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Questions tagged [type-i-and-ii-errors]

Type I: rejecting the null hypothesis when it is true. Type II: not rejecting the null hypothesis when the alternative is true.

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8 views

Interim analysis and alpha spending in group sequence design of clinical trials

In group sequential design, does the type of interim analysis affect the alpha spending for each look? I tested in ADDPLAN, with two interim analyses, specifying "stopping for futility" or not does ...
27 views

Alpha and Hypothesis Testing [closed]

(The type I error, alpha) Which one of the statements about the alpha level is correct? a) The alpha level is the predefined probability of making a mistake when the null hypothesis is false. b) The ...
25 views

What is the difference between type I error and type II error in default or non-default case?

What is the difference between type I error and type II error in forecasting default of a company? For example, I can set null hypothesis to be "The company will default next year", or I can set it to ...
58 views

P-values in multiple comparison t-test

I'm a biologist trying to teach my college class about the issue of multiple comparisons with t-tests. I've explained that the alpha value must be "combined" so to speak from each of the related ...
12 views

Deriving the experiment-wise error rate of testing all hypotheses at the same time

$\textbf{Q}$: Suppose that we are conducting the tests on the hypotheses $H_i , i = 1, \dots ,k$. For each hypothesis, a test statistic $T_i$ is formed, where each $T_i, i = 1, \dots , k$ are ...
26 views

Nonlinear Wald Test

Say we have a bivariate distribution $~~~~~f(x,y|\theta=\{a,b,t,c\}).$ An event of interest is when ab=c, that is, $~~~~~H_0: g(\theta)=c-ab=0$ versus $H_1: g(\theta)=c-ab \neq 0.$ I attempt to ...
79 views

In what sense does interim monitoring of clinical trials “cost” a Bayesian?

I have read (and will seek a specific reference on the subject) that unlike Frequentist trials, Bayesians can continually monitor data as it accrues. A Frequentist tries to control, and thus ...
124 views

Family-wise Type I error OLS regression

Why is it advised to control the Type I error rate (e.g. Turkey's HSD) when conducting several pairwise comparisons, but not when assessing the significance of several coefficient estimates when ...
43 views

What is allowable deviation from desired significance/coverage?

Consider performing a statistical hypothesis test and wants to achieve significance $\alpha$. What is a good rule of thumb for an allowable deviation from the desired confidence level? Say I want to ...