STAB22H3 Chapter Notes - Chapter 21: Null Hypothesis, Level Set, Sampling Distribution

• School: UTSC
• Department: Statistics
• Course: STAB22H3
• Professor: Srishta Chopra

Document Summary

It tells us the probability of getting results at least as unusual as the observed statistic, given that the null hypothesis is true. The p-value is not the probability that the null hypothesis is true. We write: p-value = p (observed statistic value h0) The lower the p-value, the more comfortable we are that the null hypothesis can be rejected, however the null hypothesis does not get any more false. P-value is small = our data are rare, given the null hypothesis. If our p-value falls below that point, we reject the null hypothesis. Rare events are defined by setting a threshold setting for our p-value. Alpha level: the threshold; labelled as . When we reject the null hypothesis, we say that the test is significant at that level . Type i and type ii errors: the null hypothesis is true, but we mistakenly reject it, the null hypothesis is false, but we fail to reject it.