STAT 513 -- EXAM 1 REVIEW SHEET I. Brief Introduction to Hypothesis Testing A. Null Hypothesis and Alternative (research) Hypothesis B. Type I and Type II errors in Hypothesis Testing 1. Rejection Region 2. Significance Level: alpha 3. P[Type II error]: beta 4. Relationship between alpha, beta, and sample size II. Common Large-Sample Z-tests A. General Form of Test Statistic B. Three Possible Alternatives 1. Rejection regions for each alternative C. Specific Common Examples of z-tests 1. Test about a Population Mean 2. Test about a Population Proportion 3. Test comparing Two Population Means 4. Test comparing Two Population Proportions III. Finding Type II Error Probabilities A. Finding P[Type II Error] with a z-test B. Finding P[Type II Error] with an exact binomial test C. Sample size formulas IV. P-values A. Definition and Calculation of P-value B. Calculating P-values of z-tests (one-tail and two-tail) C. Calculating P-values of binomial test (one-tail) D. Approximating P-values of other tests (t, chi-square, F) V. Statistical Significance vs. Practical Significance VI. Small-sample tests about mu and mu1 - mu2 A. One-sample t-test (including appropriate assumptions) B. Rejection region for each of 3 alternatives C. Two-sample t-test (including appropriate assumptions) 1. Pooled sample variance 2. Rejection region for each of 3 alternatives D. Robustness of t-tests VII. Tests about Variances A. One-sample chi-square test (including appropriate assumptions) B. Rejection region for each of 3 alternatives C. Two-sample F-test (including appropriate assumptions) 1. Pooled sample variance 2. Rejection region for each type of alternative D. Robustness of tests for variances (of lack thereof) VIII. Power A. Power at a specific parameter value B. Power function C. Calculating power functions for z-tests D. Calculating power functions for binomial or other easy tests E. Definition of Most Powerful alpha-level test