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Suppose that 10 sets of hypotheses of the form $$H_{0}: \mu=\mu_{0} \quad H_{1}: \mu \neq \mu_{0}$$ have been tested and that the \(P\) -values for these tests are 0.12 , \(0.08 .0 .93,0.02,0.01,0.05,0.88,0.15,0.13,\) and \(0.06 .\) Use Fisher's procedure to combine all of these \(P\) -values. What conclusions can you draw about these hypotheses?

Short Answer

Expert verified
Combining the P-values with Fisher's method, we can reject the null hypotheses as the combined P-value is significant.

Step by step solution

01

Understand Fisher's Procedure

Fisher's method is used to combine independent P-values from different hypotheses tests. It assumes that each test is independent and follows a chi-squared distribution.
02

Calculate Chi-Square Statistic

For each P-value \( p_i \), calculate \(-2\ln(p_i) \). The combined test statistic is the sum of these values. Given P-values are 0.12, 0.08, 0.93, 0.02, 0.01, 0.05, 0.88, 0.15, 0.13, and 0.06, we compute:\(\begin{align*}-2\ln(0.12) & \approx 4.32, \-2\ln(0.08) & \approx 5.14, \-2\ln(0.93) & \approx 0.14, \-2\ln(0.02) & \approx 7.60, \-2\ln(0.01) & \approx 9.21, \-2\ln(0.05) & \approx 5.99, \-2\ln(0.88) & \approx 0.25, \-2\ln(0.15) & \approx 3.91, \-2\ln(0.13) & \approx 4.32, \-2\ln(0.06) & \approx 5.64.\end{align*}\)
03

Sum Chi-Square Values

Add all the computed values together to get the combined chi-square statistic. Thus, the sum is:\(4.32 + 5.14 + 0.14 + 7.60 + 9.21 + 5.99 + 0.25 + 3.91 + 4.32 + 5.64 = 46.52\)
04

Determine Degrees of Freedom

The degrees of freedom for Fisher's combined test is twice the number of tests (since each \(-2\ln(p_i)\) is approximately chi-squared with 2 degrees of freedom). For 10 tests, the total degrees of freedom is \(10 \times 2 = 20\).
05

Compare with Chi-Square Distribution

Using a chi-squared distribution table or calculator, find the P-value for the combined chi-square statistic, 46.52, with 20 degrees of freedom.
06

Draw Conclusion

If the combined P-value is below a significance level like 0.05, we reject the null hypothesis. Check if 46.52 exceeds the critical value (or check the P-value directly). Here, 46.52 results in a P-value much less than 0.05, suggesting rejecting the null hypothesis of all tests combined.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Hypothesis Testing
Hypothesis testing is a method used to make decisions or inferences about population parameters based on sample data. It usually involves two hypotheses: the null hypothesis (\( H_0 \)) and the alternative hypothesis (\( H_1 \)). The null hypothesis represents a statement of no effect or no difference, and it's what researchers typically try to disprove. The alternative hypothesis, on the other hand, represents the effect or difference that the researcher wants to prove.
  • Step 1 involves stating these hypotheses. For example, if you're comparing the mean of a sample to a known value, you might declare \( H_0: \mu = \mu_0 \) and \( H_1: \mu eq \mu_0 \).
  • Then, you collect data and perform a statistical test that calculates a test statistic.
  • Finally, determine whether the test statistic falls in the rejection region for the null hypothesis by using a significance level (commonly \( \alpha = 0.05 \) or \( \alpha = 0.01 \)).
The goal is to quantitatively determine if there is enough evidence to reject the null hypothesis in favor of the alternative.
Chi-squared Distribution
The chi-squared distribution is a continuous probability distribution that is widely used in hypothesis testing to determine goodness-of-fit, test independence, and to combine probabilities from different tests as in Fisher’s method. The shape of the chi-squared distribution depends on the degrees of freedom, and it is skewed to the right.
  • The goodness-of-fit test uses the chi-squared distribution to see how well a sample fits the expected distribution.
  • In hypothesis testing, the chi-squared statistic is often calculated by comparing observed data with data expected under the null hypothesis.
  • For combining P-values, as in Fisher's method, we calculate the statistic \(-2 \ln(p_i)\) for each P-value and sum these values.
Understanding the chi-squared distribution is essential as it helps in comparing the combined statistics to a critical value from statistical tables to see if the null hypothesis can be rejected.
P-value
The P-value is a crucial concept in hypothesis testing. It helps determine the strength of the results of a test. The P-value represents the probability of observing test results at least as extreme as the ones observed, assuming that the null hypothesis is true.
  • A small P-value, typically less than \( 0.05 \), indicates strong evidence against the null hypothesis and suggests that you should reject \( H_0 \).
  • Conversely, a large P-value suggests that the observed data is consistent with the null hypothesis, so you would fail to reject \( H_0 \).
  • P-values from independent tests can be combined using Fisher's method to evaluate multiple hypotheses simultaneously.
The interpretation of P-values is key to hypothesis testing as it directly influences the statistical decision-making process.
Degrees of Freedom
Degrees of freedom (df) are fundamental in statistics, serving as the number of values in the final calculation of a statistic that are free to vary. In the context of hypothesis testing and specifically the chi-squared distribution, the degrees of freedom determine the exact shape of the chi-squared distribution.
  • When combining P-values using Fisher's method, the degrees of freedom for the combined test statistic is twice the number of tests, because each individual test contributes 2 degrees of freedom.
  • For example, if you have 10 tests, the combined degrees of freedom would be \( 10 \times 2 = 20 \).
  • Degrees of freedom are crucial because they help you identify the appropriate chi-squared distribution curve from which to compare your test statistic.
A proper understanding of degrees of freedom allows for correct interpretation of statistical tests, ensuring that decisions made based upon them are sound.

