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 \(F_Y(y_{\rm obs} \vert \theta_o)\) \(F_Y(y_{\rm RR} \vert \theta)\)