EGR 252 S10 Ch.10 8th edition Slide 1
Statistical Hypothesis Testing Review
A statistical hypothesis is an assertion concerning one or more populations.
In statistics, a hypothesis test is conducted on a set of two mutually exclusive statements:
H0 : null hypothesis
H1 : alternate hypothesis Example
H0 : μ = 17
H1 : μ ≠ 17 We sometimes refer to the null hypothesis as the
“equals” hypothesis.
EGR 252 S10 Ch.10 8th edition Slide 2
Potential errors in decision-making
α Probability of committing a
Type I error Probability of rejecting the
null hypothesis given that the null hypothesis is true
P (reject H0 | H0 is true)
β Probability of committing a
Type II error Power of the test = 1 - β
(probability of rejecting the null hypothesis given that the alternate is true.)
Power = P (reject H0 | H1 is true)
H0 True
H0 False
Do not reject H0
Correct
Decision
Type II error
Reject H0
Type I error
Correct
Decision
EGR 252 S10 Ch.10 8th edition Slide 3
Hypothesis Testing – Approach 1
Approach 1 - Fixed probability of Type 1 error.
1. State the null and alternative hypotheses.
2. Choose a fixed significance level α.
3. Specify the appropriate test statistic and establish the critical region based on α. Draw a graphic representation.
4. Calculate the value of the test statistic based on the sample data.
5. Make a decision to reject H0 or fail to reject H0, based on the location of the test statistic.
6. Make an engineering or scientific conclusion.
EGR 252 S10 Ch.10 8th edition Slide 4
Hypothesis Testing – Approach 2 Approach 2 - Significance testing based on the calculated P-
value
1. State the null and alternative hypotheses.2. Choose an appropriate test statistic.3. Calculate value of test statistic and determine P-
value. Draw a graphic representation.
4. Make a decision to reject H0 or fail to reject H0, based on the P-value.
5. Make an engineering or scientific conclusion.
P-value 0 1.000.25 0.50 0.75
p = 0.05 ↓
P-value
EGR 252 S10 Ch.10 8th edition Slide 5
Example: Single Sample Test of the Mean P-value Approach
A sample of 20 cars driven under varying highway conditions achieved fuel efficiencies as follows:
Sample mean x = 34.271 mpg
Sample std dev s = 2.915 mpg
Test the hypothesis that the population mean equals 35.0 mpg vs. μ < 35.
Step 1: State the hypotheses.H0: μ = 35
H1: μ < 35
Step 2: Determine the appropriate test statistic.
σ unknown, n = 20 Therefore, use t distribution
EGR 252 S10 Ch.10 8th edition Slide 6
Single Sample Example (cont.)Approach 2:
= -1.11842
Find probability from chart or use Excel’s tdist function.
P(x ≤ -1.118) = TDIST (1.118, 19, 1) = 0.139665
p = 0.14
0______________1 Decision: Fail to reject null hypothesis
Conclusion: The mean is not significantly less than 35 mpg.
nS
XT
/
EGR 252 S10 Ch.10 8th edition Slide 7
Example (concl.)
Approach 1: Predetermined significance level (alpha)
Step 1: Use same hypotheses.
Step 2: Let’s set alpha at 0.05.
Step 3: Determine the critical value of t that separates the “reject H0 region” from the “do not reject H0 region”.
t, n-1 = t0.05,19 = 1.729
Since H1 specifies “< ” we declare tcrit = -1.729
Step 4: Using the equation, we calculate tcalc = -1.11842
Step 5: Decision Fail to reject H0
Step 6: Conclusion: The mean is not significantly less than 35 mpg.
EGR 252 S10 Ch.10 8th edition Slide 8
Your turn … same data, different hypotheses
A sample of 20 cars driven under varying highway conditions achieved fuel efficiencies as follows:
Sample mean x = 34.271 mpg
Sample std dev s = 2.915 mpg
Test the hypothesis that the population mean equals 35.0 mpg vs. μ ≠ 35 at an α level of 0.05. Be sure to draw the picture.
Step 1
Step 2
Step 3
Step 4
Step 5
Step 6 (Conclusion will be different.)
EGR 252 S10 Ch.10 8th edition Slide 9
Two-Sample Hypothesis Testing
A professor has designed an experiment to test the effect of reading the textbook before attempting to complete a homework assignment. Four students who read the textbook before attempting the homework recorded the following times (in hours) to complete the assignment:
3.1, 2.8, 0.5, 1.9 hours
Five students who did not read the textbook before attempting the homework recorded the following times to complete the assignment:
0.9, 1.4, 2.1, 5.3, 4.6 hours
EGR 252 S10 Ch.10 8th edition Slide 10
Two-Sample Hypothesis Testing Define the difference in the two means as:
μ1 - μ2 = d0
where d0 is the actual value of the hypothesized difference
What are the Hypotheses?
