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Unit 5.1
Unit 5.1
Department of Mathematics
Lovely Professional University, Punjab.
f (x, θ) = θ e−θx , x ≥0
f (x, θ) = θ e−θx , x ≥0
α = {x ∈ W |H0 is true}
α = {x ≥ 1|θ = 2}
x̄ − E(X̄ ) x̄ − µ
Z = = √
S.E(X̄ ) σ/ n
follow standard normal distribution .
Level of significance:
Decision: If Calculated |z| < tabulated z-value, at α LoS,
then Accept null hypothesis H0 .
If Calculated |z| > tabulated z-value, at α LoS, then reject null
hypothesis.
Dr. Santosh Yadav, LPU Punjab 13 / 45
t-test for single mean
Define H0 : µ = µ0 and H1 : µ ̸= µ0
√
x̄ − E(X̄ ) x̄ − µ x −µ
t= = √ = n
S.D(X̄ ) S/ n S
follow t-distribution with (n-1) degree of freedom. Here S 2 is
unbaised estimate of population variance.
Level of significance:
Decision: If Calculated, tα,(n−1) < tabulated, tα,(n−1) , then
accept H0 .
If Calculated, tα,(n−1) > tabulated, tα,(n−1) , then reject H0 .
Dr. Santosh Yadav, LPU Punjab 14 / 45
Example 1
A sample of 900 members has a mean 3.4 cms and s.d. 2.61
cms. Test whether sample is taken from a large population
of mean 3.25 cms and s.d. 2,61 cms. (α = 5%)
H 0 : µ1 = µ2
Test statistic under null hypothesis:
x1 − x2
Z = r
σ12 σ22
n1
+ n2
Test statistic is
x −y
t= r
1 1
S n1
+ n2
2 1 hX
2
X
2
i
S = (xi − x) + (yj − y )
n1 + n2 − 2
is an unbaised estimate of common population variance σ 2 ,
follows Student’s t distribution with (n1 + n2 − 2) degree of
freedom
H0 : σx2 = σy2 = σ 2
Sx2
F =
Sy2
Cal, F = 129.8
91.75
= 1.414
with degree of freedom (10, 8).
X (f0 − fe )2
χ2 = ,
fe