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Virtual COMSATS Inferential Statistics Lecture-32: Ossam Chohan CIIT Abbottabad

The document discusses the power of a statistical test, which is the probability of rejecting the null hypothesis when it is false. It provides an example problem calculating the power and type II error rate for a one-tailed test on a normal distribution with various alternative hypotheses. The document concludes by recapping the key concepts covered in the course on statistical inference, estimation, hypothesis testing, and references for further material.

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0% found this document useful (0 votes)
56 views16 pages

Virtual COMSATS Inferential Statistics Lecture-32: Ossam Chohan CIIT Abbottabad

The document discusses the power of a statistical test, which is the probability of rejecting the null hypothesis when it is false. It provides an example problem calculating the power and type II error rate for a one-tailed test on a normal distribution with various alternative hypotheses. The document concludes by recapping the key concepts covered in the course on statistical inference, estimation, hypothesis testing, and references for further material.

Uploaded by

dinesh Jain
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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Virtual COMSATS

Inferential Statistics
Lecture-32

Ossam Chohan
Assistant Professor
CIIT Abbottabad

1
Recap of previous lectures
• Introduction of Correlation and Regression.
– Simple Regression model.
– Hypothesis testing for correlation coefficient.
– Hypothesis testing for regression coefficients.
– Some practice Problems.

2
Objective of Lecutre-32
• Power of Test.
• Course Close up 

3
The Power of a Test
• The power of a test with respect to the
specified alternative hypothesis, is the
probability of rejecting a null hypothesis when
it is actually false. The power of a test is
complement of β.
• Recall what is β?
• Power = Pr(Reject H0/H0 is false)
• Power = 1- β

4
Special Problem
• A random sample of size 4 is drawn from a
normal population with known variance 15. A
one tailed test of the form H0: µ≤30 against H1:
µ > 30 at 5% level of significance is performed.
Calculate the probabilities of Type-II error (β)
for the values of µ= 31, 32, 34 and 36 in the
alternative hypothesis. Also calculate the
powers of the test and hence sketch the
power curve for this test.
5
Solution

6
Cont…

7
Course Close-up
• Sample and Sampling?
• Sampling distribution of different statistics.
• Why sampling distributions.
• Statistical Inferences.
• Estimation.
• Point and interval estimation.
• Hypothesis Testing.
• Z, t, chi-square and F-distributions
8
• Single population, two populations and more
than two populations.
• Correlation and Regression analysis.
• Non-Parametric Tests.
• Statistical Quality Control.

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References for Course Material
and examples
• http://www.isixsigma.com/new-to-six-sigma/
getting-started/what-six-sigma/
• http://www.stats.gla.ac.uk/steps/glossary/hy
pothesis_testing.html
• http://stattrek.com/estimation/estimation-in-
statistics.aspx
• Statistical Theory Part-II by Sher Muhammad
Chaudhary.
• Statistics for Management by Levin and Rubin.
15
• http://www.utstat.toronto.edu/~olgac/sta248
_2013/notes/sta248_Lecture3.pdf
• http://www.iienet2.org/iietrainingcenter/Det
ails.aspx?EventCode=SQC
• http://www.statistics.com/
• Different books for exercise problems.

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