One Sample Hypothesis Test (t-test)

Introduction: One Sample Hypothesis Test

In this post, I will discuss One Sample Hypothesis Test (One Sample t-test). When testing a claim about the mean using sample data with a small number of observations (i.e., sample size), the appropriate t-distribution instead of the standard normal distribution should be used to determine the standardized test statistic, critical values, rejection region, and p-values.

Recall that if the sample of values drawn follows the normal distribution, the sample size (number of observations in the sample) is less than 30, and the population standard deviation is unknown, then the random variable

$$t=\frac{\overline{x} – \mu}{\frac{s}{\sqrt{n}}}$$

has the Student’s t-distribution with $n-1$ degrees of freedom.

The procedure of locating the rejection regions for a t-distribution hypotheses test is the same as for the normal distribution tests, however, the critical values will differ. To find the critical value(s) $t_0$ for a test, determine if the test is one-tailed or two-tailed and the significance level ($\alpha$). The critical values can be found in the t-distribution table by looking up the entry in the column giving the level of significance and the row showing the degrees of freedom.

Note that:

  • For a right-tailed test, $t_0$ is the positive value in the table
  • For a left-tailed test, $t_0$ is the negative of the value in the table
  • For a two-tailed test, there are two critical values $t_0$ both the value and its opposite.
One Sample Hypothesis Testing-Tails-Critical-Region

Assumptions of the One Sample Hypothesis Test (t-test)

  • Independence: Observations in the sample should be independent of each other.
  • Normality: The population from which the sample is drawn should be normally distributed. However, the t-test is relatively robust to violations of normality, especially for larger sample sizes.
  • Random Sampling: The sample should be a random sample from the population.

One Sample Hypothesis Test for Mean

Example 1: SAT Math scores are normally distributed. A sample of SAT Math scores for 16 students has an average score of 522.8 with a sample standard deviation of 154.5. Suppose, one wishes to support the claim that the average SAT Math score exceeds 500 using a level of significance of 0.05.

Solution

Step 1: The null and alternative hypotheses test in this case are

$H_0: \mu \le 500$ vs $H_1: \mu > 500$

From the alternative hypothesis, the test is right-hand-tailed with $\mu_0=500$.

Step 2: Level of Significance is 5% = 0.05

Step 3: Critical Value

Using the t-distribution table with one Tail, 5% level of significance, and $n-1=16-1=15$ degrees of freedom, the critical value is $t_0=1.753$. The rejection region is thus $t\ge 1.7535$.

Step 4: Test Statistics

The standardized test statistic is

\begin{align*}
t&=\frac{\overline{X} – \mu_0 }{\frac{s}{\sqrt{n}}}\\
&= \frac{522.8 – 500}{\frac{154.5}{\sqrt{16}}}\\
&= \frac{22.8}{38.625} = 0.59
\end{align*}

Step 5: Interpretation of One Sample Mean Test

Since the standardized test statistic is not in the region of rejection, therefore, one should not reject $H_0$ and so the sample data is not sufficient to support the claim that the average exceeds 500 at the 0.05 level of significance.

Example 2: A biologist measures the weights of anesthetized female grizzly bears during winter. A sample of 14 bears is found to have an average weight of $\overline{X} = 376.6$lbs. with a sample standard deviation of $s=32.5$lbs. Is there sufficient evidence to support the claim that the average weight of all female bears in the area is less than 400 lbs? Use $\alpha=0.01$ level of significance.

Solution:

Step 1: The null and alternative hypotheses in this case

$H_0:\mu \ge 400$ vs $H_1:\mu < 400$

From the alternative hypothesis, the test is left-hand-tailed with $\mu_0=400$.

Step 2: Level of Significance is 1% = 0.01

Step 3: Critical Value

Using the Student’s t-distribution table with one tail, the level of significance $\alpha = 0.01$, and $n-1=14-1=13$ degrees of freedom, the critical value $t_0=-2.650$. The region of rejection is thus $t\le -2.650$.