H0: _______________
H1: _______________
or
H1: _______________
or
H1: _______________
EGR 252 S10 Ch.10 8th edition Slide 11
Our Example Using ExcelReading: n1 = 4 mean x1 = 2.075 s1
2 = 1.363
No reading: n2 = 5 mean x2 = 2.860 s22 = 3.883
If we have reason to believe the population variances are “equal”, we can conduct a t- test assuming equal variances in Minitab or Excel.
t-Test: Two-Sample Assuming Equal Variances
Read DoNotRead
Mean 2.075 2.860
Variance 1.3625 3.883
Observations 4 5
Pooled Variance 2.8027857
Hypothesized Mean Difference 0
df 7
t Stat -0.698986
P(T<=t) one-tail 0.2535567
t Critical one-tail 1.8945775
P(T<=t) two-tail 0.5071134
t Critical two-tail 2.3646226
EGR 252 S10 Ch.10 8th edition Slide 12
Your turn …
Lower-tail test (μ1 - μ2 < 0)
“Fixed α” approach (“Approach 1”) at α = 0.05 level. “p-value” approach (“Approach 2”)
Upper-tail test (μ2 – μ1 > 0)
“Fixed α” approach at α = 0.05 level. “p-value” approach
Two-tailed test (μ1 - μ2 ≠ 0)
“Fixed α” approach at α = 0.05 level. “p-value” approach
Recall 21
021
/1/1
)(
nns
dxxt
p
calc
EGR 252 S10 Ch.10 8th edition Slide 13
Our Example – Hand Calculation
Reading:
n1 = 4 mean x1 = 2.075 s12 = 1.363
No reading:
n2 = 5 mean x2 = 2.860 s22 = 3.883
To conduct the test by hand, we must calculate sp2 .
= 2.803 s = 1.674
and = ???? 2
)1()1(
21
222
2112
nn
snsnsp
21
021
/1/1
)(
nns
dxxt
p
calc
EGR 252 S10 Ch.10 8th edition Slide 14
Lower-tail test (μ1 - μ2 < 0) Why?
Draw the picture:Approach 1: df = 7, t0.5,7 = 1.895 tcrit = -1.895
Calculation: tcalc = ((2.075-2.860)-0)/(1.674*sqrt(1/4 – 1/5)) =
-0.70Graphic:
Decision:
Conclusion:
EGR 252 S10 Ch.10 8th edition Slide 15
Upper-tail test (μ2 – μ1 > 0)Conclusions
The data do not support the hypothesis that the mean time to complete homework is less for students who read the textbook.
or There is no statistically significant difference in the
time required to complete the homework for the people who read the text ahead of time vs those who did not.
or The data do not support the hypothesis that the
mean completion time is less for readers than for non-readers.
EGR 252 S10 Ch.10 8th edition Slide 16
Our Example Using ExcelReading: n1 = 4 mean x1 = 2.075 s1
2 = 1.363
No reading: n2 = 5 mean x2 = 2.860 s22 = 3.883
What if we do not have reason to believe the population variances are “equal”?
We can conduct a t- test assuming unequal variances in Minitab or Excel.
t-Test: Two-Sample Assuming Equal Variances
Read DoNotRead
Mean 2.075 2.860
Variance 1.3625 3.883
Observations 4 5
Pooled Variance 2.8027857
Hypothesized Mean Difference 0
df 7
t Stat -0.698986
P(T<=t) one-tail 0.2535567
t Critical one-tail 1.8945775
P(T<=t) two-tail 0.5071134
t Critical two-tail 2.3646226
t-Test: Two-Sample Assuming Unequal Variances
Read DoNotRead
Mean 2.075 2.86
Variance 1.3625 3.883
Observations 4 5
Hypothesized Mean Difference 0
df 7
t Stat -0.7426759
P(T<=t) one-tail 0.2409258
t Critical one-tail 1.8945775
P(T<=t) two-tail 0.4818516
t Critical two-tail 2.3646226
EGR 252 S10 Ch.10 8th edition Slide 17
Another Example: Low Carb Meals
Suppose we want to test the difference in carbohydrate content between two “low-carb” meals. Random samples of the two meals are tested in the lab and the carbohydrate content per serving (in grams) is recorded, with the following results:
n1 = 15 x1 = 27.2 s12 = 11
n2 = 10 x2 = 23.9 s22 = 23
tcalc = ______________________
ν = ______________
(using equation in table 10.2 Round up df)
EGR 252 S10 Ch.10 8th edition Slide 18
Example (cont.)
