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CMSC 320

2026

Fardina F Alam

Hypothesis Testing: Critical Region and P-Value

(PART02)

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Topics we will cover

  1. Concept of Critical Region
  2. Critical Value
  3. One Tailed Test - Left and Right Tailed
  4. Two Tailed Test
  5. Concept of P-Value

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Making the Decision

After choosing the significance level (α) and calculating the test statistic:

Use one of two methods:

1. Critical Value Method

Compare test statistic to critical value (cutoff)

2. p-value Method

Compare p-value to α

Final Decision Reject H₀ or Fail to reject H₀

Key Idea Is the result extreme enough to doubt H₀?

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  1. Critical Region and Critical Value

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Critical Region & Critical Value

Critical Region (Rejection Region)

The range of test statistic values where we reject the null hypothesis because the data is too extreme.

Size depends on significance level (α)

  • Larger α → bigger rejection region
  • Smaller α → smaller rejection region

Critical Value the boundary/cutoff point separating the critical region from other values—crossing it means rejecting the null hypothesis.

  • Cross the boundary → Reject H₀

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Critical Region & Critical Value

Example (Two-tailed test, α = 0.05)

Critical values: −1.96 and +1.96 Test statistic > 1.96 or < −1.96 → Reject H₀

The figure shows how the critical values mark the boundaries of two rejection regions (shaded in pink).

Note: we considered critical value 1.96 here. The critical value can be found using the appropriate table or statistical software for the distribution and degrees of freedom. THIS COURSE FOCUSES ON UNDERSTANDING THE CONCEPT RATHER THAN THE CALCULATION OF THE CRITICAL VALUE.

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Critical Region Boundaries

Compare test statistic vs. critical value(s)

  • If test statistic is in critical (rejection) region → Reject H0​
  • If test statistic is not in critical region → Fail to reject H0​�

The critical region depends on:

  • Significance level (α)
  • Type of test�
    • One-tailed
    • Two-tailed�

The choice is determined by the research hypothesis (direction of effect).

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Example: Human Heights

Ques: If an alien abduct someone, what is our most likely height?

Suppose we're investigating whether aliens are abducting humans based on their height.

If heights are normally distributed, the most likely human we got is the mode.

Set up: Null Hypothesis (H0): The avg height of abducted humans is just like the most common height in the human population.

Question: Based on the setup of the null hypothesis, where would we expect to observe rejection of the null hypothesis in our analysis?

Consider the extreme regions representing test statistic values that are unlikely to occur (far from the mean) if the null hypothesis is true.

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Is it a one-tailed test or a two-tailed test?

Hypothesis tests can be one-tailed or two-tailed, depending on the alternative hypothesis Ha.

Does the alternative hypothesis (Ha) propose a deviation in either direction (not equal)?

Is Ha concerned with positive effects or right tail of the distribution(Greater Values )?

Use a two-tailed test

Use a one-tailed upper-tail test (Greater or Positive Effect)

Use a one-tailed lower-tail test (lesser or negative Effect)

Yes

No

Yes

No

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One-Tailed Test

  • Critical region on one side of distribution (Left or Right tail)
  • Tests when hypothesis specifies direction (greater than OR less than)
  • Entire rejection area = α
  • Decision: Reject H0​ if statistic falls in shaded tail

Two-Tailed Test

  • Used when direction is not specified
  • Detects any difference (positive or negative)
  • Rejection region split into two tails
  • Each tail has area = α / 2
  • Two critical values (left and right)
  • Decision: Reject H0​ if statistic falls in either shaded tail�

Example:� If α=0.05 → each tail = 0.025 → two critical values

Purpose: Test whether the parameter differs significantly in either direction.

One-tailed vs Two-tailed test

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One-tailed vs Two-tailed test

Left-tailed/lower-tailed test: critical value and rejection region will be in the left tail of the distribution

Right-tailed/upper-tailed test: critical value and rejection region will be in the right tail of the distribution

For one tailed: If the sample being tested falls into the one-sided critical area, the alternative hypothesis will be accepted instead of the null hypothesis.

** μ is the true (unknown) population mean, while μ0​ is the specific mean value assumed in the null hypothesis for comparison.

Two-tailed test: critical values and rejection regions are split between both the left and right tails of the distribution.

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Example

One Tailed: Testing if a new drug increases blood pressure (right-tailed) or decreases blood pressure (left-tailed) compared to a baseline value

H0: μ = μ0

Two Tailed: Testing if a new drug has an effect on blood pressure, without specifying whether the effect is an increase or a decrease.

