MATH 1202 Lecture Notes - Lecture 3: Type I And Type Ii Errors, Null Hypothesis, Test Statistic

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H0) is to be based: a rejection region, the set of all test statistic values for which h0 will be rejected. The null hypothesis will then be rejected if and only if the observed or computed test statistic value falls in the rejection region: a type i error consists of rejecting the null hypothesis. A type ii error involves not rejecting h0 when it is false. Case i: a normal population with known : null hypothesis: h0 : = 0. If alternative hypothesis ha : < 0 (lower-tailed test), then type ii error probability ( ) for a level. Test is 1 (cid:16) z + 0 . If alternative hypothesis ha : 6= 0 (two-tailed test), then type ii error probability ( ) for a level. / n(cid:17). where (z) = the standard normal cdf: the sample size n for which a level test also has. ( ) = at the alternative value is n = .

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