A one tailed Test

Hypothesis Testing α

0 z

Acceptance Critical Region

Region

To perform a statistical Test we

To define a statistical Test we 1. Collect the data.
1. Choose a statistic (called the test statistic) 2. Compute the value of the test statistic.
2. Divide the range of possible values for the 3. Make the Decision:
test statistic into two parts • If the value of the test statistic is in
• The Acceptance Region the Acceptance Region we decide to
• The Critical Region accept H0 .
• If the value of the test statistic is in
the Critical Region we decide to
reject H0 .

A two tailed Test

α/2
α/2 The z-test for Proportions

Testing the probability of success in a

0 z binomial experiment

Critical Region Acceptance Critical Region

Region

1
 The Test Statistic The Test Statistic
pˆ − p0 pˆ − p0 pˆ − p0 pˆ − p0
z= = z= =
σ pˆ p0 (1 − p0 ) σ pˆ p0 (1 − p0 )
n n

The Acceptance region: The Acceptance and Critical region:

α/2
α/2
α

− zα / 2 0 zα / 2 z
Reject H0 Reject H0
Accept H0
0 zα z
Accept H0 Reject H0

The one tailed z-test The one tailed z-test

H 0 : p ≤ p0 H 0 : p ≥ p0

H A : p > p0 H A : p < p0

2
 The Test Statistic • If you are trying to prove a difference

pˆ − p0 pˆ − p0 H A : p ≠ p0
z= =
σ pˆ p0 (1 − p0 )
n • This is the alternative Hypothesis (HA)
- the Research Hypothesis

• Use a two tailed test

The Acceptance region:

• If you are trying to prove the true value p

exceeds the hypothesized value p0

α H A : p > p0

• This is the alternative Hypothesis (HA)

− zα 0 z - the Research Hypothesis
Reject H0 Accept H0

Comments
• If you are trying to prove the true value p
• The alternative Hypothesis (HA) is does not exceed the hypothesized value p0
what the experiment is trying to
prove - the Research Hypothesis
• The alternative Hypothesis (HA) will
H A : p < p0
determine if you use a one-tailed test
or a two tailed test • This is the alternative Hypothesis (HA)
- the Research Hypothesis

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• If you are trying to prove a difference • If you were interested in proving that the
new procedure is not an improvement:
• Then
H A : p ≠ p0
H A : p < p0
• This is the alternative Hypothesis (HA)
- the Research Hypothesis

Example
• A new surgical procedure is developed for • If you were interested in proving only a
correcting heart defects infants before the difference between the new and the old:
age of one month.
• Then
• Previously the procedure was used on
infants that were older than one month and
the success rate was 91%
H A : p ≠ p0
• A study is conducted to determine if the
success rate of the new procedure is greater
than 91% (n = 200)

Comments
• Different objectives will result in different We want to test
choices of the alternative hypothesis – H0: p ≤ 0.91 (91%)
• If you were interested in Proving that the
new procedure is an improvement: Against
• Then – HA: p > 0.91 (91%)

H A : p > p0 p = the success rate of the new procedure

4
 Performing the Test Comments
1. Decide on α = P[Type I Error] = the • When the decision is made to accept H0 is
significance level of the test made it should not be conclude that we have
Choose (α = 0.05) proven H0.
2. Collect the data • This is because when setting up the test we
• The number of successful operations in the have not controlled β = P[type II error] =
sample of 200 cases is x = 187 P[accepting H0 when H0 is FALSE]
• Whenever H0 is accepted there is a
x 187
pˆ = = = 0.935 (93.5%) possibility that a type II error has been
n 200 made.

3. Compute the test statistic In the last example

pˆ − p0 pˆ − p0
z= =
σ pˆ p0 (1 − p0 ) The conclusion that there is a no significant
n (α = 5%) increase in the success rate of the
0.935 − 0.91 new procedure over the older procedure
= = 1.235
0.91(1 − 0.91) should be interpreted:
200
4. Make the Decision zα = z0.05 = 1.645 We have been unable to proof that the new
• Accept H0 if: z ≤ 1.645 procedure is better than the old procedure

• Reject H0 if: z > 1.645

Since the test statistic is in the Acceptance

An analogy – a jury trial
region we decide to Accept H0

The two possible decisions are

Conclude that H0: p ≤ 0.91 (91%) is true

There is a no significant (α = 5%) increase – Declare the accused innocent.

in the success rate of the new procedure – Declare the accused guilty.
over the older procedure

5
 The null hypothesis (H0) – the accused is Hence: When decision of innocence is made:
innocent – It is not concluded that innocence has
been proven
The alternative hypothesis (HA) – the accused
is guilty
but that
– we have been unable to disprove
innocence

The two possible errors that can be made:

– Declaring an innocent person guilty.

