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Show that for any \(\Delta>0\), when the population distribution is normal and \(\sigma\) is known, the two-tailed test satisfies \(\beta\left(\mu_{0}-\Delta\right)=\beta\left(\mu_{0}+\Delta\right)\), so that \(\beta\left(\mu^{\prime}\right)\) is symmetric about \(\mu_{0}\).

Short Answer

Expert verified
The power function \( \beta(\mu') \) is symmetric about \( \mu_0 \).

Step by step solution

01

Identify Key Elements

Identify the main elements of the hypothesis testing problem. The null hypothesis value is given as \( \mu_0 \). The alternatives for the two-tailed test are \( \mu'_1 = \mu_0 + \Delta \) and \( \mu'_2 = \mu_0 - \Delta \). The goal is to show symmetry in the power, \( \beta(\mu') \), values for these alternatives.
02

Define Power Function

The power function, \( \beta(\mu') \), gives the probability of correctly rejecting the null hypothesis when the true mean is \( \mu' \). For a two-tailed test with known \( \sigma \) and a normal distribution, it is computed as \( \beta(\mu') = P(|Z| > z_{\alpha/2} | \mu') \), where \( Z \) is the standard normal test statistic conditional on \( \mu' \).
03

Formulate Test Statistic

Formulate the test statistic under the alternative hypothesis: \( Z = \frac{\bar{X} - \mu'}{\sigma/\sqrt{n}} \). Under the alternatives \( \mu'_1 = \mu_0 + \Delta \) and \( \mu'_2 = \mu_0 - \Delta \), we find \( Z_1 \) and \( Z_2 \) respectively as \( Z_1 = \frac{\Delta}{\sigma/\sqrt{n}} \) and \( Z_2 = \frac{-\Delta}{\sigma/\sqrt{n}} \).
04

Compute Power for Both Alternatives

Calculate \( \beta(\mu'_1) \) and \( \beta(\mu'_2) \) using the symmetry of the normal distribution. Since both \( Z_1 \) and \( Z_2 \) are symmetric about zero, we have \( \beta(\mu'_1) = P(|Z| > z_{\alpha/2} | Z_1) = P(|Z| > z_{\alpha/2} | Z_2) = \beta(\mu'_2) \).
05

Conclude Symmetry

Conclude that because \( \beta(\mu_0 + \Delta) = \beta(\mu_0 - \Delta) \) due to the symmetry of the test statistic under the normal distribution, \( \beta(\mu') \) is symmetric about \( \mu_0 \). This completes the proof.

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Key Concepts

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

Two-Tailed Test
A two-tailed test is used to determine if a sample mean is significantly different from a known or hypothesized population mean in either direction. This type of hypothesis test examines both ends or 'tails' of the normal distribution curve. In practice, it is often used when we are interested in deviations that could be higher or lower than a specified value.

For example, imagine you are testing if the average weight of oranges is different from 150 grams. If the weight can be either less than or more than 150 grams, you'd use a two-tailed test.
  • Null Hypothesis (\(H_0\): The sample mean is equal to the population mean.
  • Alternative Hypothesis (\(H_A\)): The sample mean is different from the population mean.
A two-tailed test checks if the observed data can be attributed to random chance or if it is significant enough to reject the null hypothesis in favor of the alternative.Finding significance through a two-tailed test involves checking against critical values from both ends of the normal curve. These critical values depend on the chosen significance level, typically set at 0.05, meaning there is a 5% risk of concluding that a difference exists when there is none.
Power Function
The power function, denoted as \( \beta(\mu') \), represents the probability that a hypothesis test will correctly reject a false null hypothesis. In simple terms, it measures the test's effectiveness in identifying a true positive, assuming that the alternative hypothesis is true.

The power function is crucial when designing tests because we want to minimize errors. It essentially shows how the probability of correctly detecting a true effect (commonly known as statistical power) changes with different true means (\( \mu' \)).
  • High Power: Means there is a higher chance of correctly rejecting the null hypothesis when it is false.
  • Low Power: Means there's a higher risk of mistakenly accepting the null hypothesis as true (Type II error).
In a two-tailed test with a known population standard deviation (\( \sigma \)) and a normal distribution, the power calculates the probability that the test statistic falls beyond critical values (like \(z_{\alpha/2}\)). Striving for a power of 0.8 or higher is standard practice because it reflects a good balance between Type I errors and the power of the test.
Normal Distribution
Normal distribution, often portrayed as a bell-shaped curve, is a common assumption in statistical testing. It describes how the values of a variable are distributed, exhibiting symmetry around the mean.

