Professional Documents
Culture Documents
Presented By:
Muhammad Shahid Sharif
COMSATS (Sahiwal)
Hypothesis Testing
True State
H0 True Correct Type I Error
Decision
H0 False Type II Error Correct
Decision
y New y Std
s New sStd
nNew nStd
Sampling Distribution of Difference in Means
Y1 −Y 2
Z= ~ N (0,1)
σ 2
σ 2
1
+ 2
n1 n2
• σ12 and σ22 are unknown and estimated by s12 and s22
Example - Efficacy Test for New drug
y1 − y 2
T .S . : zobs =
s12 s22
+
n1 n2
y1 − y 2
• T . S . : z obs =
s 12 s 22
+
n1 n2
• R . R . : z obs ≥ z α
• P − value : P ( Z ≥ z obs )
y1 = 10.1 s1 = 3.6 n1 = 33
y 2 = 7.7 s2 = 3.4 n2 = 35
Source: Wissel, et al (2001)
Example - Botox for Cervical
Dystonia
· Example:
· H0: μ1- μ2 = 0 HA: μ1- μ2 > 0
• σ12 = σ22 = 25 n1 = n2 = 25
· Decision Rule: Reject H0 (at α=0.05 significance level) if:
y1 − y 2 y1 − y 2
z obs = = ≥ 1 .645 ⇒ y 1 − y 2 ≥ 2 .326
σ 2
σ 2
2
1
+ 2
n1 n2
Power of a Test
z Now suppose in reality that μ1-μ2 = 3.0 (HA is true)
z Power now refers to the probability we (correctly)
reject the null hypothesis. Note that the sampling
distribution of the difference in sample means is
approximately normal, with mean 3.0 and standard
deviation (standard error) 1.414.
z Decision Rule (from last slide): Conclude population
means differ if the sample mean for group 1 is at
least 2.326 higher than the sample mean for group 2
z Power for this case can be computed as:
2.326− 3
Power= P(Y 1 − Y 2 ≥ 2.326) = P(Z ≥ = −0.48) = .6844
1.41
μ1 − μ 2
δ=
σ
• Step 2 - Choose the desired power to detect the the clinically
meaningful difference (1-β, typically at least .80). For 2-sided test:
2(zα / 2 + z β )
2
n1 = n2 =
δ2
Example - Rosiglitazone for HIV-1 Lipoatrophy
⎛ 2 ⎞
σ 2
σ
Y 1 − Y 2 ~ N ⎜ μ1 − μ 2 , 1 + 2 ⎟
⎜ n n ⎟
⎝ 1 2 ⎠
• Thus, we can expect (with 95% confidence) that our sample
mean difference lies within 2 standard errors of the true difference
(1-α)100% Confidence Interval for μ1-μ2
(y )
2 2
s s
1 − y 2 ± zα / 2 1
+ 2
n1 n2
• Standard level of confidence is 95% (z.025 = 1.96 ≈ 2)
• (1-α)100% CI’s and 2-sided tests reach the same
conclusions regarding whether μ1-μ2= 0
Example - Viagra for ED
z Comparison of Viagra (Group 1) and Placebo (Group 2) for
ED
z Data pooled from 6 double-blind trials
z Subjects - White males
z Response - Percent of succesful intercourse attempts in past
4 weeks (Each subject reports his own percentage)