Questions tagged [hypothesis-testing]

This tag is for questions on hypothesis testing in statistics, including questions about constructing or setting up a test, selecting an appropriate test for a particular application, and computing test statistics.

In statistics, a result is called statistically significant if it is unlikely to have occurred by chance alone, according to a pre-determined threshold probability, the significance level. A statistical hypothesis test is a method of inference using data from a study which is used to determine if a measured result differs from a predicted result in a statistically significant way.

The phrase "test of significance" was coined by statistician Ronald Fisher. These tests are used in determining what outcomes of a study would lead to a rejection of a null hypothesis for a pre-specified level of significance. This can help to decide whether results contain enough information to cast doubt on conventional wisdom, given that conventional wisdom has been used to establish the null hypothesis. The critical region of a hypothesis test is the set of all outcomes which cause the null hypothesis to be rejected in favor of the alternative hypothesis.

Statistical hypothesis testing is sometimes called confirmatory data analysis, in contrast to exploratory data analysis, which may not have pre-specified hypotheses.

1617 questions
6
votes
0 answers

How should I choose my sample size?

The following is only to make sure I don't have a misunderstanding. My real question is at the end. I am in the following scenario: I have a website where people can subscribe by clicking a button. I can make the button either blue or red. In order…
Martin Thoma
  • 9,821
4
votes
1 answer

Equivalence of Test Hypothesis

Thinking about Test Hypothesis I came up with a question related to them. When you make the test with a $90\%$ confidence interval, you have $10\%$ probability of committing a type I error. Analogously, for $99\%$, you have $1\%$ probability of…
Masclins
  • 1,164
3
votes
1 answer

Finding values for some test and power for uniform distribution

I have the random sample $X_1, X_2, \dots, X_n$ drawn from the uniform distribution on $[\varphi, \varphi + 1]$. To test the null hypothesis $H_0 : \varphi = 0$ against the alternative hypothesis $H_1 : \varphi > 0$, we have the test $$\text{Reject}…
The Pointer
  • 4,182
3
votes
2 answers

P-values : Hypothesis test

My try: Is it correct? The reason I am asking this because , when I tried to calculate the value of t by std . dev and mean , I got a different value from 1.9527887
max
  • 677
2
votes
1 answer

Can t-tests be 1 sided? This example has confused what I thought I knew.

We first take a random sample of $8$ students, record their final score in $2018$, and check their final scores again in $2019$. $2018: 76, 73, 66, 95, 75, 78, 96, 93$ $2019: 75, 80, 70, 93, 81, 90, 88, 79$ We're testing whether the grades have…
2
votes
1 answer

Hypothesis testing without using test statistics

The 6 customers in the supermarket have done the taste tests of hams. One type of hams is hand-made and the other is factory-made. 5 out of 6 preferred hand-made hams. $~p:=~$proportion of persons who prefer hand-made hams than factory-made ones,…
2
votes
0 answers

Hypothesis testing on Probability of False Alarm using Neyman-Pearson

We have binary hypothesis testing problem as follows: $H_1$ (signal presence) : $y = s + n$ $H_0$ (signal absence) : $y = n$ Without loss of generality, to simplify the problem, let s be a constant representing the energy of the received radio…
TNN.309
  • 21
2
votes
1 answer

Pareto distribution: is there a uniformly most powerful test (UMP) at some level $\beta$?

I have that $X_1, X_2, \dots, X_n$ is a random sample from a distribution with density $$f_{\varphi}(x) = \dfrac{3\varphi^3}{x^4} \ \ \ x \ge \varphi > 0$$ Is there a uniformly most powerful test (UMP) at some level $\beta$ for testing $H_0 :…
The Pointer
  • 4,182
2
votes
1 answer

Why do I have to use a fear as the Alternative-Hypothesis?

Introduction I'd like to understand, why I have to use a fear as the Alternative-Hypothesis and not as the Null-Hypothesis. I'm using my homework as an example for that, which says the following (I translated it manually, I hope that you…
TornaxO7
  • 121
  • 5
2
votes
0 answers

Finding UMP test using Neyman-Pearson lemma

Let $X_1, ..., X_n \sim N(\theta,16)$. How can I find then the uniformly most powerful (UMP) test of level $0.10$ for the hypothesis $H_0 : \theta = 25$ vs $H_{\alpha} : \theta < 25$. So, here are my attempts: We can consider: $H_0 : \theta = 25$ vs…
Reb2000
  • 55
  • 4
2
votes
1 answer

Correctly Interpreting a Type II Error

I understand that a Type II error that arises from a hypothesis test indicates a failure to reject the null hypothesis $H_0$ when $H_a$ in reality is true. But when I try to interpret a Type II error in the context of an actual problem, I have a…
Andrew Li
  • 4,554
2
votes
1 answer

Power of a hypothesis test, does it depend on alternative or null?

I'm a bit confused at what the power of a test is. Our lecturer told us that if we had say $$H_0: \theta = 1\qquad \text{vs.} \qquad H_1:\theta = 10$$ the power of the test, $power(\theta = 1)$ is $\mathbb{P}$(reject $H_0 | H_0$ is true) and this…
Natash1
  • 1,379
2
votes
1 answer

Hypothesis Test using p values

Can someone clarify this: My text states: If the computed p-value is less than or equal to alpha, reject the null .... If the computed p-value is greater than alpha, then fail to reject the null ... But the software accompanying the text states: Is…
VGR
  • 21
1
vote
2 answers

Selecting a proper p-value (Chi-squared)

When studying about Chi-squared test and distribution, it's quite common to read that most people use p value equal to 0.05 or 0.01. Do you have more information about what p values are good for different real-life problems? What is the criteria to…
skan
  • 391
1
vote
0 answers

Algorithm to exclude false positives

I want to do the following: For a list of some hundreds participiants where some measure belongs to each participant, I want an algorithm that determines at which sample size a t-test or such would yield that the samples are not significantly…
Pugl
  • 321
1
2 3 4 5 6 7