#--------------------------------------------------------- # File: MIT18_05S22_in-class18-script.txt # Author: Jeremy Orloff # # MIT OpenCourseWare: https://ocw.mit.edu # 18.05 Introduction to Probability and Statistics # Spring 2022 # For information about citing these materials or our Terms of Use, visit: # https://ocw.mit.edu/terms. # #--------------------------------------------------------- Class 18 NHST: significance, power, t-tests Jerry Slide 1 Slide 2: Announcements/Agenda (2 minutes) Slide 3: Understand this figure (4 minutes) We use this figure all the time. It turns out that many students don't really understand it This is an attempt tackle this problem head on. Slide 4: Simple and composite hypotheses (2 minutes) Key point: simple: the sampling distribution well-defined; composite: sampling distribution depends on which value of parameter Slides 5 --Outlines pieces of NHST (3 minutes) Slides 6-7: Meaning of p-values --one sided (3 minutes) Many paused slides Slide 8: Critical values (2 minutes) Slide 9: Meaning of p-value: two-sided (4 minutes) Key point min(left prob, right prob) < alpha/2 --> reject Slides 10abc CONCEPT questions (8 minutes) Computing critical values and p values Draw some pictures 10c. We obviously don't reject because z = 1.8 and the test is LEFT-sided Slide 11: Error, significance, power (3 minutes) Key: power and significance, both prob(test stat in rej. region) Jen Slide 12 TABLE QUESTION significance and power (3 minutes work, 3 minutes discussion) DISCUSSION: KEY POINT: both are probabilities of rejection region for the correct hypothesis. Prob. of type II depends on H_A = 1 - power Slide 13 CONCEPT question power is given by what area (5 minutes) key explanation: power = P(x in rejection region | H_A) Slide 14 CONCEPT question which has higher power (5 minutes) -- Have test statistic, null distribution, rejection region -- Have alternative distrtribution -- Power = area under alt. distr above rejection region Slide 15 Discussion (6 minutes) SKIP THIS IF NOT ENOUGH TIME TO GET TO THE BOARD QUESTION Give them a chance to discuss without any hints. Rejection region > 2\sigma, so alpha \approx 0.025 Trick question: Can't compute power without specificying H_A Slide 16: reminder z test (2 minutes) Key --use a specific known value of mu_0 Slide 17 One sample t-test (2 minutes) Just like z-test except: use sample variance instead of true variance. So get a different null distribution Slide 18 BOARD Question: z and 1-sample t (Work 8 minutes, discussion 4 minutes) Discussion: brief. Compute stat, use known null distribution to compute p-value. ------ Probably won't get to here If a little bit of time left, skip to discussion on slides 21-23 Slide 19 Two sample t-test review of formulas (1 minutes) Jerry Slide 20 BOARD question: 2-sample t-test (Work: 8 minutes, discussion: 4 minutes) BRIEF DISCUSSION: No computation. You compute the test stat and use the known null distribution to compute the p-value Point them to posted solutions Slides 21-23 Discussion: effect of base rate (6 minutes) Key: these asks for prob. of a hypothesis Use board to write prob. being referred to Q1: P(H0 is true | published) = P(H0 | rejection) --can't answer Q2: (b) Same --given baserates so can answer: 100 % Q3: (b) Same --given baserates so can answer: 0 %