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Let's Get Started: Unit 2 LECTURE 7: Hypothesis Testing (Continued) Levels & P-Values
Let's Get Started: Unit 2 LECTURE 7: Hypothesis Testing (Continued) Levels & P-Values
Hi there,
Following are my notes for the lecture. These are my handwritten detailed notes. I felt that Prof. R
taught a lot more in the videos than he wrote in the slides. I tried to make them without any
mistakes and cover most of the video material.
I however DO NOT TAKE any responsibilty if you fail your exams following my notes. So please
check the actual lecture slides and videos if you suspect something is wrong.
The notes DO NOT CONTAIN solutions to any homework problems.Only the problems and
exercises solved in the videos are included in these notes.
Pt (V= 11 = d,
Now r.t you revnevnbe+ r6e s+o.,&ed oll {lu3 drsclgsiotzt iw ea*dtu- lerturl vtli+t4,
o. rnurrtberr C tvt ,rnruind & vrrc said *lae {euel or r,..rttt dectdetne C . Let6'see hour
{vstty hle *eQ, hut furnr-hm V ,qI hre knorc ik avr" ihdfcollol<, Jl
As g+atecl aarr,treN
rP dt T^ >c 1
\".ffi\
Xn-p
1t\m p(t- p) \
,'\
Nottl {i.rr's C rpitl loe de-c-tded bg oL . tnle haw estctbtished thot we want
Pv,\ V= 1) = x : Lclg subs+t+ube V $"rn o.borne
fn -"5
f'^( r' \ J.r(r-.8) 7c o{
lo3
dnd tln-is is a str,uiUax axpression, -lhat v.,re sarnr rcl.tile co,lcu\attn <on$dence intawalo
rqlH_^\
pu6-,5y I , 1ry,
r-
1
X" -'5 - -5
.ivl
"5(t-.-5)
$o "42
.$
/ .Y7
t-..s )
S,eedtex- h)€ gard that -'77 (r^rc did nd toke. rnod -then) tsa posstb\e
reaLi5atoYL '$
I.ol'Trnis ts tra.ke ---> v = o
le ['to ccrnnoL bz rejecte-d,
{.rr noL uutUke{ -thocf cotvt is Joit
Jptt-p)
fnu nexb nafuyal questtcrn is honr \^)ill c be decided, ? {n" onsh}er is si.rnple
-*devaXe 0 ynax\mum q le.vet of evror' Amort3sb, otl tn'e'
Jow eqyr, I
.""1. {ound.Uy.
-**Ui"t
\P:1
posstbte rrreruee + tpfr P, :51 ,O"- $nd *he
maxivnurn/supre^,r*"'.?*t b i+ 'eXuo!'{o o( ' (osynnptodco$r)
qt Jn r"-r < c
fr
p(t-p)
f\
l
d(P) *xo(e
?" = Xn here'
h"g o< (p) =o(
p€Oo
Oo a.s s+qted e^Yter i s f.ez, t)
ss-n os {he +est is
FYnt noG- -tln^t c is o. c6v\s+ant , ie iG dedded os
hlt t^:{,'\
a."ia.n . A\lhorgh \^'e putt tts {+Yed &o uo'f,"n
$;J tt -llte.xflrd c r.^stti be sarnQ f"" *t[ o[tlnern-
Col,,urlaEe, ot(p) +" i.fl.*r.t pt
'rJn bv dt
No*p Xn -P * .d) , y \^jhehi:, f "..' ,iltort)
p(t - p) h+o
7.5
$o
Pr(tffi. c) = o( (asYwtPtt'ttcat|)
{his orteo ts olso D{
rneans by symmetry
F(z <c) =, O(
Arca: x
\
8o .=-1* ? 1,_0.
c -c
/
$o hle con soy gy d.t o{ c =
luanlite 1,_*
X. -p of, avtCI. (t-x; is{o't?'re .,.W
r', (" <-1 o(
By sy rnm.ehy
*.
ptt -p) ) d i*s(o.h-
-r
-C=to< =+ C=-1*
.sdoro not'e 'tl"re orgunnenh ca'ne$ul.! (f{rs a l^lfle cern$,tsing )
tnlhen vr.re slte makir,ng {he test hre s qy
Corrrpufe li1- Y* - P colnpore t+ 1D -\*, {ort a
Srnen /ewl oc (sa1 s%)
t- P P)
C{ trua reject H. it vr,oL trute {riU+t reJec't Ho
be
+ 3"fto"" A halre doh" rrke the yorrlube crne vr-=4971 fn : ZL ,ro\tll
qbte {o eomPute t|re 'test now ? t'6 .\
,ZZ -P
Jt{qzt
P(r-P)
lne onsh}crt rs NO. un[esS f sp..i{y *Y p , f- awr s+qck with tne
y1sy6e.ri c oL c-0lcxtrt[CIn,
+ q ycu can rernernber *he cbo\ e hot .t about Po..b"iy- fn1 b"unbryf,
p# o?3 r and av^e, convtnced by t+ do not reod theftttonrtq axlumdnk.
