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Simple Hypothesis Testing

Detecting Statistical Differences


In The Simplest Case:
and are both known
I
II
III

The Logic of Hypothesis Testing:


The Null Hypothesis
The Tail Region, Critical Values:
Type I and Type II Error

Anthony Greene

The Fundamental Idea


1. Apply a treatment to a sample
2. Measure the sample mean (this means using a
sampling distribution) after the treatment and
compare it to the original mean
3. Remembering differences always exist due to
chance, figure out the odds that your
experimental difference is due to chance.
4. If its too unlikely that chance was the reason for
the difference, conclude that you have an effect
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Null and Alternative


Hypotheses
Null hypothesis: A hypothesis to be tested. We use the
symbol H0 to represent the null hypothesis.
Alternative hypothesis: A hypothesis to be considered as

an alternate to the null hypothesis. We use the symbol Ha to


represent the alternative hypothesis.
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The Distribution of Sample Means


As The Basis for Hypothesis Testing
The set of potential samples is divided into those
that are likely to be obtained and those that are
very unlikely if the null hypothesis is true.

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The Logic of the Hypothesis Test


1. We start with knowledge about the distribution given no
effect (e.g., known parameters or a control group) and
the data for a particular experimental treatment
2. Begin with the assumption that there is no experimental
effect: this is the null hypothesis
3. Compute the probability of the observed data given the
null hypothesis
4. If this probability is less than (usually 0.05) then reject
the null hypothesis and accept the alternative hypothesis
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The Logic of the Hypothesis Test

The critical region (unlikely outcomes) for = .05.

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Avoiding Confusion About z

zcrit vs. zobs

z 2.21

zobs
zcrit

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Air Puff to Eyeblink Latency


(ms)

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95% of all samples of 25


eyeblinks have mean within
1.96 standard deviations of

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Probability that the sample


mean of 450 ms is a chance
difference from the nullhypothesis mean of 454 ms

z = -2.56
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Using More Extreme Critical Values


The locations of the critical region boundaries for
three different levels of significance: = .05, =
.01, and = .001.

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Test Statistic, Rejection


Region, Nonrejection Region,
Critical Values
Test statistic: The statistic used as a basis for deciding
whether the null hypothesis should be rejected.
Rejection region: The set of values for the test statistic that
leads to rejection of the null hypothesis.
Nonrejection region: The set of values for the test statistic
that leads to nonrejection of the null hypothesis.
Critical values: The values of the test statistic that separate
the rejection and nonrejection regions.

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Rejection regions for twotailed, left-tailed, and righttailed tests

While one-tailed tests are mathematically justified, they


are rarely used in the experimental literature
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Graphical display of rejection


regions for two-tailed, lefttailed, and right-tailed tests

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for 1 and 2-tailed tests

/2

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for 1 and 2-tailed tests for


= 0.05

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Correct and incorrect


decisions for a hypothesis test

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Correct and incorrect


decisions for a hypothesis test

=
1.00
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1.00
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Type I and Type II Errors


Type I error: Rejecting the null hypothesis when it is in
fact true.
Type II error: Not rejecting the null hypothesis when it is
in fact false.

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Significance Level
The probability of making a Type I error, that is, of rejecting
a true null hypothesis, is called the significance level, , of a
hypothesis test.
That is, given the null hypothesis, if the liklihood of the
observed data is small, (less than ) we reject the null
hypothesis. However, by rejecting it, there is still an
(e.g., 0.05) probability that rejecting the null hypothesis
was the incorrect decision.

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Relation Between Type I and


Type II Error Probabilities
For a fixed sample size, the smaller we specify the
significance level, , (i.e., lower probability of type I error)
the larger will be the probability, b, of not rejecting a false
null hypothesis.
Another way to say this is that the lower we set the
significance, the harder it is to detect a true experimental
effect.

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Possible Conclusions for a


Hypothesis Test

If the null hypothesis is rejected, we conclude


that the alternative hypothesis is true.

If the null hypothesis is not rejected, we conclude


that the data do not provide sufficient evidence to
support the alternative hypothesis.

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Critical Values, = P(type I error)

Suppose a hypothesis test is to be performed at a specified


significance level, . Then the critical value(s) must be
chosen so that if the null hypothesis is true, the probability
is equal to that the test statistic will fall in the rejection
region.

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Some important values of z

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Power
The power of a hypothesis test is the probability of not making a
Type II error, that is, the probability of rejecting a false null
hypothesis. We have
Power = 1 P(Type II error) = 1 b
The power of a hypothesis test is between 0 and 1 and measures
the ability of the hypothesis test to detect a false null hypothesis.
If the power is near 0, the hypothesis test is not very good at
detecting a false null hypothesis; if the power is near 1, the
hypothesis test is extremely good at detecting a false null
hypothesis.
For a fixed significance level, increasing the sample size
increases the power.

25

Zcrit = 1.64

Basic Idea

0 = 40
M = 42

M = 48

Fail to reject Reject null hypothesis

Conclude Effect

H0: Parent distribution for your sample


if there IS NO effect
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Zcrit = 1.64

Basic Idea

a = ?

0 = 40

H0: Parent distribution for your sample


if there IS NO effect

Ha: Parent distribution for your sample

if there IS an effect

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Zcrit = 1.64

Basic Idea

1-
0 = 40

H0: Parent distribution for your sample


if there IS NO effect
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Basic Idea

Zcrit = 1.64

1-
a = ?

Ha: Parent distribution for your sample

if there IS an effect
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Basic Idea

Zcrit = 1.28

Zcrit = 2.58

We can move zcrit

a = ?

0 = 40

H0: Parent distribution for your sample


if there IS NO effect

Ha: Parent distribution for your sample

if there IS an effect

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Basic Idea

Zcrit = 1.64

We can increase n

a = ?

0 = 40

H0: Parent distribution for your sample


if there IS NO effect

Ha: Parent distribution for your sample

if there IS an effect

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The one-sample z-test for a


population mean (Slide 1 of 3)
Step 1 The null hypothesis is H0: = 0 and the alternative
hypothesis is one of the following:
Ha: 0
Ha: < 0
Ha: > 0
(Two Tailed) (Left Tailed) (Right Tailed)
Step 2 Decide on the significance level,
Step 3 The critical values are
z/2
-z
+z
(Two Tailed) (Left Tailed) (Right Tailed)

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The one-sample z-test for a


population mean (Slide 2 of 3)

/2

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The one-sample z-test for a


population mean (Slide 3 of 3)
Step 4 Compute the value of the test statistic

M 0
z
/ n
Step 5 If the value of the test statistic falls in the rejection region,
reject H0, otherwise do not reject H0.

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Synopsis

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P-Value
To obtain the P-value of a hypothesis test, we compute,
assuming the null hypothesis is true, the probability of
observing a value of the test statistic as extreme or more
extreme than that observed. By extreme we mean far
from what we would expect to observe if the null
hypothesis were true. We use the letter P to denote the
P-value. The P-value is also referred to as the observed
significance level or the probability value.

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P-value for a z-test


Two-tailed test: The P-value is the probability of
observing a value of the test statistic z at least as large in
magnitude as the value actually observed, which is the area
under the standard normal curve that lies outside the
interval from |z0| to |z0|,
Left-tailed test: The P-value is the probability of
observing a value of the test statistic z as small as or
smaller than the value actually observed, which is the area
under the standard normal curve that lies to the left of z0,
Right-tailed test: The P-value is the probability of
observing a value of the test statistic z as large as or larger
than the value actually observed, which is the area under
the standard normal curve that lies to the right of z0,
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Guidelines for using the P-value


to assess the evidence against
the null hypothesis

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