Testing a Claim about a Mean Using a Large Sample: Secrets

In this post, we will learn about “Testing a claim about a Mean” using a Large sample. Before going to the main topic, we need to understand some related basics.

Hypothesis Testing

When a hypothesis test involves a claim about a population parameter (in our case mean/average), we draw a representative sample from the target population and compute the sample mean to test the claim about population. If the sample drawn is large enough ($n\ge 30$), then the Central Limit Theorem (CLT) applies, and the distribution of the sample mean is assumed to be approximately normal, that is we have $\mu_{\overline{x}} = \mu$ and $\sigma_{\overline{x}} = \frac{\sigma}{\sqrt{n}} \approx \frac{s}{\sqrt{c}}$.

Hypothesis Testing: Testing a Claim about a Mean Using a Large Sample

Testing a Claim about a Mean

It is worth noting that $s$ and $n$ are known from the sample data, and we have a good estimate of $\sigma_{\overline{x}}$ but the population mean $\mu$ is not known to us. The $\mu$ is the parameter that we are testing a claim about a mean. To have a value for $\mu$, we will always assume that the null hypothesis is true in any hypothesis test.

It is also worth noting that the null hypothesis must be of one of the following types:

  • $H_0:\mu = \mu_o$
  • $H_0:\mu \ge \mu_0$
  • $H_0:\mu \le \mu_0$

where $\mu_0$ is a constant, and we will always assume that the purpose of our test is that $\mu=mu_0$.

Standardized Test Statistic

To determine whether to reject or not reject the null hypothesis, we have two methods namely (i) a standardized value and (ii) a p-value. In both cases, it will be more convenient to convert the sample mean $\overline{x}$ to a Z-score called the standardized test statistic/score.

Since, we assumed that $\mu=\mu_0$, and we have $\mu_{\overline{x}} =\mu_0$, then the standardized statistic is:

$$Z = \frac{\overline{x} – \mu _{\overline{x}}} {\sigma_{\overline{x}} } = \frac{\overline{x} – \mu _{\overline{x}}} {\frac{s}{\sqrt{n}} }$$

As long as $\mu=\mu_0$ is assumed, the distribution standardized test statistics $Z$ is Standard Normal Distribution.

Example: Testing a Claim about an Average/ Mean

Suppose the average body temperature of a healthy person is less than the commonly accepted temperature of $98.6^{o}F$. Assume that a sample of 60 healthy persons is drawn. The average temperature of these 60 persons is $\overline{x}=98.2^oF$ and the sample standard deviation is $s=1.1^oF$.

The hypothesis of the above statement/claim would be

$H_0:\mu\ge 98.6$
$H_1:\mu < 98.6$

Note that from the alternative hypothesis, we have a left-tailed test with $\mu_0=98.6$.

Based on our sample data, the standardized test statistic is

\begin{align*}
Z &= \frac{\overline{x} – \mu _{\overline{x} } } {\frac{s}{\sqrt{n} } }\\
&=\frac{98.2 – 98.6}{\frac{1.1}{\sqrt{60}}} \approx -2.82
\end{align*}

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Random Variable in Statistics: A Quick Review Notes (2024)

Introduction to a Random Variable in Statistics

A random variable in statistics is a variable whose value depends on the outcome of a probability experiment. As in algebra, random variables are represented by letters such as $X$, $Y$, and $Z$. A random variable in statistics is a variable whose value is determined by chance. A random variable is a function that maps outcomes to numbers. Read more about random variables in Statistics: Random Variable.

Random Variable in Statistics: Some Examples

  • T = the number of tails when a coin is flipped 3 times.
  • s = the sum of the values showing when two dice are rolled.
  • h = the height of a woman chosen at random from a group.
  • V = the liquid volume of soda in a can marked 12 oz.
  • W = The weight of an infant chosen at random in a hospital.

Key Characteristics of a Random Variable

  • Randomness: The value of a random variable is determined by chance.
  • Numerical: It assigns numbers to outcomes.
  • Function: It is technically a function that maps outcomes to numbers.

Types of Random Variables

There are two basic types of random variables.

Discrete Random Variables: A discrete random variable can take on only a countable number of values. It can have a finite or countable number of possible values.

Continuous Random Variables: A continuous random variable Can take on any value within a specified interval. It can take on any value in some interval.

Examples of Discrete and Continuous Random Variables

• The variables $T$ and $s$ from above are discrete random variables
• The variables $h$, $V$, and $W$ from above are continuous random variables.

Random variable in statistics

Importance of Random Variables in Statistics

Random variables are fundamental to statistics. Random variables allow us to:

  • Use mathematical tools to analyze uncertain events.
  • Model the real-world phenomena.
  • Calculate probabilities of events.
  • Compute expected values and variances.
  • Make statistical inferences.

