Quiz returned: If you got 7 or below you can repeat it (same quiz) for a max of 8 points, Monday after class or by appointment.
Significance testing: "an
outcome that would "rarely" happen if a claim were true--is good evidence
that the claim is NOT true." Introduction Day31
Results of shoebox tests, and
A "Significance level" alpha is a probability
level we decide on in advance as being the "rarely" amount that will
push us over
into believing (well, sort of) that the H0
claim is not true. (Historically older language than P-value)
We tend to use simple benchmark numbers for
it, like .10 (1 in 10), .05 (1 in 20), .01 (1 in 100).
When the P-value is less than (or equal
to) a particular significance level alpha (say .05), we say,
"The results are significant
at the alpha = .05 level," or "The results are significant
(P<
.05)"
A particular scientific discipline may have a
commonly accepted set of benchmarks, and language to go with it.
(I think I remember .05 =
"significant", .01 = "highly significant" in psychology?)
We will be less doctrinaire, use the language
"significant at the alpha = ___ level." (However, "nobody" uses a
significance level
less rare than .10, 1 in 10).
HW questions.
2-sided (2-tailed) test:
H0: "Null hypothesis" A
claim or statement about the population we would like to show is
NOT true.
H0:
µ =1000 hrs. (Average lightbulb life.)
Ha: "Alternative hypothesis"
A claim or statement about the population we are trying to find
evidence FOR. A value either much bigger than or much smaller
than the H0 value is evidence against H0 & for
Ha.
Ha: µ Not = 1000 hrs. (Quality control
on assembly line--find if it is "off" either way.)
Sample of size n = 25.
Population sigma = 150 hrs. Suppose xbar = 940 hrs. z
= (940-1000)
÷
(150/5) = -2
P-value: We measure the probability
of seeing something (again) as extreme as the observed value
(or more so).
So you need to measure the P-value symmetrically
both directions from the observed value--so the P value is double
what it would be for a one-sided test. P-value
is approximately 5%; more precisely, 2·.0228 = .0456
Our test is just
barely significant at the .05 level; it is
significant at the .06 level, the .10 level. It's not significant
at the .02 level or "higher".
Begin here Monday
Meaning of "significance"
(note--"High" significance means small alpha or P-value.)
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.
- - - - - - - - -
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: you can quit.)
Find the z*'s in Table C that bracket your z
(ignore
minus sign). Find the corresponding p's.
p
.02 .01
z* 2.054 \/
2.326
z = 2.111
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.
Significant
at
Not significant at
p bigger
.10 .05
.01 .005 .001
smaller
/\
P-value
z-value (one-sided)
z* smaller
1.282 1.645_ |
2.326 2.576 3.091 bigger
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*. Don't
halve or double z's--it doesn't work!)
PreClass assignment Day 33 for Day 34
| Significance Tests.
Activstats: Still in Ch 19, see previous days. Moore 6.3 next. We'll skip 6.4. |
| Hand in from Moore
Calculating p-value (one or two-sided), using z test statistic, relating to Sig. level p. 333, 6.34 price reduc. on coffee 6.35 crankshafts true? Use your calculator to find the sample mean. 6.36 cola? Use your calculator to find the sample mean. = = = = = = = = = = More p-values p.341, 6.44 CEO pay = = = = = = = = = Will be assigned Monday: Table C: p.341, 6.48 CEO pay again (what you would do if you didn't have Table A) 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 |
Read,
to discuss |
Optional
(more practice) Calculating p-value (one or two-sided), using z test statistic, relating to Sig. level p. 340 6.43 watered milk? |
| Sievers home | Math151-Sp02/Day33.htm | 3:30pm | 4/19/02 |