4
5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student ~/J; has extra variability due to using s as a guess at (]". To be significant, t needs to be bigger than if we knew (]"and used z. bigger depends on how much information we have about a. n = 1 =* 0 info about a. .. degrees of freedom = df = n -1 Example: Suppose, for a 3 minute egg timer, n = 10, a = 0.05 Ho : J.t= 180 seconds Ha : J.l, # 180 q ttf 0,O~r o,t:t ~ ({), 0 ~{ - 2 . 2.&, 1-- Reject Ho if It I = I~/~ol > 2.26 t.12b7- Say Y = 182.1 n= 10 BEy = .7fo = 1.01 s = 3.2 t - 182.1-180 = 2 08 - 1.01 . .2 .og Ha : J.l, # 180 Do not reject Ho : J.l, = 180 for a = 0.05 Reject Ho : p, =1= 180 for a = 0.10 1'... ~ ).Z~S 2.2'2 <i =-D.lb 0< ':: 0 ,0>" t 0 How much

~1'rregal/documents/stat5411/5411... · 2006-09-07 · 5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student

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Page 1: ~1'rregal/documents/stat5411/5411... · 2006-09-07 · 5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student

5.7 Normal Population with a unkno~n

Instead of z = ~/~We use t = ~/J;Developed by Gossett Guiness employee, a.k.a. Student

~/J; has extra variability due to using s as a guess at (]".

To be significant, t needs to be bigger than if we knew (]"and used z.bigger depends on how much information we have about a.

n = 1 =* 0 info about a...

degrees of freedom = df = n - 1

Example: Suppose, for a 3 minute egg timer,

n = 10, a = 0.05

Ho : J.t= 180 seconds

Ha : J.l,# 180q ttf

0,O~r o,t:t~({), 0 ~{

- 2 . 2.&, 1--

Reject Ho if ItI = I~/~ol > 2.26

t.12b7-

Say Y = 182.1 n= 10 BEy = .7fo = 1.01s = 3.2

t - 182.1-180= 2 08- 1.01 ..2 .og

Ha : J.l,# 180

Do not reject Ho : J.l,= 180 for a = 0.05Reject Ho : p, =1= 180 for a = 0.10

1'...~).Z~S 2.2'2

<i=-D.lb 0< ':: 0 ,0>"

t

0

How much

Page 2: ~1'rregal/documents/stat5411/5411... · 2006-09-07 · 5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student

2 x 0.025 < p-value < 2 x 0.0500.05 < p-value < 0.10

tt~f

~(),OJ

0,0'].;.('

b I, ~.~?7

~,0 ctReject Ho if p-value < a.If a = 0.05,don't reject Ho.If a = 0.10, do reject Ho.

If we have Ha : J1.> 180

t = Ysl:o Reject Ho if t > 1.833

q ctf

.--'

1> \ .811

If t = 2.08, reject Ho if a = 0.05 but not if a = 0.025 (to.O25 = 2.262)

0.025 < p-value < 0.05

If t is on the reject side of Ho:I-sided p-value= lx 2-sided p-value

If t is so far from reject that it's on the other side of HoI-sided p-value = 1 -l x 2-sided p-value

Ha : J1.< 180 t = 2.08

0 ').6t

I-sided p-value = 1 - !x (2-sided p-value)0.95 < p-value < 0.975

o,o~

Page 3: ~1'rregal/documents/stat5411/5411... · 2006-09-07 · 5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student

Let tcak = t calculated

Ho : p,= 180 s = 3.2 n= 10 Y = 182.1 BEy = ~o = 1.01

t - 182.1-180- 2 08calc- 1.01 -.

Ha : p, # 180 p-value = 2x P(t > Itealel)

v ~{~(, ,, ""

'\ P'>-

! "/' .

f ./' ~

;: f°.' 0/'" '...0' <" .

/ /"r

.

"

.0

.

/ ,~,/ ," .

I . ~ ,J ,

IS/,' J '

I I /.i' .,// /'"° 0° .

. .

. I'

.

,roO """"

.

0,,0/ ,

'/... j'" /' ,. ,r"/,c/ / f" //~,,/ .-

~.l ./~.' /' /, //// e:;;.",,""

I'" "/~/ ../'.'l~ L'r' v;t.'./ -<.~.,/' // /'"

..r '" ~: ':/ /

Ha : p, > 180 p-value = P(t > tcalc)

f~ ;.

O'

y(\.Q-Y'0 L

{. ~o-k:.. 0

Ha : p, < 180

--- ---~

Of e11't-j

tc" ic()

(

Page 4: ~1'rregal/documents/stat5411/5411... · 2006-09-07 · 5.7 Normal Population with a unkno~n Instead of z = ~/~ We use t = ~/J; Developed by Gossett Guiness employee, a.k.a. Student

Ho : J.L= 180Ha : J.L=1=180

Reject Ho if ItI > to./2

Ha : J.L> 180Reject Ho if t > to.

--- 111/

Ha : J.L< 180Reject Ho if t < -to./2

Confidence Intervals

Y :i: to./2SEy Y = 182.1

182.1 :i: 2.262(1.01)182.1 :i: 2.28179.8 to 184.4

n= 10 s = 3.2

0 { ~/JI

\0

l>

SEy = ~o = 1.01

Important point: Finding 180 in 95% confidence interval is equivalent to notrejecting' Ho : J.L= 180 versus Ha : J.L=1=180 at the a = 5% level

Power and Sample Size

( + )2 u2 - (Zo</2+Z.8)2- (Zo</2+Z.8)n > Zo./2 Z{3 ~2 - ~2 - rP

~ = I J.La- J.LoI d = ~Gives us a first cut lower bound.

It also gives us a check on computer generated results.