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Introduction to Hypothesis Testing. What is a Hypothesis Test? A hypothesis test is a statistical method that uses sample data to evaluate a hypothesis.

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Presentation on theme: "Introduction to Hypothesis Testing. What is a Hypothesis Test? A hypothesis test is a statistical method that uses sample data to evaluate a hypothesis."— Presentation transcript:

1 Introduction to Hypothesis Testing

2 What is a Hypothesis Test? A hypothesis test is a statistical method that uses sample data to evaluate a hypothesis about a population A hypothesis test is a statistical method that uses sample data to evaluate a hypothesis about a population

3 Falsifiability A good hypothesis is one that is falsifiable A good hypothesis is one that is falsifiable You cannot prove something that cannot be disproved You cannot prove something that cannot be disproved Better yet, you cannot support a hypothesis if you cannot disconfirm it Better yet, you cannot support a hypothesis if you cannot disconfirm it What are some examples of hypotheses that cannot be falsified? What are some examples of hypotheses that cannot be falsified? What are examples of ones that can? What are examples of ones that can?

4 What Are The Steps For Hypothesis Testing? First we state the null hypothesis H 0. First we state the null hypothesis H 0. What is the null hypothesis? What is the null hypothesis? This states that in the general population there is no change, no difference, or no relationship. This states that in the general population there is no change, no difference, or no relationship. Basically it says the opposite of what we are hoping to show. Basically it says the opposite of what we are hoping to show.

5 Hypothesis Testing Continued Then we state the alternative hypothesis Then we state the alternative hypothesis What is the alternative hypothesis? What is the alternative hypothesis? This states that there is a change, a difference, or a relationship for the general population This states that there is a change, a difference, or a relationship for the general population This is where we state what we believe (hypothesize) to be true This is where we state what we believe (hypothesize) to be true

6 Why Do We Do This? There is no way to PROVE a hypothesis. You can only support a hypothesis, or reject it. If you support it 100,000 times, and then on the 100,001 st time you reject it, the hypothesis is not true. There is no way to PROVE a hypothesis. You can only support a hypothesis, or reject it. If you support it 100,000 times, and then on the 100,001 st time you reject it, the hypothesis is not true. So, we seek to reject the null, and thus, conversely we support the alternative. So, we seek to reject the null, and thus, conversely we support the alternative.

7 The Next Step (Hypothesis Testing) Set the evaluation criteria Set the evaluation criteria By this, we are looking to assess an acceptable level of error by chance By this, we are looking to assess an acceptable level of error by chance What do we think is an acceptable probability that the data we are looking at is different What do we think is an acceptable probability that the data we are looking at is different

8 Alpha Levels Usually we use α =.05. Usually we use α =.05. The alpha level or the level of significance is a probability value that is used to define the very unlikely sample outcomes if the null hypothesis is true. In this case we would expect to obtain this outlier sample in only 5% of the samples simply by chance. The alpha level or the level of significance is a probability value that is used to define the very unlikely sample outcomes if the null hypothesis is true. In this case we would expect to obtain this outlier sample in only 5% of the samples simply by chance. This corresponds to p =.05. This corresponds to p =.05. In other words, the probability of obtaining this difference by chance is 5%. In other words, the probability of obtaining this difference by chance is 5%.

9 Critical Region The critical region is composed of extreme sample values that are very unlikely to be obtained if the null hypothesis is true. The boundaries for the critical region are determined by the alpha level. If sample data fall in the critical region, the null hypothesis is rejected. The critical region is composed of extreme sample values that are very unlikely to be obtained if the null hypothesis is true. The boundaries for the critical region are determined by the alpha level. If sample data fall in the critical region, the null hypothesis is rejected.

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12 The Next Step (Hypothesis Testing) Collect Data Collect Data Compute sample statistics Compute sample statistics Compute test statistics Compute test statistics

13 What Are the Relevant Sample Statistics? The mean (M) The mean (M) The sample size (n) The sample size (n)

14 What Are the Relevant Population Parameters? μ σ Where do we get these parameters? Where do we get these parameters? From our hypotheses From our hypotheses

15 Now We Calculate the Test Statistic The formula for a z-statistic is The formula for a z-statistic is z = (M – μ) / σ m z = (M – μ) / σ m First we calculate First we calculate σ m = σ/n σ m = σ/n The we use the values to get z The we use the values to get z Finally we make a decision based on the z statistic and the alpha level we have chosen Finally we make a decision based on the z statistic and the alpha level we have chosen

16 Decision? Given the calculations we have performed, and the alpha levels chosen, are we going to accept or reject the null hypothesis? Given the calculations we have performed, and the alpha levels chosen, are we going to accept or reject the null hypothesis? We fail to reject the null We fail to reject the null

17 Error ß α

18 Type I and Type II Type I Type I Occurs when a researcher rejects a null hypothesis that is actually true Occurs when a researcher rejects a null hypothesis that is actually true Occurs at the rate of the alpha level we set Occurs at the rate of the alpha level we set Type II Type II Occurs when a researcher fails to reject a null hypothesis that is really false Occurs when a researcher fails to reject a null hypothesis that is really false No easy calculation. How do we know if we have made this type of error? It is NOT the converse of Type I No easy calculation. How do we know if we have made this type of error? It is NOT the converse of Type I We must estimate beta We must estimate beta

19 Practice Page 241 Page 241 Mu = 18 Mu = 18 Sigma = 4 Sigma = 4 n = 16 n = 16 M = 15 M = 15 Alpha =.05 Alpha =.05

20 What Is Meant by Significance? A result is said to be significant or statistically significant if it is very unlikely to occur when the null hypothesis is true. That is, the result is sufficient to reject the null hypothesis. A result is said to be significant or statistically significant if it is very unlikely to occur when the null hypothesis is true. That is, the result is sufficient to reject the null hypothesis. What factors influence significance? What factors influence significance? The size of the difference. The size of the difference. The variability of the scores. The variability of the scores. The number of scores in the sample. The number of scores in the sample. Is there a difference between significance and meaningfulness? Is there a difference between significance and meaningfulness?

21 Assumptions For Hypothesis Tests With z-Scores All statistical tests are based on a certain set of assumptions that, when violated, may bias the statistic, and give us misleading results All statistical tests are based on a certain set of assumptions that, when violated, may bias the statistic, and give us misleading results Assumptions for hypothesis tests with z-scores Assumptions for hypothesis tests with z-scores Random Sampling Random Sampling Independent Observations Independent Observations The Value of sigma is unchanged by the treatment The Value of sigma is unchanged by the treatment Normal sampling distribution Normal sampling distribution

22 Random Sampling It is assumed that the subjects used to obtain the sample data were selected randomly It is assumed that the subjects used to obtain the sample data were selected randomly

23 Independent Observations The values in the sample must consist of independent observations. The values in the sample must consist of independent observations. Two events are independent if the occurrence of the first event has no effect on the probability of the second event. Two events are independent if the occurrence of the first event has no effect on the probability of the second event.

24 Sigma Unchanged Because sigma is unknown we must make an assumption Because sigma is unknown we must make an assumption We assume that the standard deviation for the unknown population (after treatment) is the same as it was for the population before the treatment We assume that the standard deviation for the unknown population (after treatment) is the same as it was for the population before the treatment In other words, the treatment affects the mean, not the standard deviation In other words, the treatment affects the mean, not the standard deviation

25 Normal Sampling Distribution The distribution of sample means must be normal since we have been using the unit normal table to identify probabilities The distribution of sample means must be normal since we have been using the unit normal table to identify probabilities

26 Directional Hypothesis Tests In a directional hypothesis test, or a one- tailed test, the statistical hypothesis (h 0 and H 1 ) specify either an increase or a decrease in the population mean score. That is, they make a statement about the direction of the effect. In a directional hypothesis test, or a one- tailed test, the statistical hypothesis (h 0 and H 1 ) specify either an increase or a decrease in the population mean score. That is, they make a statement about the direction of the effect. This halves the critical region since it is only taking into account the one tail. This halves the critical region since it is only taking into account the one tail.

27 Effect Size Demonstrating a significant treatment effect does not necessarily indicate a substantial treatment effect. Demonstrating a significant treatment effect does not necessarily indicate a substantial treatment effect. This is because we are looking at the relative magnitude of the difference in the sample and the population mean with respect to the S.E. This is because we are looking at the relative magnitude of the difference in the sample and the population mean with respect to the S.E. What if n is very large, or sigma is very small? What if n is very large, or sigma is very small? Then a small difference in the means may in fact be significant. Then a small difference in the means may in fact be significant.

28 Cohens d One of the simplest and most direct methods for measuring effect size is Cohens d One of the simplest and most direct methods for measuring effect size is Cohens d Cohens d = (mean difference) / (standard deviation) Cohens d = (mean difference) / (standard deviation)

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30 Power The power of a statistical test is the probability that the test will correctly reject a false null hypothesis. That is, power is the probability that the test will identify a treatment effect if one really exists The power of a statistical test is the probability that the test will correctly reject a false null hypothesis. That is, power is the probability that the test will identify a treatment effect if one really exists What is the relation between power and error? What is the relation between power and error? 1 - ß 1 - ß

31 What Affects Power? Effect size Effect size Sample size Sample size Alpha level Alpha level Number of tails in the test Number of tails in the test


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