Random variables form the basis for probability distributions and are fundamental to statistical inference. Random variables provide a bridge between the real world of uncertainty and the mathematical world of probability.

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WHAT STATISTICAL TEST IS APPROPRIATE? Secrets

What Statistical Test is Appropriate?

The following is the outline of the factors relevant to the choice of statistical tests and a set of three charts that may be used to guide your selection of a test.

Choosing the right statistical test depends on

  • Nature of the data
  • Sample characteristics
  • Inferences to be made

A consideration of the nature of data includes

  • Number of variables
    • Not for the entire study, but for the specific question at hand
  • Type of data
    • Numerical, continuous
    • Dichotomous, categorical information
    • Rank-order or ordinal

A consideration of the sample characteristics includes

  • Number of groups
  • Sample type
    • Normal distribution (parametric) or not (non-parametric)
    • Independent or dependent 

A consideration of the inferences to be made includes

  • Data represent the population
  • The group means are different
  • There is a relationship between variables 

Before choosing a statistical test, ask

  • How many variables?
  • How many groups?
  • Is the distribution of data normal?
  • Are the samples (groups) independent?
  • What is your hypothesis or research question?
  • Is the data continuous, ordinal, or categorical?
  • In situations where one variable is studied, the chart below may guide your selection of statistical tests.
WHAT STATISTICAL TEST IS APPROPRIATE? How many variables

In situations where two variables are studied, the chart below may guide your selection of statistical tests.

WHAT STATISTICAL TEST IS APPROPRIATE? Two variables under study

In situations where three or more variables are studied, the chart below may guide your selection of statistical tests.

WHAT STATISTICAL TEST IS APPROPRIATE? More than two variables

In summary,

  • Statistical significance indicates the probability that results were chance findings
  • The choice of a statistical test depends on the data, sample characteristics, and research question

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One Factor Design: A Comprehensive Guide

One Factor Design: An Introduction

A one factor design (also known as a one-way ANOVA) is a statistical method used to determine if there are significant differences between the means of multiple groups. In this design, there is one independent variable (factor) with multiple levels or categories.

Suppose $y_{ij}$ is the response is the $i$th treatment for the $j$th experimental unit, where $i=1,2,\cdots, I$. The statistical model for a completely randomized one-factor design that leads to a One-Way ANOVA is

$$y_{ij} = \mu_i + e_{ij}$$

where $\mu_i$ is the unknown (population) mean for all potential responses to the $i$th treatment, and $e_{ij}$ is the error (deviation of the response from population mean).

The responses within and across treatments are assumed to be independent and normally distributed random variables with constant variance.

One Factor Design’s Statistical Model

Let $\mu = \frac{1}{I} \sum \limits_{i} \mu_i$ be the grand mean or average of the population means. Let $\alpha_i=\mu_i-\mu$ be the $i$th group treatment effect. The treatment effects are constrained to add to zero ($\alpha_1+\alpha_2+\cdots+\alpha_I=0$) and measure the difference between the treatment population means and the grand mean.

Therefore the one way ANOVA model is $$y{ij} = \mu + \alpha_i + e_{ij}$$

$$Response = \text{Grand Mean} + \text{Treatment Effect} + \text{Residuals}$$

From this model, the hypothesis of interest is whether the population means are equal:

$$H_0:\mu_1=\mu_2= \cdots = \mu_I$$

The hypothesis is equivalent to $H_0:\alpha_1 = \alpha_2 =\cdots = \alpha_I=0$. If $H_0$ is true, then the one-way ANOVA model is

$$ y_{ij} = \mu + e_{ij}$$ where $\mu$ is the common population mean.

One Factor Design Example

Let’s say you want to compare the average test scores of students from three different teaching methods (Method $A$, Method $B$, and Method $C$).

  • Independent variable: Teaching method (with three levels: $A, B, C$)
  • Dependent variable: Test scores

When to Use a One Factor Design

  • Comparing means of multiple groups: When one wants to determine if there are significant differences in the mean of a dependent variable across different groups or levels of a factor.
  • Exploring the effect of a categorical variable: When one wants to investigate how a categorical variable influences a continuous outcome.

Assumptions of One-Factor ANOVA

  • Normality: The data within each group should be normally distributed.
  • Homogeneity of variance (Equality of Variances): The variances of the populations from which the samples are drawn should be equal.
  • Independence: The observations within each group should be independent of each other.

When to Use One Factor Design

  • When one wants to compare the means of multiple groups.
  • When the independent variable has at least three levels.
  • When the dependent variable is continuous (e.g., numerical).

Note that

If The Null hypothesis is rejected, one can perform post-hoc tests (for example, Tukey’s HSD, Bonferroni) to determine which specific groups differ significantly from each other.

One Factor Design, Design of Experiments

Remember: While one-factor designs are useful for comparing multiple groups, they cannot establish causation.

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