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X X Z N N: Interval Estimate

1. The document discusses methods for conducting hypothesis tests to compare two population means or two population proportions. It provides formulas and procedures for interval estimation and hypothesis testing when the population standard deviations are known or unknown. 2. Key points covered include test statistics and their distributions (e.g. t, z tests), determining degrees of freedom, making decisions to reject or fail to reject the null hypothesis based on the test statistic and significance level. 3. Both independent and paired sample tests are addressed, as well as one-tailed and two-tailed tests, and the assumptions required for different test methods like the normality assumption.

Uploaded by

Na'Tashia Nicole Henderson
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
827 views

X X Z N N: Interval Estimate

1. The document discusses methods for conducting hypothesis tests to compare two population means or two population proportions. It provides formulas and procedures for interval estimation and hypothesis testing when the population standard deviations are known or unknown. 2. Key points covered include test statistics and their distributions (e.g. t, z tests), determining degrees of freedom, making decisions to reject or fail to reject the null hypothesis based on the test statistic and significance level. 3. Both independent and paired sample tests are addressed, as well as one-tailed and two-tailed tests, and the assumptions required for different test methods like the normality assumption.

Uploaded by

Na'Tashia Nicole Henderson
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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1

Interval Estimate
Interval Estimation of
1
-
2
:
o
1
and o
2
Known
2 2
1 2
1 2 / 2
1 2
x x z
n n
o
o o
+
where 1 - o is the confidence coefficient
2
Hypothesis Tests About the Difference
1
-
2
:
Standard Deviation Known
Large-Sample Case (n
1
, n
2
> 30) or Normal Population
Test Statistic, where o
1
and o
2
Known





2
2
2 1
2
1
2 1 2 1
) ( ) (
n n
x x
z
o o

+

=
3
2 2
1 2
1 2 / 2
1 2
s s
x x t
n n
o
+
Degrees of freedom for t
a/2
are:
Interval Estimation of
1
-
2
:
Case 1: o
1
= o
2
Unknown
Interval Estimate
( )
( ) ( ) ( ) ( ) 1 / / 1 / /
/ /
df
2
2
2
2
2 1
2
1
2
1
2
2
2
2 1
2
1
+
+
=
n n s n n s
n s n s
4
Test of Hypothesis
Case 1: Unknown unequal Variances
When

Test Statistic:






1 2
o o =
( )
( ) ( ) ( ) ( ) 1 / / 1 / /
/ /
df
2
2
2
2
2 1
2
1
2
1
2
2
2
2 1
2
1
+
+
=
n n s n n s
n s n s
2
2
2 1
2
1
2 1 2 1
) ( ) (
n s n s
x x
t
+

=

Degrees of freedom are approximately:
5
2 2
1 2 / 2
1 2
p p
s s
x x t
n n
o
+
Degrees of freedom for t
a/2
are:
Interval Estimation of
1
-
2
:
Case 2: s
1
= s
2
Unknown
Interval Estimate
1 2
df 2 n n = +
6
Test of Hypothesis
Case 2: Equal Variances
Assume unknown




Test Statistic:
2
) 1 ( ) 1 (
2 1
2
2 2
2
1 1
2
+
+
=
n n
s n s n
s
p
1 2
o o o = =
( )
2 1
2
2 1 2 1
/ 1 / 1
) ( ) (
n n s
x x
t
p
+

=

(Pooled Variance)
2 df
2 1
+ = n n Degrees of freedom:
7










No
Yes
Yes
No
Yes
Two
Samples
P
a
i
r
e
d

I
n
d
e
p
e
n
d
e
n
t

o1 = o2
No
Test Statistic
Large Sample or
Normal population?
No
Not available
Hypothesis
Testing

( )
1 2
2
1 2
1 2
1/ 1/
2
p
x x
t
s n n
df n n

=
+
= +

( )
( ) ( ) ( ) ( )
1 2
2 2
1 1 2 2
2
2 2
1 1 2 2
2 2
2 2
1 1 1 2 2 2

/ /
df
/ / 1 / / 1
x x
t
s n s n
s n s n
s n n s n n

=
+
+
=
+

Large sample or
Normal population?
Not available
HA: 1 =
2
Reject H0 if (t(>
to/2,df
HA: 1 >
2
Reject H0 if t > to, df
HA: 1 <
2
Reject H0 if t < -to, df

HA: 1 = 2 Reject H0 if (t(> to/2,df
HA: 1 > 2 Reject H0 if t > to, df
HA: 1 < 2 Reject H0 if t < -to, df


n s
d
t
d
=

HA: 1 = 2 Reject H0 if (t(> to/2,n-1
HA: 1 > 2 Reject H0 if t > to, n-1
HA: 1 < 2 Reject H0 if t < -to, n-1

Two-sample Hypothesis Testing for
Population Mean (Unknown o)
8
Hypothesis Tests about p
1
- p
2
Hypotheses:
H
0
: p
1
- p
2
< 0
H
a
: p
1
- p
2
> 0
=
1 2
: 0
a
H p p
=
0 1 2
: 0 H p p s
0 1 2
: 0 H p p
>
1 2
: 0
a
H p p
>
0 1 2
: 0 H p p
<
1 2
: 0
a
H p p
Left-tailed Right-tailed Two-tailed
We focus on tests involving no difference
between
the two population proportions (i.e. p
1
= p
2
)
9
Hypothesis Tests about p
1
- p
2
Standard Error of *p
1
-p
2
when p
1
= p
2
= p
1 2
1 2
1 1
(1 ) o

| |
= +
|
\ .
p p
p p
n n
1 1 2 2
1 2
n p n p
p
n n
+
=
+
Pooled Estimator of p when p
1
= p
2
= p
*P
1
and P
2
= P
1
bar and P
2
bar
10
Hypothesis Tests about p
1
- p
2

=
| |
+
|
\ .
1 2
1 2
( )
1 1
(1 )
p p
z
p p
n n
Test Statistic

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