.. . .. . .. . .. . SLIDES BY John Loucks St. Edward’s University © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 1 Chapter 11 Comparisons Involving Proportions and a Test of Independence Inferences About the Difference Between Two Population Proportions Testing the Equality of Population Proportions for Three or More Populations Test of Independence © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 2 Inferences About the Difference Between Two Population Proportions Interval Estimation of p1 - p2 Hypothesis Tests About p1 - p2 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 3 Sampling Distribution of p1 p2 Expected Value E ( p1 p2 ) p1 p2 Standard Deviation (Standard Error) p1 p2 p1 (1 p1 ) p2 (1 p2 ) n1 n2 where: n1 = size of sample taken from population 1 n2 = size of sample taken from population 2 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 4 Sampling Distribution of p1 p2 If the sample sizes are large, the sampling distribution of p1 p2 can be approximated by a normal probability distribution. The sample sizes are sufficiently large if all of these conditions are met: n1p1 > 5 n1(1 - p1) > 5 n2p2 > 5 n2(1 - p2) > 5 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 5 Sampling Distribution of p1 p2 p1 p2 p1 (1 p1 ) p2 (1 p2 ) n1 n2 p1 p2 p1 – p2 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 6 Interval Estimation of p1 - p2 Interval Estimate p1 p2 z / 2 p1 (1 p1 ) p2 (1 p2 ) n1 n2 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 7 Interval Estimation of p1 - p2 Example: Market Research Associates Market Research Associates is conducting research to evaluate the effectiveness of a client’s new advertising campaign. Before the new campaign began, a telephone survey of 150 households in the test market area showed 60 households “aware” of the client’s product. The new campaign has been initiated with TV and newspaper advertisements running for three weeks. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 8 Interval Estimation of p1 - p2 Example: Market Research Associates A survey conducted immediately after the new campaign showed 120 of 250 households “aware” of the client’s product. Does the data support the position that the advertising campaign has provided an increased awareness of the client’s product? © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 9 Point Estimator of the Difference Between Two Population Proportions p1 = proportion of the population of households “aware” of the product after the new campaign p2 = proportion of the population of households “aware” of the product before the new campaign p1 = sample proportion of households “aware” of the product after the new campaign p2 = sample proportion of households “aware” of the product before the new campaign 120 60 p1 p2 .48 .40 .08 250 150 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 10 Interval Estimation of p1 - p2 For = .05, z.025 = 1.96: .48(.52) .40(.60) .48 .40 1.96 250 150 .08 + 1.96(.0510) .08 + .10 Hence, the 95% confidence interval for the difference in before and after awareness of the product is -.02 to +.18. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 11 Hypothesis Tests about p1 - p2 Hypotheses We focus on tests involving no difference between the two population proportions (i.e. p1 = p2) H 0 : p1 p2 0 H a : p1 p2 0 Left-tailed H H00:: H Ha:: a pp1 - p2 < 0 1 p2 0 pp1 - pp2 > 00 1 2 Right-tailed H 0 : p1 p2 0 H a : p1 p2 0 Two-tailed © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 12 Hypothesis Tests about p1 - p2 Standard Error of p1 p2 when p1 = p2 = p p1 p2 1 1 p(1 p) n1 n2 Pooled Estimator of p when p1 = p2 = p n1 p1 n2 p2 p n1 n2 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 13 Hypothesis Tests about p1 - p2 Test Statistic z ( p1 p2 ) 1 1 p(1 p ) n n 2 1 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 14 Hypothesis Tests about p1 - p2 Example: Market Research Associates Can we conclude, using a .05 level of significance, that the proportion of households aware of the client’s product increased after the new advertising campaign? © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 15 Hypothesis Tests about p1 - p2 p -Value and Critical Value Approaches 1. Develop the hypotheses. H0: p1 - p2 < 0 Ha: p1 - p2 > 0 p1 = proportion of the population of households “aware” of the product after the new campaign p2 = proportion of the population of households “aware” of the product before the new campaign © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 16 Hypothesis Tests about p1 - p2 p -Value and Critical Value Approaches 2. Specify the level of significance. = .05 3. Compute the value of the test statistic. 250(. 48) 150(. 40) 180 p . 45 250 150 400 s p1 p2 . 45(. 55)( 1 z 1 ) . 0514 250 150 (.48 .40) 0 .08 1.56 .0514 .0514 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 17 Hypothesis Tests about p1 - p2 p –Value Approach 4. Compute the p –value. For z = 1.56, the p–value = .0594 5. Determine whether to reject H0. Because p–value > = .05, we cannot reject H0. We cannot conclude that the proportion of households aware of the client’s product increased after the new campaign. