In: Statistics and Probability
Fill in the blank. A critical? value, z Subscript alpha z??, denotes the? _______. A critical? value, z Subscript alpha z??, denotes the ?
A critical value Z ? is a point on the curve of the sampling distribution of the test statistic under the null hypothesis beyond which the null hypothesis is rejected at ? % level of significance.
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Suppose X~Normal(m,sigma2)
we have a random sample X1,X2,...,Xn of size n
where sigma is unknown
we are to test the null hypothesis
H 0: m=m1
Against the alternative hypothesis
H1: m not equal to m1
The test statistic is given by T=[ (xbar-m1)]/[(s/sqrt(n))]
where xbar= sample mean
we estimate sigma by sample variance s
Which under H0 follows t distribution with degrees of freedom (n-1)
We reject H0 against H1 at ? % level of significance if observed value of
|T | > t?/2;(n-1)
where t?/2;(n-1) is upper (?/2) point of t(n-1)distribution.
here t?/2;(n-1) is the critical value of the testing problem.
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