International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 A REVIEW ON TESTING FOR EQUALITY OF MEANS AGAINST ORDERED MEANS 1 1 SAADU,Y. O, 2ADEOYE, A.O AND 3YUSUF, G. A DEPARTMENT OF LIBRARY INFORMATION KWARA STATE POLYTECHNIC ILORIN 2 DEPARTMENT OF MATHEMATICS/STATISTICS FEDERAL POLYTECHNIC OFFA 3 DEPARTMENT OF STATISTICS KWARA STATE POLYTECHNIC ILORIN ABSTRACT This research a review on testing for equality of means against ordered means. Statistical hypothesis testing is a key technique of frequents statistical inference, and it is widely used, but also much criticized. The critical region of a hypothesis test is the set of all possible outcomes which, if they occur, well lead us to reject the null hypothesis in favour of alternative hypothesis. Keywords: testing, equality , means, ordered ,hypothesis testing 1. INTRODUCTION Hypothesis testing is a method of making statistical decision using experimental data. One use of hypothesis testing is in deciding whether experimental result contains enough information to cast doubt on conventional wisdom. Hypothesis testing are performed by many researcher in various fields of inquiry, usually to discover something about particular process. Literally, hypothesis testing is a method of testing a claim about a parameter in a population, using data measured in a sample[3,4]. In this method, we test some claim by determine a likelihood that a sample statistic could have been selected if the hypothesis regarding the population parameter were true. The null hypothesis is a conservative statement about a population parameter, and it is so termed because it is most in variably states that the given sample comes from a population. The purpose of hypothesis testing is to test the variability of the null hypothesis in the light of experimental data. 2. METHODOLOGY Depending on the data, the null hypothesis either will or will not be rejected as a variable possibility.[6] worked on hypothesis testing of homogeneity of the form H 0 : 1 2 ... g against the ordered alternative , H 0 : 1 2 .. g Let 1 i 1 i , 1 i g 1, then for each pair of means i and i 1 , i i 1 if only i 0 Hence the test for hypothesis set above becomes H 0 : i 0 against H 1 : min 1 0 1 i 1 g 1 an unbiased estimate of i is i Yi 1 Yi then ˆi ~ N i , v ( i ) and v ( i ) v ( Yi 1 Yi ) v ( Yi 1 ) v ( Yi ) 2 2 under the assumption or hom ogenity of var iances ni 1 ni Volume 2, Issue 9, September 2013 Page 81 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 Thus ni ni 1 2 v ( i ) ni ni 1 (1) Now consider the quantity mi such that mi ni ni 1 and let ni ni 1 ˆ1 mi ˆi mi ( Yi 1 Yi ) then ˆi ~ N ( i , 2 ) Where i mi i 1 1 The result of the equation (2.3) above is so because: E (ˆi ) E ( miˆi ) E ( mi (Yi 1 Yi ) mi E ((Yi 1 Yi ) Thus, E ˆ m i i i i 1 i (2) Also, v ˆi v (miˆi ) mi2 v (ˆi ) ni ni 1 2 ni ni 1 Now let ˆ1 (ˆ1 , ˆ2 ,..., ˆg 1 )1 and ˆ1 ( 1 , 2 ,.., g 1 )1 Then ˆ m1 (Y1 Yg ), m2 (Y2 Yg ),..., mg 1 (Yg 1 Yg ) and V m1 ( 1 g ), m2 ( 2 g ),..., mg 1 ( g 1 g ) Therefore, the hypothesis set can be written in terms of Volume 2, Issue 9, September 2013 ' i as Page 82 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 H o : i 0 i against H 1 : min i 0, 1 i g 1 Now let S i2 ni 1 (Yij Yi ) 2 j ni 1 1 and S2 g ni 1 (Yij Yi ) 2 n g i 1 j 1 Then S2 1 g 2 (ni 1) Si i 1 ng Where 2 2 Si is the sample variance for the ith population, 1 i g 1 and S is the pooled sample variance for all the g population. Define T ' (T1 , T2 , ...Tg 1 ) T m1 (Y2 Y1 ), m2 (Y3 Y2 ),... mg 1 (Yg Yg 1 ) and U as U1 Tg 1 T 1 T1 T2 , , ... S S S S Where Ti is defined as Ti mi (Yi 1 Yi ) Then, we have (Y Y1 ) (Yg Yg 1 ) (Y Y2 ) U 1 m1 2 , m2 3 ,...mg 1 S S S (u1 , u2 ,... u g 1 ) Where Ui mi (Yi 1 Yi ) S , 1 i g 1 Then, statistic U has a multivariate t – distribution with mean and n-g degree of freedom. MTg 1 ( , n g ) Independent of statistics [1] Let v min u i 1i g1 Where v is non- decreasing in T and distributed independently of S. Therefore, in testing the hypothesis, Volume 2, Issue 9, September 2013 Page 83 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 H 0 : 1 2 ... g against H1 : 1 2 ... g [1] proposed the test statistic (u ) given by 1, if min ui t g , n , (3) (u ) 0, otherwise Where min (ui) accepts the preconceived order 1 i 1 i, i 1, 2, ..., g 1 and t g , n , is determine such that Eo[ (u )] = , є(0,1) and predetermined to satisfy sufficiency criterion. However, the critical values t g , n , developed