Testing Statistical Hypotheses: David M. Lane. Et Al. Introduction To Statistics: Pp. 370-447

TESTING STATISTICAL HYPOTHESES
David M. Lane. et al. Introduction to Statistics : pp. 370-447
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margarita.spitsakova@ttu.ee ICY0006: Lecture 9 1 / 28

Contents
1 Basic Concepts in Testing
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Next section
1 Basic Concepts in Testing
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Statistical Hypotheses
Any claim made about one or more populations of interest constitutes a statistical
hypothesis.
These hypotheses usually involve population parameters, the nature of the population, the
relation between the populations, and so on.
For example, we may hypothesize that:
The mean of a population, µ, is 2, or
Two populations have the same variance, or
A population is normally distributed, or
The means in four populations are the same, or
Two populations are independent, and so on.
Procedures leading to either the acceptance or rejection of statistical hypotheses are called
statistical tests.
There are two approaches to accept or reject hypothesis:

I Bayesian approach, which assigns probabilities to hypotheses directly (see our
lecture Probability)
I the frequentist (classical) approach (see below)
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hypothesis.
statistical tests.

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hypothesis.
statistical tests.

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Hypothesis Testing Steps
1 State the hypotheses (the null hypothesis and an alternative hypothesis)

2 Formulate an analysis plan (e.g. the signicance level is 0.05, the test method
one-sample z-test)
3 Analyse sample data

4 Interpret result
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Hypothesis
Null Hypothesis (denoted H0 ): is the statement being tested in a test of hypothesis.
Alternative Hypothesis (H1 ): is what is believe to be true if the null hypothesis is false.
Null Hypothesis: H0
Must contain condition of equality =, >,or 6
Test the Null Hypothesis directly: reject H0 or fail to reject H0
Alternative Hypothesis: H1
Must be true if H0 is false, correspondingly 6=, <,or >
`opposite' of Null Hypothesis
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Hypothesis
Null Hypothesis: H0
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Hypothesis
Null Hypothesis: H0
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Stating the hypothesis
If you wish to support your claim, the claim must be stated so that it becomes the
alternative hypothesis.
H0 must always contain equality; however some claims are not stated using equality.
Therefore sometimes the claim and H0 will not be the same.
Ideally all claims should be stated that they are Null Hypothesis
Example
The problem: In the 1970s, 2029 year old men in the U.S. had a mean µ body weight of 77
kg. Standard deviation σ was 19 kg. We test whether mean body weight in
the population now diers.
Null hypothesis H0 : µ = 77 (no dierence)
Alternative hypothesis can be either

H1 : µ > 77 (one-sided test) or
H1 : µ 6= 77 (two-sided test)
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Formulation of an analysis plan.
The analysis plan describes how to use sample data to evaluate the null hypothesis.
The evaluation often focuses around a single test statistic.
The analysis plan should specify the following elements.
Signicance level. Often, researchers choose signicance levels equal to 0.01, 0.05, or
0.10; but any value between 0 and 1 can be used.
Test method. Use the one-sample t-test to determine whether the hypothesized mean
diers signicantly from the observed sample mean. Alternative options are:
I the one-sample z-test
I the two-sample t-test
I the two-sample z-test
I etc.
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Analyse sample data: Test Statistic
Find the value of the test statistic (mean score, proportion, t statistic, z-score, etc.)
described in the analysis plan.
One-sample test of a mean when σ is known

√
Take a sample x of the size n with the mean µ0 and a standard error sx = σ / n
Compute z-statistic for the µ0 ≡ population mean assuming H0 is true:
µx − µ0
z=
sx
Example: Body Weight
µ0 = 77 and σ = 19.
Let's take a SRS of size n = 64.
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√
µx − µ0
z=
sx
µ0 = 77 and σ = 19.
If we nd a sample mean µx = 79, then we have
σ 19
sx = √ = √ = 2.375
n 64
µx − µ0 79 − 77
z= = = 0.842
sx 2.375 ioc.pdf


√
µx − µ0
z=
sx
µ0 = 77 and σ = 19.
If we nd a sample mean µx = 83, then we have
µx − µ0 83 − 77
z= = = 2.652
sx 2.375
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Sampling distribution
Distribution of all the x 's

x 1 = 79








x 2 = 83





x 3 = 75




.


. .

.

