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Probability and statistics - Department of Mechanical Engineering机械工程概率统计系_精品
* Hypothesis testing Type II error: accepting null hypothesis when the alternative is true. Usually cannot do much as we need to fix a value of p before we can compute a binomial distribution. * Hypothesis testing A simple case of p = 0.3 is illustrated here: Hence the chance that the alternative is rejected is (hence accepting the null hypothesis): * Hypothesis testing The previous example utilizes the binomial distribution. Let consider one where we need to use the normal approximation to the binomial. * Hypothesis testing Class Example B: A drug is only 25% effective. For a trial with 100 patients, the doctors will believe that the drug is more than 25% effective if 33 or more patients show improvement. * Hypothesis testing What is the chance that the doctor will (falsely) believe that the drug is endorsed even it is really only 25% effective? i.e. What is the chance that we have such a group of ‘good’ patients that most of them improve on their own? * Hypothesis testing For binomial distribution, we sum r for 100Cr (0.25)r (0.75)100 – r r = 33 to 100. * Hypothesis testing We use the normal approximation and consider (32.5 - 100(0.25)) /Sqrt[100(0.25)(0.75)] = 1.732 * Hypothesis testing We then find the area of the normal curve to the right of 1.732 (as the upper limit of 100.5 is effectively infinity). That will be the Type I error. * Hypothesis testing In practice we work in reverse. We fix the magnitude of the Type I error, i.e. the level of significance, and then determine what is threshold level of patients for endorsing the drug. * Hypothesis testing Probably the most important application is to test hypothesis involving the sample mean. The standard deviation may or may not be known (the more logical case is that it is unknown). * Hypothesis testing If the standard deviation of the whole population is known, then the standard variable is: * Hypothesis testing This is not practical nor reasonable as the standard deviation of the whole populati
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