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 18 Hypothesis Tests about p1 - p2 Critical Value Approach 4. Determine the critical value and rejection rule. For = .05, z.05 = 1.645 Reject H0 if z > 1.645 5. Determine whether to reject H0. Because 1.56 < 1.645, we cannot reject H0. We cannot conclude that the proportion of households aware of the client’s product increased after the new campaign. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 19 Testing the Equality of Population Proportions for Three or More Populations Using the notation p1 = population proportion for population 1 p2 = population proportion for population 2 and pk = population proportion for population k The hypotheses for the equality of population proportions for k > 3 populations are as follows: H0: p1 = p2 = . . . = pk Ha: Not all population proportions are equal © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 20 Testing the Equality of Population Proportions for Three or More Populations If H0 cannot be rejected, we cannot detect a difference among the k population proportions. If H0 can be rejected, we can conclude that not all k population proportions are equal. Further analyses can be done to conclude which population proportions are significantly different from others. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 21 Testing the Equality of Population Proportions for Three or More Populations Example: Finger Lakes Homes Finger Lakes Homes manufactures three models of prefabricated homes: a two-story colonial, a log cabin, and an A-frame. To help in product-line planning, management would like to compare the customer satisfaction with the three home styles. p1 = proportion likely to repurchase a Colonial for the population of Colonial owners p2 = proportion likely to repurchase a Log Cabin for the population of Log Cabin owners p3 = proportion likely to repurchase an A-Frame for the population of A-Frame owners © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 22 Testing the Equality of Population Proportions for Three or More Populations We begin by taking a sample of owners from each of the three populations. Each sample contains categorical data indicating whether the respondents are likely or not likely to repurchase the home. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 23 Testing the Equality of Population Proportions for Three or More Populations Observed Frequencies (sample results) Home Owner Colonial Log A-Frame Likely to Yes 100 81 83 Repurchase No 35 20 41 Total 135 101 124 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Total 264 96 360 Slide 24 Testing the Equality of Population Proportions for Three or More Populations Next, we determine the expected frequencies under the assumption H0 is correct. Expected Frequencies Under the Assumption H0 is True eij (Row i Total)(Column j Total) Total Sample Size If a significant difference exists between the observed and expected frequencies, H0 can be rejected. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 25 Testing the Equality of Population Proportions for Three or More Populations Expected Frequencies (computed) Home Owner Colonial Log A-Frame Likely to Yes 99.00 74.07 90.93 Repurchase No 36.00 26.93 33.07 Total 135 101 124 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Total 264 96 360 Slide 26 Testing the Equality of Population Proportions for Three or More Populations Next, compute the value of the chi-square test statistic. 2 i j ( f ij eij )2 eij where: fij = observed frequency for the cell in row i and column j eij = expected frequency for the cell in row i and column j under the assumption H0 is true Note: The test statistic has a chi-square distribution with k – 1 degrees of freedom, provided the expected frequency is 5 or more for each cell. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 27 Testing the Equality of Population Proportions for Three or More Populations Computation of the Chi-Square Test Statistic. Obs. Exp. Sqd. Sqd. Diff. / Likely to Home Freq. Freq. Diff. Diff. Exp. Freq. Repurch. Owner fij eij (fij - eij) (fij - eij)2 (fij - eij)2/eij Yes Colonial 97 97.50 -0.50 0.2500 0.0026 Yes Log Cab. 83 72.94 10.06 101.1142 1.3862 Yes A-Frame 80 89.56 -9.56 91.3086 1.0196 No Colonial 38 37.50 0.50 0.2500 0.0067 No Log Cab. 18 28.06 -10.06 101.1142 3.6041 No A-Frame 44 34.44 9.56 91.3086 2.6509 Total 360 360 2 = © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 8.6700 Slide 28 Testing the Equality of Population Proportions for Three or More Populations Rejection Rule p-value approach: Reject H0 if p-value < Critical value approach: Reject H0 if 2 2 where is the significance level and there are k - 1 degrees of freedom © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 29 Testing the Equality of Population Proportions for Three or More Populations Rejection Rule (using = .05) Reject H0 if p-value < .05 or 2 > 5.991 With = .05 and k-1=3-1=2 degrees of freedom Do Not Reject H0 Reject H0 5.991 