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               290     CHAPTER 9 TESTS OF HYPOTHESES FOR A SINGLE SAMPLE


                                     N(0,1)                       N(0,1)                        N(0,1)
               Critical region              Critical region              Critical region
                      α       Acceptance   α                Acceptance  α         α      Acceptance
                                              /2
                         /2
                                region                       region                       region
                          –z α    0      z α    Z 0            0       z     α    Z 0  –z α      0        Z 0
                                          /2
                              /2
                                 (a)                          (b)                          (c)
               Figure 9-6  The distribution of Z 0 when H 0 :      0 is true, with critical region for (a) the two-sided alternative H 1  :     0 ,
               (b) the one-sided alternative H 1  :     0 , and (c) the one-sided alternative H 1  :     0 .



                                 If the null hypothesis H :     is true, E1X 2    0 , and it follows that the distribution of Z 0
                                                    0
                                                           0
                                 is the standard normal distribution [denoted N(0, 1)]. Consequently, if H :      is true, the
                                                                                           0
                                                                                                  0
                                 probability is 1 
	 that the test statistic Z falls between 
z 	
 2  and z 	
 2 , where z 	
 2  is the
                                                                    0
                                 100	
2  percentage point of the standard normal distribution. The regions associated with
                                 z 	
 2  and 
z 	
 2  are illustrated in Fig. 9-6(a). Note that the probability is 	 that the test statistic Z 0
                                 will fall in the region Z   z 	
 2  or Z  
z 	
 2  when H :     is true. Clearly, a sample
                                                    0
                                                                              0
                                                               0
                                                                                     0
                                 producing a value of the test statistic that falls in the tails of the distribution of Z would be
                                                                                                   0
                                 unusual if H :     is true; therefore, it is an indication that H is false. Thus, we should
                                           0
                                                  0
                                                                                      0
                                 reject H if the observed value of the test statistic z is either
                                                                          0
                                       0
                                                           z   z 	
 2   or  z  
z 	
 2                 (9-9)
                                                            0
                                                                         0
                                 and we should fail to reject H if
                                                        0
                                                               
z 	
 2    z   z 	
 2                  (9-10)
                                                                       0
                                 The inequalities in Equation 9-10 defines the acceptance region for H , and the two inequali-
                                                                                         0
                                 ties in Equation 9-9 define the critical region or rejection region. The type I error probability
                                 for this test procedure is 	.
                                    It is easier to understand the critical region and the test procedure, in general, when the
                                 test statistic is Z rather than  . However, the same critical region can always be written in
                                                         X
                                              0
                                                                         x
                                 terms of the computed value of the sample mean  . A procedure identical to the above is as
                                 follows:
                                                    Reject H :      if either x   a or x   b
                                                           0
                                                                   0
                                 where
                                                  a      z 	
 2  
 1n  and  b    
 z 	
 2  
 1n
                                                                               0
                                                       0
               EXAMPLE 9-2       Aircrew escape systems are powered by a solid propellant. The burning rate of this pro-
                                 pellant is an important product characteristic. Specifications require that the mean burning
                                 rate must be 50 centimeters per second. We know that the standard deviation of burning
                                 rate is    2 centimeters per second. The experimenter decides to specify a type I error
                                 probability or significance level of 	  0.05 and selects a random sample of n   25 and
                                 obtains a sample average burning rate of x   51.3  centimeters per second. What conclu-
                                 sions should be drawn?
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