1% (proportion of non defective circuits exceeds 99%.) ______________________________________________________________________ Here, the Number of Defective Circuits in a Sample of 50 Circuits is a Random Variable distributed according to BINOMIAL distribution. Step 1 Statement of test Ho : p = 0.01 H1 : p > 0.01 Step 2 Experimental Data Number of Defectives X = 3 Sample size N = 50 Step 3 Test Statistic Since X is a Binomial Variable, we use the Binomial Distribution RULE of DECISION by use of P-Value Step 4 If P-Value ≤ REJECT Ho absolutely If P-Value ≥ ACCEPT Ho absolutely Otherwise it is up to concerned parties
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Step 5: Perform the hypothesis test by applying the rule of P-Value
P-Value = which is near 0.01, then we REJECT Ho Hence ACCEPT H1 : p > 0.01 Step 6: Conclusion Since we Reject Ho, [ H1 : p > 0.01 ] is ACCEPTED, then THERE IS ENOUGH EVIDENCE TO STATE THAT the PROPORTION of Defective Circuits is MORE THAN 0.01. __________________________________________________________________________________________________________ What are the Upper and Lower Limits of Defective Proportions that render the Test INSIGNIFICANT (Accept Ho and thus Reject H1)? The Upper and Lower Limits of p are as follows:
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Tests on The RATIOS of VARIANCES
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F - DISTRIBUTION Consider the following RANDOM VARIABLE: α =0.05
The numerator and the denominator are CHI-Square Variables with Degrees of Freedom m and n respectively . α α α =0.05 n m 2 5 10 20 19
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Therefore, is a Chi-square variable with (n-1) degrees of freedom
Example 1 A fuel economy study was conducted on two German automobiles, Mercedes and Volkswagen One vehicle of each brand was selected, and the mileage performance was observed for 10 tanks of fuel in each car. The data are as follows: Mercedes Volkswagen 24.7 24.9 41.7 42.8 24.8 24.6 42.3 42.4 23.9 41.6 39.9 39.5 40.9 24.5 41.9 29.6 Is there any Evidence to support the claim that the variability in Mileage performance is greater for a Volkswagen than for a Mercedes. Step 1: Statement of Test Step 2: Experimental Data Processing Step 3: Build A Relevant TEST STATISTIC by means of which we can Test Hypothesis Ho Therefore, is a Chi-square variable with (n-1) degrees of freedom This is an F- Variable with N1 – 1 and N Degrees of Freedom
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Since we Reject Ho, is ACCEPTED, then
Step 4: Define The Zone of ACCEPTANCE α =0.05 Step 5: Perform the hypothesis test by Comparing f o with If f o > , then we are in the REJECT zone, then we REJECT Ho Otherwise, we are not in a position to Reject Ho = >> = 3.388, Therefore we REJECT Ho Step 6: CONCLUSION Since we Reject Ho, is ACCEPTED, then THERE IS STRONG EVIDENCE TO STATE THAT The Variation in Fuel Mileage of Volkswagen is GREATER than that of MERCEDES
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