Lesson 05 chapter 8 hypothesis testing

48
Inductive Statistics Dr. Ning DING [email protected] I.007 IBS, Hanze You’d better use the full-screen mode to view this PPT file.

Transcript of Lesson 05 chapter 8 hypothesis testing

Page 1: Lesson 05 chapter 8 hypothesis testing

Inductive StatisticsDr. Ning [email protected]

I.007 IBS, Hanze

You’d better use the full-screen mode to view this PPT file.

Page 2: Lesson 05 chapter 8 hypothesis testing

Table of Contents

Review:Chapter 5 Probability DistributionChapter 6 Sampling DistributionChapter 7 Estimation

Chapter 8 Testing Hypothesis~Test for Mean

* when σ is known* when σ is unknown AND n=<30

~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests~Basics~Independent Sample Test

~Large Samples~Small Samples

~Dependent Sample Test

Page 3: Lesson 05 chapter 8 hypothesis testing

Chapter 5: Probability DistributionNormal

Distribution continuous

z=1.00 P=0.3413

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 4: Lesson 05 chapter 8 hypothesis testing

Chapter 5: Probability DistributionNormal

Distribution continuous

z=±1.00 P=0.6826

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 5: Lesson 05 chapter 8 hypothesis testing

Chapter 6 Sampling DistributionInfinite

population Finite

population

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

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Chapter 7 Estimation

Interval Estimates of the Mean

Interval Estimates of the Proportion

σ is known:

σ is unknown:

n <30 & σ is unknown •Degree of freedom •Confidence Level

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Chapter 8 Testing Hypotheses-Summary

Ch 8 Example P.417

H0 H1There is no difference between the sample mean and the hypothesized population mean.

There is a difference between the sample mean and the hypothesized population mean.

Two-tailedtest

One-tailedtest

H0 : µ = 10

H1 : µ > 15

H1 : µ < 2

H1 : µ ≠ 15

For example:

Mean

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 8: Lesson 05 chapter 8 hypothesis testing

Chapter 8 Testing Hypotheses: Practice8-28 Step 1: List the known variables

Step 2: Formulate Hypotheses

Step 3: Calculate the standard errorStep 5: Calculate the z value

σ=18.4 n=20 954

0.05P=0.45

z=-1.645

Step 4: Visualize the confidence level

With acceptance region accept H0

so, new bulb producing is good!

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 9: Lesson 05 chapter 8 hypothesis testing

Ch 8 No. Example P.433

Example:

Step 1: List the known variables

Step 2: Formulate Hypotheses

Step 3: Calculate the standard error

The HR director thinks that the average aptitude test is 90. The manager sampled 20 tests and found the mean score is 80 with standard deviation 11.

If he wants to test the hypothesis at the 0.10 level of significance, what is the procedure?

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 10: Lesson 05 chapter 8 hypothesis testing

Ch 8 No. Example P.433

Example:

Step 4: Visualize the confidence level Step 5: Calcuate the t value

The HR director thinks that the average aptitude test is 90. The manager sampled 20 tests and found the mean score is 80 with standard deviation 11.

If he wants to test the hypothesis at the 0.10 level of significance, what is the procedure?

Appendix Table 2

t=-1.729 +1.729

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

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Ch 8 No. Example P.433

Step 4: Visualize the confidence level

Appendix Table 2

Confidence Intervaldf

12

0.05 0.10

1.782

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 12: Lesson 05 chapter 8 hypothesis testing

Chapter 8 Testing Hypotheses-Summary

Ch 8 Example P.417

H0 H1There is no difference between the sample mean and the hypothesized population mean.

There is a difference between the sample mean and the hypothesized population mean.

Two-tailedtest

One-tailedtest

H0 : µ = 10

H1 : µ > 15

H1 : µ < 2

H1 : µ ≠ 15

For example:

Mean

Proportion

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 13: Lesson 05 chapter 8 hypothesis testing

Chapter 8 Testing Hypotheses:Proportion

Ch 8 Example P.427

HR director tell the CEO that the promotability of the employees is 80%. The president sampled 150 employees and found that 70% are promotable.

The CEO wants to test at the 0.05 significance level the hypothesis that 0.8 of the employees are promotable.

Example:Step 1: List the known variables

Step 2: Formulate Hypotheses

Step 3: Calculate the standard error Proportion

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

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Chapter 8 Testing Hypotheses:Proportion

Ch 8 Example P.427

HR director tell the CEO that the promotability of the employees is 80%. The president sampled 150 employees and found that 70% are promotable.

