Hypothesis testing assesses whether data support a given hypothesis rather than being an effect of random fluctuations or some other process described by an alternative hypothesis.

learn more… | top users | synonyms (4)

0
votes
1answer
28 views

Hypothesis test for correlation between ordinal and continuous variable

I would like to test the relationship between an ordinal variable (stress level, a ranking from 1 'not stressful' to 5 'very stressful') and a continuous scale (academic performance, CGPA). What ...
0
votes
0answers
8 views

Statistically significant increase in Matthew's Correlation Coefficient

Suppose I have two classification algorithms A1 and A2, and a test set of size $n$. I evaluate A1 and A2 on this test set, and get corresponding Matthew's Correlation Coefficient scores ...
0
votes
0answers
11 views

Testing a non-AR time series for mean reversion

If one discretizes Heston's dynamics for the instantaneous variance of the stock price, one gets the following time series : $$ V_k - V_{k-1} = a + b V_{k-1} + c \sqrt{V_{k-1}} \mathcal{N} \left( 0, ...
0
votes
0answers
16 views

Problem on Mann Whitney U test statistic

Let $X_1$, $X_2$, $\ldots$, $X_m$ $\sim$ $N(\mu_1, \Sigma)$ and $Y_1$, $Y_2$, $\ldots$, $Y_n$ $\sim$ $N(\mu_2, \Sigma)$. (Here, $\Sigma$ is the variance-covariance matrix of the 2 multivariate Normal ...
0
votes
0answers
18 views

Problem Calculating Standard Error

I have a set of individuals categorized into two classes as follows: ...
0
votes
1answer
14 views

a hypothesis test for evidence that one thing is dependant on another

I'm not sure what the null hypothesis for this would be/ what the correct symbols are. the data is unpaired and I'm needing to find if there evidence ( at 5% level of significance) that one thing is ...
0
votes
0answers
19 views

hypothesis testing for two sample [on hold]

I have two samples and I need to do hypothesis testing to see if the mean has changes between these samples and I don't know what data I should use as I have 2 SE mean and standard deviation one for ...
0
votes
0answers
18 views

Method assignment

I have a task in a method assignment. Its about correlation and significance. In a) Im presented with r= -0.37, p = 0.05 and my sample size is 30. b) A colleague says that the correlation wouldnt be ...
1
vote
1answer
37 views

Help Beginner Q: Explanation on pooled variance and when it is used

If I am conducting a difference in means hypothesis test, when do we use the pooled variance and why? Lets say the population variance was unknown for two samples, the sample sizes for the two means ...
1
vote
1answer
33 views

Implicit assumption in z-test of difference in proportions?

In reading through the literature on z-tests for difference in proportions, I often see it stated that the null hypothesis only tests whether p1 = p2, not whether p1 = p2 = any specific value for the ...
0
votes
0answers
19 views

skewness and hypothesis testing (t-test and anova)

Some of my variables are heavily positive skewed (left skewed). With log transformation, some are closer to normal distribution, but some are still positively skewed, though not that bad before log ...
0
votes
0answers
12 views

Permutation test for repeated measures (in time)

I have the measurements of a quantity, observed every day for 60 days Usually, this quantity is really near to 0, apart from 3 days where it is (significantly?) greater than 0 I thought it would be ...
1
vote
0answers
5 views

Fractional Gaussian noise, the KPSS test, and stationarity

Fractional Gaussian noise (fGn) is characterized by the mean ($\mu$), the standard deviation ($\sigma$), and the Hurst index ($H$). It's my understanding that it is stationary, for the simple reason ...
1
vote
0answers
37 views

Is there a statistically significant difference between two methods, which test should I use & am I violating random assumption?

I collected data for every 2016 Republican primary that has available at least 3 polls, according to the polling data aggregated by RealClearPolitics.com. In a spreadsheet for each row which indicates ...
0
votes
1answer
33 views

How to determine seasonality of a binary variable?

I have a dependent binary variable Y, and an independent date variable X. I want to find out if there is any seasonality (at the year level). A few notes: The binary variable is in my model ...
0
votes
0answers
39 views

Role of Central Limit Theorem in creating confidence intervals and hypothesis testing

How is central limit theorem useful in creating confidence intervals as well as its role in hypothesis testing around the population parameter.
0
votes
3answers
60 views

What is the alternate hypothesis of the null hypothesis β_1=β_2=β_3=0?

