Two-tailed test
A two-tailed test places the rejection region in both tails of the sampling distribution, used when the alternative hypothesis is non-directional (H₁: μ ≠ μ₀). Each tail holds α/2, demanding a more extreme test statistic to reject H₀.
See it move
Testing whether a parameter differs from a null value in either direction spreads the rejection region across both tails of the sampling distribution, α/2 in each. At α = 0.05, the critical values are ±1.96, so a two-tailed test needs a more extreme statistic to reject than a one-tailed test.
The formula
Variables
- test statistic (dimensionless)
- significance level (family-wise) (dimensionless)
- upper α/2 critical value of the reference distribution (dimensionless)
A two-tailed test places α/2 in each tail; the critical values are ±c_{α/2}, requiring a more extreme statistic to reject than a one-tailed test at the same α.
Variables
- standardised test statistic (dimensionless)
- sample mean (units of x)
- hypothesised population mean under H₀ (units of x)
- sample standard deviation (units of x)
- sample size (dimensionless)
Common application: two-tailed z-test. Reject H₀ if |z| > 1.96 at α = 0.05.
Check yourself
A quality engineer tests whether a new filling process has changed the mean fill weight of bottles. She has no prior reason to believe the change will be upward or downward, so she formulates H₁: μ ≠ μ₀. At α = 0.05, she uses a large-sample z-test. What critical values should she compare her test statistic against?