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Chapter 21: More About Tests

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Chapter 21: More About Tests 'The wise man proportions his belief to the evidence.' -David Hume 1748. The Null Hypothesis. The null must be a statement about the ... – PowerPoint PPT presentation

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Title: Chapter 21: More About Tests


1
Chapter 21More About Tests
  • The wise man proportions his belief to the
    evidence.
  • -David Hume 1748

2
The Null Hypothesis
  • The null must be a statement about the value of a
    parameter from a model
  • The value for the parameter in the null
    hypothesis is found within the context of the
    problem
  • Use this value to compute the probability that
    the observed sample statistic would occur
  • The appropriate null arises from the context of
    the problem
  • Think about the WHY of the situation

3
Another One-Proportion z-Test
  • Parameter the proportion of successful
    identifications
  • Null the therapeutic touch practitioners are
    just guessing, so theyll succeed about half the
    time.
  • A one-sided test seems appropriate

4
Another One-Proportion z-Test
  • Check the conditions
  • Independence
  • Randomization
  • 10 condition
  • Success/failure
  • Independence the hand choice was randomly
    selected, so the trials should be independent
  • Randomization the experiment was randomized by
    flipping a coin
  • 10 condition the experiment observes some of
    what could be an infinite number of trials
  • Success/failure

5
Another One-Proportion z-Test
  • Because the conditions are satisfied, it is
    appropriate to model the sampling distribution of
    the proportion with the model
  • We can perform a one-proportion z-test
  • State the null model
  • Name the test

6
Another One-Proportion z-Test
  • Find the standard deviation of the sampling model
    using the hypothesized proportion,

7
Another One-Proportion z-Test
  • Sketch of Normal model
  • Find the z-score
  • Find the P-value
  • Observed proportion

8
Another One-Proportion z-Test
  • Conclusion
  • Link the P-value to your decision about the null
    hypothesis
  • State your conclusion in context
  • If possible, state a course of action
  • If the true proportion of successful detections
    of a human energy field is 50, then an observed
    proportion of 46.7 successes or more would occur
    at random about 80 of the time.
  • That is not a rare event, so we do not reject the
    null hypothesis
  • There is insufficient evidence to conclude that
    the practitioners are performing better than they
    would have by guessing.

9
P-values
  • A P-value is a conditional probability
  • A P-value is the probability of the observed
    statistic given that the null hypothesis is true
  • The P-value is not the probability that the null
    hypothesis is true
  • A small P-value tells us that our data are rare
    given the null hypothesis

10
Alpha Levels
  • Alpha level
  • An arbitrarily set threshold for our P-value
  • Also called the significance level
  • Must be selected prior to looking at the data
  • If our P-value falls below that point, well
    reject the null hypothesis
  • The result is called statistically significant
  • When we reject the null hypothesis, we say that
    the test is significant at that level
  • Common alpha levels .10, .05, .01

11
Therapeutic Touch Revisited
  • The P-value was .7929
  • This is well above any reasonable alpha level
  • Therefore, we cannot reject the null hypothesis.
  • Conclusion we fail to reject the null
    hypothesis. There is insufficient evidence to
    conclude that the practitioners are performing
    better than if they were just guessing

12
Absolutes Are You Uncomfortable?
  • Reject/fail to reject decision when we use an
    alpha level is absolute
  • If your P-value falls just slightly above the
    alpha level, you do not reject the null
    hypothesis. However, if your P-value falls just
    slightly below, you do reject the null hypothesis
  • Perhaps it is better to report the P-value as an
    indicator of the strength of the evidence when
    making a decision

13
Statistically Significant
  • We mean that the test value has a P-value lower
    than our alpha level
  • For large samples, even small deviations from the
    null hypothesis can be statistically significant
  • When the sample is not large enough, even very
    large differences may not be statistically
    significant
  • Report the magnitude of the difference between
    the statistic and the null hypothesis when
    reporting the P-value

