统计原理笔记 Notes for Statistics II

by Feiran Jia

Lecture 12 Introduction to Hypothesis Testing

Sampling Distribution of Sample Mean, $\bar X$

• $\bar X$ is distributed with mean equal to population mean, µ, and standard deviation of $σ/ \sqrt n$

  $\bar X$ ~ $(\mu,\frac{\sigma^2}{n})$

• Central Limit Theorem implies that for a sample with n > 30 the shape of the distribution of $\bar X$ will be normal

  $\bar X$ ~ $N(\mu,\frac{\sigma^2}{n})$

• $\sigma$ unknown, standard deviation of $\bar X$ is $\frac{s}{\sqrt n}$

• Standardized sample mean $t = \frac{\bar X - \mu}{s/\sqrt n}$ ~ Student t dis. with $\nu = n-1$ degress of freedom

Confidence Interval Estimator

• Confidence interval estimator of $\mu$ is

  $\bar X ± z_{\alpha/2} \frac{\sigma}{\sqrt n }$ or $\bar X ± z_{\alpha/2,\nu} \frac{s}{\sqrt n }$

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Student t-distribution

Lecture 13 Hypothesis Testing: Population Mean $\mu$

• Test-statistic - numerical value from sample
• Critical value - numerical value from table
• Significance level - probability set up before test

Idea of Formal Testing of µ

• $H_0$ is initial presumption about population

  • $H_0$ is not based on any evidence

• Test-statistic - A random variable created using sample statistic

  • When testing µ, test-statistic is a function of $\bar X$

  • Recall that when testing p, test-statistic is a function of $\hat p$

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Example: Parking Fees

Hoping to lure more shoppers downtown, a city builds a new public parking garage in the central business district. The city plans to pay for the structure through parking fees. The city would break even only if the average parking revenues are greater than $125. For a random sample of 44 weekdays, daily fees collected averaged $126. Assume that the standard deviation is known to be $15.

$H_0: \mu = 125$

$H_A: \mu > 125$

$n = 44$

population standard deviation, σ = 15

significance level, α = 0.05

sample mean, X¯=126