PERTEMUAN 4
PENGUJIAN HIPOTESIS (part 2)
Mata Kuliah : Metode Statistika 2
Politeknik Statistika STIS
OUTLINE
Prosedur Pengujian Hipotesis untuk:
n Beda 2 rata-rata pada sampel independen
n Beda 2 rata-rata pada sampel dependen
(data berpasangan)
n Beda 2 proporsi
n Rasio 2 varians
Hypothesis Tests for the Difference
Between Two Means
n Testing Hypothesis about μ1 – μ2
n Use the same situations discussed already:
n Standard deviations known or unknown
n Sample sizes ³ 30 or not ³ 30
Hypothesis Tests for
Two Population Proportions
Two Population Means, Independent Samples
Lower tail test: Upper tail test: Two-tailed test:
H0: μ1 ³ μ2 H0: μ1 ≤ μ2 H0: μ1 = μ2
HA: μ1 < μ2 HA: μ1 > μ2 HA: μ1 ≠ μ2
i.e., i.e., i.e.,
H0: μ1 – μ2 ³ 0 H0: μ1 – μ2 ≤ 0 H0: μ1 – μ2 = 0
HA: μ1 – μ2 < 0 HA: μ1 – μ2 > 0 HA: μ1 – μ2 ≠ 0
Hypothesis tests for μ1 – μ2
Population means, independent samples
σ1 and σ2 known Use a z test statistic
Use s to estimate unknown
σ1 and σ2 unknown, σ , approximate with a z
n1 and n2 ³ 30 test statistic
σ1 and σ2 unknown, Use s to estimate unknown
n1 or n2 < 30 σ , use a t test statistic
σ1 and σ2 known
Population means,
independent The test statistic for
samples μ1 – μ2 is:
σ1 and σ2 known * z=
( x 1 )
- x 2 - ( μ1 - μ2 )
2 2
σ1 and σ2 unknown, σ σ2
n1 and n2 ³ 30
1
+
n1 n2
σ1 and σ2 unknown,
n1 or n2 < 30
σ1 and σ2 unknown, large samples
Population means,
independent The test statistic for
samples μ1 – μ2 is:
σ1 and σ2 known
z=
( x 1 )
- x 2 - ( μ1 - μ2 )
σ1 and σ2 unknown,
n1 and n2 ³ 30
* s
+
1
2
s2
2
n1 n2
σ1 and σ2 unknown,
n1 or n2 < 30
σ1 and σ2 unknown, small samples
*Assuming equal variances
Population means,
independent The test statistic for μ1 – μ2 is:
samples
t=
( x 1 )
- x 2 - ( μ1 - μ 2 )
σ1 and σ2 known
1 1
sp +
σ1 and σ2 unknown, n1 n 2
n1 and n2 ³ 30
Where ta/2 or ta has (n1 + n2 – 2) d.f.,
σ1 and σ2 unknown,
n1 or n2 < 30
* and
sp =
(n1 - 1)s12 + (n2 - 1)s22
n1 + n2 - 2
σ1 and σ2 unknown, small samples
*Assuming different variances
Population means,
independent The test statistic for μ1 – μ2 is:
samples
t=
( x 1 )
- x 2 - ( μ1 - μ 2 )
σ1 and σ2 known 2 2
s s
1
+ 2
σ1 and σ2 unknown, n1 n 2
n1 and n2 ³ 30
Where ta/2 or ta has d.f.,
*
2 2
s
(1 s
+ 2 )2
σ1 and σ2 unknown, n1 n2
n1 or n2 < 30 v=
[(s
2
1 n ) /(n - 1)]+ [(s
1
2
1
2
2 )
2
n2 /(n2 - 1) ]
Hypothesis tests for μ1 – μ2
Two Population Means, Independent Samples
Lower tail test: Upper tail test: Two-tailed test:
H0: μ1 – μ2 ³ 0 H0: μ1 – μ2 ≤ 0 H0: μ1 – μ2 = 0
HA: μ1 – μ2 < 0 HA: μ1 – μ2 > 0 HA: μ1 – μ2 ≠ 0
a a a/2 a/2
-za za -za/2 za/2
Reject H0 if z < -za Reject H0 if z > za Reject H0 if z < -za/2
or z > za/2
Pooled sp t Test: Example
You’re a financial analyst for a brokerage firm. Is there a
difference in dividend yield between stocks listed on the
NYSE & NASDAQ? You collect the following data:
NYSE NASDAQ
Number 21 25
Sample mean 3.27 2.53
Sample std dev 1.30 1.16
Assuming equal variances, is
there a difference in average
yield (a = 0.05)?
