Connect two-sided normal mean tests with confidence intervals
Use both normal tails and interpret the matching confidence interval under the same model.
Section 6.5 · Hypothesis tests
Exam scope and assessment notes
Probability & Statistics 2 (Paper 6, A Level) · Mathematics 9709, 2026–2027, section 6.5. Paper 6 builds on Paper 5 and assumes Paper 3 calculus. Specify population hypotheses, significance level, test statistic and tail direction before inspecting the result. Calculate tail probabilities under H₀, including the observed discrete value. A p-value is not the probability that H₀ is true. Reject H₀ when the specified tail probability is at most the stated significance threshold; otherwise do not reject. The syllabus term acceptance region means the non-rejection region, not proof of H₀. For two-sided discrete examples here, use an explicitly stated equal-tail allocation; asymmetric discrete models admit different conventions, so do not treat twice the smaller tail as a universal definition. Integer critical regions can have actual Type I probability below the nominal level. Normal approximations need a suitable model and continuity correction for counts; check exact probabilities when approximation could change a close decision. Mean tests use a normal population with known variance or an adequate large independent sample with estimated variance. Small samples with unknown variance do not automatically justify the z method. Type I means rejecting a true null; Type II means not rejecting a false null at a specified alternative. Calculate error probabilities using the fixed decision region under the relevant parameter, not by changing the test after seeing data. Power is one minus Type II probability at that alternative. Quoted normal critical values and table probabilities have rounding limits. Interpret evidence in context without claiming certainty, causation or practical importance. Written practice is self-checked; cumulative assessment and human subject-teacher review remain pending.
Before you begin
- Construct known-variance mean intervals.
- Use a central normal critical value.
Work on paper. Try each question before revealing help, and explain why your method works.
Quick readiness check
Which critical multiplier matches a two-sided 5% normal test?
What you will learn
- Carry out a two-sided normal mean test.
- Relate a two-sided test to a matching mean interval.
Both directions matter
For normal observations with known σ = 10, n = 25, H₀: μ = 50 and H₁: μ ≠ 50, SE is two. Observed x̄ = 54 gives z = 2, two-sided tail about 2 × 0.0228 = 0.0456, so reject at 5%.
The corresponding two-sided 95% interval is 54 ± 1.960 × 2 = [50.08,57.92]. It excludes the null value fifty, agreeing with the rejection decision. This equivalence uses the same normal model, SE and two-sided convention.
A close non-rejection is different
Observed x̄ = 53.8 gives z = 1.9. With Φ(1.9) = 0.9713, the two-sided tail is approximately 0.0574, so do not reject at 5%. Its 95% interval [49.88,57.72] includes fifty.
A two-sided non-rejection cannot be converted to a directional rejection after inspecting the result while retaining the same pre-specified error interpretation. Statistical significance also does not determine whether an effect is practically important.
Pause and explain
What does [50.08,57.92] imply for μ₀ = 50 under this test?
Worked example
Test a two-sided change from mean fifty using x̄ = 54.
Show the worked solution
- SE = 10/√25 = 2.
- z = 2; two-sided p ≈ 0.0456.
- Reject at 5%; the matching interval [50.08,57.92] excludes fifty.
Answer Reject H₀; evidence of a mean change.
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Write your answer and reasoning first. Use a hint only if you are stuck. The model solution is for self-checking; your written work is not automatically marked.
Test μ = 50 against μ ≠ 50 with x̄ = 54, σ = 10, n = 25 at 5%.
Give me a hint
Use SE two and both normal tails.
Compare my reasoning
- z = 2.
- Two-sided probability ≈ 0.0456.
- Reject; matching CI is [50.08,57.92].
0.0456; reject, with CI [50.08,57.92].
Look for these in your work
- Use both tails.
- Check the null value against the interval.
Use x̄ = 53.8 with the same test and Φ(1.9) = 0.9713.
Give me a hint
Standardise before taking the two symmetric tails.
Compare my reasoning
- z = 1.9.
- Two-sided probability ≈ 0.0574.
- Do not reject; CI [49.88,57.72] includes fifty.
0.0574; do not reject, CI [49.88,57.72].
Look for these in your work
- Use the stated table value.
- Interpret non-rejection cautiously.
Does rejecting μ = 50 establish that the shift is important for the factory?
Give me a hint
Compare a statistical conclusion with the application’s tolerance.
Compare my reasoning
- Rejection concerns incompatibility with a null model.
- Practical importance depends on effect size and the application.
- No factory tolerance or cost criterion was supplied.
No; practical importance needs additional contextual criteria.
Look for these in your work
- Distinguish evidence and effect importance.
- Avoid unsupported business conclusions.
Common mistakes
- Double the relevant symmetric normal tail.
- Match confidence and significance conventions.
- Do not infer practical importance from rejection alone.
What can you explain now?
Does a matching two-sided 95% interval containing μ₀ reject at 5%?
Compare with the explanation
No, under this same model and rule.
The interval and test use the same central normal cutoff.
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Make it stick
Under a matching two-sided normal model, reject when the null mean is outside its confidence interval.
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