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, non-erroneous) outcomes of the test are called true positive meaning "rejecting null hypothesis, when it is false" and true negative meaning "not rejecting null hypothesis, when it is true". A statistical test can either reject (prove false) or fail to reject (fail to prove false) a null hypothesis, but never prove it true (i.e., failing to reject a null hypothesis does not prove it true). In colloquial usage type I error might be called "failing to believe the truth" and type II error "believing the falsehood". In light of hypothesis testing, however, type II error means more of "staying with falsehood for lack of better alternative", than active belief in it. Cautiousness is advised, when applying statistical tests to philosophical and ill-defined problems, in which the notion of truth or "real state of things" is relative, as this might lead to confusion (see: type III error).
Contents
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1 Consequences of type I and type II errors 2 Statistical error o 2.1 Type I error o 2.2 Type II error o 2.3 Understanding Type I and Type II errors 3 Etymology 4 Related terms o 4.1 False positive rate o 4.2 False negative rate o 4.3 The null hypothesis o 4.4 Bayes' theorem 5 Various proposals for further extension o 5.1 Systems Theory o 5.2 David o 5.3 Mosteller o 5.4 Kaiser o 5.5 Kimball o 5.6 Mitroff and Featheringham o 5.7 Raiffa o 5.8 Marascuilo and Levin 6 Usage examples o 6.1 Inventory Control o 6.2 Computers 6.2.1 Computer security 6.2.2 Spam filtering 6.2.3 Malware 6.2.4 Optical character recognition (OCR) 6.2.5 Security screening 6.2.6 Biometrics
6.3 Medical screening 6.4 Medical testing 6.5 Paranormal investigation 7 See also 8 Notes 9 References 10 External links
o o o
type II error depends directly on null hypothesis. Negation of null hypothesis causes type I and type II errors to switch places. The goal of the test is to determine, if the null hypothesis can be rejected. The result of the test may be negative, relative to null hypothesis (not healthy, guilty, broken) or positive (healthy, not guilty, not broken). If the result of the test corresponds with reality, then a correct decision has been made. However, if the result of the test does not correspond with reality, then an error has occurred.
the observed variation is not true. This is called the level of significance, denoted with the Greek letter alpha (). While 1% might be an acceptable level of significance for one application, a different application can require a very different level. For example, the standard goal of six sigma is to achieve precision to 4.5 standard deviations above or below the mean. This means that only 3.4 parts per million are allowed to be deficient in a normally distributed process.
[edit] Etymology
In 1928, Jerzy Neyman (18941981) and Egon Pearson (18951980), both eminent statisticians, discussed the problems associated with "deciding whether or not a particular sample may be judged as likely to have been randomly drawn from a certain population" [3]p. 1: and, as Florence Nightingale David remarked, "it is necessary to remember the adjective random [in the term random sample] should apply to the method of drawing the sample and not to the sample itself".[4] They identified "two sources of error", namely: (a) the error of rejecting a hypothesis that should have been accepted, and (b) the error of accepting a hypothesis that should have been rejected.[3]p.31 In 1930, they elaborated on these two sources of error, remarking that: ...in testing hypotheses two considerations must be kept in view, (1) we must be able to reduce the chance of rejecting a true hypothesis to as low a value as desired; (2) the test must be so devised that it will reject the hypothesis tested when it is likely to be false.[5] In 1933, they observed that these "problems are rarely presented in such a form that we can discriminate with certainty between the true and false hypothesis" (p.187). They also noted that, in deciding whether to accept or reject a particular hypothesis amongst a "set of alternative hypotheses" (p.201), it was easy to make an error: ...[and] these errors will be of two kinds: (I) we reject H0 [i.e., the hypothesis to be tested] when it is true, (II) we accept H0 when some alternative hypothesis Hi is true.[6]p.187 In all of the papers co-written by Neyman and Pearson the expression H0 always signifies "the hypothesis to be tested" (see, for example,[6] p. 186). In the same paper[6]p. 190 they call these two sources of error, errors of type I and errors of type II respectively
The false positive rate is equal to the significance level. The specificity of the test is equal to 1 minus the false positive rate. In statistical hypothesis testing, this fraction is given the Greek letter , and 1 is defined as the specificity of the test. Increasing the specificity of the test lowers the probability of type I errors, but raises the probability of type II errors (false negatives that reject the alternative hypothesis when it is true).[Note 1]
