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Measuring Hypothesis Test

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Measuring Hypothesis Test - September 7th, 2010

Measuring the power of a Hypothesis Test

  • The measure of how well the test is working is called the power of the test.

  • Type I error occurs when we reject Ho which is true and a (the significance level of the test) is the probability of making type - I error.

  • Once the significance level is fixed, nothing can be done about a.

  • Type II error occurs when we accept Ho which is false.

  • The probability of type II error is b. The smaller the value of b, the better is the test. Alternately ( 1 - b ) i.e. the probability of rejecting Ho when it is false should be as large as possible.

  • Thus (1 - b ) is the measure of the power of the test. If we plot the values of ( 1 - b ) for each value of m f2 for which Ha is true, the resulting curve is known as a power curve.

  • You can see from the figure given below that the power is simply ( 1 - b ). In testing of a hypothesis high power is desirable.
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March 1st, 2016

Quote:
Originally Posted by abhishreshthaa View Post
Measuring the power of a Hypothesis Test

  • The measure of how well the test is working is called the power of the test.

  • Type I error occurs when we reject Ho which is true and a (the significance level of the test) is the probability of making type - I error.

  • Once the significance level is fixed, nothing can be done about a.

  • Type II error occurs when we accept Ho which is false.

  • The probability of type II error is b. The smaller the value of b, the better is the test. Alternately ( 1 - b ) i.e. the probability of rejecting Ho when it is false should be as large as possible.

  • Thus (1 - b ) is the measure of the power of the test. If we plot the values of ( 1 - b ) for each value of m f2 for which Ha is true, the resulting curve is known as a power curve.

  • You can see from the figure given below that the power is simply ( 1 - b ). In testing of a hypothesis high power is desirable.
Buddy,

i found some important information Hypothesis Testing Objectives and wanna share it with you and other's. So please download and check it.

I am uploading a document which will give more detailed explanation on the Hypothesis Testing and ANOVA.
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File Type: pdf Hypothesis Testing Objectives.pdf (80.5 KB, 0 views)
File Type: pdf Hypothesis Testing and ANOVA.pdf (625.0 KB, 0 views)

Last edited by kartik; March 2nd, 2016 at 11:36 AM..
   
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