amanning
10-12-2005, 10:48 PM
I know that power is one minus beta...but how do you calculate beta?
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View Full Version : Computing Power amanning 10-12-2005, 10:48 PM I know that power is one minus beta...but how do you calculate beta? quark 10-12-2005, 11:05 PM Hi amanning, Beta is the type II error. It's the probability of not rejecting H0 when H0 is false. To calculate beta, first you need to get the rejection/acceptance region based on your H0, H1 and significance level, then you can get the conditional probability of the acceptance region given H0 is false. Let me know if you have further questions. amanning 10-12-2005, 11:11 PM Ok. The problem I am working on is Let X:N(?, 64) n=16 H1: m=50 H2: m>50 alpha= >.05 Compute Power for m=56 (m is mew as I don't know how to type in greek) quark 10-12-2005, 11:15 PM You want to find the critical value first, then the rejection region, ie reject H0 when sample mean xbar is.... amanning 10-12-2005, 11:18 PM would this make sense: - X= 59.29 Z(59.29)=1.645 Beta=.05 1-Beta=.95 quark 10-12-2005, 11:26 PM would this make sense: - X= 59.29 Z(59.29)=1.645 Beta=.05 1-Beta=.95 It's more complex than that. :) You have alpha=.05, critical value of 1.645 is correct. Calculate the standard error of the mean, then the critical value is the z-value for the boundary of the rejection region. Rejection region should be Xbar>... amanning 10-12-2005, 11:36 PM standard error of the mean: 2 found by taking the square root of the variance (variance 64) which is 8 and dividing it by the square root of the sample (square root of 16) which is 4. quark 10-12-2005, 11:45 PM So you would reject H0 if (Xbar-mu)/se_Xbar > 1.645 (Xbar-50)/2 > 1.645 Xbar >53.29 Next we get power directly by calculating P(Xbar >53.29 | mu=56) P(Xbar >53.29 | mu=56) =P[(Xbar-mu)/se_Xbar > (53.29-mu)/se_Xbar | mu=56] =P[Z > (53.29-56)/2] =... You can do the rest. :) amanning 10-12-2005, 11:47 PM OK, I guess a better question would be how do I figure out the z score? I have a 'formula' written down that looks like Z(x)= x-mx/standard error, I don't know what to do with it. quark 10-12-2005, 11:54 PM Substitute the values. P(Xbar >53.29 | mu=56) =P[(Xbar-mu)/se_Xbar > (53.29-mu)/se_Xbar | mu=56] =P[Z > (53.29-56)/2] =P(Z > -1.36) =P(Z<1.36) =... The final answer can be found in the normal table. amanning 10-13-2005, 12:00 AM Thank you so much for all of your help. Sometimes I need to see things written differently for them to make sense... quark 10-13-2005, 12:02 AM You are welcome. Please pass a good word for us. Thanks. amanning 10-13-2005, 12:02 AM In reviewing this I do have one more, most likely annoying question, why in post 8 is it x bar -50/2>1.645 and not x bar-56/2>1.645 quark 10-13-2005, 12:09 AM Very good question. When you try to find the rejection region, you use the mu in your H0. After you get the region, you use mu=56, notice I've always included the condition mu=56 afterwards. This is a KEY concept in power calculation. amanning 10-13-2005, 12:15 AM Oooh. I hadn't noticed, or at least hadn't understood. But that makes sense. Thanks again... I'm sure I'll be back... quark 10-13-2005, 12:25 AM Great! I would be glad to help you again. |