Solution
Reject H0 Reject H0
H0: μ1 - μ2 = 0 i.e. (μ1 = μ2)
HA: μ1 - μ2 ≠ 0 i.e. (μ1 ≠ μ2)
a = 0.05 .025 .025
df = 21 + 25 - 2 = 44 -2.0154 0 2.0154 t
Critical Values: t = ± 2.0154
2.040
Test Statistic: Decision:
3.27 - 2.53 Reject H0 at a = 0.05
t= = 2.040
1 1
1.2256 + Conclusion:
21 25 There is evidence of a
difference in means.
Calculating the Test Statistic
The test statistic is:
t=
(x 1 )
- x 2 - (μ1 - μ 2 ) (3.27 - 2.53) - 0
= = 2.040
1 1 1 1
sp + 1.2256 +
n1 n 2 21 25
sp =
(n1 - 1)s12 + (n2 - 1)s22 =
(21 - 1)1.30 2 + (25 - 1)1.16 2 = 1.2256
n1 + n2 - 2 21 + 25 - 2
Hypothesis Testing for
Paired Samples
The test statistic for d is
Paired
samples
d - μd
t=
sd
n
n is the
number n
of pairs
in the
Where ta/2 has n - 1 d.f. å i
(d - d) 2
paired and sd is: sd = i=1
sample n -1
Hypothesis Testing for
Paired Samples
(continued)
Paired Samples
Lower tail test: Upper tail test: Two-tailed test:
H0: μd ³ 0 H0: μd ≤ 0 H0: μd = 0
HA: μd < 0 HA: μd > 0 HA: μd ≠ 0
a a a/2 a/2
-ta ta -ta/2 ta/2
Reject H0 if t < -ta Reject H0 if t > ta Reject H0 if t < -ta/2
or t > ta/2
Where t has n - 1 d.f.
Paired Samples Example
n Assume you send your salespeople to a “customer
service” training workshop. Is the training effective?
You collect the following data:
Number of Complaints: (2) - (1) S di
Salesperson Before (1) After (2) Difference, di d = n
C.B. 6 4 - 2
T.F. 20 6 -14
= -4.2
M.H. 3 2 - 1
R.K.
M.O.
0
4
0
0
0
- 4 sd =
å i
(d - d) 2
-21 n -1
= 5.67
Paired Samples: Solution
§ Has the training made a difference in the number of
complaints (at the 0.01 level)?
Reject Reject
H0: μd = 0
HA: μd ¹ 0
a/2 a/2
a = .01 d = - 4.2 - 4.604 4.604
- 1.66
Critical Value = ± 4.604
d.f. = n - 1 = 4 Decision: Do not reject H0
(t stat is not in the reject region)
Test Statistic:
Conclusion: There is not a
d - μd - 4.2 - 0
t= = = -1.66 significant change in the
sd / n 5.67/ 5 number of complaints.
Hypothesis Tests for
Two Population Proportions
Population proportions
Lower tail test: Upper tail test: Two-tailed test:
H0: p1 ³ p2 H0: p1 ≤ p2 H0: p1 = p2
HA: p1 < p2 HA: p1 > p2 HA: p1 ≠ p2
i.e., i.e., i.e.,
H0: p1 – p2 ³ 0 H0: p1 – p2 ≤ 0 H0: p1 – p2 = 0
HA: p1 – p2 < 0 HA: p1 – p2 > 0 HA: p1 – p2 ≠ 0
Two Population Proportions
Since we begin by assuming the null
hypothesis is true, we assume p1 = p2
Population
and pool the two 𝑝̂ estimates
proportions
The pooled estimate for the
overall proportion is:
n1 pˆ 1 + n 2 pˆ 2 x1 + x 2
pˆ = =
n1 + n 2 n1 + n 2
where x1 and x2 are the numbers from
samples 1 and 2 with the characteristic of interest
Two Population Proportions
(continued)
Population The test statistic for
proportions p1 – p2 is:
z=
( pˆ1 - pˆ 2 ) - ( p1 - p2 )
æ1 1ö
pˆ (1 - pˆ ) çç + ÷÷
è n1 n2 ø
Hypothesis Tests for
Two Population Proportions
Population proportions
Lower tail test: Upper tail test: Two-tailed test:
H0: p1 – p2 ³ 0 H0: p1 – p2 ≤ 0 H0: p1 – p2 = 0
HA: p1 – p2 < 0 HA: p1 – p2 > 0 HA: p1 – p2 ≠ 0
a a a/2 a/2
-za za -za/2 za/2
Reject H0 if z < -za Reject H0 if z > za Reject H0 if z < -za/2
or z > za/2
Example:
Two population Proportions
Is there a significant difference between the
proportion of men and the proportion of
women who will vote Yes on Proposition A?
