A Level Maths Notes: S4 – Power Function of a Test
When hypothesis testing, the power of a test is the probability of not committing a Type II error. A Type II error is committed if a false null hypothesis is not rejected. We may think of the power of a hypothesis test as the ability of the test to reject a false null hypothesis.
It is quite easy to
calculate the probability of committing a Type I error – rejecting
the null hypothesis when the null hypothesis is true. If the test is
conducted at the
%
level then the probability of rejecting the null hypothesis is
since
in conducting the hypothesis test we always assume the null
hypothesis is true, and so the probability of committing a Type I
error is also![]()
If the test is conducted so
that the null hypothesis is rejected if values less than a certain
value
are
observed then the power of the test is
and
the power function is
For
example, the number of tornadoes to hit a particular town
historically follows a Poisson distribution with mean,
Suppose
we now want to asses whether climate change has decreased the
frequency of hurricanes. In the last year there were 3 hurricanes.
The null hypothesis is![]()
The alternative hypothesis
is![]()
The power function is![]()
The power of the test is
here![]()
If
then
the power is
![]()
The power of the test increases in this case if %lambda
increase. This means the null hypothesis is more likely to be
rejected if
is
fixed at 3 and the probability of a Type II error is reduced. This is
not necessarily a benefit as it means that the probability of a Type
I error is increased. It is in fact impossible to decrease the
probability of a Type I and Type II error simultaneously. The
probability of each error must be traded so that an optimum is
reached.