【Statistics】HYPOTHESIS TEST(SIGNIFICANCE TEST)

本文着重梳理 假设检验 HYPOTHESIS TEST(SIGNIFICANCE TEST)，通过 逻辑性知识 和 概念性知识 两部分厘清该重点内容。

1.Logic of Hypothesis Test

0) What’s hypothesis test？

If we have some doubt in the origin hypothesis or assumption, then we can raise a hypothesis test to prove our doubt or said reject the origin hypothesis.

For example:

Then, we introduce some new concepts on hypothesis:

• $H_0$ (Null hypothesis): Something we doubt.

• $H_{\text{a}}$ (Alternative hypothesis): Our guess, or said the new hypothesis

• Single-sided and Double-sided Hypothesis :

  • If our new hypothesis is in the form of $newhypothesis̸=somenumber$, this is a double-sided hypothesis ;
  • If our new hypothesis is in the form of $newhypothesis\le somenumber$ or $newhypothesis\ge somenumber$, this is a double-sided hypothesis.

PAY ATTENTION: All the hypothesis is aimed at testing the population parameter.

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1) Set up Hypothesis

To set up a Null Hypothesis, we can just need to figure out what is the concerned problem. Or said the feature of null hpothesis is that there is no news if the null hypothesis is actually true