Eleisha's Segment 12: P-Value Tests

To Calculate:

1. What is the critical region for a 5% two-sided test if, under the null hypothesis, the test statistic is distributed as ${\text{Student}}(0,\sigma ,4)$? That is, what values of the test statistic disprove the null hypothesis with p < 0.05? (OK to use Python, MATLAB, or Mathematica.)

2. For an exponentially distributed test statistic with mean $\mu$ (under the null hypothesis), when is the the null hypothesis disproved with p < 0.01 for a one-sided test? for a two-sided test?

To Think About:

1. P-value tests require an initial choice of a test statistic. What goes wrong if you choose a poor test statistic? What would make it poor?

2. If the null hypothesis is that a coin is fair, and you record the results of N flips, what is a good test statistic? Are there any other possible test statistics?

3. Why is it so hard for a Bayesian to do something as simple as, given some data, disproving a null hypothesis? Can't she just compute a Bayes odds ratio, P(null hypothesis is true)/P(null hypothesis is false) and derive a probability that the null hypothesis is true?

Back To: Eleisha Jackson