In: Statistics and Probability
Assume that you want to test the hypothesis that the mean weight of the male student population is 160 lbs. If we assume that the standard deviation has a known value of 12 lbs and we want to test with a confidence level of 95%.
a) What sample size should we use if we want one to have a probability of making a type II error of no more than 5% in the test when the actual mean is 163 lbs?
b) If the actual mean is 160 lbs, what is the probability that you conclude that the hypothesis is false?
c) If we want to use a 90% confidence interval to estimate the mean and we determine that the estimation error should not be greater than 3 lbs, what sample size should we use?
d) If we decide to take 49 observations, what will be the probability of making a type II error in case the real mean is 163?
Sol:
a).
true mean , µ = 163
hypothesis mean, µo = 160
significance level, α = 0.05
sample size, n = 208
std dev, σ = 12.0000
δ= µ - µo = 3
std error of mean=σx = σ/√n
= 12/√208
σx = 0.8321
(two tailed test) Zα/2 = ± 1.960
We will fail to reject the null (commit a Type II error) if we get a Z statistic between
-1.960 and 1.960
these Z-critical value corresponds to some X critical values ( X critical), such that
-1.960 ≤(x̄ - µo)/σx≤ 1.960
158.369 ≤ x̄ ≤ 161.631
now, type II error is ,
ß = P ( 158.369 ≤ x̄ ≤ 161.631
Z = (x̄-true mean)/σx
Z1 = (158.3692-163)/0.8321
Z1 = -5.5655
Z2=(161.6308-163)/0.8321
Z2 = -1.6456
P(Z<-1.6454)-P(Z<-5.5653)
= 0.049924379 - 0
P(Z<-1.6454)-P(Z<-5.5653) = 0.049924379
sample size, n = 208
b)
5%
c)
Standard Deviation , σ = 12
sampling error , E = 3
Confidence Level , CL= 90%
alpha = 1-CL = 10%
Z value = Zα/2 = 1.645 [excel formula =normsinv(α/2)]
Sample Size,n = (Z * σ / E )²
= ( 1.645 * 12 / 3 ) ²
n= 43.289
So,
Sample Size needed= 44
d)
true mean , µ = 163
hypothesis mean, µo = 160
significance level, α = 0.05
sample size, n = 49
std dev, σ = 12.0000
δ= µ - µo = 3
std error of mean=σx = σ/√n = 12/√49= 1.7143
(two tailed test) Zα/2 = ± 1.960
We will fail to reject the null (commit a Type II error) if we get a Z statistic between
-1.960 and 1.960
these Z-critical value corresponds to some X critical values ( X critical), such that
-1.960 ≤(x̄ - µo)/σx≤ 1.960
156.640 ≤ x̄ ≤ 163.360
now, type II error is ,
ß = P ( 156.640 ≤ x̄ ≤ 163.360
Z = (x̄-true mean)/σx
Z1=(156.6401-163)/1.7143
Z1 = -3.7100
Z2=(163.3599-163)/1.7143
Z2 = 0.2100
P(Z<0.21)-P(Z<-3.7099) =
0.583152109 - 0.0001
P(Z<0.21)-P(Z<-3.7099) =
0.5831
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