Step 4: The Test Statistics is

\begin{align*}
t&=\frac{\overline{X} – \mu_0 }{\frac{s}{\sqrt{n}}}\\
&= \frac{376.6 – 400}{\frac{32.5}{\sqrt{14}}}\\
&= \frac{-23.4}{8.686} = -2.694
\end{align*}

Since the standardized test statistic is in the rejection region, one should reject the null hypothesis ($H_0$), which supports the claim that the average bear weight is less than 400 lbs.

Statistics Help, One sample Hypothesis Test

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MCQs Probability Quiz Online 11

The post is about Probability Quiz Online. There are 20 multiple-choice questions covering topics related to events and types of events, laws of probability, dependent and independent events, sample space, and probabilities related to coins, dice, and standard deck of cards. Let us start with Probability Quiz Online.

Online Multiple Choice Questions about Probability

1. If $P(A \cap B) = \phi$ then $P(A \cup B)=$ ————-.

 
 
 
 

2. The probability of drawing a diamond card from a pack of 52 cards is

 
 
 
 

3. For two mutually exclusive events $A$ and $B$, $P(A) = 0.3$ and $P(B)=0.5$ then $P(A \cup B)$ is

 
 
 
 

4. When an event is certain to occur, its probability is

 
 
 
 

5. If $A$ and $B$ are not mutually exclusive events then $P(A\cup B)=$

 
 
 
 

6. The probability of drawing a ball at random from the box is

 
 
 
 

7. If three coins are tossed, the all possible cases are

 
 
 
 

8. The probability of drawing a picture card from a pack of 52 cards is

 
 
 
 

9. If $A$ and $B$ are independent events then $P(A\cap B)=$

 
 
 
 

10. If $A$ and $B$ are mutually exclusive events then $P(A \cup B)=$

 
 
 
 

11. Baye’s Theorem

 
 
 
 

12. If $A$ and $B$ are dependent events then $P(A \cap B) =$

 
 
 
 

13. A fair dice is rolled twice, and the probability of getting a sum 8 is

 
 
 
 

14. If $P(B|A)=0.30$ and $P(A \cap B)=0.12$ then $P(A)$ is

 
 
 
 

15. The term “Sample Space$ is used for

 
 
 
 

16. The probability of a sample space is equal to

 
 
 
 

17. If a fair dice is rolled, the sample space is

 
 
 
 

18. When the occurrence of an event does affect the probability of the occurrence of another event it is called

 
 
 
 

19. The probability of the occurrence of the event ‘$A$’ is $P(A)=$

 
 
 
 

20. The probability of an event $A$ lies between

 
 
 
 

MCQs Probability Quiz Online with Answers

MCQs Probability Quiz Online

  • The probability of the occurrence of the event ‘$A$’ is $P(A)=$
  • When the occurrence of an event does affect the probability of the occurrence of another event it is called
  • The probability of a sample space is equal to
  • If three coins are tossed, the all possible cases are
  • If a fair dice is rolled, the sample space is
  • A fair dice is rolled twice, and the probability of getting a sum 8 is
  • If $A$ and $B$ are mutually exclusive events then $P(A \cup B)=$
  • If $A$ and $B$ are not mutually exclusive events then $P(A\cup B)=$
  • If $A$ and $B$ are independent events then $P(A\cap B)=$
  • If $A$ and $B$ are dependent events then $P(A \cap B) =$
  • The probability of drawing a picture card from a pack of 52 cards is
  • The probability of drawing a diamond card from a pack of 52 cards is
  • The probability of drawing a ball at random from the box is
  • For two mutually exclusive events $A$ and $B$, $P(A) = 0.3$ and $P(B)=0.5$ then $P(A \cup B)$ is
  • If $P(B|A)=0.30$ and $P(A \cap B)=0.12$ then $P(A)$ is
  • The probability of an event $A$ lies between
  • If $P(A \cap B) = \phi$ then $P(A \cup B)=$ ————-.
  • When an event is certain to occur, its probability is
  • Baye’s Theorem
  • The term “Sample Space” is used for
MCQs Probability Quiz Online

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A Quick Overview of Probability

The post is a quick overview of probability. Probability theory is a branch of mathematics that deals with the occurrence of random events. It provides a framework for quantifying uncertainty and making predictions based on available information.

