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Tests of significance: The basics BPS chapter 15 © 2006 W.H. Freeman and Company Objectives (BPS chapter 15) Tests of significance: the basics The reasoning of tests of significance Stating hypotheses Test statistics P-values Statistical significance Tests for a population mean Using tables of critical values Tests from confidence intervals We have seen that the properties of the sampling distribution of the sample mean help us estimate a range of likely values for population mean . (This is what we did when we found a confidence interval for .) We can also rely on the properties of the sampling distribution to test hypotheses. Example: You are in charge of quality control in your food company. You sample randomly four packs of cherry tomatoes, each labeled 1/2 lb. (227 g). Suppose you find that the average weight from your four boxes is 225 g. Obviously, we cannot expect boxes filled with whole tomatoes to all weigh exactly half a pound. The question is this: Is the somewhat smaller weight simply due to chance variation, or is it evidence that the calibrating machine that sorts cherry tomatoes into packs needs revision? Hypotheses tests A test of statistical significance tests a specific hypothesis using sample data to decide on the validity of the hypothesis. In statistics, a hypothesis is an assumption, or a theory about the characteristics of one or more variables in one or more populations. What you want to know: Is the calibrating machine that sorts cherry tomatoes into packs out of order? The same question reframed statistically: Is the population mean µ for the distribution of weights of cherry tomato packages equal to 227 g (i.e., half a pound)? The null hypothesis is the statement being tested. It is a statement of “no effect” or “no difference,” and it is labeled H0. The significance test will assess the weight of the evidence against H0 The alternative hypothesis is the claim we are trying to find evidence for, and it is labeled Ha. Weight of cherry tomato packs: H0: µ = 227 g (µ is the average weight of the population of packs) Ha: µ ≠ 227 g (µ is either larger or smaller) xBar is the evidence that we will use to decide between H0 and Ha. The Logic of Hypothesis Testing Assume the null hypothesis is true (although it may not be)! Determine how likely it is to get data as extreme as what you got IF this is the case (i.e. IF the null hypothesis is TRUE). If it is very unlikely to get data as extreme as what you actually got, then you begin to doubt the assumption that the null hypothesis is true (i.e. you will reject the null hypothesis). If it is not very unlikely to get data as extreme as what you got, then you have no reason to doubt the null hypothesis (i.e. you will fail to reject the null hypothesis). What does “data as extreme as what you got” mean? It means all data that favors the alternative hypothesis at least as strongly as yours does! Does the packaging machine need revision? H0: µ = 227 g versus Ha: µ ≠ 227 g What is the probability of drawing a random sample such as yours if H0 is true? Recall: xBar = 225, n = 4 We will need to make an assumption (for now) X 5g X = population variable = weight of a box of c.t.’s X is assumed normal • If we assume the null hypothesis is true (i.e. the packaging machine is working correctly), what is the sampling distribution of the sample means for samples of size 4? 5 x ~ N x 227, x 2.5 4 • What is the z-score of the sample mean you got? This value is called the test statistic. x x 225 227 z 0.8 x 2.5 Does the packaging machine need revision? H0: µ = 227 g versus Ha: µ ≠ 227 g What is the probability of drawing a random sample such as yours if H0 is true? Recall: We will need to make an assumption (for now) x 225g , X 5g n4 X = basic measurement = weight of a box of c.t.’s • What are other z-scores as extreme as your data’s z-score in the direction of the alternative hypothesis? • The alternative hypothesis is that = 227, so z-scores that are as extreme as ours in the direction of Ha are z-scores that are at least as far from 0 as ours. Density of z (std. normal) z = -0.8 0 z = 0.8 Remember, the null hypothesis is = 227, which in standard coordinates is z = 0. Does the packaging machine need revision? H0: µ = 227 g versus Ha: µ ≠ 227 g What is the probability of drawing a random sample such as yours if H0 is true? Recall: We will need to make an assumption (for now) x 222g , X 5g n4 X = basic measurement = weight of a box of c.t.’s • How likely is it to get a sample mean as extreme as yours? This probability is called the P-value of the test. Density of z (std. normal) z = -0.8 0 P = 1 – normCDF(-0.8,0.8) = 0.4237 z = 0.8 • Do we reject or fail to reject the null hypothesis? Do you think the machine needs recalibration? Need