using ordered statistic and its distribution as contained in [1] may be use. These critical values are generally smaller than the usual critical values of the t-distribution at a specified degree of freedom. The implication of this is that the critical value of the t-distribution when in use tend to be more conservative than the critical values t g ,ni , developed for the test. Thus, if test rejects the null hypothesis using the critical values of the t–distribution it will surely reject it using the critical values t g , ni , . In term of Y1 , Y2 , ..., Yg , and S 2 lest becomes mi (Yi 1 Yi ) t g , n , , i 1,..., g 1 1, if 1min i g1 S (Y1 , Y2 , ..., Yg , S 2 ) o, otherwise That is Ho is rejected if, Tˆ min mi Where mi (Yi 1 Yi ) S t g , n , , i 1,..., g 1 ni ni 1 ni ni 1 For equal sample sizes ni m i, the test statistic T becomes (Yi 1 Yi ) m min i 1, ..., g 1 2 S It should be noted that test above reduces to the two-sample one tail t-test when g = 2 and it also inherits the three Tˆ optimality properties of Uniformly Most Powerful Unbiased (UMPU), Uniformly Most Powerful Invariant (UMPI) and Asymptotical Consistency of the two sample one tailed t-test,[1] However, since the reduces to the two samples one tailed t-test when g = 2, it then shows that statistic T of 5 and 6 follow the multivariate T- distribution. Therefore, the decision rule adopted with unequal sample sizes taken from all the g population is to reject the null hypothesis H0 , if (Yi 1 Yi ) ni ni 1 tn g ,1 ni ni 1 S Tˆ min (4) With equal sample sizes, this reduce to Tˆ m 2 (Yi 1 Yi ) t g , n, . S Where ni = m for i and t g , n , is obtained from table of critical values developed to test by [1] which is obtained using ordered statistics and its distribution. However, these critical values are generally smaller than those obtained using Volume 2, Issue 9, September 2013 Page 84 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 the t-distributions. The implication of this is that the students t-distribution when in use for the ordered alternative provides a more conservative test then the actual [2]. Furthermore, if the test statistic rejects using the percentage points of the t-distribution it would be rejected using the actual critical values developed. However, the rejection or acceptance of the null hypothesis Ho by the proposed test procedure is on the strength of the alternative set H1. In this connection, if Ho is rejected at a specified level, it shows that the data being analyzed supports the ordered alternative set of H1.[6] developed the test procedure for testing Ho against ordered means with one of them being the control, assuming homogenous variances. For the general case, we can let i i 1 if and only i max ( g ) where i 1, 2, 3, ....g but for the control if i where g is fixed and g g max ( i ), i 1, 2, ......., g in particular, if 1 represents the mean of population i, i 1, 2, ......g , the problem is to test the hypothesis. H o : ... 1 g 1 2 against H1 : ... 1 g 1 2 Where Max is control mean from the gth population. By the term control, we mean that all other g–1 g 1 i g i treatment means are compared against and serves as the basis of comparison other. g i ' s, 1 i g 1 Define i i g Then if and only if i 0 i, i 1,...g 1. i g Therefore, the hypothesis of equation (2.9) becomes H o : i 0 i , i 1, g 1 against H1 : max i 0 1 i g 1 The unbiased estimate of ˆi Yi Yg i is (5) Therefore, ˆi ~ N i , v ( i ) Where v(ˆi ) v (Yi Yg ) v( X i ) v ( X g ) 2 2 ni ng This occurs under equality of variance assumption and independent sampling. Thus, Volume 2, Issue 9, September 2013 Page 85 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 ni ng 2 v(ˆi ) ni ng Consider the quantity mi which is defined as 1 ni n g mi ni n g 2 1 i g 1 and let ˆi mi ˆi mi ( X i X g ) Then, we have that, ˆi ~ N ( i , 2 ) Where i mi ( i g ) Since E ˆr mi E ( ˆi ) mi ( i ) g and vˆi v [ miˆi ] mi2 v [ˆi ] 2 Now, let ˆ1 (ˆ1 , ˆ2 ,...........