10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9....

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10 Hypothesis Testing Complementary reading: Chapter 10 (WMS) 10.1 Introduction and review 1

Transcript of 10.1 Introduction and reviewpeople.stat.sc.edu/wang528/Stat 513/STAT 513 Lecture... · 2017. 9....

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10 Hypothesis Testing

Complementary reading: Chapter 10 (WMS)

10.1 Introduction and review

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10.2 The elements of a hypothesis test

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10.3 Common large sample tests

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10.3.1 One population mean

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10.3.2 One population proportion

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10.3.3 Difference of two population means

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10.3.4 Difference of two population proportions

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10.4 Sample size calculations

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10.5 Confidence intervals and hypothesis tests

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10.6 Probability values (p-values)

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10.7 Small sample hypothesis tests using the t distribution

10.7.1 One-sample test

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10.7.2 Two-sample test

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10.8 Hypothesis tests for variances

10.8.1 One-sample test

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10.8.2 Two-sample test

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10.9 Power, the Neyman-Pearson Lemma, and UMP tests

10.9.1 Power

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10.9.2 The Neyman-Pearson Lemma

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What is the power of the level α = 0.0487 test when Ha is true?

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10.9.3 Uniformly most powerful (UMP) tests

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What is the power function K(θ) for this test?

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10.10 Likelihood ratio tests

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Example 10.15

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