The CEO wants to test at the 0.05 significance level the hypothesis that 0.8 of the employees are promotable.

Example:Step 4: Visualize the confidence level

Step 5: Calculate the z score

Proportion

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 15: Lesson 05 chapter 8 hypothesis testing

Chapter 8 Testing Hypotheses:Practice

Ch 8 SC 8-9 P.431

.

Step 4: Visualize the confidence level

Step 5: Calculate the z score

Step 1: List the known variables

Step 2: Formulate Hypotheses

Step 3: Calculate the standard error

SC 8-9

ProportionReview:

Chapter 5 Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

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Chapter 8 Testing Hypotheses: Measuring Power of a Hypothesis Test

True Not True

Accept

Reject

H0

Type I Error

Type II Error

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 17: Lesson 05 chapter 8 hypothesis testing

Test Hypotheses for the Mean

Test Hypotheses for the Proportion

σ is known

σ is unknown

n <30 & σ is unknown

Chapter 8 Testing Hypotheses--Summary

large sample

small sample

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 18: Lesson 05 chapter 8 hypothesis testing

Chapter 8 Testing Hypotheses--Summary

H0: µ=XX

Two-tailedtest

One-tailedtest

H1 : µ > XX

H1 : µ < XX

H1 : µ ≠ XX

Get critical z or t value

α=0.05 z: P=0.45 z= +1.645t: α=0.10

α=0.05 z: P=0.475 z= ±1.96t: α=0.10

α=0.05 z: P=0.45 z= -1.645t: α=0.10

Page 19: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests

Let’s compare !

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

80

Page 20: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Basics

Independent Samples Dependent Samples

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 21: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Basics-Independent

σ is known:

σ is unknown:

H0H1

Two-tailedtest

One-tailedtest

n <30 & σ is unknown

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Chapter 9 Testing Hypotheses: Two-Sample Tests: Two-Independent Samples9.1.1 Difference between means: Large Samples

Example:

Ch 9 Example P.456

Whether the hourly wages of semiskilled workers are the same between females and males. The survey showed:

Gender Mean hourly wages from

sample

Standard Deviation of

Sample

Sample size

Female $8.95 $.40 200Male $9.10 $.60 175

Step 1: Formulate hypotheses Two-tailed Test

Step 2: Find the Estimated Standard Error of Difference

Estimated Standard Error of Difference

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 23: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests : Two-Independent Samples

z=-1.96 +1.96

Step 3: Visualize and find the z values

Step 2: Find the Standard Error

Ch 9 Example P.456

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 24: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Two-Independent Samples9.1.1 Difference between means: Large Samples

Example:

Ch 9 Example P.456

Whether the hourly wages of female semiskilled workers are lower than that of males. The survey showed:

Gender Mean hourly wages from

sample

Standard Deviation of Sample

Sample size

Female $8.95 $.40 200

Male $9.10 $.60 175

Step 1: Formulate hypotheses One-tailed Test

P=0.45

z=-1.645

Step 2: Visualize and find the z values

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 25: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Practice

Ch 9 No.9-2 P.460

Step 1: Formulate hypotheses9-2P=0.48 z=

Step 2: Find the Standard Error

Step 3: Visualize and Calculate the z scores

- 2.05

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 26: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Two-Independent Samples

9.1.2 Difference between means: Small Samples

Example:

Ch 9 Example P.462

Which program is more effective in raising sensitivity? The survey showed:Program Mean

Sensitivity from sample

Estimated Standard Deviation of Sample

Sample size

Formal 92 15 12

Informal 84 19 15

Step 1: Formulate hypotheses

One-tailed Test

Step 2: Find the Pooled Estimate of σ2

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 27: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Two-Independent Samples

9.1.2 Difference between means: Small Samples

Ch 9 Example P.462

Program Mean Sensitivity

from sample

Estimated Standard Deviation of Sample

Sample size

Formal 92 15 12

Informal 84 19 15

t=1.708

Step 3: Calculate the standard error

Step 4: Visualize and find the t scores

df=(12-1)+(15-1)=25Areas in both tails combined=0.10

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 28: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Practice

