15 SBE11e PPT Ch12

Slides by
John
Loucks
St. Edward’s
University
© 2011 Cengage Learning. All Rights Reserved. May not be scanned, copied
Slide
1
or duplicated, or posted to a publicly accessible website, in whole or in part.
Chapter 12
Tests of Goodness of Fit and Independence
 Goodness of Fit Test: A Multinomial Population
 Test of Independence
 Goodness of Fit Test:
Poisson and Normal Distributions
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2
Hypothesis (Goodness of Fit) Test
for Proportions of a Multinomial Population
1. State the null and alternative hypotheses.
H00: The population follows a multinomial
distribution with specified probabilities
for each of the k categories
Haa: The population does not follow a
multinomial distribution with specified
probabilities for each of the k categories
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2. Select a random sample and record the observed
frequency, fi , for each of the k categories.
3. Assuming H0 is true, compute the expected
frequency, ei , in each category by multiplying the
category probability by the sample size.
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4
4. Compute the value of the test statistic.
2
k( f  e )
2   i i
i 1 ei
where:
fi = observed frequency for category i
ei = expected frequency for category i
k = number of categories
Note: The test statistic has a chi-square distribution
with k – 1 df provided that the expected frequencies
are 5 or more for all categories.
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5. Rejection rule:
p-value approach: Reject H0 if p-value < a
Critical value approach: Reject H0 if  2

  2

where  is the significance level and

there are k - 1 degrees of freedom
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6
Multinomial Distribution Goodness of Fit Test
 Example: Finger Lakes Homes (A)

Finger Lakes Homes manufactures four models of
prefabricated homes, a two-story colonial, a log cabin,
a split-level, and an A-frame. To help in production
planning, management would like to determine if
previous customer purchases indicate that there is a
preference in the style selected.
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 Example: Finger Lakes Homes (A)

The number of homes sold of each model for 100
sales over the past two years is shown below.
Split- A-
Model Colonial Log Level Frame
# Sold 30 20 35 15
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 Hypotheses
H0: pC = pL = pS = pA = .25
Ha: The population proportions are not
pC = .25, pL = .25, pS = .25, and pA = .25
where:
pC = population proportion that purchase a colonial
pL = population proportion that purchase a log cabin
pS = population proportion that purchase a split-level
pA = population proportion that purchase an A-frame
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 Rejection Rule
Reject H0 if p-value < .05 or c2 > 7.815.
With  = .05 and

k-1=4-1=3
degrees of freedom
Do Not Reject H0 Reject H0

2
7.815
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 Expected Frequencies
e1 = .25(100) = 25 e2 = .25(100) = 25
e3 = .25(100) = 25 e4 = .25(100) = 25
 Test Statistic
2 2 2 2
( 30  25) ( 20  25) ( 35  25) (15  25)
2    
25 25 25 25
=1+1+4+4
= 10
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 Conclusion Using the p-Value Approach
Area in Upper Tail .10 .05 .025 .01 .005

c2 Value (df = 3) 6.251 7.815 9.348 11.345 12.838
Because c2 = 10 is between 9.348 and 11.345, the

area in the upper tail of the distribution is between
.025 and .01.
The p-value < a . We can reject the null hypothesis.
Actual p-value is .0186
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 Conclusion Using the Critical Value Approach

c2 = 10 > 7.815
We reject, at the .05 level of significance,

the assumption that there is no home style
preference.
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Test of Independence: Contingency Tables
1. Set up the null and alternative hypotheses.

H00: The column variable is independent of
the row variable
Haa: The column variable is not independent
of the row variable
2. Select a random sample and record the observed
frequency, fij , for each cell of the contingency table.
3. Compute the expected frequency, eij , for each cell.
(Row
iT
)(
Colum
otal
jT
) ota
e
ij
Sample
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Test of Independence: Contingency Tables
4. Compute the test statistic.
( f ij  eij ) 2
2   
i j eij
5. Determine the rejection rule.
Reject H0 if p -value < a or  2

  2
.
where  is the significance level and,

with n rows and m columns, there are
(n - 1)(m - 1) degrees of freedom.
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Contingency Table (Independence) Test
 Example: Finger Lakes Homes (B)

Each home sold by Finger Lakes Homes can be
classified according to price and to style. Finger
Lakes’ manager would like to determine if the
price of the home and the style of the home are
independent variables.
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 Example: Finger Lakes Homes (B)

The number of homes sold for each model and
price for the past two years is shown below. For
convenience, the price of the home is listed as either
$99,000 or less or more than $99,000.
Price Colonial Log Split-Level A-Frame

< $99,000 18 6 19 12
> $99,000 12 14 16 3
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 Hypotheses
H0: Price of the home is independent of the

style of the home that is purchased
Ha: Price of the home is not independent of the
style of the home that is purchased
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Price Colonial Log Split-Level A-Frame Total

