Chapter 9: Problem 134
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
Step by step solution
Understand Fisher's Procedure
Calculate Chi-Square Statistic
Sum Chi-Square Values
Determine Degrees of Freedom
Compare with Chi-Square Distribution
Draw Conclusion
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Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Hypothesis Testing
- 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 \( \alpha = 0.01 \)).
Chi-squared Distribution
- 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.
P-value
- 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.
Degrees of Freedom
- 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.