Paired T-Test
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12.6 Sign Test (Web)
12.4 Sign test (Web) Click on 'Bookmarks' in the Left-Hand menu and then click on the required section. 12.6 Sign test (Web) 12.6.1 Introduction The Sign Test is a one sample test that compares the median of a data set with a specific target value. The Sign Test performs the same function as the One Sample Wilcoxon Test, but it does not rank data values. Without the information provided by ranking, the Sign Test is less powerful (9.4.5) than the Wilcoxon Test. However, the Sign Test is useful for problems involving 'binomial' data, where observed data values are either above or below a target value. 12.6.2 Sign Test The Sign Test aims to test whether the observed data sample has been drawn from a population that has a median value, m, that is significantly different from (or greater/less than) a specific value, mO. The hypotheses are the same as in 12.1.2. We will illustrate the use of the Sign Test in Example 12.14 by using the same data as in Example 12.2. Example 12.14 The generation times, t, (5.2.4) of ten cultures of the same micro-organisms were recorded. Time, t (hr) 6.3 4.8 7.2 5.0 6.3 4.2 8.9 4.4 5.6 9.3 The microbiologist wishes to test whether the generation time for this micro- organism is significantly greater than a specific value of 5.0 hours. See following text for calculations: In performing the Sign Test, each data value, ti, is compared with the target value, mO, using the following conditions: ti < mO replace the data value with '-' ti = mO exclude the data value ti > mO replace the data value with '+' giving the results in Table 12.14 Difference + - + ----- + - + - + + Table 12.14 Signs of Differences in Example 12.14 12.4.p1 12.4 Sign test (Web) We now calculate the values of r + = number of '+' values: r + = 6 in Example 12.14 n = total number of data values not excluded: n = 9 in Example 12.14 Decision making in this test is based on the probability of observing particular values of r + for a given value of n. -
Statistical Significance Testing in Information Retrieval:An Empirical
Statistical Significance Testing in Information Retrieval: An Empirical Analysis of Type I, Type II and Type III Errors Julián Urbano Harlley Lima Alan Hanjalic Delft University of Technology Delft University of Technology Delft University of Technology The Netherlands The Netherlands The Netherlands [email protected] [email protected] [email protected] ABSTRACT 1 INTRODUCTION Statistical significance testing is widely accepted as a means to In the traditional test collection based evaluation of Information assess how well a difference in effectiveness reflects an actual differ- Retrieval (IR) systems, statistical significance tests are the most ence between systems, as opposed to random noise because of the popular tool to assess how much noise there is in a set of evaluation selection of topics. According to recent surveys on SIGIR, CIKM, results. Random noise in our experiments comes from sampling ECIR and TOIS papers, the t-test is the most popular choice among various sources like document sets [18, 24, 30] or assessors [1, 2, 41], IR researchers. However, previous work has suggested computer but mainly because of topics [6, 28, 36, 38, 43]. Given two systems intensive tests like the bootstrap or the permutation test, based evaluated on the same collection, the question that naturally arises mainly on theoretical arguments. On empirical grounds, others is “how well does the observed difference reflect the real difference have suggested non-parametric alternatives such as the Wilcoxon between the systems and not just noise due to sampling of topics”? test. Indeed, the question of which tests we should use has accom- Our field can only advance if the published retrieval methods truly panied IR and related fields for decades now. -
1 Sample Sign Test 1
