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The document outlines the basics of hypothesis testing, including the formulation of null and alternative hypotheses, test statistics, and decision criteria for rejecting the null hypothesis. It discusses errors in hypothesis testing, such as Type I and Type II errors, and introduces the concept of p-values as a measure of significance. Additionally, it provides examples of one-sample z-tests and references for further reading.

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6 views9 pages

Lec3 2

The document outlines the basics of hypothesis testing, including the formulation of null and alternative hypotheses, test statistics, and decision criteria for rejecting the null hypothesis. It discusses errors in hypothesis testing, such as Type I and Type II errors, and introduces the concept of p-values as a measure of significance. Additionally, it provides examples of one-sample z-tests and references for further reading.

Uploaded by

MURALI K
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Basics of Hypothesis Testing References

Example: Random number generator

A random number generator claims to produce random numbers from a population of zero mean and
unit variance.

Goal: To test that the population has zero mean with known variance 2
= 1.

Assumptions: Random sample, large sample size

1. Hypothesis: H0 : µ = 0, Ha : µ 6= 0.
(X̄ µ)
2. Test statistic: Z = p
/ n
3. Rejection criterion: Choose two critical values zc,r and zc,l (on both sides of postulated value).
4. Decision: Reject H0 if observed statistic zo > zc,r or zo < zc,l .

To be illustrated in R.

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 9


Basics of Hypothesis Testing References

Errors in hypothesis testing

Decision ! Fail to Reject H0 Reject H0


Truth #

H0 True Correct Decision Type I Error


Probability: 1 ↵ Probability (Risk): ↵

Ha True Type II Error Correct Decision


Risk: Probability: 1

Significance level: ↵
Power of a hypothesis test: 1

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 10


Basics of Hypothesis Testing References

Graphical understanding: One sample test for mean

Cri.cal(region( Cri.cal(region( Cri$cal(region( Cri$cal(region(

Acceptance(region((

(a) Two tailed test (b) Lower-tailed test (c) Upper-tailed test

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 11


Basics of Hypothesis Testing References

Type II errors and Power of a hypothesis test

= Pr{QT 2 Rc |Ht is true}


Power = 1

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 12


Basics of Hypothesis Testing References

One sample z-test for mean

Goal: Test for the mean of a single population


Assumption: Population standard deviation is known, large sample size

1. Null: H0 : µ = µ0
Alternate: Ha : µ <, >, 6= µ0 (lower-, upper-, Two-tailed)
X̄ µ0
2. Test statistic QT : Z = p ⇠ N (0, 1)
/ n
3. Critical region Rc : z < z↵ , z > z↵ , {z < z↵/2 or z > z↵/2 }.

Use qnorm to compute critical values in R

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 13


Basics of Hypothesis Testing References

One sample z-test for mean: Example

Example: Propellant burning rate


To test: Average propellant burning rate is µ0 = 50 cm/s given,

x̄ = 51.3 cm/s; = 2 cm/s; n = 25


p
Solution: Ha : µ 6= µ0 , z = (x̄ µ0 )/( / n) = 3.25.
Critical value at ↵ = 0.05 is zc = 1.96.
Reject H0 at ↵ = 0.05.

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 14


Basics of Hypothesis Testing References

p-value
The p-value is the smallest level of significance that would lead to rejection of the null hypothesis H0
for the given data.

I p-value can be thought of as the observed significance level.


I Using this concept, the decision maker can determine how significant the data is without imposing
a critical value a priori.
I The p-value is NOT the probability that the null hypothesis is false!

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 15


Basics of Hypothesis Testing References

p-value
The p-value is the smallest level of significance that would lead to rejection of the null hypothesis H0
for the given data.

I p-value can be thought of as the observed significance level.


I Using this concept, the decision maker can determine how significant the data is without imposing
a critical value a priori.
I The p-value is NOT the probability that the null hypothesis is false!

For the solid propellant exercise, the p-value is 2(1 F (3.25)) = 0.0012.

Use pnorm, pt, ... to compute p-values in R.

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 16


Basics of Hypothesis Testing References

Bibliography I

Bendat, J. S. and A. G. Piersol (2010). Random Data: Analysis and Measurement Procedures. 4th edition. New
York, USA: John Wiley & Sons, Inc.
Johnson, R. A. (2011). Miller and Freund’s: Probability and Statistics for Engineers. Upper Saddle River, NJ,
USA: Prentice Hall.
Montgomery, D. C. and G. C. Runger (2011). Applied Statistics and Probability for Engineers. 5th edition. New
York, USA: John Wiley & Sons, Inc.
Ogunnaike, B. A. (2010). Random Phenomena: Fundamentals of Probability and Statistics for Engineers. Boca
Raton, FL, USA: CRC Press, Taylor & Francis Group.
Tangirala, A. K. (2014). Principles of System Identification: Theory and Practice. CRC Press, Taylor & Francis
Group.

Arun K. Tangirala, IIT Madras Intro to Statistical Hypothesis Testing 17

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