Statistical Sciences 2141A/B Lecture Notes - Lecture 25: Independent And Identically Distributed Random Variables, Test Statistic

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Recall that if x1, x2, , xn are iid rv"s from a n(cid:894) , 2) distribution e is r e, x. Upper-tailed (one-sided) z-test or , a va e a o sidera e eeds rovides evide e a ai s a d orres o ds o a ar e osi ve va e of. Similarly for ha < 0 , it follows that. And h0 is rejected for z < - . Lastly for ha 0, it follows that. And h0 is reje ed for | | /2. The issue with the hypothesis tests discussed so far is that the o a io varia e 2 is usually unknown. O e a ro ima io is o s s i e e sam e s a dard devia io s for i e a a io of the test statistic. Under the clt, this approximation can be used for samples from any distribution if n is sufficiently large.

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