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Monday, October 21 Hypothesis testing using the normal Z-distribution. Student’s t distribution. Confidence intervals.

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Presentation on theme: "Monday, October 21 Hypothesis testing using the normal Z-distribution. Student’s t distribution. Confidence intervals."— Presentation transcript:

1 Monday, October 21 Hypothesis testing using the normal Z-distribution. Student’s t distribution. Confidence intervals.

2 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? H 0 :  = 100 Test this hypothesis at  =.05 Step 3. Assuming H 0 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 H 0, whether to reject or not to reject it.

3 Step 1. State the statistical hypothesis H 0 to be tested (e.g., H 0 :  = 100) Step 2. Specify the degree of risk of a type-I error, that is, the risk of incorrectly concluding that H 0 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 H 0 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 H 0, whether to reject or not to reject it.

4 Step 1. State the statistical hypothesis H 0 to be tested (e.g., H 0 :  = 100) Step 2. Specify the degree of risk of a type-I error, that is, the risk of incorrectly concluding that H 0 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 H 0 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 H 0, whether to reject or not to reject it,

5 GOSSET, William Sealy 1876-1937

6 _ z = X -  XX - _ t = X -  sXsX - s X = s  N N -

7 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.

8 df = N - 1 Degrees of Freedom

9

10 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?

11 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 -  sXsX -

12 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.

13 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.

14 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?

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


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