10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9....
Transcript of 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9....
![Page 1: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/1.jpg)
10 Hypothesis Testing
Complementary reading: Chapter 10 (WMS)
10.1 Introduction and review
1
![Page 2: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/2.jpg)
2
![Page 3: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/3.jpg)
3
![Page 4: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/4.jpg)
4
![Page 5: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/5.jpg)
5
![Page 6: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/6.jpg)
10.2 The elements of a hypothesis test
6
![Page 7: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/7.jpg)
7
![Page 8: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/8.jpg)
8
![Page 9: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/9.jpg)
9
![Page 10: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/10.jpg)
10
![Page 11: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/11.jpg)
11
![Page 12: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/12.jpg)
10.3 Common large sample tests
12
![Page 13: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/13.jpg)
13
![Page 14: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/14.jpg)
14
![Page 15: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/15.jpg)
10.3.1 One population mean
15
![Page 16: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/16.jpg)
10.3.2 One population proportion
16
![Page 17: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/17.jpg)
10.3.3 Difference of two population means
17
![Page 18: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/18.jpg)
10.3.4 Difference of two population proportions
18
![Page 19: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/19.jpg)
10.4 Sample size calculations
19
![Page 20: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/20.jpg)
20
![Page 21: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/21.jpg)
21
![Page 22: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/22.jpg)
22
![Page 23: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/23.jpg)
23
![Page 24: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/24.jpg)
10.5 Confidence intervals and hypothesis tests
24
![Page 25: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/25.jpg)
10.6 Probability values (p-values)
25
![Page 26: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/26.jpg)
26
![Page 27: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/27.jpg)
27
![Page 28: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/28.jpg)
10.7 Small sample hypothesis tests using the t distribution
10.7.1 One-sample test
28
![Page 29: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/29.jpg)
29
![Page 30: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/30.jpg)
10.7.2 Two-sample test
30
![Page 31: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/31.jpg)
31
![Page 32: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/32.jpg)
10.8 Hypothesis tests for variances
10.8.1 One-sample test
32
![Page 33: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/33.jpg)
10.8.2 Two-sample test
33
![Page 34: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/34.jpg)
10.9 Power, the Neyman-Pearson Lemma, and UMP tests
10.9.1 Power
34
![Page 35: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/35.jpg)
35
![Page 36: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/36.jpg)
36
![Page 37: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/37.jpg)
10.9.2 The Neyman-Pearson Lemma
37
![Page 38: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/38.jpg)
38
![Page 39: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/39.jpg)
39
![Page 40: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/40.jpg)
What is the power of the level α = 0.0487 test when Ha is true?
40
![Page 41: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/41.jpg)
41
![Page 42: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/42.jpg)
10.9.3 Uniformly most powerful (UMP) tests
42
![Page 43: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/43.jpg)
What is the power function K(θ) for this test?
43
![Page 44: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/44.jpg)
44
![Page 45: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/45.jpg)
10.10 Likelihood ratio tests
45
![Page 46: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/46.jpg)
46
![Page 47: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/47.jpg)
47
![Page 48: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/48.jpg)
48
![Page 49: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/49.jpg)
49
![Page 50: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/50.jpg)
50
![Page 51: 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9. 19. · 10, say), then the null hypothesis would be be 00 10. In this course, we will](https://reader036.fdocuments.us/reader036/viewer/2022071408/60ffd68f42a3fa692b684d78/html5/thumbnails/51.jpg)
Example 10.15
51