errors in hypothesis tests. when you perform a hypothesis test you make a decision: when you make...

30
Errors in Hypothesis Errors in Hypothesis Tests Tests

Upload: cuthbert-small

Post on 14-Dec-2015

217 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Errors in Hypothesis Errors in Hypothesis TestsTests

Page 2: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

When you perform a When you perform a hypothesis test you make hypothesis test you make

a decision:a decision:

When you make one of these

decisions, there is a possibility that you could

be wrong!That you made

an error!

reject H0 or fail to reject H0

Page 3: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

There are two decisions that we make; reject or fail to reject. Each could possibly be a wrong decision; therefore, there are two types of errors.

Page 4: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Type I errorType I error

•When you reject the null hypothesis that is really true

•Denoted by – Is the level of significance of the test

Page 5: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Fail to reject Reject

Type II errorType II error

• When you fail to reject the null hypothesis when it is false

• Denoted by

Type I – reject a true H0

Type II – fail to

reject a false H0

The x-bar is really part of the Ha curve, but we mistake it as being part of the H0

curve

The x-bar is really part of the H0 curve, but we mistake it as

being part of the Ha curve

Page 6: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

H0 True

H0

FalseReject

Fail to reject

Type I error

Correct

Correct

Type II errorSuppose H0 is

true & we fail to reject it, what

type of decision was made?

Suppose H0 is false & we

reject it, what type of decision

was made?

Suppose H0 is true & we reject it, what type of

decision was made?

Suppose H0 is false & we fail

to reject it, what type of decision was

made?

Page 7: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

How do we word statements of type I &

type II errors?“We decide this decision

when in reality this is true.”

You replace the red,

underlined words with words from

context!

Page 8: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Consequences – are NOT the definitions of type I & II errors.

They are what happens as a result of making that incorrect decision.

Page 9: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Consider a murder trial:

What are the hypotheses?

Type I error –Consequence:

Type II error – Consequence:

Decide the defendant is guilty when really innocent

An innocent person goes to prison

Decide defendant is not guilty when really guilty

A guilty person goes free

H0: defendant is innocent

Ha: defendant is guilty

Which of these errors does our society believe to be worse?

Type I - that is why there must be evidence beyond a reasonable doubt! We don’t

want to send innocent people to jail!

What are H0:Ha:

What is a type I error?

What is a type II error?

What is a consequence of a type I error?

What is a consequence of a type II error?

Page 10: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Facts:Facts:• Every time you make a decision,

you have potentially made an error.

• & are inversely related

0

a

Fail to reject H0 Reject H0

As decreases

, increases

As increases,

decreases

Page 11: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Facts continued:Facts continued:• The seriousness of the error

types is determined by the specific situations.– Depending upon the situation type I

or type II may be the more serious.

• We often DO NOTDO NOT know if an error is made in real life.– Except for cases like

• Firestone tires• Drugs like: Phen-phen & Vioxx

Someone made an

error with these

products

Page 12: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Lay’s Chip Company decides to accept a truckload of potatoes based upon results from a sample of potatoes from the truckload.

What are the hypotheses?

Type I error?

Type II error?

From the supplier’s viewpoint, which is more serious?

From the chip company’s viewpoint, which is more serious?

Decide the potatoes are bad when they really are good

Decide the potatoes are good when they really are bad

H0: potatoes good

Ha: potatoes bad

A type I error

A type II error

Sometimes, the

seriousness depends upon the person’s point-of-view

Page 13: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Most people would agree that the type II error would be more serious because it would endanger the river’s ecosystem.

Water samples are taken from water used for cooling as it is being discharged from a power plant into a river. It has been determined that as long as the mean temperature of the discharged water is at most 150 degrees F, there will be no negative effects on the river’s ecosystem. To investigate whether the plant is in compliance with regulations that prohibit a mean discharge above 150 degrees F, fifty water samples will be taken at randomly selected times, and the temperature of each sample recorded.

What are the hypotheses?

What are the Type I and II errors?

Which is more serious?

H0: = 150 Ha: >150

Type I : Decide the temperature is above 150° when it’s really below.Type II:Decide the temperature isn’t above 150° when it’s

really above.

