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Topic : TESTING OF HYPOTHESIS ABOUT LINEAR REGRESSION

Presented by: Atif Muhammad & Tuahira Raheem


16 17
BS Environmental science 2nd semester

Presented To : Ms. Bushra

Date 18 / 04 / 2018
STATISTICS:

The practice or science of collecting and analyzing numerical data in large


quantities,
especially for the purpose of inferring proportions in a whole from those in a
representative sample.

STATISTICAL INFERENCE:

The process of drawing inference about a population on the basis of information


contained in a sample taken from the population is called statistical inference.

Statistical inference is divided into two major areas.


1). ESTIMATION:

It is a procedure by which we obtain an estimate of the truth but unknown value,


a population parameter by using the sample observation from the population.

2). TESTING OF HYPOTHESIS:

It is a procedure which enables us on the basis of information obtained by sampling


whether,
to accept or reject any specified statement or hypothesis regarding the value of the
parameter in a statistical problem.
REGRESSION:

The term regression was introduced by the English biometrician Sir Francis Galton (1822-1911)
to describe a phenomenon which he observed in analyzing the heights of children and their parents.

He found that though tall parents have tall and short parents have short children.
The average height of children tends to step back or to regress towards
the average height of all men.

This tendency towards the average height of all men was called a
regression Galton.

Basically, it is a method in which we find the value of x when y is given


and find the value of y when x is given.

These values are approximately value.

Regression analysis:

is a statistical technique that attempts to explore and model the relationship


between two or more variables.
Dependence of the variable upon another variables is called regression
analysis

When the dependent variable depends on only one independent variable


is called simple linear regression
For example
Production of wheat depends on quality of seeds
Son depends on father

When the dependent variable depends on two or more dependent


variables are called multiple regression

For example production of wheat depends on seeds, rainfall,


fertilizer etc.
Example
Hypothesis testing about the linear regression model

Testing hypothesis about β the population regression


co- efficient

1. Formulate the null and alternative hypothesis about B


H β = β0 H1 : β ≠ β0
H0 : β ≤ β H1 : β ˃ β0
H0 : β ≥ β0 H1 : β ˂ β0
2. Decide on the significance level
α = 0.01, α = 0.05 α = 0.1
3. The test statistic to use is
𝑏−𝛽ₒ
t=
𝑆𝑏
where
4. The critical region is
| t | ≥ 𝑡 𝛼2 (v) when H1 is β ≠βo
t ≥ 𝑡𝛼 (v) when H1 is β >βo
t ≤ -𝑡𝛼 (v) when H1 is β <βo
5. Compute the regression equation
ŷ = a + bx
𝑏−𝛽ₒ
𝑆𝑋.𝑌 , 𝑆𝑏 , and t = from the sample data
𝑆𝑏

6. Decide as reject H0 if t falls in the critical region accept Ho otherwise


Example :
In a linear regression problem the following sums were computed
from a random sample of size 10
Ʃx = 320 Ʃy = 250 Ʃ𝑥 2 = 12400 Ʃx.y = 9415 Ʃ ŷ = 7230

1. State null and alternative hypothesis as


Ho: β ≤ 0.5 and Ha : β ˃ 0.5

2. The significance level is set at


α = 0.05
3. The test statistic under Ho is
𝑏−𝛽ₒ 𝑏−0.5
t= =
𝑆𝑏 𝑆𝑏
4. The critical region
t ≥ 𝑡𝛼 (𝑣)
is t ≥ 𝑡0.05, 8 = 1.86

5. Computation now
𝑛 Ʃ𝑥𝑦− Ʃ𝑥Ʃ𝑦
b=
𝑛 Ʃ𝑥 2 −(Ʃ𝑥)2
10 9415 − 320 (250)
=
10 12400 −(320)2
14150
=
21600
b = 0.655
a = Ȳ - bx̅
Ʃ(𝑦−ŷ)2
𝑠𝑦𝑥2 =
𝑛−2
Ʃ𝑌 2 −𝑎Ʃ𝑌−𝑏Ʃ𝑋𝑌
=
𝑛−2
7230− 4.04 250 −(0.655)(9415)
=
10−2
53.175
=
8
𝑆𝑦𝑥2 = 6.647
so that 𝑆𝑦𝑥 = 6.647
= 2.578
(Ʃ𝑥)2

Ʃ(𝑋 − 𝛸) 2
= Ʃ𝑥 - 2
𝑛
(320)2
= 12400 -
10
= 2160
And
𝑆𝑦.𝑥
𝑆𝑏 = ഥ )2
Ʃ (𝑥−𝛸
2.578
=
2160
2.578
=
46.476
𝑆𝑏 = 0.055
𝑏−𝛽𝑜
t =
𝑆𝑏
0.655 – 0.5
t =
0.055
t = 2.82

6. Conclusion:
since the calculated value of t=2.82 falls in the
critical region so we reject Ho .

We may conclude that there is sufficient evidence to indicate


that the population regression co -efficient is greater than 0.5
THANK YOU

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