ˆ g 1 ) and ˆi1 ( 1 , 2 , ........... g 1 ) Then ˆ1 m1 ( 1 g ), m2 ( 2 g ),...mg 1 ( g 1 g ), and ˆ m1 , m2 , ..., mg 1 2 g g 1 g 1 g Therefore, equation (2.11) becomes 1 H o : i 0 i , i 1,..., g 1 against H1 : max i 0 1 i g 1 Suppose we define statistic T as T m1 (Y 2 Y 1 ), m2 (Y 3 Y 2 ),...........mg 1 (Y g Y g 1 ) = (T1, T2,……,Tg-1) and S2, the pooled sample variance for all the g populations as S2 g ni 1 ( X ij X i ) 2 n g i 1 j 1 That is S2 g 1 2 (ni 1)S i i n g 1 g Where, n ni i 1 S 2 is the sample variance for the i population, independent of T. Volume 2, Issue 9, September 2013 Page 86 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 U1 T1 S (Y Y1 ) (Y Yg 1 ) (Y Y2 ) U 1 m1 2 , m2 3 ,..., mg 1 g S S S (U1 , U 2 , ...U g 1 ) Therefore, statistics U is distributed MT g 1 ( , n g ) multivariate T – distribution. Define statistic H as, H = h(u) = min U i . Then H is non-decreasing in T and distributed independent of S2. Thus, we 1 i k 1 propose a test procedure for testing hypothesis set up as 1, if max ui t0 1 i k 1 (u ) 0, otherwise Where max ui shows that the preconceived order i i 1 i, i 1, 2, ............., g and t 0 is determine such that E H 0 [ (u )] , (0,1) is predetermined. In term of X 1 , X 2 , ..., X g , and S 2 becomes 1, if max 1 i g 1 (Y , S 2 ) o, otherwise ni ng (Yi Yg ) ni ng S t0 (6) That is in testing (2.9) the rule is to reject the null hypothesis Ho at a specified type I error if Tˆ max 1 i g 1 ni ng (Yi Yg ) ni ng S t0 (7) For equal sample sizes ni ng m i, then the rule is to reject Ho if m (Yi Yg ) t0 (8) 1 i g 1 2 S For i ( 2.10) define as i i 1,.......... g 1 Test reduces to the two sample one side t-test with g = 2 Tˆ max 1 g and inherits the three optimality properties of Uniformly Most Powerful Unbiased (UMPU), Uniformly Most Powerful Invariant (UMPI) and Asymptotical Consistency of the two sample one tailed test, [1] In this connection, test reduces to the two samples one tail t-test when g – 1 = 1 and it possesses the three optimality properties of UMPU, UMPI and consistency using Ho against H1 Now, if 1 of (2.10) is redefined as i then, for i = 1, …..g – 1, , if and only if i 0 i , and i g i g hypothesis set of (2.11) will become H o : i 0 i , i 1,.................., g 1 against H 1 : min i 0 1 i g 1 Following other procedure all through, test Volume 2, Issue 9, September 2013 of (18) becomes Page 87 International Journal of Application or Innovation in Engineering & Management (IJAIEM) Web Site: www.ijaiem.org Email: editor@ijaiem.org, editorijaiem@gmail.com Volume 2, Issue 9, September 2013 ISSN 2319 - 4847 1, if min 1 i g 1 (Y , S 2 o, otherwise ni ng (Yi Yg ) ni ng S t0 For some t0. Hence, (2.19) and (2.20) respectively become Tˆ min 1 i g 1 Tˆ min 1 i g 1 ni ng (Yi Yg ) ni ng S t0 m (Yg Yi ) t0 2 S REFERENCES [1] Adegboye, O.S. (1981): “On Testing Against Restricted Alternatives In Ganssian Models” Ph.D Dissertation,BGSU. [2] Anne, P.S. and Deborah, I.S. (2002): “Combination of Experimental Design” Clarendon Press. Oxford [3] Ott, L. (1984): “An Introduction to Statistical Methods and Data Analysis” Second Edition. PWS Publisher [4] Roussas, G.G. (1973): “A First Course in Mathematical Statistics” Addison – Wesley Publishing Company Inc. [5] Yahya, W. B. (2003): “Testing Hypothesis Against Ordered Alternative” M.Sc Thesis Saadu, Yusuf olanrewaju was born on 23rd of December, 1984. He finished his National Diploma and Higher National Diploma in Statistics from kwara state polytechnic, Ilorin in 2005 and 2008 respectively and his just concluded his Post Graduate Diploma in Statistics from University of Ilorin July 2013. Currently am working at Kwara State polytechnic, Ilorin as system Analyst in Library Department. Adeoye Akeem O was born on October 7th 1976 in owu isin, kwara State of Nigeria. He obtained his Higher National Diploma (H.N.D) in Statistics from the Kwara state polytechnic Ilorin 1n 1999,PGD Statistics in 2008 from University of Ilorin,PGDE Education in 2007 from University of Ado -Ekiti, Teacher training Certificate(TTC) in 2010 from Federal college of Education Akoka Lagos State, Masters degree (M.Sc) in Statistics in 2010 from university of Ilorin, Nigeria and currently on his Ph.D in statistics at the university of Ilorin Nigeria . He has been lecturing Statistics in kwara state polytechnic as an Instructor from April 2005 to March 2013 .He joined Federal Polytechnic offa from April 2013 to date as a lecturer .He attended many workshop and conferences. He has thirteen journals for both national and international. Yusuf Gbemisola .A (Mrs) was born on 1984 from Ajase in ifelodun Local Government Area of kwara State of Nigeria. She finished his National Diploma and Higher National Diploma in Statistics from Federal Polytechnic, Offa in 2004 and 2007 respectively and she is just concluded her Post Graduate Diploma in Education from Kwara State College of Education Ilorin August 2013. Volume 2, Issue 9, September 2013 Page 88