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Hypothesis Testing
    Foundations I
 September 26, 2011
Objectives
             Differentiate three measures of central tendency,
              including their advantages and disadvantages
             Explain the rationale of hypothesis testing
             Define the null and alternate hypotheses
             Define and interpret: p value, test statistic, type I and II
              error, alpha, beta and statistical power
             Explain how statistical power and sample size are
              related and describe other factors influencing power
2011-2012                               2
Levels of Measurement
           Categorical (nominal)
           Ordinal
           Interval
           Ratio



2011-2012                           3
Categorical Data
         Non-ordered data
         Often represents different categories: sex, eye
          colour, genotypes etc…
         An average would be meaningless
         More meaningful to talk about: different categories,
          proportions, percentages or mode

2011-2012                        4
Ordinal Data
         Ordered data
         The distance between the data points may vary
         E.g., Placement in a race, perceived level of pain, or
          depression scale
         7 is greater than 5 and greater than 3 but differences
          between 7 & 5 may not be the same as 5 & 3
         Average is not meaningful here; finding a middle
          number maybe more meaningful and most consistent
2011-2012                          5
Interval Data
         Very similar to ordinal data, but the differences are
          consistent
         E.g., Temperature in Celsius or Ferinheight
         Difference between 20 and 30 is the same as the difference
          between 40 and 50
         Really well designed rating scales gather interval data
         Important to note that 0 is not meaningful in interval data
         An average (mean) is meaningful unless data is skewed

2011-2012                            6
Ratio Data
         Very similar to interval data except 0 is meaningful
         E.g., Tracking growth of bacteria, height, & weight of babies
         Someone can be twice as tall as another person; however,
          cannot say something is twice as hot or cold unless its
          measured in Kelvin (in Kelvin temperature of 0 is
          meaningful)
         Average is very useful and many statistical procedures for
          ratio data are based on means; however, if data is skewed
          median is more useful

2011-2012                             7
Central Tendency
         If you wanted to describe a population or a group
          of people using one or two numbers you could say:
            • On average, students in this class scored about 75% on
              last exam….
            • In this class, the most frequent eye colour is….
            • In a small sub-sample of 10 students, the middle score on
              the exam was….

2011-2012                             8
Mean, Median & Mode
         Depending on the type and quality of your data,
          either mean, median, or mode may be more
          suitable in describing the typical structure of your
          data or central tendency
         Statistical analyses such as Analysis of Variance, or
          Chi Square Analysis or T-Tests are based on
          different measures of central tendency
2011-2012                          9
Descriptive vs. Inferential Statistics
         Descriptive statistics describe the sample or
          population usually by providing values of range,
          maximum, minimum, central tendency, variance
          (sum of individual differences from the mean)
         Inferential statistics are often used when you do
          not have access to the entire population and want
          to make an inference about this population
2011-2012                       10
A Conjecture…..
         After doing a great deal of reading, the dean of a
          well know US medical school believed that in
          general, the students in medical programs have an
          average IQ of 135
         This is conjecture about an entire population of
          undergraduate medical students

2011-2012                        11
Hypothesis Testing: Step 1
         We can test the dean’s conjecture…

              Null Hypothesis - Ho: µ=135
              Alternative Hypothesis - HA: µ≠135

            We test for the conjecture or hypothesis by
            making it the null
2011-2012                         12
Role of Software
         Computer programs such as SPSS, SAS, R, STATA,
          etc…
         They have built in algorithms to carry out what you
          might do by hand
         Its is important to initially do this by hand to
          understand what it means to reject, or fail to reject
          the null hypothesis
2011-2012                         13
Hypothesis Testing: Step 2
         Because we are not dealing with absolutes and we are
          making a prediction about a population its not exact.
         We need to select a criterion or significance level by which
          we can either reject or accept the null hypothesis.
         Most often the criterion or significance level is set at .05
         It is also referred to as p-value or α

        At what point is the difference between the sample mean
        and 135 not due to chance but fact ??

2011-2012                             14
Hypothesis Testing: Step 3
                              -   We sample 10 students
                              -   Area of acceptance is 95%
                              -   Look up critical values on a
                                  t-score table (±2.262)




2011-2012              15
Hypothesis Testing: Step 4
         We need to randomly draw a sample of 10 Students

        115, 140, 133, 125, 120, 126, 136, 124, 132, 129

        Mean = 128


2011-2012                        16
Hypothesis Testing: Step 5
         We need to calculate Standard Deviation (SD) &
          Standard Error (SE)

         How many people you know has heard of standard
          deviation before?
         How many people know what it means?

2011-2012                       17
IQ Scores Mean     DiviationsDiviations scores Squared
                                         Scores
                  115      128        13       169
                  140
                  133
                           128
                           128
                                     -12
                                      -5
                                               144
                                                 25             Before SD we need to
                  125      128         3          9
                  120      128         8         64             understand variance
                  126      128         2          4
                  136
                  124
                           128
                           128
                                      -8
                                       4
                                                 64
                                                 16
                                                                Standard Deviation – Can
                  132      128        -4         16             be thought of as an
                  129      128        -1          1             average of deviation
            Sum                        0       512
                                                                Standard Error – Is an
            Sample Variance            0 56.88889
                                                                estimation of SD used in
            Standard Deviation         0 7.542472               calculating t-statistic
            Standard Error                 2.385139
2011-2012                                                  18
T-Test
         The t-statistic was introduced in 1908 by William
          Sealy Gosset
         A chemist working for the Guinness brewery in
          Dublin, Ireland ("Student" was his pen name)
         Gosset devised the t-test as a way to cheaply
          monitor the quality of stout
         Published the test in Biometrika in 1908

2011-2012                        19
Hypothesis Testing: Steps 6 & 7
        T-statistic = (sample average – hypothesis)/standard error


        t= (128-135)/2.385
        t=-2.935
       “The hypothesis that the mean IQ
       of the population is 135 was
       rejected, t= -2.935, df=9, p≤ .05.”

2011-2012                                    20
Type I and II Error
         Remember in step 2, we asked how much will we
          attribute the difference of means to chance…
         Measurement is never exact; though some journals and
          papers vary, a p-value of .05 (meaning that we are 95%
          sure that result did not happen by chance) is used
         When we have rejected the null and it is actually true
          this is type I error or “false positive”
         When we have not rejected the null and it is actually
          false this is a type II error or “false negative”
2011-2012                         21
Power and Measures
         How much power does our prediction have?
         How much can we infer?
         It depends on sample size & quality of the measure
         IQ, Depression Scale, Cognitive ability are unobservable
         Growth of bacteria, cellular effects from medication are
          observables – a ruler can be put to it
         The more we can see, the less population we will need
         The more accurate our inferences, the smaller error we
          would produce
2011-2012                            22
Contact
         Dr. Saad Chahine
          Saad.Chahine@msvu.ca




