商业模型英文教程Module3HypothesisTesting.ppt

Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Two Sample Tests for Means – Sigma Unknown and Unequal Example hypothesis H0: m1 – m2 = 0 versus H1: m1 - m2 ? 0 Test Statistic: Reject if z > za/2 or z < - za/2 t = (?x1 - ?x2 ) / with df = Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Spreadsheet Tools: Two Sample t-Tests, Population Variance Known Excel – z-test: Two Sample for Means PHStat – Z Test for Differences in Two Means Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Spreadsheet Tools: Two Sample t-Tests, Population Variance Unknown Population variances assumed unequal Excel – t-test: Two Sample Assuming Unequal Variances Population variances assumed unequal Excel – t-test: Two Sample Assuming Equal Variances PHStat – t-test for Differences in Two Means Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Interpreting Excel Output If t Stat is negative, provides the correct p-value for a lower-tail test; however, for an upper-tail test, you must subtract this number from 1.0 to get the correct p-value. If t Stat is nonnegative then provides the correct p-value for an upper tail test; consequently, for a lower tail test, you must subtract this number from 1.0 to get the correct p-value. Also, for a lower tail test, you must change the sign on t Critical one-tail. Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Comparison of Excel and PHStat Results – Lower-Tail Test Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Two Sample Test for Means With Paired Samples Example hypothesis H0: average difference = 0 versus H1: average difference ? 0 Test Statistic: Reject if t > tn-1,a/2 or t < - tn-1,a/2 Copyright ? 2010 Pearson Education, Inc. ?Publishing as Prentice Hall 5-* Excel Tool Example: Pile Foundation Data H0: Average difference = 0 H1: Average difference ≠ 0 Sample mean differe