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Most popular questions from this chapter

The life in hours of a battery is known to be approximately normally distributed with standard deviation \(\sigma=1.25\) hours. A random sample of 10 batteries has a mean life of \(\bar{x}=40.5\) hours. (a) Is there evidence to support the claim that battery life exceeds 40 hours? Use \(\alpha=0.05 .\) (b) What is the \(P\) -value for the test in part (a)? (c) What is the \(\beta\) -error for the test in part (a) if the true mean life is 42 hours? (d) What sample size would be required to ensure that \(\beta\) does not exceed 0.10 if the true mean life is 44 hours? (e) Explain how you could answer the question in part (a) by calculating an appropriate confidence bound on life.

Exercise \(6-40\) presented data on the concentration of suspended solids in lake water. (a) Test the hypothesis \(H_{0}: \mu=55\) versus \(H_{1}: \mu \neq 55 ;\) use \(\alpha=0.05 .\) Find the \(P\) -value. (b) Check the normality assumption. (c) Compute the power of the test if the true mean concentration is as low as 50 . (d) What sample size would be required to detect a true mean concentration as low as 50 if you wanted the power of the test to be at least \(0.9 ?\)

The mean weight of a package of frozen fish must equal 22 oz. Five independent samples were selected, and the statistical hypotheses about the mean weight were tested. The \(P\) -values that resulted from these tests were \(0.065,0.0924,0.073,0.025,\) and \(0.021 .\) Is there sufficient evidence to conclude that the mean package weight is not equal to 22 oz?

State the null and alternative hypothesis in each case. (a) A hypothesis test will be used to potentially provide evidence that the population mean is more than \(10 .\) (b) A hypothesis test will be used to potentially provide evidence that the population mean is not equal to 7 . (c) A hypothesis test will be used to potentially provide evidence that the population mean is less than \(5 .\)

Human oral normal body temperature is believed to be \(98.6^{\circ} \mathrm{F},\) but there is evidence that it actually should be \(98.2^{\circ} \mathrm{F}\) [Mackowiak, Wasserman, Steven and Levine, JAMA (1992, Vol. \(268(12),\) pp. \(1578-1580)] .\) From a sample of 52 healthy adults, the mean oral temperature was 98.285 with a standard deviation of 0.625 degrees. (a) What are the null and alternative hypotheses? (b) Test the null hypothesis at \(\alpha=0.05\). (c) How does a \(95 \%\) confidence interval answer the same question?

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