Errors in Hypothesis Testing
Let $X_1,X_2,…,X_n$ be a random sample from the normal distribution with mean $\mu$ and variance $\sigma^2=2$.
\[H_0:\mu\le3\qquad H_1:\mu\gt3\]Idea: Look at $\overline{X}$ and reject $H_0$ in favor of $H_1$ if $\overline{X}$ is “large”.
i.e. Look at $\overline{X}$ and reject $H_0$ in favor of $H_1$ if $\overline{X}\gt c$ for some value $c$.
Errors in Hypothesis Testing
- Type I or Type II error which is worse?
- This totally depends on how you set up hypotheses and what is at stake.
- The null hypothesis is assumed to be true and the alternate hypothesis is what you are out to show.
- You are a potato chip manufacturer and you want to ensure that the mean amount in 15 ounce bags is at least 15 ounces.
- You are an angry consumer group and you want to show that the chip company is cheating its customers.
These examples we out to show the alternate hypothesis. Back to example 1, we have:
Type I error:The true mean is $\le15$ but you concluded it was $\gt15$. You are going to save some money because you won’t be adding chips but you are risking a lawsuit!
Type II error:The true mean is $\gt15$ but you concluded it was $\le15$. You are going to be spending money increasing the amount of chips when you didn’t have to.