.
.
Kilograms
Population mean µ0 = 77 kg
Sampling distribution of x under H0 : µ = 77 for n = 64 ⇒ x ∼ N (77, 2.375)
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Decision Errors
Two types of errors can result from a hypothesis test.
Type I error occurs when the researcher rejects a null hypothesis when it is true. The
probability of committing a Type I error is called the signicance level. This
probability is also called alpha, and is often denoted by α.
Type II error occurs when the researcher fails to reject a null hypothesis that is false. The
probability of committing a Type II error is called Beta, and is often denoted
by β. The probability of not committing a Type II error is called the Power of
the test.
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The Table Summarizing Type I and Type II Errors
α = P(H1 |H0 )
β = P(H0 |H1 )
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Decision Rules
The analysis plan includes decision rules for rejecting the null hypothesis. In practice,
statisticians describe these decision rules in two ways with reference to a P-value or with
reference to a region of acceptance.
A. P-value. The strength of evidence in support of a null hypothesis is measured

by the P-value.
Suppose the test statistic is equal to S.

The P-value is the probability of observing a test statistic as extreme as
S, assuming the null hypothesis is true.
If the P-value is less than the signicance level, we reject the null
hypothesis.
B. The region of acceptance is a range of values.

If the test statistic falls within the region of acceptance, the null
hypothesis is not rejected.
The region of acceptance is dened so that the chance of making a Type
I error is equal to the signicance level.
The set of values outside the region of acceptance is called the region of
rejection.
If the test statistic falls within the region of rejection, the null hypothesis
is rejected. In such cases, we say that the hypothesis has been rejected
at the α level of signicance. ioc.pdf

P-value
The P-value corresponds to the answer the question: What is the probability of the
observed test statistic or one more extreme when H0 is true?
This is the area under the curve of the Standard Normal distribution beyond the z.
Convert z statistic to P-value:
I For H1 : µ > µ0 ⇒ p = P(Z > z) = area under right-tail beyond z

I For H1 : µ < µ0 ⇒ p = P(Z < z) = area under left-tail beyond z
I For H1 : µ 6= µ0 ⇒ p = 2 × one-tailed P-value
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One-sided P-value for z of 0.842
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One-sided P-value for z of 2.652
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Two-sided P-value
One-sided H1 is either µ > µ0 or µ < µ0 ;

Two-sided H1 is µ 6= µ0 ;
For Two-sided H1 we consider potential deviations in both directions, hence double the
one- sided P-value
Examples:
If one-sidedP = 0.0010, then two-sided

P = 2 × 0.0010 = 0.0020.
If one-sidedP = 0.2743, then two-sided
P = 2 × 0.2743 = 0.5486.
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Interpretation
P-value answers the question: What is the probability of the observed test statistic ...
when H0 is true?
Thus, smaller and smaller P-values provide stronger and stronger evidence against H0
Small P-value means strong evidence for H1 .
Conventions
P > 0.10 ⇒ non-signicant evidence against H0

0.05 < P 6 0.10 ⇒ marginally signicant evidence against H0
0.01 < P 6 0.05 ⇒signicant evidence against H0
P 6 0.01 ⇒ highly signicant evidence against H0
Examples
P = 0.27 ⇒ non-signicant evidence against H0

P = 0.01 ⇒ highly signicant evidence against H0
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Method of Critical Region
Critical Region : is the set of all values of the test statistic that would cause a rejection of the
null hypothesis
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null hypothesis
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null hypothesis
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Method of Critical Region (2)
Critical Value : is the value (s) that separates the critical region from the values that would
not lead to a rejection of H0 .
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Controlling Type I and Type II Errors
α, β , and n are related
when two of the three are chosen, the third is determined
α and n are usually chosen
try to use the largest α you can tolerate
if Type I error is serious, select a smaller α value and a larger n value
Recall:
α = P(H1 |H0 )
β = P(H0 |H1 ) = Pr (retain H0 |H0 is false) ≡ probability of a Type II error
1 − β is called power of hypothesis test;
1−β = P(reject H0 |H0 is false) ≡ probability of avoiding a Type II error
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Controlling Type I and Type II Errors
α, β , and n are related
when two of the three are chosen, the third is determined
α and n are usually chosen
try to use the largest α you can tolerate
if Type I error is serious, select a smaller α value and a larger n value
Recall:
α = P(H1 |H0 )
β = P(H0 |H1 ) = Pr (retain H0 |H0 is false) ≡ probability of a Type II error
1 − β is called power of hypothesis test;
1−β = P(reject H0 |H0 is false) ≡ probability of avoiding a Type II error
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Power of a z test
√
|µ0 − µ1 | n
1−β = Φ −z1− α +
2 σ
where
Φ(z) represent the cumulative probability of Standard Normal Z
µ0 represent the population mean under the null hypothesis
µ1 represents the population mean under the alternative hypothesis
Example: Calculating Power
A study of n = 16 retains H0 : µ = 170 at α = 0.05 (two-sided); σ = 40. What was the power of
test's conditions to identify a population mean of 190?
√
|µ0 − µ1 | n
1−β = Φ −z1− α +
2 σ
√ !
|170 − 190| 16
= Φ −1.96 +
40
= Φ (0.04) = 0.5160
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Reasoning Behind Power
Competing sampling distributions
Top curve (next page) assumes H0 is true