Page 14: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A doctor is considering a new medication to help fight infections. However, the medication has the possibility of being highly toxic to the patient. You will test the medication to determine toxicity.

What are the hypotheses?

What are the Type I & II errors?

Which is more serious?

H0: medicine is not toxic

Ha: medicine is toxicType I: decide medicine is toxic when it really isn’t

Type II : decide medicine isn’t toxic when it really is

Most would consider a type II error more serious since people could be harmed.

Page 15: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A government agency has received numerous complaints that a particular restaurant has been selling underweight hamburgers. The restaurant advertises that it’s patties are “a quarter pound” (4 ounces).

Identify the following decisions:

We decide the mean weight of hamburgers is less than 4 ounces when in fact they really are less.

Correct decision

!

Page 16: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A government agency has received numerous complaints that a particular restaurant has been selling underweight hamburgers. The restaurant advertises that it’s patties are “a quarter pound” (4 ounces).

Identify the following decisions:

We decide the mean weight of hamburgers is not less than 4 ounces when in fact they really are less.

Type II error

Page 17: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

How does one decide How does one decide what a level to use?what a level to use?

After assessing the consequences of type I and type II errors, identify the largest largest that is tolerable for the problem. Use that level for your level of significance.

Page 18: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Power of a testPower of a test

Page 19: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

The powerpower of a test (against a specific alternative value)• Is the probability that the test

will reject the null hypothesis when the alternative is true

• In practice, we carry out the test in hope of showing that the null hypothesis is false, so high power is important

Page 20: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

H0 True

H0

FalseReject

Fail to reject

Type I Correct

Correct Type II

Power

Suppose H0 is true – what if we decide to fail to reject

it?

Suppose H0 is false – what if we decide to

reject it?

Suppose H0 is true – what if we decide to

reject it?

Suppose H0 is false – what if we decide to

fail to reject it?

We correctly reject a We correctly reject a false Hfalse H00!!

Page 21: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A researcher selects a random sample of size 49 from a population with standard deviation = 35 in order to test at the 1% significance level the hypothesis:

H0: = 680

Ha: > 680

What is the probability of committing a Type I error?

= .01

Page 22: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

H0: = 680

Ha: > 680

For what values of the sample mean would you reject the null hypothesis?

691.63

Page 23: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

H0: = 680

Ha: > 680

If H0 is rejected, suppose that a is 700. What is the probability of committing a Type II error?

What is the power of the test?

=.0471

Power = 1 - .0471 = .9529

Page 24: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

H0: = 680

Ha: > 680

If H0 is rejected, suppose that a is 695. What is the probability of committing a Type II error?

What is the power of the test?

Normalcdf(-10^99,691.63,695,5) =.2502

Power = 1 - .2502 = .7498

Page 25: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Reject H0Fail to Reject H0

Power = 1 - 0

a

Page 26: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

What happens to What happens to , , , & , & power when the sample size power when the sample size

is increased?is increased?Reject H0Fail to Reject H0

0

a

Page 27: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Facts:Facts:• The researcher is free to determine the

value of .• The experimenter cannot control , since it

is dependent on the alternate value.• The ideal situation is to have as small as

possible and power close to 1. (Power > .8)• As increases, powerpower increases. (But also

the chance of a type I error has increased!)• Best way to increase power, without

increasing , is to increase the sample sizesample size

Page 28: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A water quality control board reports that water is unsafe for drinking if the mean nitrate concentration exceeds 30 ppm. Water specimens are taken from a well.

Identify the decision:

a) You decide that the water is not safe to drink when in fact it is safe.

Type I Error

Page 29: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

A water quality control board reports that water is unsafe for drinking if the mean nitrate concentration exceeds 30 ppm. Water specimens are taken from a well.

Identify the decision:

b) You decide that the water is not safe to drink when in fact it is not safe.

Correct – Power!!

Page 30: Errors in Hypothesis Tests. When you perform a hypothesis test you make a decision: When you make one of these decisions, there is a possibility that

Bottles of a popular cola are suppose to contain 300 ml of cola. A consumer group believes the company is under-filling the bottles. (Assume = 50 with n = 30)

Find the power of this test against the alternative = 296 ml.