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Null Hypothesis
SAMPLE
Once a suitable random sample (or two or more, depending on the application) has been selected, the
observed data can be used to compute a point estimate that approximates the parameter above.
For example, for single sample estimates, we take = x , = p, 2 = s2; for two samples, take
1 2 = x1 x2 , 1 2 = p1 p2, 12 / 2 2 = s12 / s22. This sample-based statistic is then used to
test the null hypothesis in a procedure known as statistical inference. The fundamental question:
At some pre-determined significance level , does the sample estimator provide sufficient
experimental evidence to reject the null hypothesis that the parameter value is equal to 0, i.e., is there a
statistically significant difference between the two? If not, then this can be interpreted as having
evidence in support of the null hypothesis, and we can tentatively accept it, bearing further empirical
evidence; see THE BIG PICTURE. In order to arrive at the correct decision rule for the mean(s) and
proportion(s) [subtleties exist in the case of the variance(s)], we need to calculate the following object(s):
margin of error
Test Statistic =
The appropriate critical values and standard errors can be computed from the following tables,
assuming that the variable X is normally distributed. (Details can be found in previous notes.)
One Sample
MARGIN OF ERROR
POPULATION
PARAMETER
Null Hypothesis
H0: = 0
Proportion
CRITICAL VALUE
(2-sided) 1
s/ n
(= p) = n ,
For Confidence Interval: (1 ) n
n < 30: Use X ~ Bin(n,).
For Acceptance Region, p-value:
where
(not explicitly covered)
X = # Successes
0 (1 0 ) n
H0: = 0
Means 2
STANDARD ERROR
(estimate) 2
xi n 30: tn1, /2 or z /2
Any n:
= x = n
n < 30: tn1, /2 only
H0: = 0
Mean 2
SAMPLE
STATISTIC
Point Estimate
= f(x ,, x )
H0: 1 2 = 0
x1 x2
1 2
STANDARD ERROR
(estimate) 2
n1, n2 30:
s12 / n1 + s22 / n2
Proportions H0: 1 2 = 0
/2
pooled (1 pooled ) 1 n1 + 1 n2
where pooled = (X 1 + X 2) / (n1 + n2)
k samples
Means
Proportions
(k 2)
Null Hypothesis
H0: 1 = 2 = = k
H0: 1 = 2 = = k
H0: 1 = 2 = = k
Independent
F-test (ANOVA)
Chi-squared Test
For Mean(s): If normality is established, use the true standard error if known either / n or
Z-distribution. If normality is not established, then use a transformation, or a nonparametric Wilcoxon Test on the median(s).
3
For Paired Means: Apply the appropriate one sample test to the pairwise differences D = X Y.
For Paired Proportions: Apply McNemars Test, a matched version of the 2 2 Chi-squared Test.
Pay close attention to the footnotes in the tables, and refer back to previous notes for details and examples!
Two-sided alternative
To calculate
Confidence Limits:
Is Column 1 outside?
Acceptance Region:
Is Column 2 outside?
Column 2 Column 1
Column 4
Test Statistic:
Example:
= .05
0
p .001
extremely
significant
p .005
strongly
significant
p .01
moderately
significant
Reject H0
p .05
borderline
significant
p .10
not significant
Accept H0
To calculate
Confidence Interval:
Is Column 1 outside?
Acceptance Region:
Is Column 2 outside?
Column 2 Column 1
Column 4
Test Statistic:
(Z-score for large samples,
T-score for small samples)
p-value =
P(Tdf > T-score), for small samples
To calculate
Confidence Interval:
Is Column 1 outside?
Acceptance Region:
Is Column 2 outside?
Column 2 Column 1
Column 4
Test Statistic:
(Z-score for large samples,
T-score for small samples)
p-value =
P(Tdf < T-score), for small samples
* The formulas in the tables are written for 2-sided tests only, and must be modified for 1-sided tests, by
changing /2 to . Also, recall that the p-value is always determined by the direction of the corresponding
alternative hypothesis (either < or > in a 1-sided test, both in a 2-sided test).
http://www.nasa.gov/vision/universe/starsgalaxies/hubble_UDF.html
If, over time, a particular null hypothesis is continually accepted (as in a statistical meta-analysis of
numerous studies, for example), then it may eventually become formally recognized as an established
scientific fact. When sufficiently many such interrelated facts are collected and the connections
between them understood in a coherently structured way, the resulting organized body of truths is often
referred to as a scientific theory such as the Theory of Relativity, the Theory of Plate Tectonics, or
the Theory of Natural Selection. It is the ultimate goal of a scientific theory to provide an objective
description of some aspect, or natural law, of the physical universe, such as the Law of Gravitation,
Laws of Thermodynamics, Mendels Laws of Genetic Inheritance, etc.