Appendix B: Confidence Interval and Hypothesis Test Reference Tables
Confidence Interval
| Interval | \(E[Y]\) Increases with \(\theta\)? | \(q\) for Lower Bound | \(q\) for Upper Bound |
|---|---|---|---|
| two-sided | yes | \(1-\alpha/2\) | \(\alpha/2\) |
| no | \(\alpha/2\) | \(1-\alpha/2\) | |
| one-sided lower | yes | \(1-\alpha\) | \(-\) |
| no | \(\alpha\) | \(-\) | |
| one-sided upper | yes | \(-\) | \(\alpha\) |
| no | \(-\) | \(1-\alpha\) |
Hypothesis Test: Rejection Region(s)
| Type | \(E[Y]\) Increases with \(\theta\)? | Rejection Region Boundary | Reject If… |
|---|---|---|---|
| two-tail | yes | \(y_{\rm RR,lo} = F_Y^{-1}(\alpha/2 \vert \theta_o)\) | \(y_{\rm obs} < y_{\rm RR,lo}\) |
| \(y_{\rm RR,hi} = F_Y^{-1}(1-\alpha/2 \vert \theta_o)\) | \(y_{\rm obs} > y_{\rm RR,hi}\) | ||
| no | \(y_{\rm RR,lo} = F_Y^{-1}(1-\alpha/2 \vert \theta_o)\) | \(y_{\rm obs} < y_{\rm RR,lo}\) | |
| \(y_{\rm RR,hi} = F_Y^{-1}(\alpha/2 \vert \theta_o)\) | \(y_{\rm obs} > y_{\rm RR,hi}\) | ||
| lower-tail | yes | \(y_{\rm RR} = F_Y^{-1}(\alpha \vert \theta_o)\) | \(y_{\rm obs} < y_{\rm RR}\) |
| no | \(y_{\rm RR} = F_Y^{-1}(1-\alpha \vert \theta_o)\) | \(y_{\rm obs} > y_{\rm RR}\) | |
| upper-tail | yes | \(y_{\rm RR} = F_Y^{-1}(1-\alpha \vert \theta_o)\) | \(y_{\rm obs} > y_{\rm RR}\) |
| no | \(y_{\rm RR} = F_Y^{-1}(\alpha \vert \theta_o)\) | \(y_{\rm obs} < y_{\rm RR}\) |
Hypothesis Test: p-Value and Power
| Type | \(E[Y]\) Increases with \(\theta\)? | \(p\)-Value | Test Power |
|---|---|---|---|
| two-tail | yes | 2 \(\times\) min[\(F_Y(y_{\rm obs} \vert \theta_o)\), | \(F_Y(y_{\rm RR,lo} \vert \theta)\) + |
| \(1-F_Y(y_{\rm obs} \vert \theta_o)\)] | \(1 - F_Y(y_{\rm RR,hi} \vert \theta)\) | ||
| no | same as above | same as above | |
| lower-tail | yes | \(F_Y(y_{\rm obs} \vert \theta_o)\) | \(F_Y(y_{\rm RR} \vert \theta)\) |
| no | \(1-F_Y(y_{\rm obs} \vert \theta_o)\) | \(1-F_Y(y_{\rm RR} \vert \theta)\) | |
| upper-tail | yes | \(1-F_Y(y_{\rm obs} \vert \theta_o)\) | \(1-F_Y(y_{\rm RR} \vert \theta)\) |
| no | \(F_Y(y_{\rm obs} \vert \theta_o)\) | \(F_Y(y_{\rm RR} \vert \theta)\) |