Non-Parametric Univariate Tests: 1 Sample Sign Test 1 1 SAMPLE SIGN TEST A non-parametric equivalent of the 1 SAMPLE T-TEST. ASSUMPTIONS: Data is non-normally distributed, even after log transforming. This test makes no assumption about the shape of the population distribution, therefore this test can handle a data set that is non-symmetric, that is skewed either to the left or the right. THE POINT: The SIGN TEST simply computes a significance test of a hypothesized median value for a single data set. Like the 1 SAMPLE T-TEST you can choose whether you want to use a one-tailed or two-tailed distribution based on your hypothesis; basically, do you want to test whether the median value of the data set is equal to some hypothesized value (H0: η = ηo), or do you want to test whether it is greater (or lesser) than that value (H0: η > or < ηo). Likewise, you can choose to set confidence intervals around η at some α level and see whether ηo falls within the range. This is equivalent to the significance test, just as in any T-TEST. In English, the kind of question you would be interested in asking is whether some observation is likely to belong to some data set you already have defined. That is to say, whether the observation of interest is a typical value of that data set. Formally, you are either testing to see whether the observation is a good estimate of the median, or whether it falls within confidence levels set around that median. -
Signed-Rank Tests for ARMA Models
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector JOURNAL OF MULTIVARIATE ANALYSIS 39, l-29 ( 1991) Time Series Analysis via Rank Order Theory: Signed-Rank Tests for ARMA Models MARC HALLIN* Universith Libre de Bruxelles, Brussels, Belgium AND MADAN L. PURI+ Indiana University Communicated by C. R. Rao An asymptotic distribution theory is developed for a general class of signed-rank serial statistics, and is then used to derive asymptotically locally optimal tests (in the maximin sense) for testing an ARMA model against other ARMA models. Special cases yield Fisher-Yates, van der Waerden, and Wilcoxon type tests. The asymptotic relative efficiencies of the proposed procedures with respect to each other, and with respect to their normal theory counterparts, are provided. Cl 1991 Academic Press. Inc. 1. INTRODUCTION 1 .l. Invariance, Ranks and Signed-Ranks Invariance arguments constitute the theoretical cornerstone of rank- based methods: whenever weaker unbiasedness or similarity properties can be considered satisfying or adequate, permutation tests, which generally follow from the usual Neyman structure arguments, are theoretically preferable to rank tests, since they are less restrictive and thus allow for more powerful results (though, of course, their practical implementation may be more problematic). Which type of ranks (signed or unsigned) should be adopted-if Received May 3, 1989; revised October 23, 1990. AMS 1980 subject cIassifications: 62Gl0, 62MlO. Key words and phrases: signed ranks, serial rank statistics, ARMA models, asymptotic relative effhziency, locally asymptotically optimal tests. *Research supported by the the Fonds National de la Recherche Scientifique and the Minist&e de la Communaute Franpaise de Belgique. -
6 Single Sample Methods for a Location Parameter
6 Single Sample Methods for a Location Parameter If there are serious departures from parametric test assumptions (e.g., normality or symmetry), nonparametric tests on a measure of central tendency (usually the median) are used. Recall: M is a median of a random variable X if P (X M) = P (X M) = :5. • ≤ ≥ The distribution of X is symmetric about c if P (X c x) = P (X c + x) for all x. • ≤ − ≥ For symmetric continuous distributions, the median M = the mean µ. Thus, all conclusions • about the median can also be applied to the mean. If X be a binomial random variable with parameters n and p (denoted X B(n; p)) then • n ∼ P (X = x) = px(1 p)n−x for x = 0; 1; : : : ; n x − n n! where = and k! = k(k 1)(k 2) 2 1: • x x!(n x)! − − ··· · − Tables exist for the cdf P (X x) for various choices of n and p. The probabilities and • cdf values are also easy to produce≤ using SAS or R. Thus, if X B(n; :5), we have • ∼ n P (X = x) = (:5)n x x n P (X x) = (:5)n ≤ k k X=0 P (X x) = P (X n x) because the B(n; :5) distribution is symmetric. ≤ ≥ − For sample sizes n > 20 and p = :5, a normal approximation (with continuity correction) • to the binomial probabilities is often used instead of binomial tables. (x :5) :5n { Calculate z = ± − : Use x+:5 when x < :5n and use x :5 when x > :5n. :5pn − { The value of z is compared to N(0; 1), the standard normal distribution. -
Tests of Hypotheses Using Statistics
Tests of Hypotheses Using Statistics Adam Massey¤and Steven J. Millery Mathematics Department Brown University Providence, RI 02912 Abstract We present the various methods of hypothesis testing that one typically encounters in a mathematical statistics course. The focus will be on conditions for using each test, the hypothesis tested by each test, and the appropriate (and inappropriate) ways of using each test. We conclude by summarizing the di®erent tests (what conditions must be met to use them, what the test statistic is, and what the critical region is). Contents 1 Types of Hypotheses and Test Statistics 2 1.1 Introduction . 2 1.2 Types of Hypotheses . 3 1.3 Types of Statistics . 3 2 z-Tests and t-Tests 5 2.1 Testing Means I: Large Sample Size or Known Variance . 5 2.2 Testing Means II: Small Sample Size and Unknown Variance . 9 3 Testing the Variance 12 4 Testing Proportions 13 4.1 Testing Proportions I: One Proportion . 13 4.2 Testing Proportions II: K Proportions . 15 4.3 Testing r £ c Contingency Tables . 17 4.4 Incomplete r £ c Contingency Tables Tables . 18 5 Normal Regression Analysis 19 6 Non-parametric Tests 21 6.1 Tests of Signs . 21 6.2 Tests of Ranked Signs . 22 6.3 Tests Based on Runs . 23 ¤E-mail: [email protected] yE-mail: [email protected] 1 7 Summary 26 7.1 z-tests . 26 7.2 t-tests . 27 7.3 Tests comparing means . 27 7.4 Variance Test . 28 7.5 Proportions . 28 7.6 Contingency Tables . -
Statistical Significance
Statistical significance In statistical hypothesis testing,[1][2] statistical signif- 1.1 Related concepts icance (or a statistically significant result) is at- tained whenever the observed p-value of a test statis- The significance level α is the threshhold for p below tic is less than the significance level defined for the which the experimenter assumes the null hypothesis is study.[3][4][5][6][7][8][9] The p-value is the probability of false, and something else is going on. This means α is obtaining results at least as extreme as those observed, also the probability of mistakenly rejecting the null hy- given that the null hypothesis is true. The significance pothesis, if the null hypothesis is true.[22] level, α, is the probability of rejecting the null hypothe- Sometimes researchers talk about the confidence level γ sis, given that it is true.[10] This statistical technique for = (1 − α) instead. This is the probability of not rejecting testing the significance of results was developed in the the null hypothesis given that it is true. [23][24] Confidence early 20th century. levels and confidence intervals were introduced by Ney- In any experiment or observation that involves drawing man in 1937.[25] a sample from a population, there is always the possibil- ity that an observed effect would have occurred due to sampling error alone.[11][12] But if the p-value of an ob- 2 Role in statistical hypothesis test- served effect is less than the significance level, an inves- tigator may conclude that that effect reflects the charac- ing teristics of the -
Understanding Statistical Hypothesis Testing: the Logic of Statistical Inference
Review Understanding Statistical Hypothesis Testing: The Logic of Statistical Inference Frank Emmert-Streib 1,2,* and Matthias Dehmer 3,4,5 1 Predictive Society and Data Analytics Lab, Faculty of Information Technology and Communication Sciences, Tampere University, 33100 Tampere, Finland 2 Institute of Biosciences and Medical Technology, Tampere University, 33520 Tampere, Finland 3 Institute for Intelligent Production, Faculty for Management, University of Applied Sciences Upper Austria, Steyr Campus, 4040 Steyr, Austria 4 Department of Mechatronics and Biomedical Computer Science, University for Health Sciences, Medical Informatics and Technology (UMIT), 6060 Hall, Tyrol, Austria 5 College of Computer and Control Engineering, Nankai University, Tianjin 300000, China * Correspondence: [email protected]; Tel.: +358-50-301-5353 Received: 27 July 2019; Accepted: 9 August 2019; Published: 12 August 2019 Abstract: Statistical hypothesis testing is among the most misunderstood quantitative analysis methods from data science. Despite its seeming simplicity, it has complex interdependencies between its procedural components. In this paper, we discuss the underlying logic behind statistical hypothesis testing, the formal meaning of its components and their connections. Our presentation is applicable to all statistical hypothesis tests as generic backbone and, hence, useful across all application domains in data science and artificial intelligence. Keywords: hypothesis testing; machine learning; statistics; data science; statistical inference 1. Introduction We are living in an era that is characterized by the availability of big data. In order to emphasize the importance of this, data have been called the ‘oil of the 21st Century’ [1]. However, for dealing with the challenges posed by such data, advanced analysis methods are needed. -
What Are Confidence Intervals and P-Values?
