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Hi. In this video we are going to continue
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to talk about inference.
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But now we're going to be talking about
how you can conduct hypothesis
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tests in AR.
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So the general hypothesis
testing procedure
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is we always state hypotheses
about your parameter.
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We collect some data.
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We construct a test statistic.
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We then apply a decision rule
so we can either
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do that through a critical value
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or with p values
or like a critical region, excuse me.
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Or with p values.
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And then we will draw
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conclusions in context.
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So the first research question
we're going to talk about
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today is we're going to continue
using the idea of iris flowers.
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And see like we're interested in one.
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And try to hypothesize
that we think that the average
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petal length for iris flowers
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is four centimeters. So,
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our null hypothesis would be
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that average,
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petal length is equal to four centimeters.
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And our alternative will be average
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petal length is not equal
to four centimeters.
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Okay.
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The data we are going to use
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is the iris petal length data.
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So it's from the iris dataset.
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And this is the petal length and variable.
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Just to kind of remind us it is just 150
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observations of different irises.
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To construct our test statistic
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we will first need an exposure value,
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which we can find by taking
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the mean of our sample.
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So the mean of the iris of petal length.
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Which will be 3.758.
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We also are going to need
the hypothesized value
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that we are wanting to hypothesize,
which is four centimeters.
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So I'm going to just call that mu
because that's the parameter of interest.
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We're going to say it's equal to four.
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We also need to know
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the sample standard deviation s.
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And so you can get that by doing this
standard deviation
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of the variable.
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That value is 1.765.
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And then we also need to know
the number of observations.
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So and so we will reduce
the length function.
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And then I'll count
how many observations are in your data set
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which is 50.
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Now once we have all of those
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individual pieces
we can build the test statistic.
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Since we are doing a hypothesis test
for a mean, we will be constructing
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what is known as like a
t, a test statistic for a t distribution.
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So I'm going to call it t test stat.
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And how we create
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that is we do x bar
minus mu in the numerator
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divided by I'm
just gonna put this in parentheses
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as well S divided by the square root of n.
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So thankfully we have all of these pieces
already x bar mu
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as an n, s and an x bar
all come from the data.
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Mu is the value
we specified in our null hypothesis.
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And this will compute
our test statistic for us,
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which is
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-1.67897. So.
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We'll.
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So our next step
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is to apply a decision rule.
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So we have two different ways
we can do that. Will
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we will use a significance level
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or an alpha of 0.05.
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So I'm just going to go ahead
and set that.
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And then if we want to
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calculate a rejection region
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because there's two different
kinds of decision rules we can do.
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Rejection region.
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We can find which critical value
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will give us a tail probability of 0.0.
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Or since we're doing a two sided
hypothesis test,
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we'll do our alpha divided by two.
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I'll kind of show you.
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So our rejection region
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is we're going to try
we're going to find the critical value
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that, fits the t distribution,
where the probability in the tail
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is equal to alpha over two.
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Because we're doing a two sided interval
hypothesis test.
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Our degrees of freedom is needed
for the t test, which is n minus one.
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And since we are our test statistic
with a negative value,
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meaning that it's on the left side of the,
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of the mean on the curve,
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we will go ahead and say
lower that tail equals true
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because we want the lower tailed like
or the smaller the tail end probability.
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If this is a positive number 1.67
we would then do lower dot
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tail equals false
because we want the upper tail
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we want kind of the extremes.
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So anything from where
our test statistic is and more extreme.
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So what this will tell us
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is our oh Alpha not found.
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I forgot to run that line. There we go.
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Okay.
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So our rejection value is one -1.976.
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So what this is telling us
is that if our test statistic
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is equal to -1.976 or less,
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or if it's greater than positive 1.976,
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then we will reject our null hypothesis.
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And in this case, since our test
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statistic is not in the extreme,
it's actually greater than this value,
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we will fail
to reject our null hypothesis.
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So this is telling us that,
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we will fail to reject
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our null, meaning that
we do not have enough evidence to conclude
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that the average petal length
is not equal to four centimeters.
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The other way you can apply a decision
rule is with a p value.
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And since we are doing a
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two sided hypothesis test,
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we will can do two times
whatever probability
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we get because we're going
to be calculating it for one tail.
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But since we're doing two sided
we'll just need to multiply it
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by two.
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And so what we're going to put in here
is we're going to put
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in our test statistic that we get.
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The degrees of freedom again
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and again we're going to do lower tail
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equals true because our original test
statistic is negative.
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So we want a lower tail
like the extreme value.
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And then we're going to multiply by
two again because we are doing a two sided
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piece two sided hypothesis test.
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And then this is the value
that we compare to
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our alpha which is 0.05.
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So if our p value is less than the alpha
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less than 0.05,
we would reject the null hypothesis.
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In this case
our p value is greater than 0.05.
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So we would fail to reject our null
hypothesis again as well.
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You should get the same conclusion.
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With either method, you should be
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coming to the same reject
or fail to reject.
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You should not be getting
different conclusions.
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So that's how you can kind of
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compute a hypothesis test by hand.
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But as always, usually in R
there is an easier way to do it.
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So there is a function t test
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which may be familiar from when we did.
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Confidence intervals for means.
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And this is actually you can
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do confidence intervals
plus hypothesis testing in here.
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So we still are going to have
the same null.
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And I turned it off
hypotheses from up here.
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And so what we're going to do
is we're going to just say t dot test,
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give it the data
that we are doing the t test on,
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which is the petal length of iris flowers.
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We need to specify what our,
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null hypothesis new value is.
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We're saying that we are hypothesizing
that the true, average
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petal length is four.
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So we will say mu is equal to four.
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And then we also need to specify that our
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our that our alternative hypothesis is a
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two sided hypothesis test.
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Okay.
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And if we go ahead and run that.
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And notice it shows it is a one
sample t test which is perfect.
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We have one sample and a to t test.
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It gives us eight t
which is our test statistic
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which should match what we got up here.
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And it does
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the degrees freedom is pretty easy.
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150 minus one. And then here's a P.
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Same exact P-value
we got here by doing a by hand.
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And then
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you can
kind of see they have X bar right here.
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And then it also gives you
that 95% confidence interval.
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So this is an, quick and easy way
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that you can compute a t test for me.
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You can this is kind of showing you
how to do it all by hand.
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And then this will show you kind of
how to just do it in one simple step
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by computing a p value for you.
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If you wanted to change what your,
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your null hypothesis was.
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So say, like you were testing,
is the mean equal to two instead?
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You could totally do that.
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And then you can see that
this p value is way, way smaller.
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Or if you wanted
to change your alternative.
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So it's not that it's
just not equal to four and it's, you know,
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maybe less or greater than. So
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you could do it like this.
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You can do less or
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greater and that'll tell you,
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which that'll
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change the output of your hypothesis test,
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kind of depending on if you're doing a
one sided or two sided test.