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AI HL · 13.4

Hypothesis Testing

13.4.21

Exam question: sums of normals, a test for a mean and Type II error

13.4.21

Exam question: sums of normals, a test for a mean and Type II error

Target: I can find normal probabilities for one item and for two independent items, and for the sum of two independent normal variables. (+4 more)

By the end of this section

Key points

Reading a long exam question

  • Each part uses the one before it. Write the distribution before every calculator step: X ~ N(…), T ~ N(…), then \(\bar X \sim N(…)\).
  • Two independent items both above a value: multiply the two probabilities. A total of two items: add the means and add the variances.
  • Hypotheses for a one-tailed test: H0: μ = μ0 and H1: μ > μ0 (or <). The number μ0 must appear in both, and μ must be named.

Critical region and the true distribution

  • Critical region: use H0 and σ/√n. For an increase, \(\bar X >\) the inverse normal with area 1 − α.
  • A percentage change multiplies the mean and the standard deviation by the same factor. It multiplies the variance by the factor squared.
  • P(Type II error) uses the new (true) mean and the new standard deviation divided by √n, and the area on the non-rejection side of the critical value.

On the calculator

Normal cdf and inverse normal

  • Normal cdf for a probability from bounds, mean and standard deviation. Inverse normal for a value from an area on the left.
  • For a sample mean the standard deviation is σ/√n.

Screenshot and video to come

Worked examples

Problems like the ones in class. Pick one, try it, then open the working.
One fillet and two fillets

The mass, X grams, of a fish fillet from a fishmonger is normally distributed with mean 180 and standard deviation 9. (a) Find the probability that one fillet has a mass greater than 190 g. (b) Two fillets are chosen at random. Find the probability that both have a mass greater than 190 g.

Working
  1. One fillet

    From the calculator: normal cdf, lower bound 190, upper bound 1E99, mean 180, standard deviation 9: 0.133 P(X > 190) = 0.133

    Normal cdf with lower bound 190 and no upper bound.

  2. Two fillets

    Two independent items, both above 190: multiply. P(both) = 0.1333² = 0.0178

    The fillets are independent, so P(both) = P(first) × P(second).

Video walkthrough coming
The total of two fillets

The mass, X grams, of a fish fillet from a fishmonger is normally distributed with mean 180 and standard deviation 9. Two fillets are chosen at random. Find the probability that their total mass is greater than 385 g.

Working
  1. Mean of the total

    E(X₁ + X₂) = 180 + 180 = 360

    Means add.

  2. Variance of the total

    Var(X₁ + X₂) = 9² + 9² = 162, so standard deviation = 12.73

    Variances add for independent variables. Standard deviations do not.

  3. Probability

    From the calculator: normal cdf, lower bound 385, upper bound 1E99, mean 360, standard deviation 12.73: 0.0248

    T ~ N(360, 162).

Video walkthrough coming
Hypotheses and critical region

A fishmonger changes the feed of his fish. He thinks the mean mass of a fillet has increased. The standard deviation stays 9 g and the old mean was 180 g. He takes a random sample of 25 fillets and tests at the 1% significance level. (a) State the null and alternative hypotheses. (b) Find the critical region for the sample mean.

Working
  1. Hypotheses

    H0: μ = 180, H1: μ > 180

    H1 is one-tailed because he thinks the mean has increased. The value 180 must appear in both.

  2. Distribution under H0

    \(\bar X \sim N(180, 9^2/25)\), standard deviation 9/√25 = 1.80

    Divide σ by √n for the sample mean.

  3. Critical value

    From the calculator: inverse normal, area 0.99, mean 180, standard deviation 1.80: 184

    1% of sample means lie above this value when H0 is true.

  4. Critical region

    \(\bar X > 184\)

    Write it as an inequality for the sample mean.

Video walkthrough coming
Scale change and Type II error

The new feed makes the mass of every fillet 3% greater than it would have been. The test above is carried out with the critical region \(\bar X > 184\), and the sample is of 25 fillets. (a) Find the mean and standard deviation of the new distribution of masses. (b) Find the probability of a Type II error. Use the unrounded critical value.

Working
  1. New mean

    A 3% increase multiplies by 1.03: \(W = 1.03X\) E(W) = 1.03 × 180 = 185.4

    A percentage increase multiplies the mean.

  2. New standard deviation

    SD(W) = 1.03 × 9 = 9.27

    The standard deviation is multiplied by 1.03 too. The variance is multiplied by 1.03².

  3. True distribution

    \(\bar X \sim N(185.4, 9.27^2/25)\), standard deviation 1.85

    Use the new distribution to find a Type II error.

  4. Probability

    Type II error: \(\bar X < 184.187\) From the calculator: normal cdf, lower bound −1E99, upper bound 184.187 (the unrounded critical value), mean 185.4, standard deviation 1.85: 0.257

    Not rejecting H0 is the area below the critical value on the new curve.

  5. Answer

    P(Type II error) = 0.257

    The test misses a 3% rise about a quarter of the time.

Video walkthrough coming