What is...? series Second edition Statistics Supported by sanofi-aventis What are confidence intervals and p-values? G A confidence interval calculated for a measure of treatment effect Huw TO Davies PhD shows the range within which the true treatment effect is likely to lie Professor of Health (subject to a number of assumptions). Care Policy and G A p-value is calculated to assess whether trial results are likely to have Management, occurred simply through chance (assuming that there is no real University of St difference between new treatment and old, and assuming, of course, Andrews that the study was well conducted). Iain K Crombie PhD G Confidence intervals are preferable to p-values, as they tell us the range FFPHM Professor of of possible effect sizes compatible with the data. Public Health, G p-values simply provide a cut-off beyond which we assert that the University of Dundee findings are ‘statistically significant’ (by convention, this is p<0.05). G A confidence interval that embraces the value of no difference between treatments indicates that the treatment under investigation is not significantly different from the control. G Confidence intervals aid interpretation of clinical trial data by putting upper and lower bounds on the likely size of any true effect. G Bias must be assessed before confidence intervals can be interpreted. Even very large samples and very narrow confidence intervals can mislead if they come from biased studies. G Non-significance does not mean ‘no effect’. Small studies will often report non-significance even when there are important, real effects which a large study would have detected. -
Understanding Statistical Significance: a Short Guide
UNDERSTANDING STATISTICAL SIGNIFICANCE: A SHORT GUIDE Farooq Sabri and Tracey Gyateng September 2015 Using a control or comparison group is a powerful way to measure the impact of an intervention, but doing this in a robust way requires statistical expertise. NPC’s Data Labs project, funded by the Oak Foundation, aims to help charities by opening up government data that will allow organisations to compare the longer-term outcomes of their service to non-users. This guide explains the terminology used in comparison group analysis and how to interpret the results. Introduction With budgets tightening across the charity sector, it is helpful to test whether services are actually helping beneficiaries by measuring their impact. Robust evaluation means assessing whether programmes have made a difference over and above what would have happened without them1. This is known as the ‘counterfactual’. Obviously we can only estimate this difference. The best way to do so is to find a control or comparison group2 of people who have similar characteristics to the service users, the only difference being that they did not receive the intervention in question. Assessment is made by comparing the outcomes for service users with the comparison group to see if there is any statistically significant difference. Creating comparison groups and testing for statistical significance can involve complex calculations, and interpreting the results can be difficult, especially when the result is not clear cut. That’s why NPC launched the Data Labs project to respond to this need for robust quantitative evaluations. This paper is designed as an introduction to the field, explaining the key terminology to non-specialists. -
Signrank — Equality Tests on Matched Data
Title stata.com signrank — Equality tests on matched data Description Quick start Menu Syntax Option for signrank Remarks and examples Stored results Methods and formulas References Also see Description signrank tests the equality of matched pairs of observations by using the Wilcoxon matched-pairs signed-rank test (Wilcoxon 1945). The null hypothesis is that both distributions are the same. signtest also tests the equality of matched pairs of observations (Arbuthnott[1710], but better explained by Snedecor and Cochran[1989]) by calculating the differences between varname and the expression. The null hypothesis is that the median of the differences is zero; no further assumptions are made about the distributions. This, in turn, is equivalent to the hypothesis that the true proportion of positive (negative) signs is one-half. For equality tests on unmatched data, see[ R] ranksum. Quick start Wilcoxon matched-pairs signed-rank test for v1 and v2 signrank v1 = v2 Compute an exact p-value for the signed-rank test signrank v1 = v2, exact Conduct signed-rank test separately for groups defined by levels of catvar by catvar: signrank v1 = v2 Test that the median of differences between matched pairs v1 and v2 is 0 signtest v1 = v2 Menu signrank Statistics > Nonparametric analysis > Tests of hypotheses > Wilcoxon matched-pairs signed-rank test signtest Statistics > Nonparametric analysis > Tests of hypotheses > Test equality of matched pairs 1 2 signrank — Equality tests on matched data Syntax Wilcoxon matched-pairs signed-rank test signrank varname = exp if in , exact Sign test of matched pairs signtest varname = exp if in by and collect are allowed with signrank and signtest; see [U] 11.1.10 Prefix commands. -
Reference Manual
PAST PAleontological STatistics Version 3.16 Reference manual Øyvind Hammer Natural History Museum University of Oslo [email protected] 1999-2017 1 Contents Welcome to the PAST! ......................................................................................................................... 11 Installation ........................................................................................................................................... 12 Quick start ............................................................................................................................................ 13 How do I export graphics? ................................................................................................................ 13 How do I organize data into groups? ................................................................................................ 13 The spreadsheet and the Edit menu .................................................................................................... 14 Entering data .................................................................................................................................... 14 Selecting areas ................................................................................................................................. 14 Moving a row or a column................................................................................................................ 14 Renaming rows and columns ..........................................................................................................