1. Randomization Tests
Dr. Kari Lock Morgan
PSU 016
11/5/14

2. Extrasensory Perception
Is there such a thing as extrasensory perception (ESP) or a “sixth sense”?
Do you believe in ESP?

3. Extrasensory Perception
One way to test for ESP is with Zener cards:
Subjects draw a card at random and telepathically communicate this to someone who then guesses the symbol

4. Extrasensory Perception
Let’s do our own study!
Make your own Zener cards:
Randomly choose a symbol
Find a partner, telepathically communicate your symbol (no auditory or visual clues!), and have them guess your symbol.
Switch roles.
Did you guess correctly?

5. Extrasensory Perception
There are five cards with five different symbols
If there is no such thing as ESP, what proportion of guesses should be correct?
Because there are 5 cards, each person has a 1/5 chance of guessing correctly each time, if ESP does not exist.
H0: p = 1/5
Ha: p > 1/5

6. Extrasensory Perception
Statistics vary from sample to sample: even if the population proportion is 1/5, not every sample proportion will be exactly 1/5
How do we determine when a sample proportion is far enough above 1/5 to provide evidence of ESP?
More general: How do we determine when a sample statistic is far enough away from H0 to be statistically significant?

7. SIMULATE what would happen if H0 were true!
Key Question
How unusual is it to see a sample statistic as extreme as that observed, if H0 is true?
How do we know how unusual a sample statistic would be if H0 were true?
SIMULATE what would happen if H0 were true!

8. ESP: Simulate!
How could we simulate what would happen, just by random chance, if the null hypotheses were true for the ESP experiment?
Randomly choose a symbol.
Return it to the rest, shuffle, and choose again for the (random) guess.
Did you (randomly) get the correct symbol?

9. www.lock5stat.com/statkey Lots of simulations!
We need many more simulations!

10. ESP – Random Chance Are our results statistically significant?
What can we conclude?

11. Randomization Distribution
A randomization distribution is a collection of statistics from samples simulated assuming the null hypothesis is true

12. p-value
The p-value is the chance of obtaining a sample statistic as extreme as (or more extreme than) the observed sample statistic, if the null hypothesis is true

13. Calculating a p-value
What kinds of statistics would we get, just by random chance, if the null hypothesis were true? (randomization distribution)
What proportion of these statistics are as extreme as our original sample statistic?
(p-value)

14. Proportion as extreme as observed statistic
ESP p-value
Distribution of statistics that would be observed, just by random chance, if H0 true
p-value = 0.247
Proportion as extreme as observed statistic
p-value
If you were all just guessing randomly, the chance of us getting a sample proportion as high as is
observed statistic

15. Cocaine Addiction
In a randomized experiment on treating cocaine addiction, 48 people were randomly assigned to take either Desipramine (a new drug), or Lithium (an existing drug), and then followed to see who relapsed
Is Desipramine better than Lithium at treating cocaine addiction?
pD, pL: proportion of cocaine 𝑝 𝐷 addicts who relapse after taking Desipramine or Lithium, respectively
H0: pD = pL
Ha: pD < pL

16. R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R
1. Randomly assign units to treatment groups
Desipramine
Lithium R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R

17. 3. Observe relapse counts in each group
2. Conduct experiment
3. Observe relapse counts in each group
R = Relapse
N = No Relapse
1. Randomly assign units to treatment groups
Desipramine
Lithium R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R R N R N R R R R R R R R R R R R R N N R N N N N N N N N R R R R R R R R R R R R N N N N N N N N N N N N N N N N N N N N N N N N
10 relapse, 14 no relapse
18 relapse, 6 no relapse

18. Measuring Evidence against H0
To see if a statistic provides evidence against H0, we need to see what kind of sample statistics we would observe, just by random chance,
if H0 were true

19. Cocaine Addiction
“by random chance” means by the random assignment to the two treatment groups
“if H0 were true” means if the two drugs were equally effective at preventing relapses (equivalently: whether a person relapses or not does not depend on which drug is taken)
Simulate what would happen just by random chance, if H0 were true…

20. R R R R R R R R R R R R R R R R N N R R R R R R N N N N N N R R R R R R N N N N N N N N N N N N
10 relapse, 14 no relapse
18 relapse, 6 no relapse

21. R R R R R R R R R R R R R R R R N N R R R R R R N N N N N N R R R R R R N N N N N N N N N N N N
Simulate another randomization
Desipramine
Lithium R N R N N N N R R R R R R R N R R N N N R N R R R N N R N R R N R N N N R R R N R R R R
16 relapse, 8 no relapse
12 relapse, 12 no relapse

22. Simulate another randomization
Desipramine
Lithium R R R R R R R R R R R R R N R R N N R R R R R R R R N R N R R R R R R R R N R N R R N N N N N N
17 relapse, 7 no relapse
11 relapse, 13 no relapse

23. Cocaine Addiction Why did you re-deal your cards?
Shuffle your cards and deal them into two piles. What is your sample difference in proportions?
Why did you re-deal your cards?
Why did you leave the outcomes (relapse or no relapse) unchanged on each card?
You want to know what would happen
by random chance
if the null hypothesis is true

24. www.lock5stat.com/statkey Lots of simulations!
We need many more simulations!

25. Proportion as extreme as observed statistic
Distribution of statistics that would be observed, just by random chance, if H0 true
Proportion as extreme as observed statistic
p-value
observed statistic
If the two drugs are equal regarding cocaine relapse rates, we have a 1.3% chance of seeing a difference in proportions as extreme as that observed.

26. Randomization Test
p-values can be calculated by randomization distributions:
Create a randomization distribution by simulating statistics you would see, just by random chance, if H0 were true
Find the p-value as the proportion of simulated statistics as extreme as the observed statistic
This idea works for any parameter!

27. Your Turn! Correlation
NFL Teams
Do NFL teams with more malevolent uniforms get more penalty yards?
r = 0.43

28. p-value and Ha H0:  = 0 Upper-tail Ha:  > 0 (Right Tail) 𝑥 =2
𝑥 =−1
Lower-tail
(Left Tail)
H0:  = 0
Ha:  ≠ 0
𝑥 =2
Two-tailed

29. Summary p-values can be calculated by randomization distributions:
Create a randomization distribution by simulating statistics you would see, just by random chance, if H0 were true
Find the p-value as the proportion of simulated statistics as extreme as the observed statistic