单样本假设检验章目标金融建模chap010.pptx

OneSampleTestsofHypothesisChapter10

10-2GOALSDefineahypothesisandhypothesistesting.Describethefive-stephypothesis-testingprocedure.Distinguishbetweenaone-tailedandatwo-tailedtestofhypothesis.Conductatestofhypothesisaboutapopulationmean.Conductatestofhypothesisaboutapopulationproportion.DefineTypeIandTypeIIerrors.

10-3WhatisaHypothesis?AHypothesisisastatementaboutthevalueofapopulationparameterdevelopedforthepurposeoftesting.Examplesofhypothesesmadeaboutapopulationparameterare:Themeanmonthlyeforsystemsanalystsis$3,625.TwentypercentofallcustomersatBovine’sChopHousereturnforanothermealwithinamonth.

10-4WhatisHypothesisTesting?Hypothesistestingisaprocedure,basedonsampleevidenceandprobabilitytheory,usedtodeterminewhetherthehypothesisisareasonablestatementandshouldnotberejected,orisunreasonableandshouldberejected.

10-5HypothesisTestingSteps

10-6ImportantThingstoRememberaboutH0andH1H0:nullhypothesisandH1:alternatehypothesisH0andH1aremutuallyexclusiveandcollectivelyexhaustiveH0isalwayspresumedtobetrueH1hastheburdenofproofArandomsample(n)isusedto“rejectH0”IfweconcludedonotrejectH0,thisdoesnotnecessarilymeanthatthenullhypothesisistrue,itonlysuggeststhatthereisnotsufficientevidencetorejectH0;rejectingthenullhypothesisthen,suggeststhatthealternativehypothesismaybetrue.EqualityisalwayspartofH0(e.g.“=”,“≥”,“≤”).“≠”“”and“”alwayspartofH1

10-7HowtoSetUpaClaimasHypothesisInactualpractice,thestatusquoissetupasH0Iftheclaimis“boastful”theclaimissetupasH1(weapplytheMissourirule–“showme”).Remember,H1hastheburdenofproofInproblemsolving,lookforkeywordsandconvertthemintosymbols.Somekeywordsinclude:“improved,betterthan,aseffectiveas,differentfrom,haschanged,etc.”

10-8Left-tailorRight