< $99K 18 6 19 12 55
> $99K 12 14 16 3 45
Total 30 20 35 15 100
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 Rejection Rule
With  = .05 and (2 - 1)(4 - 1) = 3 d.f., .05  7.815
2
Reject H0 if p-value < .05 or 2 > 7.815
 Test Statistic
2 2 2
(18  16. 5) ( 6  11) ( 3  6 . 75)
2    ... 
16.5 11 6. 75
= .1364 + 2.2727 + . . . + 2.0833 = 9.149
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c2 Value (df = 3) 6.251 7.815 9.348 11.345 12.838
Because c2 = 9.145 is between 7.815 and 9.348, the

area in the upper tail of the distribution is between
.05 and .025.
The p-value < a . We can reject the null hypothesis.
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 Conclusion Using the Critical Value Approach

c2 = 9.145 > 7.815
We reject, at the .05 level of significance,

the assumption that the price of the home is
independent of the style of home that is
purchased.
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Goodness of Fit Test: Poisson Distribution

H00: The population has a Poisson distribution
Haa: The population does not have a Poisson distribution
2. Select a random sample and

a. Record the observed frequency fi for each value of
the Poisson random variable.
b. Compute the mean number of occurrences .
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3. Compute the expected frequency of occurrences ei

for each value of the Poisson random variable.
• Multiply the sample size by the Poisson probability
of occurrence for each value of the Poisson random
variable.
• If there are fewer than five expected occurrences
for some values, combine adjacent values and
reduce the number of categories as necessary.
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24

2
k( f  e )
2   i i
i 1 ei
where:
fi = observed frequency for category i
ei = expected frequency for category i
k = number of categories
Slide
25
5. Rejection rule:
p-value approach: Reject H0 if p-value < a
Critical value approach: Reject H0 if  2

  2

where  is the significance level and

there are k - 2 degrees of freedom
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 Example: Troy Parking Garage

In studying the need for an additional entrance to
a city parking garage, a consultant has recommended
an analysis approach that is applicable only in
situations where the number of cars entering during a
specified time period follows a Poisson distribution.
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 Example: Troy Parking Garage

A random sample of 100 one-minute time intervals
resulted in the customer arrivals listed below. A
statistical test must be conducted to see if the
assumption of a Poisson distribution is reasonable.
# Arrivals 0 1 2 3 4 5 6 7 8 9 10 11 12
Frequency 0 1 4 10 14 20 12 12 9 8 6 3 1
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 Hypotheses
H0: Number of cars entering the garage during
a one-minute interval is Poisson distributed
Ha: Number of cars entering the garage during a
one-minute interval is not Poisson distributed
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 Estimate of Poisson Probability Function

otal Arrivals = 0(0) + 1(1) + 2(4) + . . . + 12(1) = 600
Total Time Periods = 100
Estimate of  = 600/100 = 6
Hence,
6 x e 6
f ( x) 
x!
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x f (x ) nf (x ) x f (x ) nf (x )
0 .0025 .25 7 .1377 13.77
1 .0149 1.49 8 .1033 10.33
2 .0446 4.46 9 .0688 6.88
3 .0892 8.92 10 .0413 4.13
.1339 13.39 .0225 2.25
4 11
.1606 16.06 .0201 2.01
5 12+
.1606 16.06 1.0000 100.00
6 Total
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 Observed and Expected Frequencies
i fi ei fi - ei
0 or 1 or 2 5 6.20 -1.20
3 10 8.92 1.08
4 14 13.39 0.61
5 20 16.06 3.94
6 12 16.06 -4.06
7 12 13.77 -1.77
8 9 10.33 -1.33
9 8 6.88 1.12
10 or more 10 8.39 1.61
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 Rejection Rule
With  = .05 and k - p - 1 = 9 - 1 - 1 = 7 d.f.
(where k = number of categories and p = number
of population parameters estimated), .05 2
 14.067
Reject H0 if p-value < .05 or 2 > 14.067.
 Test Statistic
(  1.20) 2
(1.08) 2
(1.61) 2
2    ...   3.268
6.20 8.92 8.39
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c2 Value (df = 7) 2.833 12.017 14.067 16.013 18.475
Because c2 = 3.268 is between 2.833 and 12.017 in the

Chi-Square Distribution Table, the area in the upper tail
of the distribution is between .90 and .10.
The p-value > a . We cannot reject the null hypothesis.
There is no reason to doubt the assumption of a Poisson
distribution.
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Goodness of Fit Test: Normal Distribution

