Introduction to Probability and Statistics for Engineers and Scientists

(Sean Pound) #1

8.3Tests Concerning the Mean of a Normal Population 297


will depend on the value ofμ, and so let us defineβ(μ)by


β(μ)=Pμ{acceptance ofH 0 }

=Pμ

{∣∣
∣∣

X−μ 0
σ/


n


∣∣


≤zα/2

}

=Pμ

{
−zα/2≤

X−μ 0
σ/


n

≤zα/2

}

The functionβ(μ) is called theoperating characteristic(or OC)curveand represents the
probability thatH 0 will be accepted when the true mean isμ.
To compute this probability, we use the fact thatXis normal with meanμand variance
σ^2 /nand so


Z≡

X−μ
σ/


n

∼N(0, 1)

Hence,


β(μ)=Pμ

{
−zα/2≤

X−μ 0
σ/


n

≤zα/2

}

=Pμ

{
−zα/2−

μ
σ/


n


X−μ 0 −μ
σ/


n

≤zα/2−

μ
σ/


n

}

=Pμ

{
−zα/2−

μ
σ/


n

≤Z−

μ 0
σ/


n

≤zα/2−

μ
σ/


n

}

=P

{
μ 0 −μ
σ/


n

−zα/2≤Z≤

μ 0 −μ
σ/


n

+zα/2

}

=

(
μ 0 −μ
σ/


n

+zα/2

)

(
μ 0 −μ
σ/


n

−zα/2

)
(8.3.4)

where is the standard normal distribution function.
For a fixed significance levelα, the OC curve given by Equation 8.3.4 is symmetric
aboutμ 0 and indeed will depend onμonly through (



n/σ)|μ−μ 0 |. This curve with
the abscissa changed fromμtod =(



n/σ)|μ−μ 0 |is presented in Figure 8.2 when
α=.05.


EXAMPLE 8.3c For the problem presented in Example 8.3a, let us determine the probability
of accepting the null hypothesis thatμ=8 when the actual value sent is 10. To do so,
we compute

n
σ


(μ 0 −μ)=−


5
2

× 2 =−


5
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