to discuss the interpretation of the P-value, and significance levels Interpreting a P-value P is the probability that random variation alone (coming from the sampling process) accounts for the difference between the null hypothesis and the observed xBar value. A small P-value implies that random variation because of the sampling process alone is not likely to account for the observed difference. With a small P-value, we reject H0. The true property of the population is significantly different from what was stated in H0. Thus small P-values are strong evidence AGAINST H0. But how small is small enough? The significance level a The significance level, α, is the largest P-value tolerated for rejecting a true null hypothesis (how much evidence against H0 we require). This value is decided on before conducting the test. If the P-value is equal to or less than α (P ≤ α), then we reject H0. If the P-value is greater than α (P > α), then we fail to reject H0. Common a values are a= 10%, a = 5%, and a = 1% Does the packaging machine need revision? Two-sided test. The P-value is 42.37%. our *If α At hadany beenof setthese to 10%,significance then we would levels, fail to reject Haevidence . is not significant that is different from 227. *If α had been set to 5%, then we would fail to reject Ha. *If α had been set to 1%, then we would fail to reject Ha. One-sided and two-sided tests A two-tail or two-sided test of the population mean has these null and alternative hypotheses: H0: µ = [a specific number] Ha: µ [a specific number] A one-tail or one-sided test of a population mean has these null and alternative hypotheses: H0: µ = [a specific number] Ha: µ < [a specific number] OR H0: µ = [a specific number] Ha: µ > [a specific number] The FDA tests whether a generic drug has an absorption extent similar to the known absorption extent of the brand-name drug it is copying. Higher or lower absorption would both be problematic, thus we test: H0: µgeneric = µbrand Ha: µgeneric µbrand two-sided How to determine hypotheses? What determines the choice of a one-sided versus two-sided test is what we know about the problem before we perform a test of statistical significance. A health advocacy group tests whether the mean nicotine content of a brand of cigarettes is greater than the advertised value of 1.4 mg. Here, the health advocacy group suspects that cigarette manufacturers sell cigarettes with a nicotine content higher than what they advertise in order to better addict consumers to their products and maintain revenues. Thus, this is a one-sided test: H0: µ = 1.4 mg Ha: µ > 1.4 mg It is important to make that choice before performing the test or else you could make a choice of “convenience” or fall in circular logic. Let’s work problems 15.5, 15.6, and 15.7! P-value in one-sided and two-sided tests One-sided (one-tailed) test Two-sided (two-tailed) test To calculate the P-value for a two-sided test, you can use the symmetry of the normal curve. Find the P-value for a one-sided test and double it. Let’s Work Problems 15.2, 15.4, 15.10, 15.14, and 15.16 State teacher’s hypotheses Determine the test statistic for the z-test Determine the p-value of the test Make a decision regarding the hypotheses Interpret your results in the context of this problem Confidence intervals to test hypotheses Because a two-sided test is symmetrical, you can also use a confidence interval to test a two-sided hypothesis. In a two-sided test, C = 1 – α. C confidence level α significance level α /2 α /2 Packs of cherry tomatoes (σ = 5 g): H0: µ = 227 g versus Ha: µ ≠ 227 g Sample average 222 g. 95% CI for µ = 222 ± 1.96*5/√4 = 222 g ± 4.9 g xBar = 225 g does belong to the 95% CI (217.1 to 226.9 g). Thus, we accept H0. Logic of confidence interval test Ex: Your sample gives a 99% confidence interval of x m 0.84 0.0101 . With 99% confidence, could samples be from populations with µ =0.86? µ =0.85? Cannot reject H0: = 0.85 Reject H0: = 0.86 99% C.I. x A confidence interval gives a black and white answer: Reject or don’t reject H0. But it also estimates a range of likely values for the true population mean µ. A P-value quantifies how strong the evidence is against the H0. But if you reject H0, it doesn’t provide any information about the true population mean µ. Tests for a population mean To test the hypothesis H0: µ = µ0 based on an SRS of size n from a Normal population with unknown mean µ and known standard deviation σ, we rely on the properties of the sampling distribution N(µ0, σ√n). The P-value is the area under the sampling distribution for values at least as extreme, in the direction of Ha, as that of our random sample. Sampling distribution We can calculate a z-score for the data or use the normalcdf key directly to find the p-value x z n x σ/√n µ defined by H0