14
Critical Values Again
  • Critical values can be used as a shortcut for the
    hypothesis tests
  • Check your z-score against the critical values
  • Any z-score larger in magnitude than a particular
    critical value has to be less likely, so it will
    have a P-value smaller than the corresponding
    probability

15
TT Revisited Again
  • A 90 confidence interval would give
  • We could not reject because
    50 is a plausible value for the practitioners
    true success
  • Any value outside the confidence interval would
    make a null hypothesis that we would reject wed
    feel more strongly about values far outside the
    interval

16
Confidence Intervals Hypothesis Tests
  • Confidence intervals and hypothesis tests have
    the same assumptions and conditions
  • Because confidence intervals are naturally
    two-sided, they correspond to two-sided tests
  • A confidence interval with a confidence level of
    C corresponds to a two-sided hypothesis test
    with an ? level of 100 C
  • A confidence interval with a confidence of C
    corresponds to a on-sided hypothesis test with an
    ? level of ½ (100 C)

17
Click It or Ticket
  • If there is evidence that fewer than 80 of
    drivers are buckling up, campaign will continue
  • Check conditions
  • Independence Drivers are not likely to influence
    each others seatbelt habits
  • Randomization we can assume that the drivers are
    representative of the driving public
  • 10 Police stopped fewer than 10 of drivers
  • Success/Failure there were 101 successes and 33
    failures both are greater than 10. The sample is
    large enough

Use a one-proportion z-interval
18
Click It or Ticket
  • To test the one-tailed hypothesis at the 5 level
    of significance, construct a 90 confidence
    interval
  • Determine the standard error of the sample
    proportion and the margin of error

19
Click It or Ticket Conclusion
  • We can be 90 confident that between 69 and 81
    of all drivers wear their seatbelts.
  • Because the hypothesized rate of 80 is within
    this interval, we cannot reject the null
    hypothesis.
  • There is insufficient evidence to conclude that
    fewer than 80 of all drivers are wearing
    seatbelts.

20
Making Errors
  • The null hypothesis is true, but we reject it.
  • The null hypothesis is false, but we fail to
    reject it.
  • When we perform a hypothesis test, we can make
    mistakes in two ways

21
Type I Errors
  • Type I errors occur when the null hypothesis is
    true but weve had the bad luck to draw an
    unusual sample.
  • To reject HO, the P-value must fall below ?.
  • When you choose level ?, youre setting the
    probability of a Type I error.

22
Type II Errors
  • When HO is false, and we fail to reject it, we
    have made a Type II error (?).
  • There is no single value for ?. We can compute
    the probability ? for any parameter value in HA.
  • Think about effect how big a difference would
    matter?

23
Type I vs. Type II
  • We can reduce ? for all values in the
    alternative, by increasing ?.
  • If we make it easier to reject the null
    hypothesis, were more likely to reject it
    whether its true or not
  • However, we would make more Type I errors
  • The only way to reduce both types of errors is to
    collect more data. (Larger sample size)

24
Power
  • Our ability to detect a false hypothesis is
    called the power of a test.
  • When the null hypothesis is actually false, we
    want to know the likelihood that our test is
    strong enough to reject it.
  • The power of a test is the probability that it
    correctly rejects a false hypothesis.

25
Power
  • ? is the probability that a test fails to reject
    a false hypothesis, so the power of a test is
  • The value of power depends on how far the truth
    lies from the null hypothesis value.
  • The distance between the null hypothesis value,
    pO, and the truth, p, is the effect size

26
What Can Go Wrong???
  • Dont change the null hypothesis after you look
    at the data.
  • Dont base your alternative hypothesis on the
    data.
  • Dont make what you want to show into your null
    hypothesis
  • Dont interpret the P-value as the probability
    that HO is true

27
What Can Go Wrong???
  • Dont believe too strongly in arbitrary alpha
    values
  • Dont confuse practical and statistical
    significance
  • Despite all precautions, errors (Type I or II)
    may occur
  • Always check the conditions
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