CEE 3040 - UNCERTAINTY ANALYSIS IN ENGINEERING

Lec. Notes #31

Steps in Constructing a Hypothesis Test
1. Select Ho and Ha -- what is to be decided?
2. Select test statistic to summarize the available data (Z, T, c2, F and others)
3. Specify a and thus determine rejection region before test is conducted. Test criterion is now set.
4. Evaluate b in repeated use – is this going to work?
5. Compute test statistics. Reject? Compute P-value.

Hypothesis Testing
Possible states of nature: Ho and Ha
Possible decisions: accept or reject Ho
f(x|Ha) f(x|Ho)
Ho#True#######Ha#True#
Accept#Ho# 1 α" β"
#
#Reject#Ho# α"a# 1 β"
α c β
Type I error a = P[ Reject Ho | Ho true ]
Type II error b = P[ Accept Ho | Ho false ]
Power = 1 – b = P[ Reject Ho | Ho false ] Positive viewpoint

Formalization of Test
X − µo X − µo
Test Statistic: Ztest = OR Tn-1 =
σ n S n
or other statistics for two-sample & nonparametric tests

Decision Rule t-test

if Tn-1 < ta,n-1 Accept Ho : µ = µ o
if Tn-1 > ta,n-1 Reject Ho Ha: µ > µo, or
Ha: µ = µa where µa is greater than µo
Value of b
X − µo
b = P[ Accept Ho | Ha ] = P[ ≤ tα ,n−1 | Ha: µ > µo ]
S n
% X −µ n(µ a − µ o ) (
a
' + *
' σ n σ
= P ≤ tα ,n−1 * Requires non-central t-distribution
' Sσ *
' *
& )
depends upon degrees of freedom n-1 and distance d = (µa – µo)/s. See Fig. A.17.
Can also be used to determine required sample size for fixed a and b.

P-values
Smallest value of a such that evidence would result in rejection of Ho.
P-value = "Attained significance level of test." For NORMAL tests:
P-value = 1 – F(z) one-sided upper-tailed, Ha: µ > µo
P-value = 2 F(–|z|) two-sided
P-value = F(z) one-sided lower-tail, Ha: µ < µo