Statistical Inference: Hypothesis Testing for Means and Proportions, Study notes of Statistics

Instructions for hypothesis testing for means with known and unknown standard deviations, as well as for proportions. It includes formulas, examples, and calculations for constructing confidence intervals, calculating test statistics, and determining acceptance regions and rejection regions. The document also discusses the assumption of normality for small sample sizes.

Typology: Study notes

Pre 2010

Uploaded on 09/02/2009

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STAT 301 TA : Lisa Chung [email protected]
DISCUSSION 9
(Mar. 28. 2004)
Test for mean when σis known or large sample
Z=barXµ0
σ/(n)
(1 α)100% Acceptance Region
1. H0:µ=µ0vs.HA:µ6=µ0
(µ0zα
2
σ
n, µ0+zα
2
σ
n)
2. H0:µ=µ0vs. HA:µ > µ0
(−∞, µ0+zα
σ
n)
3. H0:µ=µ0vs.HA:µ < µ0
(µ0zα
σ
n,)
Test for mean with unknown σand small sample
T= ¯
Xµ
s/ntn1
If it’s reasonable to assume that the population is normal, then for small n, a 100(1-α)% confidence
interval for µis:
(¯
Xtα
2,n1
s
n,¯
X+tα
2,n1
s
n)
with degree of freedom n1.
Proportion
Xhas a binomial distribution: XBin(n, p) , where pis unknown. Let xbe the observed value
of X, and use the number xto make an inference about the unknown value of p.
Point estimate is
ˆp=x
n
The confidence interval for πis
πzα/2rˆπ(1 ˆπ)
n,ˆπ+zα/2rˆπ(1 ˆπ)
n)
Office: 1335 MSC, 263-5948 1 Office Hour: Wed.1:00-2:00 and Thurs. 11:00-12:00
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STAT 301 TA : Lisa Chung [email protected]

DISCUSSION 9

(Mar. 28. 2004)

  • Test for mean when σ is known or large sample

Z = barX σ/√−(nμ)^0

(1 − α)100% Acceptance Region

  1. H 0 : μ = μ 0 vs.HA : μ 6 = μ 0

(μ 0 − z α 2 σ √ n , μ 0 + z α 2 σ √ n

  1. H 0 : μ = μ 0 vs. HA : μ > μ 0

(−∞, μ 0 + zα

σ √ n

  1. H 0 : μ = μ 0 vs.HA : μ < μ 0

(μ 0 − zα σ √ n

  • Test for mean with unknown σ and small sample T= X¯−μ s/√n ∼^ tn−^1 If it’s reasonable to assume that the population is normal, then for small n, a 100(1-α)% confidence interval for μ is: ( X¯ − t α 2 ,n− 1 s √ n , X¯ + t α 2 ,n− 1 s √ n

with degree of freedom n − 1.

  • Proportion X has a binomial distribution: X ∼ Bin(n, p) , where p is unknown. Let x be the observed value of X, and use the number x to make an inference about the unknown value of p. Point estimate is ˆp = x n

The confidence interval for π is

(ˆπ − zα/ 2

ˆπ(1 − πˆ) n

, ˆπ + zα/ 2

ˆπ(1 − πˆ) n

Office: 1335 MSC, 263-5948 1 Office Hour: Wed.1:00-2:00 and Thurs. 11:00-12:

STAT 301 TA : Lisa Chung [email protected]

(1 − α)100%Acceptanceregionf orH 0 : π = π 0

(π 0 − zα/ 2

π 0 (1 − π 0 ) n , π 0 + zα/ 2

π 0 (1 − π 0 ) n

Example 1. Consider the distribution of serum cholesterol levels for all 20- to 74-year-old males living in the United States. The mean of this population is 211 mg/dL, and the standard deviation is 46.0mg/dL. In a study of a subpopulation of such males who smoke and are hypertensive, it is assumed that the distribution of serum cholesterol levels is normally distributed with unknown mean μ , but with the same s.d. σ as the original population. a. Construct the hypothesis for testing whether the serum cholesterol level of smokers is equal to the known population mean. b. Sample mean of ¯x=217 mg/dL is observed from a sample of n=12 hypertensive smokers. Construct 95% C.I. for the true meanof this subpopulation. c. Calculate [-value of this sample. d. Check whether the null hypothesis is rejected at α=0.05. e. Determine 95% acceptance region and complementary rejection region for the null hypothesis.

Example 2. Two physicians are having a disagreement about the effectiveness of chicken soup in relieving common cold symptoms. While both agree that the number of symptomatoc days generally follows a normal distribution, one claims most colds last about a week, soup makes no difference, whereas the other argues that it does. a. Construct the hypothesis for testing. b. After treating a random sample of 16 patients with chicken soup, they get a mean number of symp- tomatic days ¯x=5.47 and standard deviation s=3.6 days. Test the hypothesis. c. One claims The sample size was too small.¨ There was not enough power to detect a statistically significant difference between μ=7 days and say μ=5.5 days, even if there was one present. Calculate the¨ minimum sample size required in order to achieve about 80% power of detecting such a genuine difference, if needed one actually exists.

Example 3. Proportion -posted exam

Office: 1335 MSC, 263-5948 2 Office Hour: Wed.1:00-2:00 and Thurs. 11:00-12: