module 9 Flashcards
Statistical Inference
Want to extend implications to the setting where we only have sample data
Want to make a statement about a feature of the population
Steps for Hypothesis Testing
- Identify and define the parameter of interest
- Define the competing hypotheses to test
- Set the evidence threshold, formally called the significance level
- Generate or use theory to specify the sampling distribution and check conditions
- Calculate the test statistic and p-value
- Evaluate your results and write a conclusion in the context of the problem.
Type I Error
Rejecting a true null hypothesis (false positive).
Significance level measures this
Type II error
Failing to reject a false null hypothesis (false negative)
Beta measures this
p-value
the probability of getting a test statistic as extreme or more extreme (in the direction of the alternative hypothesis), assuming the null hypothesis is true.
confidence intervals
use when we have 2 competing theories that we are trying to choose between
Confidence interval steps
- Identify and define the parameter of interest
- Determine the confidence level
- Generate or use theory to specify the sampling distribution and check conditions
- Calculate the middle region of your sampling distribution, according to your confidence level
- Write a conclusion in the context of the problem.
Confidence level interpretation
“If we gathered repeated random samples of the same size and calculated a CL% confidence interval for each, we would expect CL% of the resulting confidence intervals to contain the true parameter of interest.”
we expect CL% of our intervals to be correct
name scenario: 1 categorical
proportion (p)
name scenario: 1 quantitative
mean (mu)
name scenario: 2 categorical
proportion_1 - proportion_2
name scenario: 1 categorical and 1 quantitative
mean_1 - mean_2
name scenario: 2 quantitative
simple linear regression
name scenario: 3 categorical
multiple logistic regression
name scenario: 3 quantitative
multiple linear regression