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Engineering Statistics and ProbabilityStudy MaterialUP Diliman BS Industrial Engineering IE 27 course
Citation preview
Today’s Agenda:
Hypothesis Testing on the Mean
Hypothesis Testing on Variance
Hypothesis Testing on Standard Deviation
HypothesisTesting
General Procedure for Hypothesis testing
Determine the Parameter of InterestStep 1:
State the Null HypothesisStep 2:
State the Alternative HypothesisStep 3:
Determine AlphaStep 4:
Determine Test StatisticStep 5:
Determine Rejection RegionStep 6:
Compute Test StatisticStep 7:
ConcludeStep 8:
HypothesisTesting
The similarity of a hypothesis test and a confidence interval
The “acceptance” region of a hypothesis test with a given α is the same as that of the 100(1 – α)% confidence interval
similarly computed given the same data set
More clearly, if the test statistic is outside the computed 100(1 – α)% confidence interval, the hypothesis is rejected
HypothesisTesting
One-sided confidence intervals
A company tests that the burning rate of a certain propellant is less than 50 centimeters per second and wishes to show this
with a strong conclusion
Ho: μ = 50 H1: μ < 50
This satisfies the desired outcome of the experiment
Note that when we fail to reject Ho does not mean that μ = 50, but rather we do not have strong evidence to support H1
HypothesisTesting
Hypothesis Test on Mean, Normal Distribution, Variance Known
n
xz o
o
Hypothesis Test on Mean, Normal Distribution, Variance Unknown
ns
xt oo
HypothesisTesting
Ten measurements of weight of potato chip packs were done for a certain manufacturing company. Historical data states that the
distribution of the weight of potato chip packs are normally distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
HypothesisTesting
Determine the Parameter of InterestStep 1:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
We are interested in the mean weight of potato chips μ
HypothesisTesting
State the Null HypothesisStep 2:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
Ho: μ = 101
HypothesisTesting
State the Alternative HypothesisStep 3:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
H1: μ ≠ 101
HypothesisTesting
Determine AlphaStep 4:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
a = 0.05
HypothesisTesting
Determine Test StatisticStep 5:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
n
xz o
o
HypothesisTesting
Determine Rejection RegionStep 6:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
96.1zz 025.0o
HypothesisTesting
Compute Test StatisticStep 7:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
n
xz o
o
1007.1
101287.100 11.2
HypothesisTesting
ConcludeStep 8:Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
Since the computed zo is greater than the absolute value of 1.96, at 5% level of alpha we reject the
null hypothesisThere is a statistically significant difference on the actual weight of potato chips and hypothesized
mean
HypothesisTesting
Another way to do statistical tests is by using the p-value
HypothesisTesting
P-value
P-value is the smallest level of significance that would lead to rejection of the null hypothesis
))z(1(2p o
HypothesisTesting
Compute for the P-valueTen measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed with population standard deviation of 1.07g. The weight measurements are found below. Test the hypothesis that the true
mean weight is equal to 101g using a significance level of α = 0.05
Weight measurements of potato chip packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
Zo= – 2.11
P = 2*(1 – Gaussian(-2.11))
P=0.034858
HypothesisTesting
Compute for the P-value
If p is lowLET IT GO
If the computed p value is lower than the alpha
value, the null hypothesis is rejected
HypothesisTesting
GUIDED EXERCISE 1.1Ten measurements of weight of potato chip packs were done for a
certain manufacturing company. Historical data states that the distribution of the weight of potato chip packs are normally
distributed. The weight measurements are found below. Test the hypothesis that the true mean weight is equal to 101g using a significance level of α = 0.05, and find the p-value of the test
statisticWeight measurements of potato chip
packs
100.12 99.63 98.55 100.36 100.87
102.04 100.78 101.34 99.97 99.21
HypothesisTesting
1. The mean weight of potato chips, μ
2. Ho: μ = 101 g
3. H1: μ ≠ 101 g
4. a = 0.05
5. n
sx
t oo
6. Reject when |to|> t0.025,9 = 2.262
7. 19.2
10027992.1
101287.100
ns
xt oo
8. Since 2.19 < 2.262, we fail to reject Ho at alpha equal to 0.05. There is no significant difference.
HypothesisTesting
GUIDED EXERCISE 1.2
HypothesisTesting
1. The mean coefficient of restitution, μ
2. Ho: μ = 0.82
3. H1: μ > 0.82
4. a = 0.05
5. n
sx
t oo
6. Reject when to > t0.05,14 = 1.761
7. 72.2
1502456.0
82.083725.0
ns
xt oo
8. Since to > 1.761, we reject Ho and conclude at alpha equal to 0.05 the mean coefficient of restitution is greater than 0.82
HypothesisTesting
Hypothesis Test on Variance
2o
22o
s)1n(
HypothesisTesting
GUIDED EXERCISE 1.3
The sodium content of the manufactured potato chips is assumed to be normally distributed. A random sample of 16
potato chip packs are tested and yielded a variance of 7.5mg2. If the variance of sodium content lacks or exceeds 8mg2, an unacceptable proportion of potato chip packs will not comply
with the set nutritional content. Using α = 0.05, is there statistical evidence in the sample data that suggests that the
manufacturer has a problem with complying with the set nutritional content?
Sourc: Taha
Next Time on IE 27
Hypothesis Testing on Proportion
Computation of Sample Size and Beta
.Fin.