Characteristics include:
  • The mean, median, and mode are all equal.
  • The shape is symmetric, meaning it mirrors around the center.
  • About 68% of the data falls within one standard deviation from the mean, 95% within two, and 99.7% within three.
In hypothesis testing, the normal distribution assumption allows statisticians to use standard statistics, like the Z-statistic, to determine the probability of observing test results under the null hypothesis. It makes calculations easier and results interpretable. However, achieving this in practice requires a large enough sample size so that the central limit theorem justifies any departure from normality in the population. Understanding normal distribution is fundamental as it underpins many statistical processes and tests, ensuring accurate conclusions from sample data extrapolated to the population.
Test Statistic Symmetry
Test statistic symmetry refers to the property where test statistics are mirrored around a central value, often zero in standard normal distributions. This symmetry indicates that the probability of observing a statistic that far exceeds the critical value in one direction is equal to that in the opposite direction.

In two-tailed tests, this characteristic ensures that both ends or tails of the distribution are equally likely. For instance, when computing the power \(\beta(\mu')\), symmetry arises when both potential values of \(Z\) computed from the deviations, such as \(\pm \Delta\), result in the same probability beyond the critical zone \(z_{\alpha/2}\). This is because the statistical properties remain unchanged if the difference from the mean is positive or negative, respecting the balance around the hypothesized mean.This symmetry is pivotal in tests as it confirms that the process and assumptions are correctly assessing both possible deviations. It directly affects the size of the test, ensuring that the critical regions adequately cover the expected tails, thus maintaining the specified confidence level throughout.

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Most popular questions from this chapter

A random sample of soil specimens was obtained, and the amount of organic matter \((\%)\) in the soil was determined for each specimen, resulting in the accompanying data (from "Engineering Properties of Soil," Soil Science, 1998: 93-102). $$ \begin{array}{llllllll} 1.10 & 5.09 & 0.97 & 1.59 & 4.60 & 0.32 & 0.55 & 1.45 \\ 0.14 & 4.47 & 1.20 & 3.50 & 5.02 & 4.67 & 5.22 & 2.69 \\ 3.98 & 3.17 & 3.03 & 2.21 & 0.69 & 4.47 & 3.31 & 1.17 \\ 0.76 & 1.17 & 1.57 & 2.62 & 1.66 & 2.05 & & \end{array} $$ The values of the sample mean, sample standard deviation, and (estimated) standard error of the mean are \(2.481,1.616\), and \(.295\), respectively. Does this data suggest that the true average percentage of organic matter in such soil is something other than \(3 \%\) ? Carry out a test of the appropriate hypotheses at significance level 10 by first determining the \(P\)-value. Would your conclusion be different if \(\alpha=.05\) had been used? [Note: A normal probability plot of the data shows an acceptable pattern in light of the reasonably large sample size.]

A sample of 50 lenses used in eyeglasses yields a sample mean thickness of \(3.05 \mathrm{~mm}\) and a sample standard deviation of \(.34 \mathrm{~mm}\). The desired true average thickness of such lenses is \(3.20 \mathrm{~mm}\). Does the data strongly suggest that the true average thickness of such lenses is something other than what is desired? Test using \(\alpha=.05\).

For which of the given \(P\)-values would the null hypothesis be rejected when performing a level .05 test? a. \(.001\) b. \(.021\) c. \(.078\) d. \(.047\) e. \(.148\)

For the following pairs of assertions, indicate which do not comply with our rules for setting up hypotheses and why (the subscripts 1 and 2 differentiate between quantities for two different populations or samples): a. \(H_{0}: \mu=100, H_{\mathrm{a}}: \mu>100\) b. \(H_{0}: \sigma=20, H_{\mathrm{a}}: \sigma \leq 20\) c. \(H_{0}: p \neq .25, H_{\mathrm{a}}: p=.25\) d. \(H_{0}: \mu_{1}-\mu_{2}=25, H_{\mathrm{a}}: \mu_{1}-\mu_{2}>100\) e. \(H_{0}: S_{1}^{2}=S_{2}^{2}, H_{\mathrm{a}}: S_{1}^{2} \neq S_{2}^{2}\) f. \(H_{0}: \mu=120, H_{\mathrm{a}}: \mu=150\) g. \(H_{0}: \sigma_{1} / \sigma_{2}=1, H_{\mathrm{a}}: \sigma_{1} / \sigma_{2} \neq 1\) h. \(H_{0}: p_{1}-p_{2}=-.1, H_{\mathrm{a}}: p_{1}-p_{2}<-.1\)

Let \(\mu\) denote the mean reaction time to a certain stimulus. For a large- sample \(z\) test of \(H_{0}: \mu=5\) versus \(H_{\mathrm{a}}: \mu>5\), find the \(P\)-value associated with each of the given values of the \(z\) test statistic. a. \(1.42\) b. \(.90\) c. \(1.96\) d. \(2.48\) e. \(-.11\)

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