fi" nok a Port { }}ra {eehrre '
{* a. -['*.d Po ; po - 3{"8(-p,)
Jn
tg a conslqnt ,t"( c"tt it:b
Fp ll." <bl = F? x"-E PI E < .rfr (u- r)
F -h," p) p(t - p) 1 JEU-pj I
7,7
li(b -P {* b = .5
a
P(r
P --'33 =!
Nor^: Yotr h^oy sqy us{y drd trx- choose b -- s & believe
. me t{ va'ltd $x
o*hec te's too . -tk"," graph *el.ts us =ttP ts ochie.rred
o* p ='33
So the s,.P is 0
jfr (b - "gr)
.tt ( .6y)
hie neonf +h& sup *o be q,
a
fi' (u -.ar) o(
J.s3 (. <z) 1
(q)
{ln (u - '33) a Ga:)1-571
fubdt'fuHnn b baeV
{nA
+V,e reoson \do.s simgte r^,c Proce ed +o ona\yse o. test us\rtE \F" I error
{1ilzeruor ts a ?"$o.biu
I tetr, (+=t1 V ee o.
ry
We hod to eatc;,rtaka the s,^p ond h^.t tt {o oc NDT6
Noto suppoSe o,
veseavchev catteils doto" and ra]ith {rue daka condLrc}g o *est- at Jen:I
d,.Sn/.'(=1y) . Now t* h-oppens +l^.cttloe. {est re.jecUed Ho ofi leve\ 57., Sorneone
twteresbed in +he resear chzr& pavdcul,arc work calta l'uttn up qnr{ so)3 \^rhof
if y* b*irrqdtrrsn *lne -\eve\ 5 Z'/" , u'rou\d Ko s{ttl be ve'jeated? Hot^: obouf
a iewL { !'/. " !{e see+hat Jhere/s notluiq Speual' qbout ti",e \er.d 57. .t{6prremer"
to ansrng -lhe questicrns asked. )dex one nritt kurre.*o nepeo& tae teEt,otoi^ ,^'1*14
Z'/, l-ernet or r, l'/. -Ierne[
LstS See anofl^ey {ssue .lctnat can occuY . Suppose r"re, oLee tgr,r a *est as belcru.r
Tru = l.qB and lvr= l,ozs = 1.q6 "ane. ff I j"t1 p$Iish o. Pofelc s"fr"f
+hC -there \oas a sc-rent$'c dtsco*lrt at 97. lernel orrd do not teLL th-e- readex
about jlte ctogeness o{ Tn and Qg" , a ra.atw reado-*c 14^i6lLt hrlie,v',e wz-
{o'nrer^ev i{ { per{ovm I test u.ri+h the a4 = \"/o 1*, = 1.o,
z 2,05
frais.frne I--[tt.qA]t.o5] - O \"nc,4-t^t4o reiec] Ho
Who tls to sqq C dtdutt tureok mu daba itrct to reiect Ho qt 5% ler,rel
who is to sojl T ,"rttt re,1ieet rto otriin it t *so*pl" (cotrect vlernr srbsevva+ron^)
hcouldWt .i* be nlce reported rnsteod gl arceptry or rejea+in1 cb cer+crin lerel
.,{ T
sag(sZ) , a rurrnbuc ylLV .AlL ocfi )LVt xlhm*h,rtd -folr o.ll, iernets ot au,e?ilow
or rejecttr4
{
P- Val,rre aefivu#
Tne,losymptotLc) p varue
{ a" *esh Vo. ts "{,lne qrnallest (o,srlnptottc) ,tzwl o]
ralhrch, 'ln reje*s Ho .ft'in vandonn" arnd elependa crrr sannpte .
