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.

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17 views

Which statistical test to look for performance difference in two samples?

I am trying to find if there is any difference in performance between two sampled groups. ...
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1answer
14 views

Johansen cointegration test: interpretation of results in EViews

I am not sure whether I am interpreting the cointegration test correctly. This is the test result: Because of the probability of the test I understand that my series are cointegrated of order 2. ...
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2answers
27 views

Statistically testing difference between two sets of data in multiple situations

We have been conducting a small study recently that, basically, looks at actual behaviour and self-estimated behaviour in a number of situations and is trying to figure out whether they are similar or ...
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1answer
28 views

What is the most efficient method to conduct for hypothesis testing?

To gather from the data whether the hypotheses I proposed are confirmed, I calculate the two means between different reform variables to see if the reform have influence on the performance indicators ...
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1answer
13 views

F-test of joint significance vs multiple t-test for regression parameters? [duplicate]

In the context of linear regression, I don't understand why you need to perform an F-test for the H0 that all parameters are zero, instead of just looking at all the t-tests for each parameter. I ...
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29 views

Which statistical test should I use for my report which has Two sets of data?

I have collected data from load testing a website. The basic Idea here is that, a website hosting on a server is tested by increasing number of virtual users. Example, there are 5 iterations in each ...
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8 views

How to define shape and scale parameters of selection for testing selection on Pearson Criterion?

I have selection generated by my program. I need to test null hypothesis about accordance to Weibull distribution using Pearson criterion. I stuck on defining alpha(shape) and lambda(scale) parameters ...
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0answers
19 views

Hypothesis testing for skewed data

I have a skewed distributed data in the form of contingency table. Which hypothesis test should i use in this case ? Will chi-square work for skewed distribution ? Any pointers on comparison of ...
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1answer
46 views

Fair coin testing

This may be a very well-known problem, but I'm not sure what methods would be good for this. Let's assume that someone asks us to flip a coin 20 times to check whether it's a fair coin. This is a ...
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3answers
30 views

Hypothesis Tests for Non-linear least squares coefficients

I have a set of results that take the following form: ...
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1answer
26 views

Test that a group of probabilities is different from chance - in either direction

Suppose I have subjects sort 10 images into the categories "Group A" or "Group B". I want the null hypothesis to be that subjects are randomly assigning the images, and the alternate hypothesis that ...
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15 views

How to test hypothesis on the composition of CAPM portfolios

I'm facing two different portfolios in CAPM framework derived as $$\hat{\omega}_P=\hat{\Sigma}^{-1}\frac{E(r)-r_f}{H}(\hat{\mu}-\iota'r_f)$$ on the same assets but, for example, on different time ...
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6 views

convergent and discriminant validity test

Is it correct to do convergent and discriminant validity test (factor analysis, KMO, Pattern Matrix) of my research instrument only on independent variables? I use TAM in my study and found, that it ...
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0answers
10 views

Test MAPE < Train MAPE using auto.arima()

I am trying to build a forecasting model for the passenger vehicles registrations in a given country, and I wanted to use $auto.arima$ function from the $forecast$ package to estimate a simple ARIMA ...
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0answers
27 views

Classifying groups using statistical significance

I am really struggling to get my head around some sample questions of my quant class. The exam is looming and I cant grasp what must be a basic concept. Sample A service provider has identified ...
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0answers
73 views

Comparison between regression of $a = bc^t$ and $\log a = \log b +t \log c$

This question is more qualitative then about the maths behind the equation. Variables: a = month (1, 2, 3, ) t = shipments of a product in that month You wish to derive the relationship between $a$ ...
2
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1answer
61 views

How to test if a percentage is significantly higher than 0?

I have asked people to rate different items between 0 and 100. On one condition, most of the items were rated very low. Therefore, the distribution of the result looks like an negative exponential. ...
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1answer
30 views

When is a Ljung-Box test significant?

I have trouble understanding the output of the Ljung-Box test due to conflicting information: The R documentation doesn't actually say how to interpret the output. This site states that small ...
3
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2answers
42 views

Chi Square independence test for continuous measure (not counts)

Suppose I do A/B testing and I collect many observations. An observation is the visit of a client into the store. I collect if the client bought something, the value of the eventual purchase, if the ...
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1answer
34 views

What statistical test would be appropiate for determining the preferences of lottery players?

I'm trying to conduct a simple study: to find out if there is a significant relationship between the time perspective of a person and his propensity to buy lottery. So to keep it simple, my ...
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0answers
15 views

Finding the power of a value [closed]

You want to conduct a hypothesis test about the home prices in California using the housing data file: housing.mpj. a. At the 1% significance level, design the test the hypothesis that the mean ...
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1answer
37 views

likelihood ratio test with constrained null hypothesis

I am trying to understand a fundamental property of the Likelihood Ratio Test (LRT). For simplicity, the following example is framed as binomial data, which of course could be solved using a simple ...
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1answer
71 views

How do you calculate the test statistic of a hypothesis test with more than 1 parameter?

I am interested in testing the following hypothesis: \begin{align} \newcommand{\var}{\rm Var} \newcommand{\cov}{\rm Cov} \newcommand{\se}{\rm se} H_0\!:\ B_2 + B_3 &= 1 \\ H_1\!:\ B_2 + B_3 ...
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0answers
19 views

What to display for differences of medians of discrete variables?

I am using the Mann-Withney U test to compare two samples of count data. In several situations, I find that there is a significant difference between the populations, but when I estimate the CI for ...
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1answer
58 views

Unknown writing system: different letters or variants of the same letter?

In a fictitious language, there are 4 graphic variants of what is commonly believed to be the same letter "a": a1, a2, a3, a4. In a corpus of texts, any word containing "a" (Xa, Ya, Za, etc.) can be ...
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2answers
47 views

Student's t-test with a covariate?

I am testing the different between some variables $X$ and $Y$ using the Student's t-test. I suspect that there might be a latent variable $Z$ that has an effect on both $X$ and $Y$. How could I ...
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2answers
122 views

Aside from Durbin-Watson, what hypothesis tests can produce inconclusive results?

The Durbin-Watson test statistic can lie in an inconclusive region, where it is not possible either to reject or fail to reject the null hypothesis (in this case, of zero autocorrelation). What other ...
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2answers
51 views

Comparing frequencies

I'm trying to find the right test to use to compare 3 frequencies. Basically, in my research, 3 separate user interface prototypes were given to the same sample (10 people) and particular tasks needed ...
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1answer
43 views

Equivalent of z-score in exponential distribution

I have an exponentially distributed set of data, but there are a number of outliers at the margin. If I want to identify samples above the mean that I am 99.9+% confident are not the result of ...
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0answers
12 views

Statistically test difference based on time series

Usually in statistical hypothesis testing, we randomly split some unit into treatment group and control group, and we test if there are difference between treatment group and control group based on a ...
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1answer
51 views

Applying the T-test [closed]

So far I have calculated the sample means $\overline{A} = 0.75$ and $\overline{B} = 2.33$. Using these I computed the sample variances: $S_A^2 \approx \frac{28.805}{9} = 3.2005$ and $S_B^2 = ...
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2answers
28 views

Help find a statistical test for proportion of a binary outcome with repeated measures

Here is an illustration of my problem: I have two stimuli (A and B) given to a number of subjects. Each subject is sequentially subjected to both stimuli 5 times (AAAAABBBBB or BBBBBAAAAA, but not ...
2
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1answer
28 views

Bonferroni Correction for Post Hoc Analysis in ANOVA & Regression

As we know, if we are doing many tests or multiple comparison, we don't use the same $\alpha$ value and use some $\alpha$ correction methods like Bonferroni. This is done because when we do multiple ...
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25 views

Likelihood of burning for a type of vegetation - which test to use?

I have six categories of vegetation, their total surface and the percentage of surface that has burned. I want to say eg. "coniferous vegetation burns more often on a statistically significant level". ...
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11 views

Non-existence of a UMP test in two-sided hypothesis [closed]

Good evening, I need some help: Prove that a uniformly most powerful test for a level $\alpha\in(0,1)$ doesn't exist for the test $H_0:\mu=\mu_0$ versus $H_1:\mu\neq\mu_0$, while ...
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21 views

Hypothesis formuation? [closed]

Dear expert community, I would like to ask about how do we explain the results in case we get that all my hypothesis were in negative forms ?! In other words, in my study i have do a hypothesis ...
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1answer
18 views

How should I test for multivariate ARCH effects in R?

I want to test for conditional heteroskedasticity in the form of ARCH effects in a multivariate time series. In the univariate setting, an ARCH-LM test can be used. A natural extension for the ...
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2answers
42 views

Hypothesis test null hypothesis equality

If we want to test whether the sample mean is at least 5 meters, how should we state the null hypothesis and alternative hypothesis? Here is what I think: H0: µ>=5 H1: µ<5 But when determining the ...
2
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0answers
37 views

Proper test for comparing two means from different distributions? (with limited data)

I have some data on frog weights for a small sample ($n \approx 30$). I need to compare the mean frog weight from this sample $\mu_s$ to the mean of another, much larger sample of frog weights $\mu_r$ ...
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17 views

hypothesis testing with uncertainty in variables

This is one of those questions that are easier to be explained with an example. Suppose we have the following data (made in R) ...
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5 views

General question about generating data, using GEE and testing the results

I am new to GEE and try to understand it by using it. Now I have troubles to understand how the "gee" package in R works. I start by explaining what I intended to generate and what my questions are. ...
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2answers
75 views

Bayesian analysis: Estimate whether a parameter is 0 or not

I have the following problem: I need to assess whether a given parameter $B$ is equal to 0. Let's consider the following model (my problem is more complicated but I think that this example is ...
2
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1answer
34 views

Hypothesis test of 2 proportions, with $np < 5$

We are frequently conducting one-tailed hypothesis tests for 2 proportions ($H_0: p_1-p_2=0;\, H_1: p_1-p_2 > 0$). However, $p_2$ is relatively small in terms of $n, x$ and in some cases we find ...
1
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1answer
31 views

Test to compare distributions using the intersection area of the densities

I have to compare several distributions, but I don't want to use Kolmogorov-Smirnov test, since I'm dealing with big data ($N > 10^{6}$) and traditional hypothesis tests end up with detecting the ...
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0answers
15 views

Confidence interval for exponential moving average and variance

There are well known formulas for the exponential moving average and variance. Just for the completeness of the question, for each new x in a series of X(1..n) online EMA and EMVar can be estimated as ...
2
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3answers
58 views

Chi-squared vs ANOVA test

My study consists of three treatments. One treatment group has 8 people and the other two 11. Each person in the treatment group received three questions and I want to compare how many they answered ...
3
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1answer
31 views

Wald Test and Z Test

The "z" hypothesis test is derived from the fact the mean estimator $\hat\Theta$ is distributed normally. If we don't know the variance, we just estimate it ($\widehat{se}$). The Wald test, derived ...
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0answers
12 views

BayesFactor Error Output in R

I am an R novice and I am trying to perform a Bayesian ANOVA (one-way) using R with the BayesFactor package. I want to test the null hypothesis that scores on a test do not differ between three groups ...
4
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20 views

how to test equality of proportions at different times

Here is my question. 20 (worm) mothers produce males + females and hermafrodites (many every hour). I want to test if the proportion of males + females born on day #1 is the same as in days #2 and ...
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2answers
23 views

How to compute Shapiro-Wilk test power?

I test normality of 12 residuals that are obtained from resid(lm(...)) command via shapiro.test. Thus I know variance, mean, ...