Usually with simple hypotheses I will have something like $$H_0: \beta_1 = 0 | H_A: \beta_1 \ne 0$$ But suppose I have a null hypotheis $$H_0: \beta_1 = \beta_2 = \beta_3 = 0$$ Question What is ...
0
votes
0answers
14 views

Reduction of models

In a normal linear model, I have working with 3 categorical factors, $A, B, C$, and my main model is the interactions model $A*B*C$. My question is as follows: If i wanted to see how far I can ...
0
votes
1answer
24 views

What statistical tests to compare two AUCs from two models on the same dataset?

Let say I build two machine learning classifiers, A and B, on the same dataset. I obtain the ROC curves for both A and B, and the AUCs value. What statistical tests should I use to compare these ...
0
votes
1answer
23 views

How to compare total effect of three variables across two regressions that use different subsamples?

I am running the following regression in Stata on two sub-samples (Low and High groups): \begin{equation} \begin{split} {ln(1+New\:co-investors)}_{i,t} = \alpha_0 &+ \alpha_{1}PreSuccess_{i,t-1} ...
6
votes
5answers
593 views

How can we ever know the population variance?

In hypothesis testing, a common question is what is the population variance? My question is how can we ever know the population variance? If we knew the entire distribution, we might as well know the ...
1
vote
1answer
33 views

How can I determine the distribution of a statistic?

A similar question has been asked, but no answer was posted, so here I am again. I was doing a Likelihood ratio test and it yielded an ugly expression. Take this example: if $X$ is $B(n,p)$ ...
1
vote
1answer
17 views

How to evaluate level of significance of two similar correlations?

I have four datasets: A1, A2, B1, B2. Every dataset has between 100-300 items. Every item in every dataset has two values: x, y The goal: Find what datasets have similar x values. If the datasets ...
0
votes
0answers
20 views

my Wilcoxon is contradicting my Spearmans Rho [duplicate]

In brief, I'm trying to find out if 62 people perform better on test one or test two. I ran a spearman's rho and it came back positive and significant with a moderate strength. In other words, when ...
0
votes
1answer
29 views

Inference about two samples

I have two different large samples, one is normally distributed (0,1) and the other one follows a t-distribution (df = 4). Can I compare whether the means or the st. deviations of both samples are the ...
1
vote
1answer
22 views

Finding subset of data where the 'B' in A/B testing is true

Suppose that I have implemented a referral program in my product, in which I offer rewards to a user whenever one of their referrals uses my product. Say, we reward him with gift/prize 'A'. I am also ...
3
votes
0answers
16 views

two samples comparison with cyclic variables

How to check if two samples are from the same distribution, when the variable is cyclic? A simple answer for non-cyclic variable is the Kolmogorov-Smirnov test. What is the equivalent for cyclic ...
-1
votes
0answers
24 views

Do we use p-values for descriptive data? [closed]

Reading an epidemiological study I noted that in the baseline data (table 1) the authors included p-values . Is that correct ? What does it stand for ?
1
vote
1answer
27 views
+100

Intraclass correlation coefficient in Bayesian statistics

I need some references about intraclass correlation coefficient in Bayesian statistics and hypothesis testing. I already take a look in A. Gelman, J.B. Carlin, H.S. Stern and D.B. Rubin, Bayesian ...
0
votes
0answers
14 views

Finding Power Function for a LRT test

I am trying to solve the following problem: Let $X_1, . . . , X_n$ be a random sample from the $Uniform(θ, θ + 1)$ distribution. Derive the power function for the LRT for $H_0 : θ = θ_0\ vs.\ ...
0
votes
0answers
6 views

Research on Simulation Sickness combining scenes, methods and types of devices

I hope this is a right place to ask this question. If not, just point me to the right Exchange site. I am doing a research (a thesis) on the topic of Simulation sickness (SS) and methods to helping ...
0
votes
1answer
30 views

Bayesian test with exponential density function

I need to do a bayesian test for a simple random sample with exponential distribution and N(2,3) as a prior distribution conditioned by: Null hypothesis=> $\theta$ less or equal to 1 ; Alternative ...
0
votes
2answers
25 views

