4-5 Inference on the Mean of a Population,

Variance Unknown
4-5.1 Hypothesis Testing on the Mean

mean : 0
var iance : 0; k ( k  2) , k  2

[(k  1) 2] 1
f ( x)   2 ( k 1) 2
 k (k 2) [( x k )  1]
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean

Heavier tail
More probability in the tails
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
Calculating the P-value
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
 Assumption of normality
•  For one-sample Z
– The population is normally distributed, or if it
is not, the conditions of the CLT apply (large
sample size
• The sample mean is an unbiased point estimator of
μ. The assumption of is approximately normal with
the known variance.
 Assumption of normality
•  For one-sample T
– The CLT assumption may not true
• The assumption that is approximately normal with
the unbiased point estimator of σ2 may not true .
– Thus, the population should be normally
distributed
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.1 Hypothesis Testing on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.2 Type II Error and Choice of Sample Size

Fortunately, this unpleasant task has already been done,

and the results are summarized in a series of graphs in
Appendix A Charts Va, Vb, Vc, and Vd that plot for the
t-test against a parameter d for various sample sizes n.
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.2 Type II Error and Choice of Sample Size

These graphics are called operating characteristic

(or OC) curves. Curves are provided for two-sided
alternatives on Charts Va and Vb. The abscissa scale
factor d on these charts is defined as
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.3 Confidence Interval on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.3 Confidence Interval on the Mean
4-5 Inference on the Mean of a Population,
Variance Unknown
4-5.4 Confidence Interval on the Mean
 Exercises for 4-5
• 4-53
• 4-54
• 4-57
• 4-60
• 4-61
• 4-62
• 4-63*
• 4-64
• 4-65
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.1 Hypothesis Testing on the Variance of a
Normal Population
4-6 Inference on the Variance of a
Normal Population
4-6.2 Confidence Interval on the Variance of a
Normal Population
 Exercises for 4-6
• 4-67
• 4-68*
• 4-70
• 4-71
4-7 Inference on Population Proportion

4-7.1 Hypothesis Testing on a Binomial Proportion

We will consider testing:

Normal approximation
• p is not extremely close to 0 or 1;
• the sample size is relatively large.
3-8 Binomial Distribution
3-8 Binomial Distribution
3-8 Binomial Distribution
3-10 Normal Approximation to the
Binomial and Poisson Distributions

Conditions for approximating binomial probabilities.

3-10 Normal Approximation to the Binomial
and Poisson Distributions

Normal Approximation to the Binomial

4-7 Inference on Population Proportion

4-7.1 Hypothesis Testing on a Binomial Proportion

4-7 Inference on Population Proportion
4-7.1 Hypothesis Testing on a Binomial Proportion
4-7 Inference on Population Proportion
4-7.1 Hypothesis Testing on a Binomial Proportion
4-7 Inference on Population Proportion
4-7.2 Type II Error and Choice of Sample Size
4-7 Inference on Population Proportion
4-7.2 Type II Error and Choice of Sample Size
4-7 Inference on Population Proportion
4-7.3 Confidence Interval on a Binomial
Proportion

X
p
X  np n pˆ  p
 z 2   
npˆ (1  pˆ ) npˆ (1  pˆ ) pˆ (1  pˆ )
n2 n
4-7 Inference on Population Proportion
4-7.3 Confidence Interval on a Binomial
Proportion
4-7 Inference on Population Proportion
4-7.3 Confidence Interval on a Binomial
Proportion
Choice of Sample Size

pˆ (1  pˆ )
pˆ  p  E  z 2
n

pˆ  0.5
 Agresti-Coull CI
  z2 2 ˆ (1  Pˆ ) z2 2
P
  ( Pˆ  )  z 2  2
Pˆ  p 2n n 4n
P   z 2   z 2  1   UCL 
 p (1  p)  1  z2 2 n
 
 n 
z2 2 ˆ (1  Pˆ ) z2 2
P
( Pˆ  )  z 2  2
LCL  2n n 4n
Pˆ  p 1  z2 2 n
 z 2
p (1  p )
n
z2 2 ˆ (1  Pˆ ) z2 2
P
( Pˆ  )  z 2  2
p 2n n 4n
1  z2 2 n
 Exercises for 4-7
• 4-74
• 4-76
• 4-80
• 4-83
• 4-85
• 4-87*
• 4-88
• 4-89
• 4-90*
 Demostration
4-76
4-85
A random sample of 600 registered voters in Phoenix is asked
whether they favor the use of oxygenated fuels year round to
reduce air pollution. If more than 385 voters respond positively,
we will conclude that at least 60% of the voters favor the use of
these fuels.
a) Find the probability of type I error if exactly 60% of the
voters favor the use of these fuels.
b) What is the type II error probability if 75% of the voters
favor this action?
Solution 4-90