Week 6 - Introduction to statistics Flashcards
statistics
tools for describing and measuring the properties of populations from samples.
goal of statistics
To estimate the values of important parameters, including: means, proportions, variances, effects
To test hypotheses about those parameters - are estimates more extreme than we expect simply by chance? If yes, results are significant
null hypothesis
a specific statement about a population parameter made for the purposes of argument. A good null hypothesis is a statement that would be interesting to reject.
Tested
Rejected in support of the alternative hypothesis
alternative hypothesis
includes all other feasible values for the population parameter besides the value stated in the null hypothesis.
hypothesis testing steps
State the hypotheses
Compute the test statistic with the data
Determine the p-value
Draw appropriate conclusions
stating the hypothesis
Alternative hypothesis is two-sided (includes parameter values on both sides of the parameter value specified by the null hypothesis)
test statistic
A number calculated from the data that is used to evaluate how compatible the data are with the result expected under the null hypothesis
Evaluates how well the observed result matches the result claimed by the null hypothesis
Some mismatch is expected by chance so is our result too extreme for chance to explain?
To decide we need a suitable test statistic
Then we need its p-value
test statistic = signal/noise
Signal - value of interest
Noise - uncertainty of value
the null distribution
The sampling distribution of outcomes for a test statistic under the assumption that the null hypothesis is true
Distribution of test statistic when the null is true
Shape varies for different test statistics and sample size but:
All possible values is on x-axis
The densities of values are on the y axis
Densities sum to 1, giving probabilities
quantifying uncertainty: the p value
The probability of obtaining the data (or data showing as great or greater difference from the null hypothesis) if the null hypothesis were true
The refers to the probability of a specific event when sampling data under the null hypothesis: it is the probability of obtaining a result as extreme as or more extreme than the observed
draw the appropriate conclusion
The significance level is a probability used as a criterion for rejecting the null hypothesis. If the p value is less than or equal to a then the null hypothesis is rejected. If the p-value is greater than a the null hypothesis is not rejected
The rejection threshold is called the significance level (a)
Usually a = 0.05
reporting the results
Summary of statistical test:
The value of the test statistic
The sample size
The p-value
type I error
rejecting the true null hypothesis. The significance level sets the probability of committing a Type I error. False positive
type II error
failing to reject a false null hypothesis. False negative
the power
of a test is the probability that a random sample will lead to rejection of a false null hypothesis.