Ch 9 No. 9-9 P.466

Step 1: Formulate hypotheses

9-9

Step 2: Find the Pooled Estimate of σ2

Step 3: Calculate the standard error

Step 4: Visualize and Find the t scores

Gender Mean Standard Deviation

Sample size

Female 12.8 1.0667 10Male 11.625 1.4107 8

One-tailed Test

df = 16 area=0.10 t=1.746

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 29: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Dependent Samples9.2 Dependent Samples

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 30: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Dependent Samples9.2 Dependent Samples

Ch 9 Example P.468

Will the participant lose more than 17 pounds after the weight-reducing program? The survey data is:

Step 1: Formulate Hypotheses

One-tailed Test

Example:Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 31: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Dependent Samples9.2 Dependent Samples

Ch 9 Example P.468

Step 2: Calculate the estimated standard deviation of the population difference

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 32: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Dependent Samples9.2 Dependent Samples

Ch 9 Example P.468

Step 3: Find the Standard Error of the population difference

Step 4: Calculate the t value

Step 5: Visualize and get the t values

df = 10-1=9 area = 0.10

t=1.833

One-tailed Test

reject H0

significant difference

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 33: Lesson 05 chapter 8 hypothesis testing

Chapter 9 Testing Hypotheses: Two-Sample Tests: Practice

Ch 9 No. 9-15 P.474

Step 4: Visalize and Calculate the t values

t=-1.895

9-15

Step 3: Find the Standard Error of the population difference

Step 1: Formulate Hypotheses

Step 2: Calculate the estimated standard deviation of the population difference

One-tailed Test

df=7 area=0.10 reject H0

sig difference

Review:Chapter 5

Chapter 6 Chapter 7

Chapter 8 Testing Hypothesis~Test for Mean* when σ is known* when σ is unknown AND n=<30~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests

~Basics

~Independent Sample Test~Large Samples~Small Samples

~Dependent Sample Test

Page 34: Lesson 05 chapter 8 hypothesis testing

Summary

Review:Chapter 5 Probability DistributionChapter 6 Sampling DistributionChapter 7 Estimation

Chapter 8 Testing Hypothesis~Test for Mean

* when σ is known* when σ is unknown AND n=<30

~Test for Proportion

Chapter 9: Testing Hypotheses: Two-Sample Tests~Basics~Independent Sample Test

~Large Samples~Small Samples

~Dependent Sample Test

Page 35: Lesson 05 chapter 8 hypothesis testing

Connection with BRM(Business Research Methods)

Page 36: Lesson 05 chapter 8 hypothesis testing

Connection with BRM(Business Research Methods)

P.354

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The Normal DistributionSPSS Tips

The data can be downloaded from:

Blackboard – Inductive Statsitics STA2—SPSS--Week 5 Correlation and Regression.sav

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The Normal DistributionSPSS TipsOur research data is as below:

in our research, we are interested in the relationship between the mean response time and the total number correct for 30 puzzles. We obtained scores on 25 adults who are between the ages of 70 and 80 and are not cognitively impaired.

Please run the SPSS analysis to explore the relationship between the two variables, Latency and Accuracy.

Variable DescriptionLatency Mean response time for 30 puzzlesAccuracy Total number correct for 30 puzzles

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The Normal DistributionSPSS Tips

Step 1: Click Analyze Correlate Bivariate

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The Normal DistributionSPSS Tips

Step 2: Double click on the variables to move to the Variables box

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The Normal DistributionSPSS Tips

Step 3: Check it is a two- or one-tailed test and click Options

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The Normal DistributionSPSS Tips

Step 4: Click Means and Standard Deviations

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The Normal DistributionSPSS Tips

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The Normal DistributionSPSS Tips Step 5: Click GraphLegacy Dialogs Scatter/Dot...

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The Normal DistributionSPSS Tips

Step 6: Choose Scatter/Dot Simple scatterplot

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The Normal DistributionSPSS TipsStep 7: Choose variables for X,Y axis respectively.

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The Normal DistributionSPSS TipsNow you know something about the correlation, but how can you get the regression line as below?

Page 48: Lesson 05 chapter 8 hypothesis testing

The Normal DistributionSPSS Tips

The correlation between latency and accuracy is -.545, indicating the greater the latency the less the accuracy. The p value of .005 indicates we reject at the .05 level the null hypothesis that latency and accuracy are linearly unrelated in the population.

An examination of the bivariate scatterplot supports the conclusion that there is a fairly strong negative linear relationship between the two variables.

Interpretation: