Hypothesis Testing: Unknown Population Standard Deviation

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For this page we will assume that we have a large population and that we can take some measurement on that population. If you need some context for this we could say that the population is all current WCC male students and the measurement is the percent fat of the students as measured by a Beurer Glass Body Analysis Scale. [As a small note: getting "percent body fat" measurements with such a scale may or may not be all that accurate but that is not a concern here. What is a concern is that this is a measurement and it is a reproducable measurement. That is, if you measure your percent body fat, get off the scale and get back on, it will give you the same measurement.]

We have a null hypothesis that the mean percent body fat for current WCC male students is 24 and an alternative hypothesis that the mean percent body fat for current WCC male students is greater than 24. We could get all 6,000 plus current WCC male students to come in, get measured, and from that data we could determine the exact mean percent fat of that population. However this is not practical. Instead, we will take a random sample of 38 such students, take percent body fat measurements on those students, using the Beurer Glass Body Analysis Scale, and then look at the sample mean of those measurements. Based on that sample mean we will see if we have evidence to reject the null hypothesis in favor of the alternative hypothesis.

We will assume that the the standard deviation of percent fat of current male WCC students is unknown.

First Version:
For this version we will set our level of significance to be 5%. That is, as we judge the null hypothesis we are willing to be wrong in rejecting the null hypothesis 5% of the time.
So far we have:
`H_0: mu=24`
`H_1: mu>24`
`alpha=0.05`
`n=38`

Although we know we going to take one random sample of 38 current male students, we also know that if we took repeated random samples of size 38 from the population and if we computed the sample mean percent body fat for each of those multitude of samples, then we would have a data list of many such sample means values. Furthermore, since we have taken a samples of size 38, which is larger than 30, we can feel assured that the distribution of those sample mean values will be approximately the Student's T distribution, with 37 degrees if freedom with a mean that is essentially equal to the population mean and a standard deviation that is approximately equal to the sample standard deviation divided by the square root of the sample size, in this case, 38.

Critical Value Method:
We do not know, for this version of the problem, the standard deviation of the underlying population. Therefore, we need to use the sample standard deviation and shift to the Student's T distribution with 37 degrees of freedom.

If we have a TI-84, then we use the command invT(0.95,37) to find the t-value for a sample of size 38. The result is `1.6871`.

Neither the TI-83 nor TI-83Plus have the invT( command. For those calculators, and for the TI-84 if so desired, we have the ASTUDT program. A run of that program, looking for the t-value with 37 degrees of freedom that has 5% of the area to the right of that value gives the answer `1.6871`.

Thus, using either method, we know that the Student's T value with 37 degrees of freedom that has `5%` of the area to the right of that value is `1.6871`. To get a critical value we will need to translate that value into the terms of our problem, namely, we will need to find `1.6871(S_x/sqrt(28))+mu`.

Now we actually draw our random sample of size 38 from the population. We get the measurements of percent fat from each of these 38 current male WCC students. We compute the sample mean, `barx`, and we find that `barx=25.032`. We also get the sample standard deviation, which, for our sample, turns out to be `3.71`. Thus, our critical value can now be computed as `1.6871(3.71)/sqrt(38)+24 = 25.015`. Then, we can compare the sample mean to this critical value. Our sample mean, 25.032, is more extreme than our critical value of `25.015` indicating that getting such an extreme value for the sample mean would happen, by chance, for less than 5% of the samples of size 38 that we might draw from the population. Thus, if our null hypothesis, `H_0: mu=24`, were true then it would be unlikely (happen less often than our previously determined level of significance) for us to get a sample such as the one we just took. Therefore, we reject the null hypothesis in favor of the alternative hypothesis.

Attained Significance Level Method:
Again, since we do not know, for this version of the problem, the value of the standard deviation of the underlying population. Therefore, we need to use the sample standard deviation and shift to the Student's T distribution with 37 degrees of freedom. Depending upon your approach, this can be a bit more difficult than was the case when we knew the population standard deviation or it can be just as easy. In either case we first get an appropriate sample of size 38. From that sample we compute the sample mean, which turns out to be `barx=25.032`, and the sample standard deviation, which turns out to be `S_x=3.71`.