Bottom curve assumes H1 is true
α is set to 0.05 (two-sided)
We will reject H0 when a sample mean exceeds 189.6 (right tail, top curve)
The probability of getting a value greater than 189.6 on the bottom curve is 0.5160,
corresponding to the power of the test
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Sample Size Required
2
σ 2 z1−β + z1− α

2
n=
∆2
where
1−β ≡ desired power
α≡ desired signicance level (two-sided)
σ≡ population standard deviation
∆ = µ0 ˘µ1 ≡ the dierence worth de
Example: Sample Size
How large a sample is needed for a one-sample z test with 90% power and α = 0.05 (two-tailed)
when σ = 40? Let H0 : µ = 170 and H1 : µ = 190 (thus, ∆ = µ0 − µ1 = 170 − /190 = −20)
2
σ 2 z1−β + z1− α

40
2 (1.28 + 1.96)2
2
n= 2 = = 41.99
(−20)2
Round up to 42 to ensure adequate power.
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Conclusions in Hypothesis Testing
Always test the null hypothesis
1 Fail to reject the H0

2 Reject the H0
need to formulate correct wording of nal conclusion (see next slide)
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Wording of Conclusions in Hypothesis Tests
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TESTING STATISTICAL HYPOTHESES

David M. Lane. et al. Introduction to Statistics : pp. 370-447

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 1 / 28

1 Basic Concepts in Testing

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 2 / 28

1 Basic Concepts in Testing

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 3 / 28

For example, we may hypothesize that:

The mean of a population, µ, is 2, or

Two populations have the same variance, or

A population is normally distributed, or

The means in four populations are the same, or

Two populations are independent, and so on.

There are two approaches to accept or reject hypothesis:

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 4 / 28

For example, we may hypothesize that:

The mean of a population, µ, is 2, or

Two populations have the same variance, or

A population is normally distributed, or

The means in four populations are the same, or

Two populations are independent, and so on.

There are two approaches to accept or reject hypothesis:

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 4 / 28

For example, we may hypothesize that:

The mean of a population, µ, is 2, or

Two populations have the same variance, or

A population is normally distributed, or

The means in four populations are the same, or

Two populations are independent, and so on.

There are two approaches to accept or reject hypothesis:

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 4 / 28

1 State the hypotheses (the null hypothesis and an alternative hypothesis)

3 Analyse sample data

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 5 / 28

Null Hypothesis (denoted H0 ): is the statement being tested in a test of hypothesis.

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 6 / 28

Null Hypothesis (denoted H0 ): is the statement being tested in a test of hypothesis.

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 6 / 28

Null Hypothesis (denoted H0 ): is the statement being tested in a test of hypothesis.

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 6 / 28

Null hypothesis H0 : µ = 77 (no dierence)

Alternative hypothesis can be either

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 7 / 28

The evaluation often focuses around a single test statistic.

The analysis plan should specify the following elements.

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 8 / 28

One-sample test of a mean when σ is known

Example: Body Weight

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 9 / 28

One-sample test of a mean when σ is known

Example: Body Weight

If we nd a sample mean µx = 79, then we have

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 9 / 28

One-sample test of a mean when σ is known

Example: Body Weight

If we nd a sample mean µx = 83, then we have

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 9 / 28

Distribution of all the x 's

Sampling distribution of x under H0 : µ = 77 for n = 64 ⇒ x ∼ N (77, 2.375)

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 10 / 28

Two types of errors can result from a hypothesis test.

margarita.spitsakova@ttu.ee ICY0006: Lecture 9 11 / 28

Null hypothesis H0 : µ = 77 (no dierence)

Example: Body Weight

Example: Body Weight

If we nd a sample mean µx = 79, then we have

Example: Body Weight

If we nd a sample mean µx = 83, then we have

P > 0.10 ⇒ non-signicant evidence against H0

P = 0.27 ⇒ non-signicant evidence against H0

α≡ desired signicance level (two-sided)

∆ = µ0 ˘µ1 ≡ the dierence worth de