Hypothesis Testing (Binomial & Poisson Distributions) (Cambridge (CIE) A Level Maths: Probability & Statistics 2): Flashcards

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  • In a binomial hypothesis test, what is the population parameter and what does the random variable count?

    The parameter is the probability of success, p, in a binomial distribution \text{B}(n, p).

    The random variable counts the number of successes in a fixed number of trials n, and its value for the sample is the observed value.

  • Why is the distribution written as X \sim \text{B}(12, p) rather than X \sim \text{B}(12, 0.6)?

    Because p is the quantity being tested, so it must stay as a letter when the distribution is first defined.

    The assumed value 0.6 enters only through the null hypothesis, and is used from that point on to calculate probabilities assuming \text{H}_0 is true.

  • Complete the conditions that make c the critical value of an upper-tailed binomial test at the \alpha \% level.

    \text{P}(X \geq c) \_\_\_\_\_\_ \alpha \%

    \text{P}(X \geq c - 1) \_\_\_\_\_\_ \alpha \%

    The completed conditions are:

    \text{P}(X \geq c) \leq \alpha \%

    \text{P}(X \geq c - 1) > \alpha \%

    The critical value is the first value inside the region, so the value one step nearer the middle has to fall outside it.

  • How do the critical value conditions change for a lower-tailed test?

    The tail is reversed, so the conditions become \text{P}(X \leq c) \leq \alpha \% and \text{P}(X \leq c + 1) > \alpha \%.

    The second condition still steps towards the middle of the distribution, which for a lower tail means going up rather than down.

  • True or False?

    In a two-tailed binomial test the two critical regions are the same size.

    False.

    The binomial distribution is only symmetrical when p = 0.5, so in general one tail reaches its half of the significance level sooner than the other.

    Often one of the two regions is much larger than the other.

  • How is \text{P}(X \geq 10) found for X \sim \text{B}(12, 0.6)?

    Either add the three individual probabilities for X = 10, X = 11 and X = 12, or subtract the cumulative probability from one as 1 - \text{P}(X \leq 9).

    Both give 0.0834 to three significant figures.

  • Which route through a binomial test usually needs fewer calculations?

    Finding the probability of a value at least as extreme as the observed one, which takes a single cumulative calculation.

    Finding the critical region means testing candidate values one at a time until the boundary is located, so it costs more unless the question asks for the region.

  • What must be done when the observed value covers a different time interval from the stated mean?

    Scale the mean in proportion so that it applies to the same interval as the observation.

    A mean of 8 per 24 hours becomes a mean of 2 per 6 hours, and the calculation then uses X \sim \text{Po}(2).

    The random variable counts occurrences in that interval, so the two have to match before any probability is worked out.

  • When the mean has been rescaled, which value of \lambda do the hypotheses use?

    The value for the interval \lambda was defined in, so a mean defined as likes per day keeps \text{H}_0 : \lambda = 8.

    The rescaled mean of 2 belongs to the distribution used for the calculation, not to the hypotheses.

    Defining \lambda with its interval in words is what keeps the two apart.

  • Why is an upper-tail Poisson probability found by subtracting from one?

    A Poisson variable has no upper limit, so \text{P}(X \geq c) cannot be reached by adding terms.

    Use \text{P}(X \geq c) = 1 - \text{P}(X \leq c - 1), which turns it into a finite cumulative sum.

    The upper tail is where mistakes are most often made, usually by dropping or adding one to the limit.

  • How is the rejection region found for an upper-tailed Poisson test at the 5% level?

    Work out \text{P}(X \geq c) for candidate values of c until it first drops below 0.05.

    Check the value one step lower is still above 0.05, which confirms c is the boundary.

    With \lambda = 2 this gives \text{P}(X \geq 5) = 0.0527 and \text{P}(X \geq 6) = 0.0166, so the region is X \geq 6.

  • True or False?

    For X \sim \text{Po}(2) tested at the 5% level for an increase, an observed value of 5 is not enough to reject \text{H}_0.

    True.

    The rejection region is X \geq 6, and 5 falls outside it.

    A Poisson distribution has a long right tail, so a value two and a half times the mean can still be unremarkable.

  • What is different about finding the critical region for a two-tailed Poisson test?

    Two critical values are needed, one in each tail, each found against half the significance level.

    The lower tail is a direct cumulative probability, while the upper tail still has to be reached by subtracting from one.

  • A test on X \sim \text{Po}(2) has rejection region X \geq 6. What is the probability of a Type I error?

    It is \text{P}(X \geq 6) worked out with \lambda = 2, since a Type I error means landing in the rejection region while \text{H}_0 is true.

    That gives 1 - \text{P}(X \leq 5) = 1 - 0.9834 = 0.0166 to three significant figures.

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