The slightly more difficult approach finds the answer to the question, "How strange is it to get a sample mean that is extreme or even more extreme than `barx`?" Although the normalcdf( command on the calculator allowed us to specify not only low and high values but also the mean and standard deviation of the population, the tcdf( command only allows us to specify the low, high, and degrees of freedom values. That is, we need to translate our values, `barx` and `S_x` into a population with mean=0 and standard deviation=1. To do this we merely take our computed sample mean minus the hypothesized mean and then divide by what we know to be the standard deviation of the means of samples of size 38, namely `S_barx=S_x/sqrt(38)`. This gives us a new value that is equal to `(25.032-24)/(3.71/sqrt(38))` or `1.7147`. Then, we can use the tcdf(1.7147,999,37) command to find, if the null hypothesis is true, then we would get a sample of size 38 with a sample mean that is 25.032 or more extreme only `4.738%` of the time. Because we are running this version of the problem with a level of significance that is set to `5%` we will reject the null hypothesis in favor of the alternative.

The easier approach to answering our question is to use the T-Test... command on the calculator. The input screen for that is shown below, along with the resulting output screen:

For this approach we just have to give the calcualtor all of the statistical values that we gleen from the problem. That includes the null hupothesis `mu=24`, the sample mean `barx=25.032`, the sample standard deviation `S_x=3.71`, the sample size `n=38`, and the alternative hypothesis `mu > mu_0`. The resulting screen gives the attained test statistic `t=1.7148` (the value we found above) and the attained significance `p=0.04738`, again the same value that we obtained above. Thus our conclusion is the same, we have a sample that is so extreme that it or a even more extreme sample of this size should occur only `4.738%` of the time. Therefore, at the 0.05 significance level we reject the null hypothesis in favor of the alternative.

Second Version:
The only thing we will change for the second version of the problem is our declared level of significance. For this version we say that we are only willing to incorrectly reject the null hypothesis in favor of the alternative hypothesis `1%` of the time. Everything else remains the same for this version so:
`H_0: mu=24`
`H_1: mu>24`
`sigma=3.5`
`alpha=0.01`
`n=38`
Critical Value Method:
Because we have changed the level of significance, we need to compute a new t-value. On the TI-84 we could use the command invT(0.99,37) to get the t-value 2.4314. On any of the calculators we could use the ASTUDT program to get the t-value 2.4314.

Having found that value, we take our sample of 38 students and get the sample standard deviation of 3.71. Therefore, we can set our critical value at `24+2.4314(3.71/sqrt(38))=25.4633`.

then, we compare the sample mean of 25.032 to that critical value. In this case, the sample mean is not more extreme than the critical value. Therefore, we do not reject the null hypothesis; in effect we accept the null nupothesis.

Attained Significance Level Method:
Just as above, we take our sample and compute the sample statistics finding `barx=25.032` and `S_x=3.71`. Then we can ask "How strange is it to get a sample mean that is this extreme or even more extreme for a distribution that is a Student's-T with 37 degrees of freedom.

As before, we have the long and short way to do this. We can use our calculator to convert our sample mean to a t-value from a population that has mean=0 and standard deviation=1. We do this by evaluating `(bar_x-mu_0)/(S_x/sqrt(38))=25.032-24)/(3.71/sqrt(38))=1.7148`, precisely the same calculation we did in version one. Then we use the tcdf( command, tcdf(1.7148,999,37) to find the probability of getting such a value, or a more extreme value, for our given sample size. As before this is `4.737%`. Because this version is being considered at the `1%` level of significance, we do not have evidence to reject the null hypothesis, which means that we accept the null hypothesis.

The more straight forward solution to this is to use the T-Test... command. This will be exactly the same process that we did with version one. The input and output screens are shown below:

That resulting screen shows the same results that we got via the longer method. Therefore, the conclusion is the same.

Third Version:

For the third version of this problem we will return to our original problem but change the sample size from 38 to 87. Thus, the significant values are:
`H_0: mu=24`
`H_1: mu>24`
`alpha=0.05`
`n=87`
Critical Value Method:
The change from a sample of size 38 to one of size 87 means that we need to get a new value for the standard deviation of the sample mean. We draw our random sample, compute the sample standard deviation, which we find to be 3.71, and then use that to compute the standard deviation of the sample mean, namely, `3.7/sqrt(87)=0.3978`. Returning to the first version we know that the t-value, for a population with mean=0 and standard deviation of 1, that has 5% (our level of significance) of the area to the right of that value is 1.6871. We translate that to our particular sample by computing `1.6971*S_barx+mu_0=(1.6871)(0.3978)+24=24.673` and that becomes our critical value.

