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Chapter 14-1. Summary for Statistical Test 

Higher category: 【Statistics】 Chapter 14. Statistcal Test 


1. reference

2. Xi ~ N(μ, σ2), σ2 is known

3. Xi ~ N(μ, σ2), σ2 is unknown

4. Xi ~ N(μ, σ2), μ is known

5. Xi ~ N(μ, σ2), μ is unknown

6. Xi ~ N(μx, σx2) (i = 1, ···, n), Yj ~ N(μy, σy2) (j = 1, ···, m), σx2, σy2 is known

7. Xi ~ N(μx, σ2) (i = 1, ···, n), Yj ~ N(μy, σ2) (j = 1, ···, m), σ2 is unknown



1. reference

⑴ when X ~ N(0, 1) : P( x ∈ [zα, ∞) ) = α

⑵ when X ~ χ2(n) : P( x ∈ [χ2(n)α, ∞) ) = α

⑶ when X ~ T(n) : P( x ∈ [t(n)α, ∞) ) = α 



2. Xi ~ N(μ, σ2 ),    σ2 is known 

⑴ H0 : μ = μ0,    H1 : μ ≠ μ0    (significance level : α)


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⑵ H0 : μ = μ0,    H1 : μ > μ0    (significance level : α)


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⑶ H0 : μ = μ0,    H1 : μ < μ0    (significance level: α)


drawing



3. Xi ~ N(μ, σ2),    σ2 is unknown

⑴ H0 : μ = μ0,    H1 : μ ≠ μ0    (significance level: α)


drawing

⑵ H0 : μ = μ0,    H1 : μ > μ0    (significance level: α)


drawing

⑶ H0 : μ = μ0,    H1 : μ < μ0    (significance level: α)


drawing



4. Xi ~ N(μ, σ2),    μ is known

⑴ H0 : σ2 = σ02,    H1 : σ2 ≠ σ02    (significance level: α)


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⑵ H0 : σ2 = σ02,    H1 : σ2 > σ02    (significance level: α)


drawing

⑶ H0 : σ2 = σ02,    H1 : σ2 < σ02    (significance level: α)


drawing



5. Xi ~ N(μ, σ2),    μ is unknown

⑴ H0 : σ2 = σ02,    H1 : σ2 ≠ σ02    (significance level: α)


drawing

⑵ H0 : σ2 = σ02,    H1 : σ2 > σ02    (significance level: α)


drawing

⑶ H0 : σ2 = σ02,    H1 : σ2 < σ02    (significance level: α)


drawing



6. Xi ~ N(μx, σx2) (i = 1, ···, n),    Yj ~ N(μy, σy2) (j = 1, ···, m),    σx2, σy2 is known 

⑴ H0 : μx = μy = μ,    H1 : μx ≠ μy    (significance level: α)


drawing

⑵ H0 : μx = μy = μ,    H1 : μx > μy    (significance level: α)


drawing

⑶ H0 : μx = μy = μ,    H1 : μx < μy    (significance level: α)


drawing



7. Xi ~ N(μx, σ2) (i = 1, ···, n),    Yj ~ N(μy, σ2) )(j = 1, ···, m),    σ2 is unknown

⑴ H0 : μx = μy = μ,    H1 : μx ≠ μy    (significance level: α)


drawing

⑵ H0 : μx = μy = μ,    H1 : μx > μy    (significance level: α)


drawing

⑶ H0 : μx</sub = μy = μ,    H1 : μx < μy    (significance level: α)


drawing



Input : 2019.07.24 20:59

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