The mean blood pressure with the new drug is equal to the baseline mean.

The mean blood pressure with the new drug is different from the baseline mean (either higher or lower).

Ha: μ ≠ μ0

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Example: Critical Value

You are testing whether the average weight of a batch of apples is different from 150 grams (μ). You will use a 1% significance level (α = 0.01), and you assume the population standard deviation (σ) is 10 grams. You collect a sample of 30 apples and find that the sample mean (x’) is 152 grams.

Ho: μ = 150

H1: μ 150

α = 0.01

σ=10

Choose the Appropriate Test and Test Statistics?

Determine the Critical Value: Z₁ = -2.58 and Z₂ = +2.58

(check previous slide- decided using Z table )

Since 1.095 is within the range of -2.576 to +2.576, we fail to reject the null hypothesis.

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How to Find a Critical Value

Unfortunately, the formulas for finding critical values are very complex. Typically, you don’t calculate them by hand. You can use some statistical software or statistical tables (Z-table, T distribution table, Chi-square table, F-table) to find them.

ALTERNATIVE: P-Value (Another approach to evaluating the significance of test results.)

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(2) P-Value

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Recap

Recall: The Critical Value Method:

  • We compare our test Stastics and the critical value(s)
  • If the test statistic is more extreme than the critical value, it was significantly high or low, we reject the null hypothesis.

Now Come Alternative Approach to help us assessing the evidence against the null hypothesis (H₀): P-Value Method

  • Rather than, comparing the values in the horizontal axis, we compare the probabilities ( areas in the tails)

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The Use of P –Values in Decision Definition Making

The p-value approach: A method in hypothesis testing where we calculate how likely the observed result (or something more extreme) is if the null hypothesis is true.

Smaller p-values indicate stronger evidence against the null hypothesis.

Compare p-value with significance level α

  • If p-value ≤ αReject H0​ ( strong evidence against H0​)
  • If p-value > αFail to reject H0​ (result is plausible under H0​)

Key Idea The p-value tells how strong the evidence is against the null hypothesis.

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P-Value Procedure

  • Classify the test as “two tailed, left tailed or right tailed”
  • Find the P-Value using the area associated with the test statistic
    • If test is two tailed, P is double the area in the nearest tail
    • If test is left tailed, P is the area in the left tail
    • If test is right tailed, P is the area in the right tail
    • We can use associated table ( Z-table, T-table etc.) of test statistic to find the P-Value.

Make a Decision:

  • If P-Value <= α; the value of the test statistic is significantly high or low, so we reject the null hypothesis.
  • If P-Value >α; the value of the test statistic is likely given our assumption, so we fail to reject the null hypothesis.

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P-Value - Example

Suppose you are testing the following hypothesis at a significance level (α) of 5% and you got the p-value as 3%, and your sample statistic (sample mean) is x̄ = 25

H₀: μ = 20 (The population mean is 20)

H₁: μ > 20 (The population mean greater than 20)

Given, α=5%, we are fine to reject our null hypothesis 5 out of 100 times even though it is true.

P-value is 3% which is less than α

0.03 < 0.05 → We reject the null Hypothesis (extremely strong evidence against the null hypothesis.)

What about P-Value is 6%?

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Example: Now use P Value Approach

You are testing whether the average weight of a batch of apples is different from 150 grams (μ). You will use a 1% significance level (α = 0.01), and you assume the population standard deviation (σ) is 10 grams. You collect a sample of 30 apples and find that the sample mean (x’) is 152 grams.

Ho: μ = 150

H1: μ 150

α = 0.01

σ=10

Find P-Value: What is the p-value that corresponds to this z-score?

From the Z-table or calculator, the area to the right of Z = 1.095 is about 0.1368 (NO NEED TO FIND THIS DURING EXAM, THIS WILL BE GIVEN).

Since it's a two-tailed test, P = 2 * 0.1368 =0.274

Since P-Value (0.2736) > α (0.01), we fail to reject Ho

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WRITING NULL AND ALTERNATIVE HYPOTHESIS

The school board claims that atleast 60% of students bring a phone at school. A teacher believe that this number is too high and randomly samples 25 students to test at at level of significance of .02

Write down H0, H, C, alpha.

PRACTICE

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NEXT PART:

Different Types of Statistical Tests