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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Compare samples when each “object” of the sample is a success rate [0,1]

(I don't have a STATS background) I have two samples of different sizes (around 100) A = {0.1, 0.2, 0.21, 0.42, 0.56, 0.32, 0, 0,...} B = {0.943, 1, 0.56, 1, 0.86 ... } each element/object of A and ...
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1answer
20 views

Confused about hypothesis testing, tails, and confidence intervals

$Y_1, \ldots, Y_{10}$ are $N(\mu, \sigma)$ random variables. We observe $\overline{Y} = 20$ and a standard deviation of $1.265$. We are asked for a $95$% confidence interval. Use the t-table, we find ...
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2answers
319 views

Is rejecting the hypothesis using p-value equivalent to hypothesis not belonging to the confidence interval?

While formally deriving the confidence interval of an estimate, I ended up with a formula that resembles very closely the way $p$-value is computed. Thus the question: are they formally equivalent? ...
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11 views

Significance test for difference between subset mean and population mean

I have customer usage data - number of products purchased by each customer during a specified time period & customer attributes (gender, location etc.) I want to make statements like male ...
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0answers
8 views

Significance test for subset variation from population

I have customer churn data: independent features like customer gender, location, age etc. outcome feature representing whether he/she has churned or not My population churn rate is around 30% ...
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2answers
40 views

How to interpret the means of different sample sizes

I have three sets of data I am working with. The N of each are all vastly different and the means are also very different. I obviously don't want to interpret it so black and white because I know the ...
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1answer
84 views

Goodness-of-fit test in Logistic regression; which 'fit' do we want to test?

I am referring to this question and its answers: How to compare (probability) predictive ability of models developed from logistic regression? by @Clark Chong and answers/comments by @Frank Harrell. ...
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1answer
48 views

how to calculate type II error $\beta$?

My question is how to calculate type II error $\beta$? Suppose I want to test $H_0: \mu=0$ vs $H_1: \mu=1$ (I need to calculate type II error $\beta$, so I need to fix a $\mu$, say 1, in $H_1$). ...
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12 views

Calculating power of sampling 10 marbles from 1000 [on hold]

Suppose I would like to know what's the power of sampling 10 red marbles from 1000 marbles at the 0.05 level. The probability of red marbles is 1%. Which statistical test would I use?
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1answer
18 views

Seeming Unrelated Regression (SUR) for logistic regression

I would like to perform linear hypothesis testing on whether $\beta_{11}=\beta_{21}$ in the logistic regressions \begin{align*} \text{logit}[P(Y_1=1|X)]=(\beta_{10}+\beta_{11}X)\\ ...
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14 views

how to test if 5 data are homogeneous or not significantlly different

I am currently analysis data of radionuclide content in soil profiles. I have different profiles and data every five cm depth. Each profile contains 5 values of a certain radionuclide. I can represent ...
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2answers
51 views

Why applying the same test to several hypotheses reduces its rejection power?

Reading "Kernel Methods for Pattern Analysis", by John Shawe-Taylor, I've got stuck into this sentence: [...] if we applied the same test for $n$ hypotheses $P_1, \dots, P_n$, and found that for ...
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1answer
30 views

T-test for Bernoulli Distribution- Sample or Population data for SE calculation?

Am struggling to understand part of the answer to a question have done- Qu- In a given population, 11% of the likely voters are African American. A survey using a simple random sample of 600 landline ...
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1answer
20 views

Two-step Engle and Granger's procedure

If I want to check if there is cointegration between $X_t$ and $Y_t$ in the following model, is it enough to check p-value of Breusch-Godfrey test? The maintained hypothesis in this test is no ...
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1answer
61 views
+50

What exactly is the critique in this regression?

Warning: I might be forgetting basic statistics here. Please edit title if it can be improved. This paper, seemingly summarized in the fancy ZUI slideshow here, points out a possible "critique" in ...
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20 views

Specifying integration level of time series

How to specify the level of integration of $X_t$ in such case? I am familiar with testing integration in R, cointegration strategies, but which method to use in such case? In brackets there are ...
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1answer
45 views

How can correlation be 0 in % terms but 0.5 when measured in dollars?