It is standard practice for statisticians to conduct tests in order to determine whether or not a "speculative hypothesis" concerning the observed phenomena of the world (or its inhabitants) can be supported. The results of such testing determine whether a particular set of results agrees reasonably (or does not agree) with the speculated hypothesis. On the basis that it is always assumed, by statistical convention, that the speculated hypothesis is wrong, and the so-called "null hypothesis" that the observed phenomena simply occur by chance (and that, as a consequence, the speculated agent has no effect) the test will determine whether this hypothesis is right or wrong. This is why the hypothesis under test is often called the null hypothesis (most likely, coined by Fisher (1935, p. 19)), because it is this hypothesis that is to be either nullified or not nullified by the test. When the null hypothesis is nullified, it is possible to conclude that data support the "alternative hypothesis" (which is the original speculated one). The consistent application by statisticians of Neyman and Pearson's convention of representing "the hypothesis to be tested" (or "the hypothesis to be nullified") with the expression H0 has led to circumstances where many understand the term "the null hypothesis" as meaning "the nil hypothesis" a statement that the results in question have arisen through chance. This is not necessarily the case the key restriction, as per Fisher (1966), is that "the null hypothesis must be exact, that is free from vagueness and ambiguity, because it must supply the basis of the 'problem of distribution,' of which the test of significance is the solution."[7] As a consequence of this, in experimental science the null hypothesis is generally a statement that a particular treatment has no effect; in observational science, it is that there is no difference between the value of a particular measured variable, and that of an experimental prediction.
The extent to which the test in question shows that the "speculated hypothesis" has (or has not) been nullified is called its significance level; and the higher the significance level, the less likely it is that the phenomena in question could have been produced by chance alone. British statistician Sir Ronald Aylmer Fisher (18901962) stressed that the "null hypothesis":
...is never proved or established, but is possibly disproved, in the course of experimentation. Every experiment may be said to exist only in order to give the facts a chance of disproving the null hypothesis. (1935, p.19)
[edit] David
Florence Nightingale David (19091993) [4] a sometime colleague of both Neyman and Pearson at the University College London, making a humorous aside at the end of her 1947 paper, suggested that, in the case of her own research, perhaps Neyman and Pearson's "two sources of error" could be extended to a third:
I have been concerned here with trying to explain what I believe to be the basic ideas [of my "theory of the conditional power functions"], and to forestall possible criticism that I am falling
into error (of the third kind) and am choosing the test falsely to suit the significance of the sample. (1947, p.339)
[edit] Mosteller
In 1948, Frederick Mosteller (19162006)[Note 3] argued that a "third kind of error" was required to describe circumstances he had observed, namely:
Type I error: "rejecting the null hypothesis when it is true". Type II error: "accepting the null hypothesis when it is false". Type III error: "correctly rejecting the null hypothesis for the wrong reason". (1948, p. 61)[Note 4]
[edit] Kaiser
According to Henry F. Kaiser (19271992), in his 1966 paper extended Mosteller's classification such that an error of the third kind entailed an incorrect decision of direction following a rejected two-tailed test of hypothesis. In his discussion (1966, pp. 162163), Kaiser also speaks of errors, errors, and errors for type I, type II and type III errors respectively (C.O. Dellomos).
[edit] Kimball
In 1957, Allyn W. Kimball, a statistician with the Oak Ridge National Laboratory, proposed a different kind of error to stand beside "the first and second types of error in the theory of testing hypotheses". Kimball defined this new "error of the third kind" as being "the error committed by giving the right answer to the wrong problem" (1957, p. 134). Mathematician Richard Hamming (19151998) expressed his view that "It is better to solve the right problem the wrong way than to solve the wrong problem the right way". Harvard economist Howard Raiffa describes an occasion when he, too, "fell into the trap of working on the wrong problem" (1968, pp. 264265).[Note 5]
wrong questions (III) and deliberately selecting the wrong questions for intensive and skilled investigation (IV). Most of the examples have nothing to do with statistics, many being problems of public policy or business decisions.[10]
[edit] Raiffa
In 1969, the Harvard economist Howard Raiffa jokingly suggested "a candidate for the error of the fourth kind: solving the right problem too late" (1968, p. 264).
A threshold value can be varied to make the test more restrictive or more sensitive; with the more restrictive tests increasing the risk of rejecting true positives, and the more sensitive tests increasing the risk of accepting false positives.
[edit] Computers
The notions of "false positives" and "false negatives" have a wide currency in the realm of computers and computer applications.
[edit] Computer security
Security vulnerabilities are an important consideration in the task of keeping all computer data safe, while maintaining access to that data for appropriate users (see computer security, computer insecurity). Moulton (1983), stresses the importance of:
avoiding the type I errors (or false positive) that classify authorized users as imposters. avoiding the type II errors (or false negatives) that classify imposters as authorized users (1983, p. 125).
A false positive occurs when "spam filtering" or "spam blocking" techniques wrongly classify a legitimate email message as spam and, as a result, interferes with its delivery. While most antispam tactics can block or filter a high percentage of unwanted emails, doing so without creating significant false-positive results is a much more demanding task. A false negative occurs when a spam email is not detected as spam, but is classified as "nonspam". A low number of false negatives is an indicator of the efficiency of "spam filtering" methods.
[edit] Malware
The term false positive is also used when antivirus software wrongly classifies an innocuous file as a virus. The incorrect detection may be due to heuristics or to an incorrect virus signature in a database. Similar problems can occur with antitrojan or antispyware software.
[edit] Optical character recognition (OCR)
Detection algorithms of all kinds often create false positives. Optical character recognition (OCR) software may detect an "a" where there are only some dots that appear to be an "a" to the algorithm being used.
[edit] Security screening
False positives are routinely found every day in airport security screening, which are ultimately visual inspection systems. The installed security alarms are intended to prevent weapons being brought onto aircraft; yet they are often set to such high sensitivity that they alarm many times a day for minor items, such as keys, belt buckles, loose change, mobile phones, and tacks in shoes (see explosive detection, metal detector.) The ratio of false positives (identifying an innocent traveller as a terrorist) to true positives (detecting a would-be terrorist) is, therefore, very high; and because almost every alarm is a false positive, the positive predictive value of these screening tests is very low. The relative cost of false results determines the likelihood that test creators allow these events to occur. As the cost of a false negative in this scenario is extremely high (not detecting a bomb being brought onto a plane could result in hundreds of deaths) whilst the cost of a false positive is relatively low (a reasonably simple further inspection) the most appropriate test is one with a high statistical sensitivity but low statistical specificity (one that allows minimal false negatives in return for a high rate of false positives).
[edit] Biometrics
Biometric matching, such as for fingerprint, facial recognition or iris recognition, is susceptible to type I and type II errors. The null hypothesis is that the input does identify someone in the searched list of people, so:
the probability of type I errors is called the "False Reject Rate" (FRR) or False Non-match Rate (FNMR), while the probability of type II errors is called the "False Accept Rate" (FAR) or False Match Rate (FMR).[11]
If the system is designed to rarely match suspects then the probability of type II errors can be called the "False Alarm Rate". On the other hand, if the system is used for validation (and acceptance is the norm) then the FAR is a measure of system security, while the FRR measures user inconvenience level.
Screening involves relatively cheap tests that are given to large populations, none of whom manifest any clinical indication of disease (e.g., Pap smears). Testing involves far more expensive, often invasive, procedures that are given only to those who manifest some clinical indication of disease, and are most often applied to confirm a suspected diagnosis.
For example, most States in the USA require newborns to be screened for phenylketonuria and hypothyroidism, among other congenital disorders. Although they display a high rate of false positives, the screening tests are considered valuable because they greatly increase the likelihood of detecting these disorders at a far earlier stage.[Note 6] The simple blood tests used to screen possible blood donors for HIV and hepatitis have a significant rate of false positives; however, physicians use much more expensive and far more precise tests to determine whether a person is actually infected with either of these viruses. Perhaps the most widely discussed false positives in medical screening come from the breast cancer screening procedure mammography. The US rate of false positive mammograms is up to 15%, the highest in world. One consequence of the high false positive rate in the US is that, in any 10 year period, half of the American women screened receive a false positive mammogram. False positive mammograms are costly, with over $100 million spent annually in the US on follow-up testing and treatment. They also cause women unneeded anxiety. As a result of the high false positive rate in the US, as many as 90-95% of women who get a positive mammogram do not have the condition.</ref> The lowest rate in the world is in the Netherlands, 1%. The lowest rates are generally in Northern Europe where mammography films are read twice and a high threshold for additional testing is set (the high threshold decreases the power of the test).
The ideal population screening test would be cheap, easy to administer, and produce zero falsenegatives, if possible. Such tests usually produce more false-positives, which can subsequently be sorted out by more sophisticated (and expensive) testing.
trigger on low-risk items like belt buckles and keys (low specificity), in order to reduce the risk of missing objects that do pose a threat to the aircraft and those aboard (high sensitivity). This trade-off can be represented graphically as an ROC curve.