(type I error) The z-test for the Mean of a
– Declaring a guilty person innocent.
Normal Population
(type II error) We want to test, µ, denote the mean
of a normal population
Note: in this case one type of error may be
considered more serious

Requiring all 12 jurors to support a guilty verdict :

Situation
– Ensures that the probability of a type I error
(Declaring an innocent person guilty) is • A success-failure experiment has been
small. repeated n times
• The probability of success p is unknown.
– However the probability of a type II error We want to test
(Declaring an guilty person innocent) could – H0: p = p0 (some specified value of p)
be large. Against
– HA: p ≠ p0

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 The Data The Acceptance region:

• Let x1, x2, x3 , … , xn denote a sample from a

normal population with mean µ and standard
deviation σ. α/2
• Let α/2
n

∑x i
x= i =1
= the sample mean
n
− zα / 2 0
zα / 2 z
• we want to test if the mean, µ, is equal to some Reject H0 Reject H0
given value µ0. Accept H0
• Obviously if the sample mean is close to µ0 the P[Accept H 0 when true] = P[− zα / 2 ≤ z ≤ zα / 2 ] = 1 − α
Null Hypothesis should be accepted otherwise the
null Hypothesis should be rejected. P[Reject H 0 when true] = P[z < − zα / 2 or z > zα / 2 ] = α

The Test Statistic • Acceptance Region

• To decide to accept or reject the Null Hypothesis
(H0) we will use the test statistic
– Accept H0 if: − zα / 2 ≤ z ≤ zα / 2

x − µ0 x − µ0 x − µ0 x − µ0 • Critical Region
z= = = n ≈ n
σx σ σ s – Reject H0 if: z < − zα / 2 or z > zα / 2
n
• If H0 is true we should expect the test statistic z to
be close to zero. • With this Choice
• If H0 is true we should expect the test statistic z to P[Type I Error ] = P[Reject H 0 when true]
have a standard normal distribution.
• If HA is true we should expect the test statistic z to = P[z < − zα / 2 or z > zα / 2 ] = α
be different from zero.

The sampling distribution of z when H0 is true: Summary

The Standard Normal distribution

To test mean of a Normal population

H0: µ = µ0 (some specified value of µ)
Against
HA: µ ≠ µ0

1. Decide on α = P[Type I Error] = the

Reject H0 0 z
Reject H0 significance level of the test (usual choices
Accept H0
0.05 or 0.01)

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 The one tailed test – other direction
2. Collect the data To test
H0: µ ≥ µ0 (some specified value of µ)
3. Compute the test statistic
against
x − µ0 x − µ0 HA: µ < µ0
z= n ≈ n
σ s Acceptance and Critical Region
4. Make the Decision • Accept H0 if: z ≥ − zα / 2
• Accept H0 if: − zα / 2 ≤ z ≤ zα / 2 • Reject H0 if: z < − zα / 2
• Reject H0 if: z < − zα / 2 or z > zα / 2

x − µ0 x − µ0
The one tailed test Test Statistic z= n ≈ n
σ s
To test
H0: µ ≤ µ0 (some specified value of µ) Expect z to be negative if H0 is false

against The Acceptance and Critical region:

HA: µ > µ0

1. Use the test statistic α

x − µ0 x − µ0
z= n ≈ n Reject H0 Accept H0
σ s
− zα 0 z

2. Use as the Acceptance and Critical Region Example:

• Accept H0 if: z ≤ zα / 2 We are interested in measuring the concentration of
• Reject H0 if: z > zα / 2 lead in water and we want to know if it exceeds the
threshold level µ0 = 10.0

We take n = 40 one-litre samples measuring the

concentration of lead.
α
Statistical results:

Reject H0 x = 12.1 and s = 1.2

Accept H0

0 zα z

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 Test Statistic
x − µ0 x − µ0
z= n ≈ n
σ s

12.1 − 10.0
= 40 = 11.07
1.2

Since z is greater than z0.05 = 1.645 we conclude that

the average lead level is significantly higher than
10.0