Independent or Dependent Samples

I want to perform a statistical test: Wilcoxon Signed Rank Test to test if there is a significant difference between them, but I don't know if the two samples are dependent or not? Context: I have a ...
0
votes
0answers
26 views

How to determine if a set of data is Student-t distributed

So I know how to use goodness of fit tests generally. For example if I wanted to check whether my data came from a Poisson distribution I would first estimate the parameter using MLE (so just the ...
0
votes
0answers
11 views

Sequential testing and power

Consider an ARMA(p,q). Why when we run an iterated F-test in order to find p and q the statistics used are correlated and the power is likely to decrease?
0
votes
0answers
14 views

Unsure about what statistical test to carry out

I have a blood count data with a sample size of over 3000. I am dealing with these variables only: age, sex and WBC:Platelet(ratio). I am using SPSS and already done some descriptive statistical ...
3
votes
1answer
28 views

Chi-square test of equality for 25th and 75th percentile

I would like to examine the equality of the 25th and 75th percentile between two groups. One way would be to apply Mood's test adapted to the 25th percentile (and then to the 75th): Construct the ...
0
votes
1answer
27 views

Comparing difference between two subsets

I have a large sample of 800 participants who completed a measure of relationship at 2 time points. The result of a paired-samples t-test indicates that there was no statistically significant ...
3
votes
1answer
39 views

How is the augmented Dickey–Fuller test (ADF) table of critical values calculated?

Could you please explain in simple terms how the table of critical values for the augmented Dickey–Fuller (ADF) test is created?
0
votes
0answers
23 views

What is a 'horse race' regression with financial predictors?

In a sample regression like this, $r=b_1f_1+b_2f_2$, where $f_1$ and $f_2$ are financial risk factors, I want to see if one of the factors say $f_1$ drives out the other $f_2$, described in John ...
0
votes
1answer
32 views

Compare two groups to decide whether to drop one or not

I am conducting multivariate regression analysis. Say my model is (i index suppressed for simplicity): $$Y = \beta_{0} + \beta_{1}X_{1} + \beta_{2}X_{2} + e$$ I have a binary variable $Z$ which ...
8
votes
5answers
160 views

How to test an interaction effect with a non-parametric test (e.g. a permutation test)?

I have two categorical / nominal variables. Each of them can take only two distinct values (so, I have 4 combinations in total). Each combination of values comes with a set of numerical values. So, I ...
0
votes
0answers
25 views

How to evaluate model improvement using cross validation?

I have two logistic regression models A and B. A is nested under B, i.e., A's features are the subset of B's features. To evaluate both models, I use 10-fold cross validation: (1) train A and B on ...
0
votes
0answers
15 views

A/B test, adequate statistical test for conversion rate analysis

I have the results from an A/B test conducted to assess if the new version of a website yields better conversion rate than the old version. Let's say I have the following entries in the table: ...
0
votes
0answers
18 views

Independence test for three categorical variable

I want to know if my use of the $\chi^2$ test of independence is valid. I have three binary categorical variables, $X,Y,Z$, and I want to test the following hypothesis. If you are in the group $X = ...
0
votes
0answers
10 views

Breusch-Godfrey serial correlation test

I get an F-stat (with an F p-value) and an observations*R-squared (with chi-squared p-value) But I don't know which to use when reporting my results. When doing a hypothesis test, should I be using ...
0
votes
0answers
7 views

One sample t-test with variance not assumed to represent the population?

Let's say you had a hypothetical study where you believe the sample standard deviation might be different from the population standard deviation. With a Welch's t-Test, you could work around this if ...
0
votes
0answers
74 views

Significant difference between time series - Can I do this?

I'd like to know whether the solution proposed below is valid/acceptable and any justification available. We have two biological conditions, and for each condition we measured 3 time series, so at ...
1
vote
2answers
47 views

Voting: probability of outcome flip

Assume you have a set of $N$ persons who should vote in a poll "for" or "against" an issue. The outcome of the poll is taken with simple majority. Each person's vote is independent of the rest and ...
1
vote
1answer
55 views

How to test if a sample proportion matches a population proportion, should I use the z-test or the t-test?

For (a), $H_0 = 0.75$ and $H_a \ne 0.75$. For (b), how can I get an answer with a $z$-value? Why can't I use a $t$-value to answer this question? Is the idea: $p \pm Z (p(1-p)/N)^{0.5}$?