n In a random sample, 36 of 72 men and 31 of
50 women indicated they would vote Yes
n Test at the .05 level of significance
Example:
Two population Proportions
(continued)
n The hypothesis test is:
H0: p1 – p2 = 0 (the two proportions are equal)
HA: p1 – p2 ≠ 0 (there is a significant difference between proportions)
n The sample proportions are:
n Men: 𝑝̂! = 36/72 = .50
n Women: 𝑝̂" = 31/50 = .62
§ The pooled estimate for the overall proportion is:
x1 + x 2 36 + 31 67
pˆ = = = = .549
n1 + n 2 72 + 50 122
Example:
Two population Proportions
(continued)
Reject H0 Reject H0
The test statistic for p1 – p2 is:
.025 .025
z=
( pˆ1 - pˆ 2 ) - ( p1 - p 2 )
æ1 1 ö
pˆ (1 - pˆ )çç + ÷÷ -1.96 1.96
è n1 n 2 ø -1.31
=
( .50 - .62) - ( 0) = - 1.31
æ 1
.549 (1 - .549) ç + ÷
1 ö Decision: Do not reject H0
è 72 50 ø
Conclusion: There is not
significant evidence of a
Critical Values = ±1.96
For a = .05 difference in proportions
who will vote yes between
men and women.
Hypothesis Tests for
Two Population Variances
Hypothesis Tests for Variances
H0: σ12 – σ22 = 0
Two tailed test
* Tests for Two
HA: σ12 – σ22 ≠ 0 Population Variances
H0: σ12 – σ22 ³ 0 Lower tail test
HA: σ12 – σ22 < 0 F test statistic
H0: σ12 – σ22 ≤ 0 Upper tail test
HA: σ12 – σ22 > 0
F Test for Difference in Two
Population Variances
Hypothesis Tests for Variances
The F test statistic is:
2
s Tests for Two
F= 1
2
Population Variances
s 2
s12 = Variance of Sample 1
* F test statistic
n1 - 1 = numerator degrees of freedom
s22 = Variance of Sample 2
n2 - 1 = denominator degrees of freedom
Finding the Critical Value
H 0 : σ1 2 – σ2 2 = 0
H 0 : σ1 2 – σ2 2 ≤ 0 H A : σ1 2 – σ2 2 ≠ 0
H A : σ1 2 – σ2 2 > 0
a a/2
a/2
0 F 0 F
Do not Reject H0 Do not Reject H0
reject H0 Fa reject H0 Fa/2
n rejection region n rejection region for
for a one-tail test a two-tailed test is
(upper tail test) is
s12 s 2
s12 F = 2 > Fa / 2 or F = 12 < F1-a / 2
F = 2 > Fa s2 s2
s2
F Test: An Example
You are a financial analyst for a brokerage firm. You
want to compare dividend yields between stocks listed
on the NYSE & NASDAQ. You collect the following data:
NYSE NASDAQ
Number 21 25
Mean 3.27 2.53
Std dev 1.30 1.16
Is there a difference in the
variances between the NYSE &
NASDAQ at the a = 0.1 level?
F Test: Example Solution
n Form the hypothesis test:
H0: σ21 – σ22 = 0 (there is no difference between variances)
HA: σ21 – σ22 ≠ 0 (there is a difference between variances)
n Find the F critical value for a = .1:
n Numerator:
n df1 = n1 – 1 = 21 – 1 = 20
n Denominator:
n df2 = n2 – 1 = 25 – 1 = 24
F.95, 20, 24 = 0,48 or F.05, 20, 24 = 2.03
F Test: Example Solution
(continued)
n The test statistic is: H 0 : σ1 2 – σ2 2 = 0
H A : σ1 2 – σ2 2 ≠ 0
s12 1.30 2
F= 2 = 2
= 1.256
s2 1.16
a/2 = .05
0
nConclusion : do not reject H0 Do not Reject H0
reject H0 Fa/2 =2.03
n There is no evidence of a
difference in variances at a = .1
