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Hypothesis testing

Estimation & hypothesis testing

Japanese school year: Math B

What you learn

You will learn how to set null and alternative hypotheses, calculate test statistics, and determine rejection using significance levels. This method is widely used in comparing product performance and determining scientific significance. Familiarity with the normal distribution and interval estimation will help you master this topic.

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Key points

Use this formula to calculate the test statistic ZZ, which standardizes how far the sample mean Xˉ\bar{X} is from the baseline mean m0m_0. Here, σ\sigma is the population standard deviation and nn is the sample size.

Z=Xˉ−m0σnZ = \frac{\bar{X} - m_0}{\frac{\sigma}{\sqrt{n}}}

Use this formula to calculate the test statistic ZZ, testing how far the sample proportion RR deviates from the baseline proportion p0p_0. Here, nn is the number of surveyed samples.

Z=R−p0p0(1−p0)nZ = \frac{R - p_0}{\sqrt{\frac{p_0(1-p_0)}{n}}}

Use this rejection rule to judge if the difference ∣Z∣|Z| is too large to be just chance at the 5% level. If ∣Z∣|Z| is 1.96 or greater, we conclude the original assumption was incorrect.

∣Z∣≥1.96|Z| \ge 1.96

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