Overview of Probability

The probability can be classified into two points of view:

Objective probability requires a computational formula, while subject probability can be derived from experience, judgment, or previous knowledge about the event. In this post, I will focus on an overview of probability and the Laws of Probability.

Objective Probability

The objective probability has the following definitions

Classical and a Priori Definition

$$P(A) = \frac{\text{Number of sample points in the event based on the favorable events}}{\text{Number of sample points in the sample space}} = \frac{m}{n} = \frac{n(A)}{n(S)}$$

The Relative Frequency or a Posteriori Definition

$$P(A) = \lim\limits_{n\rightarrow \infty} \frac{m}{n}$$

This definition assumes that as $n$ increases to infinity, $\frac{m}{n}$ becomes stable.

When we experiment with the same condition many times, the probability of favourable event becomes stable. For example, if we toss a coin 10 times, then 100 times, then 1000 times, then 10,000 times, then 100,000 times, then 1000,000, and so on. We are also interested in the various numbers of heads that occur. Let $H$ (occurrence of head) be our favorable event, and the probability of a favorable event is called the probability of success. Then the definition said that there are approximately 50% heads in one million tosses. This definition is also called the empirical or statistical definition of probability. that is more useful in practical problems. In practical problems, we find the winning percentage of a team.

The axiomatic Definition of Probability

An axiom is a statement, about any phenomenon, which is used to find real-world problems.

The axiomatic definition of probability states that if a sample space $S$ with sample points $E_1, E_2, \cdots, E_n$, then a real number is assigned to each sample point denoted by $P(E_i)$, should satisfy the following conditions:

  • for any event ($E_i$), $0< P(E_i) <1$
  • $P(S) = 1$, sure event
  • If $A$ and $B$ are two mutually exclusive events, then $P(A\cup B) = P(A) + P(B)$

Laws of Probability

For computing the probability of two or more events, the following laws of probability may be used.

Law of Addition

  • For mutually exclusive events: $P(A\cup B) = P(A) + P(B)$
  • For non-mutually exclusive events: $P(A\cup B) = P(A) + P(B) – P(A\cap B)$

If $A$, $B$, and $C$ are three events in a sample space $S$, then

$P(A\cup B \cup C) = P(A) + P(B) + P(C) – P(A \cap B) – P(B\cap C) – P(A \cap C)$

Law of Multiplication

For independent events $A$ and $B$: $P(A \text{ and } B) = P(A) \times P(B)$

For dependent events $A$ and $B$: $P(A \text { and } B) = P(A) \times P(B|A)$ (where $P(B|A)$ is the conditional probability of $B$ given $A$)

Law of Complementation

If $A$ is an event and $A’$ is the complement of that event, then

$P(A’) = 1-P(A)$, Note that $P(A) + P(A’) = 1$

Probability of sub-event

If $A$ and $B$ are two events in such a way that $A \subset B$, then $P(A) \le P(B)$

If $A$ and $B$ are any two events defined in a sample space $S$, then

$P(A\cap B’) = P(A) – P(A\cap B)$

Conditional Probability

$P(A|B) = \frac{P(A\cap B}{P(B)}$ or $P(B|A) = \frac{P(A\cap B}{P(A)}$.

Example of Conditional Probability

If we throw a die, what is the probability of 6? That is, $\frac{1}{6}$. What is the probability of 6 given that all are even numbers?

When a die is rolled, the sample space is $S=\{1, 2, 3, 4, 5, 6\}$. Let denote the even numbers by $B$, that is, $B=\{2, 4, 6\}$

$P(A|B) = \frac{1}{3}$

Law of Total Probability

If events $B_1, B_2, \cdots, B_n$ are mutually exclusive and exhaustive events, then for any event $A$: $P(A) = P(A|B_1) \times P(B_1) + P(A|B_2) * P(B_2) + \cdots + P(A|B_n) \times P(B_n)$

Bays’s theorem

Bays’ there is used to update probabilities based on new information.

If $A_1, A_2, \cdots, A_k$ are many events in a sample space.

$P(A_i|B) = \frac{P(A_i) P(B|A_i)}{\Sigma P(A)_i P(B|A_i)}, \text{ for } i, 1, 2, 3, \cdots, k$

Quick Overview of Probability

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