Testing Statistical Hypotheses
   

   

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Testing Statistical Hypotheses

In the previous chapter, we found that by computing a confidence interval, we could obtain a range of likely values for the population parameter we're estimating. Not only that, but we could do a heuristic ``test'' to see if claims were correct by seeing if the confidence interval captured the claimed value. For example, a manufacturer claims that the average lifetime of an electronic component is 32 hours. We could take a sample of electronic components of size n and measure their lifetime. By measuring the sample mean and variance, we can compute a 95% confidence interval. If 32 fell within our interval, we said we would believe the claim of the manufacturer. If it didn't fall within the interval, we wouldn't believe the claim. Hypothesis testing/ is a formal way of testing claims such as these and is closely related to confidence intervals.


 
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bulletHeuristic Introduction to Hypothesis Testing

Heuristic Introduction to Hypothesis Testing

Hypothesis testing in science is a lot like the criminal court system in the United States. How do we decide guilt?

  1. Assume innocence until ``proven'' guilty.
  2. Evidence is presented at a trial.
  3. Proof has to be ``beyond a reasonable doubt.''
A jury's possible decision:
bulletguilty
bulletnot guilty
Note that a jury cannot declare somebody ``innocent,'' just ``not guilty.'' This is an important point. Do juries ever make mistakes?
  1. If a person is really innocent, but the jury decides (s)he's guilty, then they've sent an innocent person to jail.
    bulletType I error.
  2. If a person is really guilty, but the jury finds him/her not guilty, a criminal is walking free on the streets.
    bulletType II error.
In our criminal court system, a Type I error is considered more important than a Type II error, so we protect against a Type I error to the detriment of a Type II error. This is the same as in statistics.


 
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bulletNull and Alternative Hypotheses
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Null and Alternative Hypotheses

Science, in general, operates by disproving/ unsatisfactory hypotheses and proposing new-and-improved hypotheses which are testable. The approach we take in statistics is exactly this scientific method. We start with a hypothesis which we assume/ is correct. We call this the null hypothesis/ or tex2html_wrap_inline4201 , and our goal is to reject tex2html_wrap_inline4201 in favor of the alternative hypothesis, tex2html_wrap_inline4205 .


 
bulletType I and Type II Errors
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Type I and Type II Errors

The kind of errors we can make are

  1. Type I:/ Reject tex2html_wrap_inline4201 when tex2html_wrap_inline4201 is really true.
  2. Type II:/ Fail to reject tex2html_wrap_inline4201 when tex2html_wrap_inline4201 is really false.
It is important to emphasize that we can either reject tex2html_wrap_inline4201 / or fail to reject/ tex2html_wrap_inline4201 (in the same sense, a jury can only find someone ``guilty'' or ``not guilty,'' not ``innocent''). Some books will call the latter accepting tex2html_wrap_inline4201 , but we will try to be careful in using terminology.

In the one and two sample situation, we will always have three forms of tex2html_wrap_inline4205 :

displaymath1569

Note that hypotheses are always about population parameters. The first hypothesis above, tex2html_wrap_inline4231 , is called a two-sided/ or two-tailed/ test, while the second and third tests are one-sided/ or one-tailed/ hypotheses.


 
bulletReview: Hypothesis Testing Facts
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Review: Hypothesis Testing Facts

 
bulletHypotheses:
bulletNull Hypothesis/ tex2html_wrap_inline4201 : The accepted explanation, status quo. This is what we're trying to disprove.
bulletAlternate Hypothesis/ tex2html_wrap_inline4205 : What the researcher or scientist thinks might really be going on, a (possibly) better explanation than the null.
bulletTest:
bulletThe goal of the test is to reject tex2html_wrap_inline4201 in favor of tex2html_wrap_inline4205 . We do this by calculating a test statistic/ and comparing its value with a value from a table in the book, the critical value.
bulletIf our test statistic is more extreme than our critical value, then it falls within the rejection region/ of our test and we reject tex2html_wrap_inline4201 . We can set up the rejection region before computing our test statistic.
bulletDecisions:
bulletReject tex2html_wrap_inline4201 .
bulletFail to reject tex2html_wrap_inline4201 .
bulletErrors:
bulletType I:/ Reject tex2html_wrap_inline4201 when tex2html_wrap_inline4201 is really true.
bulletType II:/ Fail to reject tex2html_wrap_inline4201 when tex2html_wrap_inline4201 is really false.

 

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bulletGeneral Method for Hypothesis Testing
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General Method for Hypothesis Testing

We will generally use the following steps in hypothesis testing:

  1. Identify from a word problem which category we're in (what the appropriate test statistic is).
  2. Determine tex2html_wrap_inline4201 and tex2html_wrap_inline4205 .
  3. Set up the rejection region by looking up the critical value in the appropriate table.
  4. Calculate the test statistic.
  5. Draw our conclusion: reject or fail to reject tex2html_wrap_inline4201 .
  6. Interpret our results -- say in words what our conclusion means.
Thus, just like we did using confidence intervals, all we have to do is decide which test to use in which situation.


 
bulletReporting the p-value of a test
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Reporting the p-value of a test

Often, statisticians will report their test result as a p-value. The p-value indicates the chance that one would obtained a test statistic which is more extreme than the observed one when the tex2html_wrap_inline4309 is true. The rule is always that we reject tex2html_wrap_inline4201 if tex2html_wrap_inline4313 The formula for p-value is given in the next section. See the Tests of Significance concept lab for more about p-values.


 
bulletFormulas
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Formulas

The formulas for the 11 cases considered in the `Calculating Tests of Hypotheses' concept lab are given in the table at the end of this chapter. For some examples, see the chapter for that lab.


 
bulletComputer Lab
bullet 
bulletConcept Lab

 

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