1 Basic Statistics

Introduction
Estimation - Condence Interval

Hypothesis testing - p value
Determination of sample size
Summary
Basic statistics: p value and condence interval

Nguyen Quang Vinh
February, 2012
Nguyen Quang Vinh
Introduction
Summary
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate
An interval estimate
Interpretation a condence interval

Hypothesis testing
Hypotheses
p value
The hypothesis testing procedure
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Statistics
Objectives
Statistics
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Statistics
Objectives
Statistics
Statistics
Statistics:
science of data
study of uncertainty
Biostatistics: data from: Medicine, Biological sciences
(business, education, psychology, agriculture, economics...)
Modern society:
Reading
Writing
Statistical thinking: to make the strongest possible conclusions
from limited amounts of data.
Nguyen Quang Vinh
Introduction
Summary
Statistics
Objectives
Statistics
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Statistics
Objectives
Statistics
Objectives
Statistics
Objectives:
(1) Organize & summarize data
(2) Reach inferences: sample
population
Statistics:
Descriptive statistics(1)
Inferential statistics: drawing of inferences(2)
Estimation (point estimate & interval estimate condence

interval)
Hypothesis testing reaching a decision (p value)
Parametric statistics
Non-parametric statistics << Distribution-free statistics
Modeling, Predicting
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Why estimation?
Two reasons:
Innite populations: incapable of complete examination

Finite populations: cost, time
In addition, estimation can help not to defer a conclusion, until
the entire population has been observed
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Estimation of
mean(s):
a single population mean

the dierence between two population means: unpaired, paired
proportion(s):
a single population proportion

the dierence of two population proportions
variance(s):
a single population variance

the ratio of two population variances
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
An estimation of these parameters
An estimation of these parameters:

Point estimate
Interval estimate
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
A point estimate
Estimator Parameter
In many cases, a parameter may be estimated by more than one

estimator.
Example:
Sample mean estimate population mean

Sample median estimate population mean
Nguyen Quang Vinh
Introduction
Summary
The criteria of good estimator
(1) E (x )
= without
Estimation
A point estimate
(opt.)
systematic error
E (x ) is called systematic error

(2) Mean square error

E (x )2
E (x
)2
must be small in comparison to
must be small
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
In general, an interval estimate is obtained by the formula:

estimator
(reliability coecient) x (standard error)
What is dierent is the source of the reliability coecient:

In particular, when sampling is from a normal distribution with
known variance, an interval estimate for
as: x
may be expressed
z/2 x
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
How to interpret the interval given by this expression
In repeated sampling 100(1 )% of all intervals of the form

will in the long run include the population mean,
The quantity
(1 ), is called the condence coecient &

z/2 x , is called the condence interval for
The interval x
The most frequently used values are: .90, .95, .99, which have
associated reliability factors, respectively, of 1.645, 1.96, 2.58
Nguyen Quang Vinh
Introduction
Summary
Estimation
A point estimate
The practical interpretation
We are 100(1 )% condent that the single computed

interval x
z/2 x
contains the population mean,
Example: ...
E = margin error = maximum error = practical / clinical
acceptable error:
E
= z/2 x = z/2 n
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Why hypothesis testing
Hypothesis (H.): a statement concerns about some one or

more populations
Testing hypothesis: to aid researcher in reaching a decision
concerning a population by examining a sample from that
population
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Hypothesis testing for

mean(s)
a single population mean

the dierence between two population means: unpaired, paired
proportion(s)
a single population proportion
unpaired: a small sample, a suciently large sample

paired
the dierence of two population proportions

variance(s)
a single population variance

the dierence of two population variances
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Two types of hypotheses
(1) Research Hypotheses:

The conjecture or supposition
It may be the results of years of observation
Research H. leads directly to Statistical H.
(2) Statistical Hypotheses: Hypotheses are stated in such a way
that they may be evaluated by appropriate statistical techniques.
HO
HA
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Statistical Hypotheses
HO
The H O is the hypothesis that is tested

The H O should contain either =, ,
(The statement concerns about some one or more population's

parameters in term of equality or inequality)
HA
What we hope or expect to be able to conclude as a result of

the test usually should be placed in the H A
The H O
&
HA are complementary
One-sided vs. Two-sided Hypothesis Tests (opt.)
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Notes
Neither hypothesis testing nor statistical inference, in general,

leads to proof a hypothesis
It merely indicates whether the hypothesis is supported or not
supported by the available data
When we fail to reject the H O , we do not say that it is true,
but that it may be true
When we speak of accepting a H O , we have this limitation
in mind & do not wish to convey the idea that accepting
implies proof
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
p value
Test statistic =p value
General formula:
hypothesizedparameter
= relevantstatistic
S .E .oftherelevantstatistic
0
= x
Teststatistic
Example: z
Test statistic
p value
Decision maker, since the decision to reject or not to reject the

