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Week 91 Simple versus Composite Hypothesis Recall, a simple hypothesis completely specifies the distribution. A composite does not. When testing a simple.

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Presentation on theme: "Week 91 Simple versus Composite Hypothesis Recall, a simple hypothesis completely specifies the distribution. A composite does not. When testing a simple."— Presentation transcript:

1 week 91 Simple versus Composite Hypothesis Recall, a simple hypothesis completely specifies the distribution. A composite does not. When testing a simple null hypothesis versus a composite alternative, the power of the test is a function of the parameter of interest. In addition, the power is also affected by the sample size.

2 week 92 Example

3 week 93 Test for Mean of Normal Population σ 2 is known Suppose X 1, …, X n is a random sample from a N(μ, σ 2 ) distribution where σ 2 is known. We are interested in testing hypotheses about μ. The test statistics is the standardized version of the sample mean. We could test three sets of hypotheses…

4 week 94 Test for Mean of Normal Population σ 2 is unknown Suppose X 1, …, X n is a random sample from a N(μ, σ 2 ) distribution where σ 2 is unknown, n is small and we are interested in testing hypotheses about μ. The test statistics is...

5 week 95 Example In a metropolitan area, the concentration of cadmium (Cd) in leaf lettuce was measured in 6 representative gardens where sewage sludge was used as fertilizer. The following measurements (in mg/kg of dry weight) were obtained. Cd: 21 38 12 15 14 8 Is there evidence that the mean concentration of Cd is higher than 12.

6 week 96 Test for Mean of a Non-Normal Population Suppose X 1, …, X n are iid from some distribution with E(X i )=μ and Var(X i )= σ 2. Further suppose that n is large and we are interested in testing hypotheses about μ. Since n is large the CLT applies to the sample mean and the test statistics is again the standardized version of the sample mean.

7 week 97 Example –Binomial Distribution Suppose X 1,…,X n are random sample from Bernoulli(θ) distribution. We are interested in testing hypotheses about θ…


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