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Chapter 2 Statistical Hypothesis Testing _________________________________________________________________ _

STATISTICAL TESTING OF HYPOTHESIS

Concepts and Definitions:

In reality, the problem confronting the scientist or researcher is not somuch the estimation of a population parameter, but rather the formation of a data- based decision procedure that can produce a conclusion about some scientificsystem. For example, the BFAD must decide whether a new flu vaccine is“effective” or “ineffective”, or a sociologist might wish to collect betweenappropriate data to enable him or her to decide whether a person’s blood type andskin color are independent variables. In each of these cases the BFAD or thesociologist

postulates

or

conjectures

something about a system. In addition, eachmust involve the use of experimental data and decision making that is based onthe data. Formally, in each case, the postulate can be put in the form of statisticalhypothesis. Procedures that lead to the acceptance or rejection of statisticalhypotheses such as these comprise a major role of statistical inference. In thissection, we are going to discuss the basic principles of statistical hypothesistesting.

What is a Hypothesis?

A

hypothesis

is an assertion or a statement about a population. Data aregathered to check the validity of this claim. In practice, it is assumed that the population is so large that it is not feasible to collect all its elements and verify thehypothesis. In this light, we only use the available data (large enough) to check the reasonableness of the statement.

What is Hypothesis Testing?

Statistical hypothesis testing

is a procedure of dichotomizing theconflicting theories, and test these statements based from the sample evidence and probability theory. At the end of this procedure, we can “reject” or “do not reject”the assumed true hypothesis.

Five-Step Procedure for Testing a Hypothesis

There is a five-step procedure that systematizes hypothesis testing; whenwe get to step 5, we are ready to reject or not reject the hypothesis. But keep inmind that this procedure used by statistician does not provide proof thatsomething is true, in the manner that mathematician “proves” a theorem. It does provide a “proof beyond reasonable doubt,” in the manner of the court system.The reader must be accustomed to understand that

the acceptance of a hypothesismerely implies that the data do not give sufficient evidence to refute it.

On theother way,

rejection implies that the sample evidence refutes it

.

Put another way

,

rejection means that there is a small probability of obtaining the sampleinformation observed when, in fact, the hypothesis is true.

17

Chapter 2 Statistical Hypothesis Testing _________________________________________________________________ _ Step 1. State the Null Hypothesis and the Alternative Hypothesis.

This procedure always starts with giving the two mutually exhaustivehypotheses: the

null hypothesis,

denoted by

0

H

,

and the

alternative hypothesis,

denoted by

1

H

. The null hypothesis is always assumed to be true before performing the test. Sometimes, it is referred as the

status quo

. In practice, thenull hypothesis is expressed as a statement concerning the value of a population parameter (say the mean). On the other hand, the

alternative hypothesis

describes what you will conclude if you reject the null hypothesis. It is oftencalled the

research hypothesis

since it is the alternative that researchers want toget.To illustrate these concepts, suppose we want to test whether a coin is“fair” or “biased”. Based from this problem, the appropriate null hypothesis will be the probability of getting a head, say

p

, must be equal to ½. That is,

120

:

Hp

. On the other hand, the appropriate alternative hypothesis will be

121

:

Hp

. Thealternative seems obvious! The coin will be biased if the chance of getting a heador tail is not equal to 0.5. Remember that in most cases, the null hypothesis isexpressed as

0

, where

is the unknown population parameter and

0

is theassumed value to be tested.

Step 2. Select a Level of Significance.

After establishing the null and alternative hypotheses, the next step is tochoose the level of significance, denoted by

. To understand the notion of levelof significance, a researcher may commit two possible errors in testinghypothesis. If the researcher rejects the null hypothesis, given that it is true, thenhe or she committed a Type I error. On the other hand, if the researcher does notreject the null hypothesis, given that it is false, then he or she committed a Type IIerror. The following table below summarizes the decisions the researcher couldmake and the possible consequences.

Researcher Null hypothesisDo not reject H_0Rejects H_0H_0 is trueCorrect decisionType I error H_0 is falseType II errorCorrect decision

We denote

PTypeIerror

, while

PTypeIIerror

. In theory, both of these error probabilities must be small, in order to say that the test is valid.But simulation studies show that we cannot minimize these error probabilitiessimultaneously. In fact, if we decrease the

, then

increases. The reverse process is also true. In practice, we usually select a small value for

, and find atest with maximum1

. In statistical theory,1

is called the

power of a test.

In biological studies, the usual values of

are 0.05 and 0.01. Sometimes, a test18

Chapter 2 Statistical Hypothesis Testing _________________________________________________________________ _

that rejects the null hypothesis at 0.05 level of significance is called

significant,

while a test that rejects the null hypothesis at 0.01 level of significance is called

highly significant.

Step 3. Select the Appropriate Test Statistic

A test statistic is a value, determined from sample information, used todetermine whether to reject the null hypothesis. We will deal with these in detailslater. Now consider the tossing of a coin problem posted earlier. Since we wantto test the “fairness” of the coin, the appropriate test statistic is the number of heads occurred in

n

tosses, say

n

= 100. We can also use the ratio between thenumber of heads occurred and the total number of tosses.

Step 4. Formulate the Decision Rule.

A decision rule is a statement of the specific conditions under which thenull hypothesis is rejected and the conditions under which it is not rejected. Theregion or area of rejection defined the location of all those values that are so largeor so small that the probability of their occurrence under true null hypothesis israther remote.Going back to our problem regarding the “fairness” of a coin, note that if the null hypothesis is true (i.e.,

p

= 0.5), then the number of heads in 100 tossesshould not be too different from 50. So if the decision rule is to reject

0

H

if andonly if 47

X

or 52

X

, then we tend to reject the null hypothesis very often.This is the same as saying that a defendant is guilty if one witness appears in thecourt! On the other extreme, if we reject the null hypothesis if and only if

30

X

or 80

X

, then we can think of this as having a roomful of witnesses before wesay that the defendant is guilty. In practice, the decision rule will be based on thevalue of

and the probability distribution of the test statistic.

Step 5. Make a Decision

The fifth and final step is computing the value of the test statistic, check whether its value is inside the rejection region, and making a decision to reject or not reject the null hypothesis.

P-values in Hypothesis Test

A commonly used method in testing hypothesis is to report the

p

-value

of thedata. A

p-

value does not require imposing a pre-selected level of significance.(Sometimes, selecting the appropriate

is troublesome to the researcher.) The

p

-value is the probability that the test statistic will take on a value that is at least asextreme as the observed value of the statistic when the null hypothesis is assumedto be true. Thus, a

p

-value conveys much information about the weight of evidence against

0

H

and so a decision maker can draw a conclusion at anyspecified level of significance. Formally, we define the

p

-value as

the smallestlevel of significance that would lead to the rejection of the null hypothesisgiven the observed data.

With this definition, if the observed

p

-value is equal to0.40, then we will reject the null hypothesis at this level. But using this value istoo large! We can’t afford to have this very large probability of committing type Ierror. Thus, we tend to do not reject the null hypothesis. On the other hand, if

p

-value = 0.0001, then we can reject the null hypothesis at this very small level of 19

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