H O depends on the magnitude of the test statistic
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Decision rule for a rejection or not the
HO
= type I error = level of signicance (say, .01, .05, .10)
= type II error (say, .05, .10, .20)
When we reject a H O p
< ,
risk of committing a type I
error, rejecting a true H O
When we fail to reject a H O : risk of committing a type II
error, accepting a false H O
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Type I & Type II error
Conditions under
which type I & type
II errors may be
committed (the four
possibilities)
The results
in the study
sample
Conclusion:
Actual Situation
(Truth in the population)
Ho false
Ho true
Reject
Ho
Correct
decision
Type I
error
Fail to
reject Ho
Type II
error
Correct
decision
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Testing Hypothesis Rejected or not rejected
HO
In the testing process the H O either is rejected or is not

rejected
If H O is not rejected, we will say that the data on which the
test is based do not provide sucient evidence to cause
rejection
If the testing process leads to rejection, we will say that the
data at hand are not compatible with the H O , but are
supportive of some other hypothesis & may be designated by
H A (H A a contradiction statement of H O )
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
The Five-Step practical procedure for Hypothesis Testing

(opt.)
Step 1: Set up H O , H A
1. Data: The nature of the data (classication)

2. Assumptions: The normality of the population distribution,
equality of variances, independence of samples. . .
3. Hypotheses: H O , H A
Step 2: Dene the test statistic
4. Test statistic
5. Distribution of the Test Statistic
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
The Five-Step practical procedure for Hypothesis Testing,

cont. (opt.)
Step 3: Dene a rejection region: having determined a value
for
6. Decision rule
Step 4:
7. Calculate the value of the test statistic, and compare it with

the acceptance & rejection regions that have already been
specied.
8. State our decision: to reject H O or to fail to reject H O
Step 5:
9. Give a conclusion: this statement should be free of

statistical jargon & should merely summarize the results of the
analysis.
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
Outline
1
Introduction
Statistics
Objectives
Statistics

Estimation
A point estimate

Hypothesis testing
Hypotheses
p value
Power of Test
Nguyen Quang Vinh
Introduction
Summary
Hypothesis testing
Hypotheses
p value
Power of Test
The Power of a Statistical Test
(opt.)
The probability of a type II error,
b,
has remained a phantom:
we know it is there,
but we don't know what it is
One thing we can say is that: a wide C.I. for
means that the
corresponding 2-tailed test of Ho versus HA has a large chance

of failing to reject a false Ho; that is
Nguyen Quang Vinh
is large.
Introduction
Summary
Determining b
(opt.)
b = P(fail to reject H O
1 - b = P(rejecting
1 -
Hypothesis testing
Hypotheses
p value
Power of Test
when H O is false)
H O when H O is false)
represents the probability of making a correct decision in
the event that H O is false

Since we like
to be small, that is we prefer 1 -
The value of 1 -
to be large
is referred to as the power of test
Nguyen Quang Vinh
Introduction
Summary
Power of test
Hypothesis testing
Hypotheses
p value
Power of Test
(opt.)
when = B
z2
P(Z<z2)
z1
P(Z>z1)
Power of test = P(Z>z1) + P(Z<z2)
Nguyen Quang Vinh
Introduction
Summary
(opt.)
Estimating a condence interval

Testing a hypothesis
Nguyen Quang Vinh
Introduction
Summary
Summary
1. Statistics:
Descriptive statisticsorganize & summarize data

Inferential statistics drawing of inferences
Estimation
Hypothesis testing
Modeling
2. Estimation - condence interval, estimator

3. Hypothesis testing - p value
Nguyen Quang Vinh

1 Basic Statistics

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Introduction

Estimation - Condence Interval

Basic statistics: p value and condence interval

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation (point estimate & interval estimate  condence

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Innite populations: incapable of complete examination

Nguyen Quang Vinh

Basic statistics: p value and condence interval

a single population mean

a single population proportion

a single population variance

Nguyen Quang Vinh

Basic statistics: p value and condence interval

An estimation of these parameters

An estimation of these parameters:

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

In many cases, a parameter may be estimated by more than one

Sample mean estimate population mean

Nguyen Quang Vinh

Basic statistics: p value and condence interval

The criteria of good estimator

E (x ) is called systematic error

must be small in comparison to

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

In general, an interval estimate is obtained by the formula:

(reliability coecient) x (standard error)

What is dierent is the source of the reliability coecient:

Nguyen Quang Vinh

Basic statistics: p value and condence interval

Estimation - Condence Interval

Hypothesis testing - p value

Nguyen Quang Vinh

Basic statistics: p value and condence interval

How to interpret the interval given by this expression

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Estimation (point estimate & interval estimate condence

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Innite populations: incapable of complete examination

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

(reliability coecient) x (standard error)

What is dierent is the source of the reliability coecient:

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

(1 ), is called the condence coecient &

Basic statistics: p value and condence interval

We are 100(1 )% condent that the single computed

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

unpaired: a small sample, a suciently large sample

the dierence of two population proportions

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

= type I error = level of signicance (say, .01, .05, .10)

error, accepting a false H O

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Basic statistics: p value and condence interval

Estimation - Condence Interval

Basic statistics: p value and condence interval

1. Data: The nature of the data (classication)