I am trying to see if there is a causal relationship between Marketing Spend and Revenue on a monthly basis for the Jan to July 2015 period. I calculated the percentage change in Spend and the % ...
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0answers
9 views

comparing two frequency distributions and finding which is better to use [on hold]

I am starting to learn some statistical tests to use in my work - I have a query Say I have two frequency distribution tables - ...
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11 views

behavioural finance study [closed]

I am trying to figure what statistical tests to carry out on my study. I am trying to investigate the behavioural differences between men and women in investment decision making and if these ...
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12 views

What is the correct test to use for a categorial dependent variable and an ordinal independent variable?

I am trying to figure out if there exists a relation between the region someone lives in and their ranking of a website. The region variable is categorical, dependent, and spans 11 levels such as the ...
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25 views

How to compare percentages?

I have percentages for a variable that has two levels X and Y. The percentages are calculated using the Actual number of observations divided by the Expected number of observations (which are ...
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0answers
10 views

Is a test set sampled after training examples have been removed by an active learning algorithm valid?

In this case desire is to optionally label a final test set after training. The training is to be done using an active learning approach which can be biased towards different characteristics ...
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17 views

SAS Proc ARIMA: How to interpret ADF test with several lags

I've been trying to examine the stationarity of variables in a model and from my research have seen a lot of people recommending the approach of ADF testing with several lags. However I am not ...
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10 views

On a problem with the implementation of the test of Dielbold and Mariano for equal predictive accuracy

To recall how the test of Dielbold and Mariano is set up I utilize the parsimonious words of Dielbold himself: Now, I have been trying to perform this test on the respective vector of errors of ...
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61 views

Using Jensen's Inequality to identify blackbox function as convex?

** Edits: In light of the comments I received: I'll appreciate any elaboration on the questions I present. If you can provide examples of what I would need (assumptions, test cases, etc), ...
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1answer
35 views

Testing the Validity of a Test Statistic (incorrectly)

In this post @Wolfgang shares a few lines of code to test in a simulation the ability of a particular test statistic to perform as expected, measured by the percentage of type I errors. He shows by ...
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27 views

Multivariate Hypothesis Testing - How do you choose best combination of factors without explicitly testing every combination (2^n)?

Let's say I have 10 variables that I want to vary (each can be 0/1) on a page in order to determine what leads to the best conversion. How can I choose the best combination of factors without having ...
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16 views

comparison of N groups of independent individuals curves: summary-variables or nonlinear mixed effect model?

I want to assess wether there is a significant difference among two groups, based on a sample of independent individual curves in each group. The logical next step is to try to understand what ...
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1answer
35 views

Which test should I use for hypothesis testing with a small sample size?

I've run a test with one control and one experiment group, and am questioning myself on whether or not I've used the right test (or if significance can even be calculated on the following sample ...
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1answer
26 views

simple vs composite hypothesis doubt

So if we have $H_0 :\theta=\theta_0$ vs $H_1 :\theta=\theta_1$ It is easy to see that this is a case of simple vs simple hypothesis (assuming that $\theta$ is the only unknown parameter of our ...
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17 views

Test hypothesis of rare event with real life data using a Bayesian Model

Since I found out what Bayesian Theory I got really interested in using it in my everyday life to find a numerous of things, but I wasn't able to get any result due to my lack of understanding of ...
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20 views

Relationship between Matthews correlation coefficient (MCC) and the Pearson's Chi-square

I would like to find a reference showing that the MCC follows a Chi-square distribution. This is suggested in this wiki: https://en.wikipedia.org/wiki/Matthews_correlation_coefficient, as they claim ...
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22 views

Statistical test for changes in ranks

I am investigating changes in rankings of schools. For example, in year t school X may have been in the 17th percentile (poor performer) but in year t+1 it may have improved to be in the 94th ...
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1answer
26 views