Contents
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1 Definitions o 1.1 Sensitivity o 1.2 Specificity o 1.3 Graphical illustration 2 Medical example 3 Worked example 4 Terminology in information retrieval 5 See also 6 Further reading 7 External links 8 References
[edit] Definitions
Imagine a study evaluating a new test that screens people for a disease. Each person taking the test either has or does not have the disease. The test outcome can be positive (predicting that the person has the disease) or negative (predicting that the person does not have the disease). The test results for each subject may or may not match the subject's actual status. In that setting:
True positive: Sick people correctly diagnosed as sick False positive: Healthy people incorrectly identified as sick True negative: Healthy people correctly identified as healthy False negative: Sick people incorrectly identified as healthy.
[edit] Sensitivity
Sensitivity relates to the test's ability to identify positive results. Again, consider the example of the medical test used to identify a disease. The sensitivity of a test is the proportion of people who have the disease who test positive for it. This can also be written as:
If a test has high sensitivity then a negative result would suggest the absence of disease.[1] For example, a sensitivity of 100% means that the test recognizes all actual positives i.e. all sick people are recognized as being ill. Thus, in contrast to a high specificity test, negative results in a high sensitivity test are used to rule out the disease.[1] From a theoretical point of view, a 'bogus' test kit which always indicates positive, regardless of the disease status of the patient, will achieve 100% sensitivity. Therefore the sensitivity alone cannot be used to determine whether a test is useful in practice. Sensitivity is not the same as the precision or positive predictive value (ratio of true positives to combined true and false positives), which is as much a statement about the proportion of actual positives in the population being tested as it is about the test. The calculation of sensitivity does not take into account indeterminate test results. If a test cannot be repeated, the options are to exclude indeterminate samples from analysis (but the number of exclusions should be stated when quoting sensitivity), or, alternatively, indeterminate samples can be treated as false negatives (which gives the worst-case value for sensitivity and may therefore underestimate it). A test with a high sensitivity has a low type II error rate.
[edit] Specificity
Specificity relates to the ability of the test to identify negative results. Consider the example of the medical test used to identify a disease. The specificity of a test is defined as the proportion of patients who do not have the disease who will test negative for it. This can also be written as:
If a test has high specificity, a positive result from the test means a high probability of the presence of disease.[1] From a theoretical point of view, a 'bogus' test kit which always indicates negative, regardless of the disease status of the patient, will achieve 100% specificity. Therefore the specificity alone cannot be used to determine whether a test is useful in practice. A test with a high specificity has a low type I error rate.
Positive Positive Test outcome Negative True Positive False Negative (Type II error) Sensitivity = =
Negative False Positive (Type I error) True Negative = Specificity Positive predictive value = Negative predictive value
A worked example The fecal occult blood (FOB) screen test was used in 2030 people to look for bowel cancer: Patients with bowel cancer (as confirmed on endoscopy) Positive Negative Positive predictive value = TP / (TP + FP) True Positive False Positive = 20 / (20 + 180) Fecal Positive (TP) = 20 (FP) = 180 = 20 / 200 occult = 10% blood screen Negative predictive value test = TN / (FN + TN) True Negative outcome Negative False Negative = 1820 / (10 + 1820) (FN) = 10 (TN) = 1820 = 1820 / 1830 99.5% Sensitivity Specificity = TP / (TP + FN) = TN / (FP + TN) = 20 / (20 + 10) = 1820 / (180 + 1820) = 20 / 30 = 1820 / 2000 66.67% = 91% Related calculations
False positive rate () = FP / (FP + TN) = 180 / (180 + 1820) = 9% = 1 specificity False negative rate () = FN / (TP + FN) = 10 / (20 + 10) = 33% = 1 sensitivity Power = sensitivity = 1 Likelihood ratio positive = sensitivity / (1 specificity) = 66.67% / (1 91%) = 7.4 Likelihood ratio negative = (1 sensitivity) / specificity = (1 66.67%) / 91% = 0.37
Hence with large numbers of false positives and few false negatives, a positive FOB screen test is in itself poor at confirming cancer (PPV = 10%) and further investigations must be undertaken, it did, however, correctly identify 66.7% of all cancers (the sensitivity). However as a screening
test, a negative result is very good at reassuring that a patient does not have cancer (NPV = 99.5%) and at this initial screen correctly identifies 91% of those who do not have cancer (the specificity).
In the traditional language of statistical hypothesis testing, the sensitivity of a test is called the statistical power of the test, although the word power in that context has a more general usage that is not applicable in the present context. A sensitive test will have fewer Type II errors.