双侧检验的p值和单侧检验_单侧检验与双侧检验的区别

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