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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

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## 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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z 2.21

zobs
zcrit

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(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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## 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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/2

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= 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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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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## 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

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

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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