Kvant - cheatsheet Flashcards
Power (1 - β)
The probability of correctly rejecting H₀ when H₁ is true.
- Steps in Hypothesis Testing:
- State the Hypotheses:
H₀: No effect/difference.
H₁: There is an effect/difference. - Select Significance Level (α):
Common choices: 0.01, 0.05, 0.10. - Choose Test Type:
One-Tailed Test: Tests for an effect in one direction (greater than or less than).
Two-Tailed Test: Tests for an effect in both directions (not equal to). - Calculate the Test Statistic:
Depends on the test being used (z-test, t-test, etc.). - Determine the p-value:
Compare it to α. - Make a Decision:
If p-value ≤ α, reject H₀.
If p-value > α, fail to reject H₀. - Draw a Conclusion:
Relate the decision back to the context of the problem.
Types of Tests
- Z-Test
- T-Test
Types:
One-Sample T-Test
Two-Sample T-Test - Chi-Square (χ²) Test
Types:
Goodness of Fit:
Test of Independence: - ANOVA (Analysis of Variance)
- Correlation and Regression Tests:
Correlation Coefficient Test (pearson correlation)
Linear Regression Test
Correlation coefficient test and linear Regression Tests
Correlation Coefficient Test:
Pearson correlation. Tests if two variables are correlated.
Measuring linear correlation. Value from -1 to 1. Measures the direction and strenght of the relationship between to variables (continous)
Linear Regression Test: Tests if there is a linear relationship between variables.
Used to predict the value of a variable based on the value of another variable
Decision rules
Two-Tailed Test:
- H₀: μ = μ₀, H₁: μ ≠ μ₀.
- Reject H₀ if |test statistic| > critical value.
One-Tailed Test (Right or Left):
- H₀: μ ≤ μ₀ (right-tailed) or μ ≥ μ₀ (left-tailed).
- right tailed: population parameter greater than a certain value. Fx more than 100 g.
Reject H₀ if test statistic > critical value-
Left tailed: - population parameter less than a certain value. Fx less than 100 g. of chips.
test statistic < critical value (left-tailed).
Common Significance Levels (α):
α = 0.10: Weak evidence.
α = 0.05: Standard threshold.
α = 0.01: Strong evidence.
Distributions
Normal distribution: symmetric around the mean: the tails are equal
T-distribution: similar to a normal distribution but has heavier tails (more extreme values)
Chi-square distribution: asymmetric: tails are not equal due to its skewness