2011-2012                    23

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Chahine Hypothesis Testing,

  • 1. Hypothesis Testing Foundations I September 26, 2011
  • 2. Objectives  Differentiate three measures of central tendency, including their advantages and disadvantages  Explain the rationale of hypothesis testing  Define the null and alternate hypotheses  Define and interpret: p value, test statistic, type I and II error, alpha, beta and statistical power  Explain how statistical power and sample size are related and describe other factors influencing power 2011-2012 2
  • 3. Levels of Measurement  Categorical (nominal)  Ordinal  Interval  Ratio 2011-2012 3
  • 4. Categorical Data  Non-ordered data  Often represents different categories: sex, eye colour, genotypes etc…  An average would be meaningless  More meaningful to talk about: different categories, proportions, percentages or mode 2011-2012 4
  • 5. Ordinal Data  Ordered data  The distance between the data points may vary  E.g., Placement in a race, perceived level of pain, or depression scale  7 is greater than 5 and greater than 3 but differences between 7 & 5 may not be the same as 5 & 3  Average is not meaningful here; finding a middle number maybe more meaningful and most consistent 2011-2012 5
  • 6. Interval Data  Very similar to ordinal data, but the differences are consistent  E.g., Temperature in Celsius or Ferinheight  Difference between 20 and 30 is the same as the difference between 40 and 50  Really well designed rating scales gather interval data  Important to note that 0 is not meaningful in interval data  An average (mean) is meaningful unless data is skewed 2011-2012 6
  • 7. Ratio Data  Very similar to interval data except 0 is meaningful  E.g., Tracking growth of bacteria, height, & weight of babies  Someone can be twice as tall as another person; however, cannot say something is twice as hot or cold unless its measured in Kelvin (in Kelvin temperature of 0 is meaningful)  Average is very useful and many statistical procedures for ratio data are based on means; however, if data is skewed median is more useful 2011-2012 7
  • 8. Central Tendency  If you wanted to describe a population or a group of people using one or two numbers you could say: • On average, students in this class scored about 75% on last exam…. • In this class, the most frequent eye colour is…. • In a small sub-sample of 10 students, the middle score on the exam was…. 2011-2012 8
  • 9. Mean, Median & Mode  Depending on the type and quality of your data, either mean, median, or mode may be more suitable in describing the typical structure of your data or central tendency  Statistical analyses such as Analysis of Variance, or Chi Square Analysis or T-Tests are based on different measures of central tendency 2011-2012 9
  • 10. Descriptive vs. Inferential Statistics  Descriptive statistics describe the sample or population usually by providing values of range, maximum, minimum, central tendency, variance (sum of individual differences from the mean)  Inferential statistics are often used when you do not have access to the entire population and want to make an inference about this population 2011-2012 10
  • 11. A Conjecture…..  After doing a great deal of reading, the dean of a well know US medical school believed that in general, the students in medical programs have an average IQ of 135  This is conjecture about an entire population of undergraduate medical students 2011-2012 11
  • 12. Hypothesis Testing: Step 1  We can test the dean’s conjecture… Null Hypothesis - Ho: µ=135 Alternative Hypothesis - HA: µ≠135 We test for the conjecture or hypothesis by making it the null 2011-2012 12
  • 13. Role of Software  Computer programs such as SPSS, SAS, R, STATA, etc…  They have built in algorithms to carry out what you might do by hand  Its is important to initially do this by hand to understand what it means to reject, or fail to reject the null hypothesis 2011-2012 13
  • 14. Hypothesis Testing: Step 2  Because we are not dealing with absolutes and we are making a prediction about a population its not exact.  We need to select a criterion or significance level by which we can either reject or accept the null hypothesis.  Most often the criterion or significance level is set at .05  It is also referred to as p-value or α At what point is the difference between the sample mean and 135 not due to chance but fact ?? 2011-2012 14
  • 15. Hypothesis Testing: Step 3 - We sample 10 students - Area of acceptance is 95% - Look up critical values on a t-score table (±2.262) 2011-2012 15
  • 16. Hypothesis Testing: Step 4  We need to randomly draw a sample of 10 Students 115, 140, 133, 125, 120, 126, 136, 124, 132, 129 Mean = 128 2011-2012 16
  • 17. Hypothesis Testing: Step 5  We need to calculate Standard Deviation (SD) & Standard Error (SE)  How many people you know has heard of standard deviation before?  How many people know what it means? 2011-2012 17
  • 18. IQ Scores Mean DiviationsDiviations scores Squared Scores 115 128 13 169 140 133 128 128 -12 -5 144 25 Before SD we need to 125 128 3 9 120 128 8 64 understand variance 126 128 2 4 136 124 128 128 -8 4 64 16 Standard Deviation – Can 132 128 -4 16 be thought of as an 129 128 -1 1 average of deviation Sum 0 512 Standard Error – Is an Sample Variance 0 56.88889 estimation of SD used in Standard Deviation 0 7.542472 calculating t-statistic Standard Error 2.385139 2011-2012 18
  • 19. T-Test  The t-statistic was introduced in 1908 by William Sealy Gosset  A chemist working for the Guinness brewery in Dublin, Ireland ("Student" was his pen name)  Gosset devised the t-test as a way to cheaply monitor the quality of stout  Published the test in Biometrika in 1908 2011-2012 19
  • 20. Hypothesis Testing: Steps 6 & 7 T-statistic = (sample average – hypothesis)/standard error t= (128-135)/2.385 t=-2.935 “The hypothesis that the mean IQ of the population is 135 was rejected, t= -2.935, df=9, p≤ .05.” 2011-2012 20
  • 21. Type I and II Error  Remember in step 2, we asked how much will we attribute the difference of means to chance…  Measurement is never exact; though some journals and papers vary, a p-value of .05 (meaning that we are 95% sure that result did not happen by chance) is used  When we have rejected the null and it is actually true this is type I error or “false positive”  When we have not rejected the null and it is actually false this is a type II error or “false negative” 2011-2012 21
  • 22. Power and Measures  How much power does our prediction have?  How much can we infer?  It depends on sample size & quality of the measure  IQ, Depression Scale, Cognitive ability are unobservable  Growth of bacteria, cellular effects from medication are observables – a ruler can be put to it  The more we can see, the less population we will need  The more accurate our inferences, the smaller error we would produce 2011-2012 22
  • 23. Contact  Dr. Saad Chahine Saad.Chahine@msvu.ca 2011-2012 23