Hypothesis testing and test of significance

HYPOTHESIS TESTING & TEST OF SIGNIFICANCE

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Introduction

·       Hypothesis testing can defined as the process of

o   Making an assumption about a population parameter

o   Collecting the sample data

o   Calculate a sample statistic

o   By using sample statistic evaluate the hypothesis

·       Generally hypothesis are of two types

o   Null Hypothesis (H0)

§  A theory that has been put forward either because it is believed to be true.

§  For an example, Smoking causes lungs cancer

o   Alternative Hypothesis (HA)

§  A statement of what a statistical hypothesis test is setup to establish.

§  For an example, a new Paracetamol derivative is better than the current one to treat pain.

 

Test of Significance

·       In Statistics, tests of significance are the method of reaching a conclusion to reject or support the claims based on sample data.

·       During a statistical process, a very common as well as an important term we come across is “significance”.

·       Statistical significance is very important in research not only in Mathematics but in several different fields such as medicine, psychology and biology.

·       There are many methods through which the significance can be tested & these are known as significance tests.

·       In short, the significance is the probability that a relationship exists.

·       Significance tests tell us about the probability that if a relationship we found is due to random chance or not and to which level.

·       This indicates about the error that would be made by us if the relationship is assumed to exist.

 

Process of Significance Testing

In the process of testing for statistical significance, there are the following steps:

  1. Stating a Hypothesis for Research
  2. Stating a Null Hypothesis
  3. Selecting a Probability of Error Level
  4. Selecting and Computing a Statistical Significance Test
  5. Interpretation of result

Error types

There are basically two types of errors:

  • Type I
  • Type II

Type I Error

·       The type I error occurs when the researcher finds out that the relationship assumed through research hypothesis does exist; but in reality, there is evidence that it does not exist.

·       In this type of error, the researcher is supposed to reject the research hypothesis and accept the null hypothesis, but its opposite happens.

·       The probability that researchers commit Type I error is denoted by alpha (α).

Type II Error

·       The type II error is just opposite the type I error.

·       It occurs when it is assumed that a relationship does not exist, but in reality it does. In this type of error, the researcher is supposed to accept the research hypothesis and reject the null hypothesis, but he does not and the opposite happens.

·       The probability that a type II error is committed is represented by beta (β).

Types of Statistical Tests

One-tailed and two-tailed are two types of statistical tests that are used alternatively for the computation of the statistical significance of some parameter in a given set of data.

  • In research, the one-tailed test can be used when the deviations of the estimated parameter in one direction from an assumed benchmark value are considered theoretically possible.
  • On the other hand, the two-tailed test should be utilized when the deviations in both directions of benchmark value are considered as theoretically possible.

The word “tail” is used in the names on these tests since the extreme points of the distributions in which observations tend to reject the null hypothesis are quite small and “tail off” to zero similar to the bell curve or normal distribution. The choice of one-tailed or two-tailed significance test depends upon the research hypothesis.

Example

  1. The one-tailed test can be utilized for the test of the null hypothesis such as, boys will not score significantly higher marks than girls in 10 Standard. In this example, the null hypothesis does indirectly assume the direction of the difference.
  2. The two-tailed test could be utilized in the testing of the null hypotheses: There is no significant difference in scores of boys and girls in 10 Standard.

 P-Value Testing

In the context of the statistical significance of a data, the p-value is an important terminology for hypothesis testing. 

The p-value is said to be a function of observed sample results which is being used for testing of statistical hypothesis. 

·       A threshold value is to be selected before the test is performed. This value is known as the significance level that is traditionally 1% or 5%. It is denoted by α.

·       In the case when the p-value is smaller than or equal to significance level (α), the data is said to be inconsistent for our assumption of the null hypothesis to be true. Therefore, the null hypothesis should be rejected and an alternative hypothesis is supposed to be accepted or assumed as true.

·       Note that the smaller the p-value is, the bigger the significance should be as it indicates that the research hypothesis does not adequately explain the observation. If the p-value is calculated accurately, then such test controls type I error rate not to be greater than the significance level (α). The use of p-values in statistical hypothesis testing is very commonly seen in a wide variety of areas such as psychology, sociology, science, economics, social science, biology, criminal justice etc.

 

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