Вы находитесь на странице: 1из 1

# Test for population mean :

Situation 1: When the population is normal, and the population SD is known: In this setup,

since we want to test a null hypothesis regarding the population mean , we start with the sample mean X,
calculated from a sample of size n taken from this population. We have seen that depending on the alternative
> C), left-tailed (that is,
hypothesis, the test may be a right-tailed (that is, we reject the null hypothesis for X

< C1 ,
we reject the null hypothesis for X < C), or two-tailed (that is, we reject the null hypothesis for either X

or X > C2 ) test, where C or C1 or C2 are termed as the critical values. Then, for a fixed value of the type-I
error (the standard values of are 0.01, 0.05, or 0.1), we find the critical value using the Zscore technique,
as discussed in class.
has a normal distribution for any sample size n, with mean and
Conceptual note: Here, the sample mean X

SD / n. So, Z = / n has a normal distribution with mean 0 and SD 1. Recall that a normal distribution
with mean 0 and SD 1 is called the standard normal distribution.
Situation 2: When the population may or may not be normal, and the population SD is known,
and the sample size is at least 30: In this setup also, we can follow exactly the same steps as in Situation
1 above, to test a null hypothesis regarding the population mean.
Conceptual note: Here, though the population may or may not be normal, but since the sample size is at least
Thus, using the CLT, the sample
30, we can apply the CLT to get the distribution of the sample mean X.

## has a normal distribution with

mean X has a normal distribution, with mean and SD / n. So, Z = /
n
mean 0 and SD 1.
Situation 3: When the population is normal, and the population SD is unknown but sample
SD s is known, and the sample size n is not large enough (less than 30): In this setup, to test a
null hypothesis regarding the population mean , we can follow almost all the steps as in Situation 1 and 2,
with the only difference that to find the critical values, instead of the Zdistribution (or, the standard normal
distribution) we now need to use a tdistribution. For a fixed value of , we find the critical values using the
tdistribution, as discussed in class.

X
has a tdistribution, with (n 1) degrees of freedom. Note the similarity
Conceptual note: Here, t = s/
n
of the formula with the zscore; the only difference is that here we are using the sample SD s, instead of
population SD .