In: Statistics and Probability
What is a null hypothesis and what is an alternative hypothesis? How do you choose the null hypothesis in general? Give an example What is type I error? What is type II error? What is the significance level? What is the power of the test? What is the p-value of a hypothesis test?.
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Null hypothesis and Alternative hypothesis
(1) In null hypothesis, no statistical significance exists in a set
of given observations.
(2) In null hypothesis, no variation exists between variables or
that a single variable is no different than its mean.
(3) The opposite of the null hypothesis is known as the alternative
hypothesis.
(4) In hypothesis testing, a proposition that is accepted if the
null hypothesis is rejected.
(5) The alternative hypothesis is the hypothesis used in hypothesis
testing that is contrary to the null hypothesis.
(6) It is usually taken to be that the observations are the result
of a real effect (with some amount of chance variation
superposed).
(7) The null hypothesis is the initial statistical claim that the
population mean is equivalent to the claimed.
Example: Assume the average time to wash a cloth in washing machine
is 36 minutes. Therefore, the null hypothesis would be stated as,
"The population mean is equal to 36 minutes." Conversely, the
alternative hypothesis is the hypothesis that is accepted if the
null hypothesis is rejected.
How to choose Null hypothesis
(1) The null hypothesis is nearly always "something didn't happen"
or "there is no effect" or "there is no relationship" or something
similar.
(2) Figure out the hypothesis from the problem.
(3) The hypothesis is always hidden in a word problem.
(4) Sometimes a statement of what we expect to happen in the
experiment.
(5) If the hypothesis doesn’t come true. If the recovery time isn’t
greater, then there are only two possibilities, that the recovery
time is equal to or less than.
Type I error:
(1) A type I error is the rejection of a true null hypothesis
("false positive" finding)
(2) A type II error is failing to reject a false null hypothesis
("false negative" finding).
p value of a hypothesis test
(1) The significance level, also denoted as alpha or ?, is the
probability of rejecting the null hypothesis when it is true. For
example, a significance level of 0.05 indicates a 5% risk of
concluding that a difference exists when there is no actual
difference.
(2) A p value is used in hypothesis testing to help us support or
reject the null hypothesis. The p value is the evidence against a
null hypothesis.
(3) P values are expressed as decimals although it may be easier to understand what they are if you convert them to a percentage. For example, a p value of 0.0254 is 2.54%. This means there is a 2.54% chance our results could be random (i.e. happened by chance). That’s pretty tiny. On the other hand, a large p-value of .9(90%) means your results have a 90% probability of being completely random and not due to anything in your experiment. Therefore, the smaller the p-value, the more important.