Types or Methods of Testing Correlation

Suppose I have two variables, which have over 500 data points per variable (though they are not continuous on timeline). what other kind of methods or test in can use in R to test the correlation? ...
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53 views

Test for difference in proportions with small probabilities

I want to perform a test for differences between 2 binomial populations. The probabilities are small (usually less than 10 %). I can define the successes as "rare events". I think that the z-test ...
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0answers
20 views

Hypothesis Testing with limited resolution

Assume two univariate, normal distributions e.g. A~N(x,0,1) and B~N(x,1,1). Assume that we receive a value e.g. t=0.2 (e.g. via measurements) We want to perform hypothesis testing and decide if t ...
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21 views

How to determine proper significance level in forming hypothesis?

I am conducting a Two-Way ANOVA test on a set of data, with replication; there are two variables, each with 3 different categories (thus, 9 different groups). Each group has 4 data points, bringing ...
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20 views

The best model to analyse this data set: Comparing bacteria communities within calves

The design is like this: I have 18 calves in the experiment, and all these calves were divided into 3 groups with 6 calves in each group. The 6 calves in group 1 were euthanized at the end of the ...
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3 views

Probability standard deviation random fluctuation in data

Let's say we have n vectors with k elements: $v^1$ = [$e^1_1 ,e^1_2,...e^1_k$] $v^2$ = [$e^2_1 ,e^2_2,...e^2_k$] and so on till $v^n$. Now let's suppose i have an algorithm that selects an element ...
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9 views

Testing whether two samples come from the same population without assuming independence?

I'm doing some analysis of frequency data coming from the Sun. I want to test the null hypothesis of two different signals coming from the Sun having the same frequency. I measured both of these ...
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11 views

Best hypothesis test for generalized extreme value distributions?

I am trying to compare 3 non-normal distributions with some sort of hypothesis test. Data sets 2 and 3 are subsets of dataset 1 (all data). According to BIC and chi squared fitting in MATLAB, the ...
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1answer
20 views

Can we do a T-Test when we have two columns of average data?

I have a data set assume as shown below: I wanted to know that can I use a paired T-Test to test if the average time spent is different Pre and Post change? (I am a little unsure because the each ...
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31 views

Hypothesis testing with finite interval as null hypothesis

There exist two-tailed tests ($H_0: \mu = c$) and one-tailed tests ($H_0: \mu \leq c$ and $H_0: \mu \geq c$). I am interested in the case of the null hypothesis being an interval, that is $H^{ab}_0: ...
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1answer
36 views

Which standard error formula for the area under the ROC curve should I use

I am trying to assess the performance of a procedure in identifying something abnormal in the cities of a particular state in USA. I tested this procedure on six different cities with different ...
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18 views

Use of One Way ANOVA

In order to analyze the financial performance of Life Insurance Companies in India during a period of ten years, year wise certain financial ratios have been computed for all the selected companies. ...
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0answers
22 views

Which test is the best one for my research questions?

Does anyone know which test is the best one for my data analysis. My research questions are: How do firms’ capabilities affect its solution business model How do firms’ capabilities affect its ...
2
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1answer
49 views

Paired Comparison Preference Test

From a real-life situation, but distorted enough to be untraceable... A cohort of patients (n= 300) were each one subjected to two procedures (...
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1answer
43 views

Test of Equal Proportions with zero successes

I'm testing if three independent experiments have the same probability of success ($H_0: p_1 = p_2 = p_3$). For $f_1 = f_2 = f_3 = 0$ and $n_1 = n_2 = n_3 = 10$ (zero successes out of 10 trials in all ...
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1answer
66 views

What descriptive statistics to report for non-normal data

Let's say I run an experiment with one dependent variable and three experimental groups. In the end I would like to report both the results of a statistical test to know if there are any group ...
2
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1answer
36 views

Chi squared test for randomness

I am testing pseudo-random number generators and need to perform a chi-squared test. However, I've encountered some difficulties. Let's take the following example: I have generated 100 numbers, ...