Class 03: Language of Inference

Learning Objectives

  • Understand the role of the null hypothesis and alternative hypothesis in inferential statistics.
  • Define a test statistic and its sampling distribution under the null hypothesis ().
  • Describe the \textbf{p-value} in terms of a inferential statistics.
  • Understand how simulation can be used to produce a estimation of a sampling distribution.

Experiment, again

Last class we walked through an example of statistical inference applied to an experimental procedure. The research question was to determine whether pea plants were more likely to survive under white light compared to red LED lights. Today, we are going to go through this same example, but this time introducing the formal language of statistical inference.

As a reminder, here is the design of the experiment. We took 100 newly planted pea plants and place them under a white LED light and took another 100 newly planted pea plants and placed them under a red LED light. In all other respects the plants were treated the same (same seed source, same water, same temperature, ect.). After 30 days, we measured whether a particular plant is still alive.

Null hypothesis

In the language of statistical inference, we start with a statement known as the null hypothesis. The null hypothesis is a statement about an unknown parameter, usually that there is no relationship between two measured phenomena, or no association among groups. Typically the null hypothesis is denoted by . The goal of the experiment is to see if we have strong evidence to reject the null hypothesis.

In our example, the null hypothesis is that there is no difference between the survival probability of a plant under a white light and a plant under a red light. Symbolically, we can write this as:

I like to think of an analogy of a court case to understand the null hypothesis. You’ve probably heard to phrase “innocent until proven guilty”. In inference, we assume the null is true until we have strong evidence that it is not.

Alternative hypothesis

The alternative hypothesis is the thing we want to find whether there is evidence in support of through our experiment. In general, the alternative hypothesis is some statement that directly contradicts the null hypothesis.

In our example, the alternative hypothesis is that the probability of survival under the white light is different than the probability under the red light. In symbols, we have:

In the court example, the alternative hypothesis is like finding someone guilty. Do we have evidence that we can reject the null hypothesis of innocence in support of the alternative hypothesis of guilt? Note that failing to do this does not mean that someone is innocent; only that we failed to find proof that they are guilty. Similarly, inference never proves the null hypothesis; it just fails to find support for the alternative.

Test statistic

How do we go about determining whether there is evidence to support the alternative hypothesis? The first step is to construct a test statistic. A test statistic is a number that summarizes the data in the experiment.

In our example, the observed data looked like this:

Died (D) Survived (S)
White light (W) 40 60
Red light (B) 50 50

We summarized the data by first computing the probability of survival under the two lights:

And then producing the test statistic given by:

This one number summarizes the output of the experiment. (Note: Last time I used the term “summary statistic”. A test statistic is a special case of summary statistic that is used to compute the next two concepts.)

Sampling distribution

I asked us to consider last time how strong the evidence of observing is in support of the alternative hypothesis (just without that terminology). To do this, we simulated what the distribution of looks like when the null hypothesis is true. The distribution of a test statistic under the assumption that the null hypothesis is true is called the sampling distribution.

Here is the code we used last class to simulate the sampling distribution:

N <- 10000
dhat_set <- rep(0, 10000)
for (i in seq_len(N))
{
  white <- sample(c("survived", "died"), size=100, replace=TRUE)
  phat_w <- mean(white == "survived") * 100

  red <- sample(c("survived", "died"), size=100, replace=TRUE)
  phat_r <- mean(red == "survived") * 100

  dhat <- phat_w - phat_r
  dhat_set[i] <- dhat
}

And here is the visualization of the sampling distribution:

## Warning: `data_frame()` is deprecated, use `tibble()`.
## This warning is displayed once per session.

plot of chunk unnamed-chunk-2

This shows, for each value of the statistic (rounded to a whole percentage point) how many simulated values showed up in each bucket. Notice that the distribution is roughly symmetric and centered around zero.

p-value

How do we use the sampling distribution to see whether there is evidence to support the null hypothesis? We find the value of the test statistic that we observed in our experiment and find what proportion of simulated values are at least as extreme as our value. If this proportion is small, there is a small chance that our data would be observed if the null was in fact true. This proportion is called the p-value; it’s a number from 0 to 1, with smaller values providing stronger evidence that the alternative hypothesis is preferred in regards to the null hypothesis.

Visually, we can compute the p-value as the proportion of data points in the black region here:

plot of chunk unnamed-chunk-3

Which we can find directly in R:

mean(dhat_set >= 10) * 100
## [1] 8.82

Typically, though, we instead want to find the proportion of values on both sides of the distribution. So we have this region instead:

plot of chunk unnamed-chunk-5

Which we can find using

mean(abs(dhat_set) >= 10) * 100
## [1] 17.58

So, there is relatively weak evidence that the alternative hypothesis should be preferred to the null hypothesis.

Statistical significance

A statistical inference test is said to be statistically significant if the p-value is at least as small as some pre-specified cut-off value. When this occurs we say that “the null hypothesis is rejected in favor of the alternative hypothesis.” Otherwise, we say that we “failed to reject the null hypothesis.”

By far the most common cut-off value (called the critical value) in the sciences and social sciences is 0.05. Many statisticians (myself included) suggest that value of 0.005 is preferable. More on this later. It is also generally agreed that more attention should be paid to the p-value itself rather than whether is just below a particular value or not.

In our example, the test is not significant at the 0.05 level. We therefore fail to reject the null hypothesis based on the experiment.