H00: The population has a normal distribution
Haa: The population does not have a normal distribution
2. Select a random sample and
a. Compute the mean and standard deviation.
b. Define intervals of values so that the expected
frequency is at least 5 for each interval.
c. For each interval, record the observed frequencies
3. Compute the expected frequency, ei , for each interval.
(Multiply the sample size by the probability of a
normal random variable being in the interval.
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2
k( f  e )
2   i i
i 1 ei
5. Reject H0 if 2  2(where  is the significance level

and there are k - 3 degrees of freedom).
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 Example: IQ Computers
IQ Computers (one better than HP?) manufactures
and sells a general purpose microcomputer. As part
of a study to evaluate sales personnel, management
wants to determine, at a .05 significance level, if the
annual sales volume (number of units sold by a
salesperson) follows a normal probability
distribution.
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 Example: IQ Computers
A simple random sample of 30 of the salespeople
was taken and their numbers of units sold are listed
below.
33 43 44 45 52 52 56 58 63 64
64 65 66 68 70 72 73 73 74 75
83 84 85 86 91 92 94 98 102 105
(mean = 71, standard deviation = 18.54)
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 Hypotheses
H0: The population of number of units sold
has a normal distribution with mean 71
and standard deviation 18.54.
Ha: The population of number of units sold
does not have a normal distribution with
mean 71 and standard deviation 18.54.
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 Interval Definition
To satisfy the requirement of an expected
frequency of at least 5 in each interval we will
divide the normal distribution into 30/5 = 6
equal probability intervals.
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 Interval Definition
Areas
= 1.00/6
= .1667
53.02 71 88.98 = 71 + .97(18.54)

71 - .43(18.54) = 63.03 78.97
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 Observed and Expected Frequencies
i fi ei f i - ei
Less than 53.02 6 5 1
53.02 to 63.03 3 5 -2
63.03 to 71.00 6 5 1
71.00 to 78.97 5 5 0
78.97 to 88.98 4 5 -1
More than 88.98 6 5 1
Total 30 30
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 Rejection Rule
With  = .05 and k - p - 1 = 6 - 2 - 1 = 3 d.f.
(where k = number of categories and p = number
of population parameters estimated), .05 2
 7.815
Reject H0 if p-value < .05 or 2 > 7.815.
 Test Statistic
(1) 2
( 2) 2
(1) 2
(0) 2
( 1) 2
(1) 2
2        1.600
5 5 5 5 5 5
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c2 Value (df = 3) .584 6.251 7.815 9.348 11.345
Because c2 = 1.600 is between .584 and 6.251 in the

Chi-Square Distribution Table, the area in the upper tail
of the distribution is between .90 and .10.
The p-value > a . We cannot reject the null hypothesis.
There is little evidence to support rejecting the
assumption the population is normally distributed with
 = 71 and  = 18.54.
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End of Chapter 12
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Critical value approach: Reject H0 if  2

where  is the significance level and

 Example: Finger Lakes Homes (A)

 Example: Finger Lakes Homes (A)

Reject H0 if p-value < .05 or c2 > 7.815.

With  = .05 and

Do Not Reject H0 Reject H0

 Conclusion Using the p-Value Approach

Area in Upper Tail .10 .05 .025 .01 .005

Because c2 = 10 is between 9.348 and 11.345, the

Actual p-value is .0186

 Conclusion Using the Critical Value Approach

We reject, at the .05 level of significance,

1. Set up the null and alternative hypotheses.

4. Compute the test statistic.

5. Determine the rejection rule.

Reject H0 if p -value < a or  2

where  is the significance level and,

 Example: Finger Lakes Homes (B)

 Example: Finger Lakes Homes (B)

Price Colonial Log Split-Level A-Frame

H0: Price of the home is independent of the

Price Colonial Log Split-Level A-Frame Total

Reject H0 if p-value < .05 or 2 > 7.815

 Conclusion Using the p-Value Approach

Area in Upper Tail .10 .05 .025 .01 .005

Because c2 = 9.145 is between 7.815 and 9.348, the

Actual p-value is .0274

 Conclusion Using the Critical Value Approach

We reject, at the .05 level of significance,

1. State the null and alternative hypotheses.

2. Select a random sample and

3. Compute the expected frequency of occurrences ei

4. Compute the value of the test statistic.

p-value approach: Reject H0 if p-value < a

Critical value approach: Reject H0 if  2

where  is the significance level and

 Example: Troy Parking Garage

 Example: Troy Parking Garage

 Estimate of Poisson Probability Function

 Observed and Expected Frequencies

Reject H0 if p-value < .05 or 2 > 14.067.

 Conclusion Using the p-Value Approach

Area in Upper Tail .90 .10 .05 .025 .01

Because c2 = 3.268 is between 2.833 and 12.017 in the

1. State the null and alternative hypotheses.

4. Compute the value of the test statistic.

5. Reject H0 if 2  2(where  is the significance level

(mean = 71, standard deviation = 18.54)

53.02 71 88.98 = 71 + .97(18.54)

 Observed and Expected Frequencies

Reject H0 if p-value < .05 or 2 > 7.815.

 Conclusion Using the p-Value Approach

Area in Upper Tail .90 .10 .05 .025 .01

Because c2 = 1.600 is between .584 and 6.251 in the

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