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 2 Slide 30 Testing the Equality of Population Proportions for Three or More Populations Conclusion Using the p-Value Approach Area in Upper Tail .10 .05 2 Value (df = 2) 4.605 5.991 .025 7.378 .01 .005 9.210 10.597 Because 2 = 8.670 is between 9.210 and 7.378, the area in the upper tail of the distribution is between .01 and .025. The p-value < . We can reject the null hypothesis. Actual p-value is .0131 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 31 Testing the Equality of Population Proportions for Three or More Populations We have concluded that the population proportions for the three populations of home owners are not equal. To identify where the differences between population proportions exist, we will rely on a multiple comparisons procedure. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 32 Multiple Comparisons Procedure We begin by computing the three sample proportions. Colonial: p1 100 .741 135 Log Cabin: p2 81 .802 101 A-Frame: p3 83 124 .669 We will use a multiple comparison procedure known as the Marascuillo procedure. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 33 Multiple Comparisons Procedure Marascuillo Procedure We compute the absolute value of the pairwise difference between sample proportions. Colonial and Log Cabin: p1 p2 .741 .802 .061 Colonial and A-Frame: p1 p3 .741 .669 .072 Log Cabin and A-Frame: p2 p3 .802 .669 .133 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 34 Multiple Comparisons Procedure Critical Values for the Marascuillo Pairwise Comparison For each pairwise comparison compute a critical value as follows: CVij 2 ; k 1 pi (1 pi ) p j (1 p j ) ni nj For = .05 and k = 3: c2 = 5.991 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 35 Multiple Comparisons Procedure Pairwise Comparison Tests Pairwise Comparison pi p j CVij Significant if pi p j > CVij Colonial vs. Log Cabin .061 .0923 Not Significant Colonial vs. A-Frame .072 .0971 Not Significant Log Cabin vs. A-Frame .133 .1034 Significant © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 36 Test of Independence 1. Set up the null and alternative hypotheses. H0: The column variable is independent of the row variable Ha: The column variable is not independent of the row variable 2. Select a random sample and record the observed frequency, fij , for each cell of the contingency table. 3. Compute the expected frequency, eij , for each cell. (Row i Total)(Column j Total) eij Sample Size © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 37 Test of Independence 4. Compute the test statistic. 2 i j ( f ij eij ) 2 eij 5. Determine the rejection rule. 2 2 Reject H0 if p -value < or . where is the significance level and, with n rows and m columns, there are (n - 1)(m - 1) degrees of freedom. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 38 Test of Independence Example: Finger Lakes Homes (B) Each home sold by Finger Lakes Homes can be classified according to price and to style. Finger Lakes’ manager would like to determine if the price of the home and the style of the home are independent variables. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 39 Test of Independence Example: Finger Lakes Homes (B) The number of homes sold for each model and price for the past two years is shown below. For convenience, the price of the home is listed as either $250,000 or less or more than $250,000. Price < $250,000 > $250,000 Colonial 18 12 Log 6 14 Split-Level 19 16 A-Frame 12 3 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 40 Test of Independence Hypotheses H0: Price of the home is independent of the style of the home that is purchased Ha: Price of the home is not independent of the style of the home that is purchased © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 41 Test of Independence Expected Frequencies Price Colonial Log Split-Level A-Frame Total < $250K 18 6 19 12 55 > $250K 12 14 16 3 45 Total 30 20 35 15 100 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 42 Test of Independence Rejection Rule 2 With = .05 and (2 - 1)(4 - 1) = 3 d.f., .05 7.815 Reject H0 if p-value < .05 or 2 > 7.815 Test Statistic 2 2 2 ( 18 16 . 5 ) ( 6 11 ) ( 3 6 . 75 ) 2 ... 16.5 11 6. 75 = .1364 + 2.2727 + . . . + 2.0833 = 9.149 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 43 Test of Independence Conclusion Using the p-Value Approach Area in Upper Tail .10 .05 .025 .01 .005 2 Value (df = 3) 6.251 7.815 9.348 11.345 12.838 Because 2 = 9.145 is between 7.815 and 9.348, the area in the upper tail of the distribution is between .05 and .025. The p-value < . We can reject the null hypothesis. Actual p-value is .0274 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 44 Test of Independence Conclusion Using the Critical Value Approach 2 = 9.145 > 7.815 We reject, at the .05 level of significance, the assumption that the price of the home is independent of the style of home that is purchased. © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 45 End of Chapter 11 © 2015 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Slide 46