o p-voJue
1
-***> d. Ax{s
J T
Itere fu{he l,tere-ftx{.re
{rxedsorny'eSQ t**.d somple
)to r,uitl ru h*tt d$^tay
As ookeeps on, W wjedced
never be ncreasIvrg
rejected f"*,O
tohrqvds I ) ++\?*e, vstt\
CgrY\ a x garnfi , obow hlhr& Ho
wtllbe rcjecbeA
9" botornr unYhi ch Ho rnxtt be acepVeA Ytence
Tutrs crrihlc-al, laotl'rfi 'r'r the p vahe
[o occordi4g -{o +he gotden rute a+qst ot'ang le,uel obouns p vo&te '^}c t^}ill rejacL
Xo because p value u ++\z gvrrollelt voh^a,ltrr/eX cf \^fiicll" U nE..t H" . ry
le.\ret abore gvalue wttl" de{i"nibe} rejeok Ro
So .f* suppose *he v^lxe conres out *o be L"/"
%. P
Ilo u,rill Ue ruje$nA al ong lewL aloorne 17. ie L7",SZ ,1o'/" ,2oZ
No'^': Jo" * *o'ff;';. :;[ff
^ffitr J::..] ie .ooz.,,, .o!",,, os7.
8o rnr- halne ,rnr-rrh rnong conJtderrce in vejecri4g H,
le r^re crre nnuch rvlrhe con$aenf tot -+t^,e nl,,r,) d.<*covvry
7.it
F Ercevcise : K{SS
f,+nottg at the endol
y4^-l€cfur€ ,nre ore oJcte{o sfudgtlte prololemposed tn tJr.L.Le(sgo
XtrX.r *-.*-,Xn iigBertp) ; vl =t2'4 ;5("='645
> k ts rrrite *he sta+tsdcal rnodeL (f , t Pe3eeO )
Xt {s pernor,,rtli so tqt<e^r on$ *trro valler o e/e I ,
& the value $ strlis+tc *ha*r,,re cottecfed {rorn o,rrt da}a G tlla Zo t"*
\ lhich '^)€ t"rttl i.^d the ct{l+tcal c.o.se ahd{ne prohatxlf+y o.ssocial'ed'+o
+hcLt rzalue is *l,ra gvalue
JGre, +hat due *o r^8. assurrap+ton, 'llaat Xi ^9 Ji( t 12) , x-n rs ilse$
,[ knovo {laab eurn d is itseLf o*"
A 6um 6aussians tr.l ^* ftar,rssiora,
\^r{+t^ n
6ar.tssiarr,
Moon [[vr] = Etx"l = E
t
l(xr+Xr+ Xa-.'-.xn)
n l @'l={
n
Vox (Kn) = J Volc (XrtXe+-..Xn) n Van (Xr ) g 2"
nz t* n,
n l.t
,ri to,f ; {'lrs 'ts wob oatt^PhttcattX-
n/n" Irc trre jor art2 Yl,
Y,l\
) 3o I
proc*A {ovutard
Rejeck tnYherr- -m -I" -{ < c : c ts Xek '\o lce decided
f
\b. I eYYaT
-P"lLI :a I"-'{t'
q
{ ,4eo o
ierf \>tzo
/t"p _o{
n>zLo
IL r J
c
1.t^is ohea ts x
qcc.ordir,ra to
\" ey d+ q[ Euavr&ile-* Bt ,d^rnetry ,{.
\au,,x.tar-
above el,Iaton c=9r-0. _ln
Jr_rr=
)n t Jt'"^l+ fuue, {he \est
V I 4,37
-lx
1
Ruu*
J
tshcnh'e
nnxide Qx\Aio^trus
Jri .Xn *ro. ,%qin, -1B1,. 1\'77-2-o = - 6,7'7 4+"is does yr#
4,2't olota- 4'21
dook J.r,ke a ptatrsibte
r^eafrgatt n o[ nar.uur'avr,
\Ne he strict Orrrd uSe {ee g {l,tat r".re
t'i n,{t
€, valeytHu Co.f\ Jorrtqrtated
t* x--57 qr( = 1.ou - 1'645
te rre'ject Ho
Y,15
) Hora: aboub p vaLrte for cosLtr,g
A good vute oJ, +turnfo is jus* to subskfufc, *lne, value 4 co.tc.ur\akeA s[altskc
in ptoce
"*
c
ts "rji (o, t)
PV alue tr ( Y. I - 6J7 )
fn'-" coy!,\es ou+ to be :aevo(o) ravhen ptuqged in orn[tvre cqlcula]cr
xn
{ I Jt1
P
I
.l{nis 'is
jun^edmn
'+1'^L 6L+
t Jptr-pr
DUP ID
JIp J7
[rt P (c d- (.ffy1W;c^lt )
? b'Q5 t- p) t p( 1
fi ["
(.6q-.q5)
-"qs
,q5(l-,q5)
{lffi . qsr,F . OS
= - 20.55q