Significance testing, continued:
Question: How do we know that .05 is "significant?"
(.05
is 1 in 20 chance of seeing the result by "dumb luck" if the null hypothesis
is true.) Read sec. 6.3, pp. 343-345
>>Significance levels vary by field of study;
different fields have different "customarily acceptable" levels.
In reality, no sharp border between "significance" and "not significant"
>>How small a P is "convincing evidence" against
H0? In practice...
How
plausible is H0? Ha? Strong evidence
needed to reject "conventional wisdom"
How
expensive (mentally, economically) will abandoning H0 be?
>>"Statistically Significant" doesn't always
mean "Important." Big enough sample sizes will allow you to distinguish
even small differences.
Questions on last HW?
What if you don't have the Z-table but only
have the t-table (Table C)?
What if you have a demanded level of significance,
alpha?
Table C gives
a limited list of probabilities across the top row: Right
tail values for the bell distribution.
The
value in the bottom (z*) row under p is the corresponding standard
normal value.
"z* is the upper p critical value of the standard normal distribution."
Do this: Find your z from
the data. Make a sketch of the normal curve and mark z on it. Mark
the direction(s) of Ha.
(If your z is in the direction
of Ha , continue. Otherwise the results are hopelessly
not significant: quit.)
Find the z's in Table C that bracket your z (ignore
minus sign). Find the corresponding p's.
z = 2.111
z* 2.054 /\
2.326
p
.02 .01
So the P-value for your z is: between those 2
p's (one sided test)
between double those 2 p's (two sided test)
Test is significant at the
bigger bracketing probability; not sig. at the smaller.
One sided: P-value
is less than .02 and greater than .01
Significant
at the .02 level, not
at the .01 level
Two sided: P-value
is less than .04 and greater than .02
Significant
at the .04 level, not
at the .02 level
If you have a specific demanded significance
level, compare it with these levels.
If a test is significant at level b, then it is significant
at every level bigger than b.
If a test is Not significant at level d, then it is Not significant
at every level smaller than d.
"Significant at a":
probability of getting my results (again) by chance (if H0 is
true) is less than (or =) a.
Not significant at
Significant at
p
smaller .001 .005
.01
.05 .10 bigger
/\
P-value
z-value (one-sided)
z* bigger
3.091 2.576 2.326 |
1.645 1.282 smaller
You
can compare z directly to z* for your desired alpha. The 2-sided is a bit
tricky. (2-sided: Split the alpha in 2, then find the z*)
| Day 32--Do as much as
you can, bring questions. Hand in Monday:
More p-values p.341, 6.44 CEO pay = = = = = = = = = Table C: p.341, 6.48 CEO pay again p. 341, 6.46, 6.49 general z statistic, significance,Turn the page--6.49 continues. p. 342 6.50 patent protection; another z. = = = = = = = = = = Fixed significance levels: if you only have table C, what can you say? p. 337, 6.37 testing number generator 6.38 nicotine content = = = = = = = = = = p. 342, 6.52 1% vs 5% 6.53 define stat. signif. p. 343, 6.54 knife edge .05 p. 345, 6.55 and 56 effect of n Will be OPTIONAL: part of NEXT assignment. Two-sided test is doable using confidence interval 6.39 IQ tests Use your calculator to get the sample mean |
Read, to discuss | Optional |
| Sievers home | Math151-Sp01/Day32.htm | 11pm | 4/17/01 |