What are the
differences
between one-tailed and two-tailed
tests?
来源:
Institute for Digital Research
and Education
When you conduct a test of statistical significance, whether it
is from a correlation, an ANOVA, a regression or some other kind of
test, you are given a p-value somewhere in the
output. If your test statistic is symmetrically
distributed, you can select one of three alternative hypotheses.
Two of these correspond to one-tailed tests and one corresponds to
a two-tailed test. However, the p-value presented
is (almost always) for a two-tailed test. But how
do you choose which test? Is the p-value
appropriate for your test? And, if it is not, how can you calculate
the correct p-value for your test given the p-value in your
output?
就相关性、方差、回归等方面做统计学显著性检验,在结果中总会给出p值。倘若检定统计量(test
statistic)为均匀分布,那么就可以在三个替代假设(alternative
hypotheses)中选择一个。其中,有两个跟单侧检验(one-tailed test)对应,一个跟双侧检验(two-tailed
test)对应。不过,无论如何,p值(总是)采用的是双侧检验。但是如何来选择检验方法呢?p值是否与其般配呢?如果不合适,如何来正确地计算p值呢?
What is a two-tailed test?
什么是双侧检验?
First let’s start with the meaning of a two-tailed test.
If you are using a significance level of 0.05, a
two-tailed test allots half of your alpha to testing the
statistical significance in one direction and half of your alpha to
testing statistical significance in the other
direction. This means that .025 is in each tail
of the distribution of your test statistic. When using a two-tailed
test, regardless of the direction of the relationship you
hypothesize, you are testing for the possibility of the
relationship in both directions. For example, we
may wish to compare the mean of a sample to a given value x
using a t-test. Our null hypothesis is that the
mean is equal to x. A two-tailed test will test both if the
mean is significantly greater than x and if the mean
significantly less than x. The mean is considered
significantly different from x if the test statistic is in
the top 2.5% or bott