The Annals of Mathematical Statistics

Operating Characteristics for the Common Statistical Tests of Significance

Charles D. Ferris, Frank E. Grubbs, and Chalmers L. Weaver

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Abstract

Methods making possible quick calculation of operating characteristics of power curves of common tests of significance involving the $\chi^2, F, t,$ and normal distributions are presented. In addition, a comprehensive set of curves illustrating graphically the power of each test for the 5% significance level are included. We are interested in the power of: (1) the $\chi^2$-test to determine whether an unknown population standard deviation is greater or less than a standard value, (2) the $F$ test to determine whether one unknown population standard deviation is greater than another (one-sided alternative), and (3) the $t$-test and normal test to determine whether an unknown population mean differs from a standard or two unknown population means differ from each other. Such operating characteristics have application for the quality control engineer and statistician in the design of sampling inspection plans using variables where they may be used to determine the sample size that will guarantee a specified consumer's and producer's risk. On the other hand they are of use in displaying the power of a test if the sample size has already been set. Finally, they are a necessary adjunct to the proper interpretation of the common tests of significance.

Article information

Source
Ann. Math. Statist., Volume 17, Number 2 (1946), 178-197.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177730979

Digital Object Identifier
doi:10.1214/aoms/1177730979

Mathematical Reviews number (MathSciNet)
MR16617

Zentralblatt MATH identifier
0063.01356

JSTOR
links.jstor.org

Citation

Ferris, Charles D.; Grubbs, Frank E.; Weaver, Chalmers L. Operating Characteristics for the Common Statistical Tests of Significance. Ann. Math. Statist. 17 (1946), no. 2, 178--197. doi:10.1214/aoms/1177730979. https://projecteuclid.org/euclid.aoms/1177730979


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