What are our options for hypotheses?H0: μ1 - μ2 = 0 or H0: μ1 - μ2 = 0
H1: μ1 - μ2 > 0 H1: μ1 - μ2 ≠ 0
At an α level of 0.05,One-tailed test, t0.05, 15 = 1.753
Two-tailed test, t0.025, 15 = 2.131
How are our conclusions affected? Our data don’t support a conclusion that the carb content
of the two meals are different at an alpha level of .05 (What is H1 ?)
Our data do support a conclusion that meal 1 has more carbs than meal 2 at an alpha level of .05 (What is H1 ?)
EGR 252 S10 Ch.10 8th edition Slide 19
Special Case: Paired Sample T-TestWhich designs are paired-sample?
A. Car Radial Belted 1 ** ** Radial, Belted tires 2 ** ** placed on each car. 3 ** ** 4 ** **
B. Person Pre Post 1 ** ** Pre- and post-test 2 ** ** administered to each 3 ** ** person. 4 ** **
C. Student Test1 Test2 1 ** ** 5 scores from test 1, 2 ** ** 5 scores from test 2. 3 ** ** 4 ** **
EGR 252 S10 Ch.10 8th edition Slide 20
Sheer Strength Example*An article in the Journal of Strain Analysis compares several methods for predicting the shear strength of steel plate girders. Data for two of these methods, when applied to nine specific girders, are shown in the table on the next slide. We would like to determine if there is any difference, on average, between the two methods.
Procedure: We will conduct a paired-sample t-test at the 0.05 significance level to determine if there is a difference between the two methods.
* adapted from Montgomery & Runger, Applied Statistics and Probability for Engineers.
EGR 252 S10 Ch.10 8th edition Slide 21
Sheer Strength Example Data
GirderKarlsruhe Method
LehighMethod
Difference (d)
1 1.186 1.061 0.125
2 1.151 0.992 0.159
3 1.322 1.063 0.259
4 1.339 1.062 0.277
5 1.200 1.065 0.135
6 1.402 1.178 0.224
7 1.365 1.037 0.328
8 1.537 1.086 0.451
9 1.559 1.052 0.507
EGR 252 S10 Ch.10 8th edition Slide 22
Sheer Strength Example CalculationsHypotheses:
H0: μD = 0
H1: μD ≠ 0 t0.025,8 = 2.306 Why 8?
Calculation of difference scores (d), mean and standard deviation, and tcalc …
d = 0.2739
sd = 0.1351
tcalc = ( d – d0 ) = (0.2739 - 0) = 6.082
sd / sqrt(n) 1.1351 / 3
EGR 252 S10 Ch.10 8th edition Slide 23
What does this mean?
Draw the picture:
Decision:
Conclusion:
EGR 252 S10 Ch.10 8th edition Slide 24
Goodness-of-Fit Tests
Procedures for confirming or refuting hypotheses about the distributions of random variables.
Hypotheses:
H0: The population follows a particular distribution.
H1: The population does not follow the distribution.
Examples:
H0: The data come from a normal distribution.
H1: The data do not come from a normal distribution.
EGR 252 S10 Ch.10 8th edition Slide 25
Goodness of Fit Tests: Basic MethodTest statistic is χ2
Draw the pictureDetermine the critical value
χ2 with parameters α, ν = k – 1
Calculate χ2 from the sample
Compare χ2calc to χ2
crit
Make a decision about H0
State your conclusion
n
i i
ii
E
EO
1
22 )(
EGR 252 S10 Ch.10 8th edition Slide 26
Tests of Independence Example: 500 employees were surveyed with respect to
pension plan preferences. Hypotheses
H0: Worker Type and Pension Plan are independent.
H1: Worker Type and Pension Plan are not independent.
Develop a Contingency Table showing the observed values for
the 500 people surveyed.
Worker Type
Pension Plan
Total#1 #2 #3
Salaried 160 140 40 340
Hourly 40 60 60 160
Total 200 200 100 500
EGR 252 S10 Ch.10 8th edition Slide 27
Calculation of Expected Values
2. Calculate expected probabilities
P(#1 ∩ S) = P(#1)*P(S) = (200/500)*(340/500)=0.272
E(#1 ∩ S) = 0.272 * 500 = 136
Worker Type
Pension Plan
Total#1 #2 #3
Salaried 160 140 40 340
Hourly 40 60 60 160
Total 200 200 100 500
#1 #2 #3
S (exp.) 136
H (exp.) 64
EGR 252 S10 Ch.10 8th edition Slide 28
Calculate the Sample-based Statistic
Calculation of the sample-based statistic
= (160-136)^2/(136) + (140-136)^2/(136) + … (60-32)^2/(32)
= 49.63
n
i i
ii
E
EO
1
22 )(
EGR 252 S10 Ch.10 8th edition Slide 29
The Chi-Squared Test of Independence
5. Compare to the critical statistic, χ2α, r
where r = (a – 1)(b – 1)
for our example, say α = 0.01
χ2_____ = ___________
Decision:
Conclusion:
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