PROJECTENGRAM

HYPOTHESIS-TESTING.EXCALIDRAW

Tags: #◇Computer Science #◇STT101A #◇Conceptual #◇Hypothesis-Testing.excalidraw


◇Overview

This visual reference summarizes the Statistical Hypothesis Testing Decision Framework: partitioning the sampling distribution of a test statistic into the Acceptance (Non-Rejection) Region and the Critical (Rejection) Region under the Null Hypothesis H0H_0, along with the trade-off between Type I Error (α\alpha) and Type II Error (β\beta).

◇Key Definitions

Reality \ DecisionDo Not Reject H0H_0Reject H0H_0
H0H_0 is TrueCorrect Decision (1−α1 - \alpha, Confidence Level)Type I Error (False Positive, P=αP = \alpha)
H0H_0 is False (HaH_a True)Type II Error (False Negative, P=βP = \beta)Correct Decision (1−β1 - \beta, Statistical Power)
  • Test Statistic (ZZ or TT): Standardized distance between sample estimate Xˉ\bar{X} and hypothesized parameter μ0\mu_0:
    Z=Xˉ−μ0σ/n,T=Xˉ−μ0S/n∼tn−1Z = \frac{\bar{X} - \mu_0}{\sigma / \sqrt{n}}, \qquad T = \frac{\bar{X} - \mu_0}{S / \sqrt{n}} \sim t_{n-1}
  • Decision Rule (pp-value vs. α\alpha): Reject H0H_0 if and only if p-value≤αp\text{-value} \le \alpha (equivalently, if the test statistic falls inside the critical region).

◇Worked Example

Problem: Test H0:μ=50H_0: \mu = 50 vs. Ha:μ≠50H_a: \mu \ne 50 (two-tailed) at significance level α=0.05\alpha = 0.05 (zα/2=±1.96z_{\alpha/2} = \pm 1.96) when a sample of size n=36n = 36 with known σ=12\sigma = 12 yields xˉ=54.5\bar{x} = 54.5.

Solution:

  • Standard error: σXˉ=1236=2.0\sigma_{\bar{X}} = \frac{12}{\sqrt{36}} = 2.0.
  • Test statistic: z=54.5−502.0=+2.25z = \frac{54.5 - 50}{2.0} = +2.25.
  • Since ∣z∣=2.25>1.96|z| = 2.25 > 1.96 (and two-tailed p-value=2(1−Φ(2.25))≈0.0244<0.05p\text{-value} = 2(1 - \Phi(2.25)) \approx 0.0244 < 0.05), reject H0H_0.

◇References & Navigation

CONFIRMATION // 理解度の確認

ACTIVE RECALL VERIFICATION

Select an answer to verify conceptual comprehension and reveal the technical rationale.

Q1

What is a Type I Error in statistical hypothesis testing, and what symbol denotes its probability?

Q2

What does the Statistical Power (1−β1 - \beta) of a hypothesis test measure?

Q3

For a fixed sample size nn, if a researcher makes the significance level α\alpha smaller (e.g., changing from α=0.05\alpha = 0.05 to α=0.01\alpha = 0.01 to reduce Type I errors), what happens to the Type II error rate β\beta and power 1−β1 - \beta?

Q4

What is the only way to simultaneously reduce both Type I error (α\alpha) and Type II error (β\beta) for a given effect size?

Q5

What is the correct formal interpretation of a pp-value of 0.0180.018?