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.

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Using NP lemma to find the most powerful test for uniform distribution

I tried to use Neymann Pearson lemma and get the following, however, I do not know how to proceed from this point.
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Find the form of the most powerful critical region of size $\alpha$.

A single observation $x$ is used to test the null hypothesis $\theta=\theta_0$ against alternative hypothesis $\theta=\theta_1<\theta_0$ for a geometric distribution with parameter $\theta$. Use the Neyman-Pearson lemma to find the form most…
mmm
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Finding the power function of the given test.

We have a density $X$ defined as $f(x,\theta)=\theta x^{\theta -1}I_{(0,1)}(x)$. The hypothesis to test is given as follows: $H_0:\theta \leq1$ Vs $H_1:\theta >1$ A sample size of two is selected, and the critical region is defined as…
User9523
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Most Powerful Test for Uniform Distribution

Given a sample of size n from $Unif(0,\theta)$, does there exist a most powerful test of the hypotheses: $H_0: \theta = \theta_0$ vs $H_1: \theta = \theta_1$, where $ \theta_0 > \theta_1?$ I tried applying the Neyman-Pearson Lemma to get: $…
user234
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Which proportion to use in hypotese testing

Experiment scenario I have a scenario where a test suite ( a set of test cases) can detect or not a bug in a program. I run this test suite with 70 different versions of the program, each one with a different bug, and check if the bug was detected…
Chen
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p-value, double tail test, hypotheses testing

Can someone explain why intuitively here the p-value for double tail test is $2\min\{\Pr(X \leq x |H),\Pr(X \geq x |H)\}$ rather then $\Pr(X \leq x |H)+\Pr(X \geq x |H)$? The latter would be 1, but what about the strange formula starting with 2?
user122424
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Is running an unpaired t-test on paired data conservative?

I have data that are repeated measurements. But the biologist did not keep track of the pairing information. It seems to me however that if you run an unpaired t-test on paired data that the worst thing that can happen is a loss of power. In…
Gregory Grant
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Test Hypothesis

I need help solving the following problem. I exhausted many options however I fell short. Any help is appreciated. Creative Good, a New York consulting firm, claimed that 35% of shoppers fail in their attempt to purchase merchandise on-line because…
Bhavik P.
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Z-test or t-test: Which is more appropriate for this situation?

We are monitoring the performance of a network using several KPI's. We want to detect if there are any anomalies for a KPI X within last hour for which we obtained (usually) 30 values from the last hour. We don't know the population standard…
Cemre
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Hypothesis testing with error

Assume two univariate, normal distributions e.g. $A \sim N(x,0,1)$ and $ B \sim N(x,1,1)$. Assume that we receive a value e.g. $t=0.2$ (e.g. via measurements) We want to perform hypothesis testing and decide if $t$ belongs to distribution $A$ or…
KostasP
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Hypothesis Testing... running a test with coins

A random sample (normal distribution) of $20$ items is drawn from a population that is known to be normally distributed. The sample has a mean of $60$ and a standard deviation of $16$. Test the hypothesis that the true mean of the population from…
David
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Rejection Region. T- distribution.

Let's assume that we have computed T-ratio for some data: $t = -0.9054 $ And our $\alpha = 0.05 $ Now, we would like find rejection region for this left-tail. The author wrote, that rejection region is: $(-\infty, -z_{\alpha}]$. Where $z_\alpha $ is…
user180834
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Hypothesis testing: does Program $1$ play a game better than Program $2$

I have two programs for playing a $2$ player zero-sum perfect information game. The game has a very high "branching factor". No luck is involved, but game results are chaotic due to a rather large number of starting states, so when two programs…
Conrad
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What is the significance of the measures of variation in hypothesis testing?

As my question title implies, I'd like a brief explanation of the significance of measures of variation in hypothesis testing.
user214824
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Null hypothesis and alternative hypothesis

A statistical variable X can have only one of the two following distributions: H0: f0(x) = 0.2-0.02x H1: f1(x) = 0.02x In both cases, the support of the statistical variable is: 0 <= X <= 10 The decision rule for to test the hypothesis, based on…