Hypotheses Testing Hand-Outs EN
Hypotheses Testing Hand-Outs EN
Hypotheses Testing Hand-Outs EN
Tatyana Zhuravleva
May 11, 2024
Type II error: Failing to reject H0 when it is false, which is a false negative. We denote the probability
of this type of error by β
θ̂ ∼ N (θ, V )
3. Define the critical region for a given significance level, α. Obtain critical values from statistical tables to de-
fine the critical region (also known the rejection region)
4. Decide whether or not to reject H0 . If the statistical value lies in the critical region than we reject H0 , otherwise
we do nor reject H0 .
5. Draw conclusions. It is always important to draw conclusions in the context of the original problem.
3 Significance Levels
Definition: Significance level of a test is the probability of committing a Type I error.
X̂−µ0
Z= √σ ∼ N (0, 1)
n
1
5 Hypothesis test for a single mean (σ unkown)
The test statistic is:
X̂−µ0
T = S
√
∼ tn−1
n
P −π0
Z∼
= √ ∼ N (0, 1)
π0 (1−π0 )/n
R1 +R2
where P = n1 +n2
, R1 and R2 represent the number of favourable responses.
Hence critical values are obtained from the standard normal distribution tables.
Note: if testing for the equality of means, then µ1 − µ2 = 0 under H0 . Hence, in the above equation, we set the term (µ1 −
µ2 ) = 0
Hence critical values are obtained from the standard normal distribution tables.
Note: if testing for the equality of means, then µ1 − µ2 = 0 under H0 . Hence, in the above equation, we set the term (µ1 −
µ2 ) = 0
Hence critical values are obtained from the Student’s t distribution with n1 + n2 − 2 degrees of freedom.
Note: if testing for the equality of means, then µ1 − µ2 = 0 under H0 . Hence, in the above equation, we set the term (µ1 −
µ2 ) = 0