Inferences Flashcards
What are the quantile values for a normal distribution? (95%)
+/- 1.96
What is the purpose of the statistic?
estimating the unknown parameter μ by using sample mean
What does the standard error do?
- tell us the typical estimation error (x̄ -μ)
How do we know if our estimation is accurate?
- no bias
- precision
Why is s (sample SD) used?
Sigma is unknown and can’t be computed
only one sample size available
What is a confidence interval?
- Range of plausible values for parameter
- more likely to capture true value
How is a confidence interval created?
Deciding on a confidence level
What is a confidence level?
0-1 specified by researcher
- larger confidence level = larger confidence interval
Why do we not use -1.96 when estimating?
- unsure about sigma’s true value -> distribution references no longer normal
- meaning higher distribution in tails because of uncertainty
Why is a T-distribution used?
- higher probability in the tails due to extra uncertainty of not knowing sigma.
- similar to standard distrbutuion
For a t-distirbution the confidence interval depends on…
-/+ t* a.k.a t(n-1)
What happens if you have a confidence interval of 95%?
95% of the intervals will contain the true parameter value
5% won’t contain the true parameter value
What are research hypothesis used for?
- testing a claim about population parameter
What is the null hypothesis?
- Skeptical claim that nothing has changed
- Assumed to be true before experiment
- No change, no effect or relationship
What is the Alternative hypothesis?
- Claim need to find evidence for
- if H1 wanted, H0 need convincing to change
What does it mean if H0 is true?
- very unlikely for random sample to give value of statistic in support of H1
When is the result a fluke rather than H1 being true?
if it’s very likely for value statisitc to give sample statistic when H0 is true
What is a null distirbution?
Distribution of t-statistic assuming H0 to be true.
The value expected to be seen when H0 is true
What forms the sampling distribution?
- the possible values of sample means and their probabilities as they vary sample to sample
What is the t-statistic?
Standardising the null distribution(& sample mean) using SE
What does the t-statistic measure?
- How many standard errors away x̄ is from μ0
- compares difference between sample and hypothesised mean to expected variation in means due to random sampling.
What are you likely to see if μ is truly μ0?
t-score between -2 and +2
What is the difference between tobs and tstar?
tobs = the observed t-value, t-statistic
tstar = t(n-1) the confidence interval component
How does the presumption of innocence relate to hypothesis testing?
- We always assume null hypothesis to be true before experiment
- if considering H1(alternative) to be true collect clear evidence against null to reasonably reject
What is the test of significance?
- procedure for testing claim about population parameter
What is the process of the test of significance?
- weight evidence against null hypothesis
- evidence in statistics correspond to numerical summary of sample data
- evidence beyond reasonable doubt
What is a p-value?
- measures the strength of evidence against null hypothesis
- uses probability to say how strong the evidence is
What does the P-value show?
- probability of having value of t-statisitc at least equal to that observed (assuming H0 true)
- p-value is the probability, of obtaining a value of the t-statistic at least as
extreme as that observed.
How is the direction of the extreme for p-value determined?
- by direction specified by H1
> find probability of larger t scores than observed
< find probability of smaller t-score than observed
≠ uses both tails
When is the p-value against H0?
Why?
- the smaller the p-value = stronger evidence against H0
- observed result unlikely to occur
When does the p-value fail to provide evidence against H0?
Why?
- Large p-values fail to provide evidence against H0
- Very likely to occur
What is the significant level for?
Standard evidence against H0
What does it mean when ‘p-value > 0.1’?
- little to no evidence against H0
What does it mean when ‘p-value < 0.01’
very strong evidence against H0