Stats Final Flashcards
Alpha
- the probability of making a type 1 error Or p value
- the probability of rejecting the null when it is true
- considered to be more serious than type II error
- this is because we are saying something is there when it is not
- probability is never zero, a differing p value does not say one is better than the other, it just means there is less error
Beta
- the probability of making a type II error
- accepting the null when it is false
- failing to reject the null when it is false
- saying there is not a difference, when there is.
Alternative Hypothesis
- Also known as experimental hypothesis
- denoted H1, statement of what a statistical hypothesis test is set up to establish
- The alternative hypothesis might also be that the new drug is better, on average, than the current drug
- where a difference exists
- has a direction, where as a null does not
Bonferroni Correction
- A correction applied to the alpha level to control for type I error rate when multiple significance test are carried out.
- Current p value/# of correlations
What is central limit therom?
- The distribution of the sum or average of a large number of an independently distributed variable will be approximate normal regardless of the underlying distribution.
- Sampling distribution will be normal.
- if we have a large enough sample size, it will fall within the normal distribution regardless of the population that we pulled from
Cohen’s d
- Mean difference/pooled standard deviation
- Interpreting effects sizes
- d = .2 = small effect
- d = .5 = medium effect
- d = .8 = large effect
Degrees of freedom
- Related to the number of values free to vary when computing a statistic
- The number of pieces of information that can vary independently of one another
- The minimum amount of data needed to calculate a statistic
- A number or numbers used to approximate the number of observations in the data set for the purposes of determining statistical significance
- In some cases one less than the number of variables
The df is necessary to interpret a chi-square statistic, an F ratio, or a t value
What is deviation?
- Difference between the observed value of the variable and the variable predicted by a statistical model.
Effect size
- An objective and standardized measure of the magnitude of an observed effect
- Measures include cohen’s d, glass’s g, and Pearson’s correlations coefficient r
- The measure of the strength quantitatively
- Reported as small, medium, and large
What is a confidence interval?
- Provides another measure of effect size
- We usually use a CI of 95% which contains a p-value of .05.
experimentwise error rate
- Probability of making a Type I error in an experiment involving one or more statistical comparisons where the null hypothesis is true in each case
- Increases when there are more tests
What is a parameter?
- Variables are measure constructs that vary accross entities in the sample, and perameters describe the relations between those variables in the population.
- What we use to estimate about a population.
What is the null?
- Hypothesis stating that there is no difference.
What is a population
- The colletion of units to which we want to generalize findings or a statistical model.
What is power?
- 1-Beta
- probablity of correctly rejecting the false null hypothesis.
- the probability of correctly finding an effect when an effect really exists.
What is a sample?
- a smaller, but hopefully representative collection of units from a population used to determine truths about that given population.
What is a sampling distribution?
- This is the distribution of a sample statistic and theoretical distribution.
- if the experiment was repeated an infinite amout of times
- similar to central limit theorm.
- the numbers that are derived from a sample an infinite amount of times
What is sample variation?
- The extent to which a statistic varies within samples taken from a population because members in samples differ
What is standard error?
- average amount of deviance from the mean for a given sample
- you can only have one standard error, but you can have multiple SD
What is the standard error of the mean?
- Tells us how confident we should be that the sample mean represents the population mean.
- Average difference between sample mean and population mean.
- how much error we can expect when we compare our mean to the population mean
What is a test statistic?
- how you get the f-value in the ANOVA
- This equals signal/noise.
- How frequently different values occur
- Used to test hypothesis
What is Type I error?
- Rejecting the null hypothesis when the null is true
- Saying there’s a group difference when there is not
- this is inversely related to Type II error.
What is type II error?
- Failing to reject the null hypothesis when the null is false.
- frequently due to sample size being too small
- Saying there’s no group difference when there is
Be familiar with the concept of a test statistic as a ration of signal (effect) to noise (error)
- Signal is the effect which is also the variance explained by the model.
- Noise is the error, which is the variance not explained by the model.
- The higher the error the less the effect, and the inverse.
What is a one-tailed test of significance?
- A directional hypothesis
- entirely in one tail of the probablity distribution.
What is a two-tailed test?
- Non-directional hypothesis
- you are looking two tails
- this is typically what we used
What are the three tools (or indices) that provide ways to assess how meaningful the results of statistical analysis are?
- Statistical Significance
- Confidence Intervals
- Magnitude of the effect
Statistical Significance
- provides a way to assess how meaningful the results of statistical analyses are
- (p value)
- affected by sample size
- the odds that observed result is due to chance
confidence intervals
- provides a way to assess how meaningful the results of statistical analyses are
- tells us how well sample statistics generalize to the larger population
magnitude of the effect
- provides a way to assess how meaningful the results of statistical analyses are
- what the effect is that is not influenced by the sample size, this is unlike statistical significance
What is the relationship between p-value and alpha and Type I error?
- P-value is also known as alpha.
- Alpha is the probablity of making a Type I error.
Be able to describle and illustrate the method of least squares using the mean as the statistical model.
- A method for estimating parameters that is based on minimizing the sum of squared errors.
- Used to determine the line of best fit in regression
How does the standard deviation of the sample affect the standard error of the mean?
- The larger the the standard deviation, there is a greater assumer variation of scores in the population. Therefore, there will be a larger standard error of the mean.
- the more you deviate from the mean, the more error
How does the size of the sample affect the standard error of the mean?
- When the sample size is bigger, then the error will be smaller.
Correlation coefficient
Is an effect size
Do DV or IV
The strength of association or relationship between x and y
Covariance
- When changes in one variable are met with similar changes in the other variable
- When one deviates from the mean we expect the other to deviate from the mean in the same way
- Means in one variable meet means in another variable
- Formula: sum of the cross product deviation/ N-1