From our sample we compare the sample mean and find that `barx=25.032`. We compare that to the critical value We see that our sample mean, `barx=25.032`, is more extreme than the critical value. Therefore, based on our sample, we reject the null hypothesis in favor of the alternative hypothesis.

Attained Significance Level Method:
Having seen, in the earlier versions, the long way to do this, we will just stick with the short way. We take a random sample, find the sample mean and the sample standard deviation: `barx=25.032` and `S_x=3.71`. Then we use the T-Test... command. The input and output screens follow:


With this new sample size we know that This tells us that for samples of our size from a population, if the null hypothesis, `H_0: mu=24`, is true, then we would expect to get a sample mean of `25.032` or higher in only `0.557%` of the such samples. Because this is less than our stated level of significance, namely, `alpha=0.05`, we reject the null hypothesis in favor of the alternative hypothesis.

Fourth Version:

For the fourth version of this problem we will change the third version to use a level of significance set to `1%`. As in the third version, we will still have a samle size of 87. . Thus, the significant values are:
`H_0: mu=24`
`H_1: mu>24`
`alpha=0.01`
`n=87`
Critical Value Method:
Again, we draw our sample and find the `xbarx=25.032` and `S_x=3.72`. From that we compute `S_barx=3.71/sqrt(87)=0.39781`. The t-value that has `99%` of the area to its left, is 2.4314 (just as in version two). Thus, our critical value becomes `24+(2.4314)(0.39781)=24.967`.

From our sample we had the sample mean, `barx`, is `25.032`. This value is more extreme than our critical value. That is to say, because we are only willing to be wrong `1%` of the time, and because we know that `99%` of all samples of our size taken from the population will have a sample mean that is less than or equal to `24.967`, finding a sample that has `barx=25.032` falls outside of that group of `99%` of all samples. It is just too extreme. If the null hypothesis were true, we would get such a random sample less than `1%` of the time. Therefore, based on our sample, we reject the null hypothesis in favor of the alternative hypothesis.

Attained Significance Level Method:
We take our sample and we find that the sample mean is `25.032` and the sample standard deviation is 3.71.

We can use our calculator to answer our question by using the T-Test... command. This will have the same input and output screens as in version three on this page. This tells us that for samples of our size, if the null hypothesis, `H_0: mu=24`, is true, then we would expect to get a sample mean of `25.032` or higher in only `0.557%` of the such samples. Because this is less than our stated level of significance, namely, `alpha=0.01`, we reject the null hypothesis in favor of the alternative hypothesis.

Fifth Version:

For the fifth version of this problem we will return to our original problem but change the sample size from 38 to 14. Note that having a smaple size less than 30 brings into question the extent to which the population of sample means (from repeated samoling of size 14) conformas to a normal distribution. If we have reason to believe that the underlying poputation is normally distributed, then we can use such a small sample size. We will continue using the assumption that the underlying population really does have a normal distribution of the percent fat of current male WCC students. Thus, the significant values are:
`H_0: mu=24`
`H_1: mu>24`
`alpha=0.05`
`n=14`
Critical Value Method:
We take our sample and find `barx=25.032` and `S_x=3.71`. The t value that has `95%` of the area to its left is, as in version one above, 1.6871. The change in sample size means that we now compute `S_barx=3.71/sqrt(14)=.9915`. Thus, our translated critical value will be `24+(1.6871)(.9915)=25.673`.

we compare our sample mean `25.032` to this critical value and find that the sample mean is not nore extreme than our critical value. Therefore, based on our sample, we can not reject the null hypothesis in favor of the alternative hypothesis. In essence, we are left with accepting the null hypothesis.

Attained Significance Level Method:
We draw out sample, getting `barx=25.032` and `S_x=3.71` and place those values into the T-Test... command yielding:

This shows that the likelihood of getting a result as extreme or more extreme than our 25.032 is 15.85%. Thus, if the null hypothesis is true, we should not be "shocked" to see a sample such as ours. Therefore, we do not have evidence that is weird enough for us to reject the null hypothesis. We abbreviate this by saying that we accept the null hypothesis.

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©Roger M. Palay
Saline, MI 48176
November, 2014