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Stat 512 – Lecture 11 Type I/Type II Errors Open Applets page Review
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Reminders Project Report Comments If not sure what someone intended, see them and/or me Remember to keep all of these reports and the peer feedback forms HW 5 Solutions on line Emailed work was emailed back Grades have been updated on BB
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Last Time – Precautions with Inference What do we really mean when we say we are “95% confident”? If we did have thousands of samples…
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Last Time – Precautions with Inference Inference procedures not always valid Random sample? (simple random sample) Sample? Normality? Transformation? Small-sample inference? Confidence intervals tell you the plausible values of parameter If not in CI, two-sided test will reject it… Statistical Significance ≠ Practical Significance Strong evidence of difference vs. large difference… Confidence intervals are not prediction intervals 95% of what…
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Example 5: Type I and Type II Errors 0. Let = current probability of getting a hit Manager 1. H 0 : =.250 (he hasn’t improved) H a : >.250 (he has improved) Assume H 0 is true until convinces manager otherwise. How well does a.250 hitter need to do in 20 at- bats to convince the manager it didn’t just happen “by chance”?
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Example 5: Type I and Type II Errors Number of hits in 20 at-bats by a.250 hitter Number of successful at-bats Expect about 5 hits on average Ranges from 0 to 12 hits In order for “chance” to not be the easy explanation, would like about 9 hits… A.250 hitter getting 9 or more hits by chance happens less than 5% of the time…
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Example 5: Type I and Type II Errors So manager will be impressed if gets 9 or more hits in 20 at-bats How often does the.333 hitter do so? Number of successful at-bats Not so often! Pretty likely will that the.333 hitter won’t convince the manager in one set of 20 at-bats Type II Error = player has improved (null is false) but we fail to detect it (incorrectly fail to reject null hypothesis)
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Example 5: Type I and Type II Errors How can we improve the.333 hitter’s chances? Raise the level of significance? If we only require him to get 8 or more hits to convince us, is a higher chance we will be convinced! Downsides? Easier for a.250 hitter to fool us Type I Error = rejecting the null hypothesis when it’s true
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Example 5: Type I and Type II Errors Type I and Type II Errors are inversely related, if we lower the probability of making one type of error, we increase the probabiltiy of making the other BUT, P(Type I Error) ≠ 1- P(Type II Error)
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Other options for the player? More at-bats Improve more
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Midterm Format Be on time 50 min in classroom, 50 minutes in lab Alonso-Grover lab/210 Imyim-Yee 213/lab Bring calculators, erasers, and be ready to use the computers See review sheets, review problems, review Q and A, and student suggested problems on line Official OH: W 11-12 (studio), Th 1-2
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Midterm Format Open class notes Don’t expect to have a lot of time to look through them! Do have access to formulas Questions similar in format to HW questions Can often answer later parts even if not earlier parts Show details of calculations
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Study Advice Work problems Start with ideas that we have emphasized more often
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Advice During Exam If you get stuck on a problem, move on later parts, later problems Try to hit the highlights in your answer (e.g., not all sources of bias, just the most serious) Be succinct (think before you write) Read the question carefully Show all of your work, explain well communication points
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Midterm Advice Review class examples, HW, PP Read and understand written feedback (wood box) Summarize procedures, technical conditions Graphical? Numerical? Inference? Scope of conclusions? Graphical? Numerical? Inference? Scope of conclusions?
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Technical Conditions z procedures-proportions n >10, n(1- >10 If hypothesizing a value for , use it Otherwise use sample proportion Simple random sample t procedures – means n > 30 or normal population (look at sample) Graph the data Simple random sample Tests of significance and confidence intervals
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Midterm Advice 3 Distributions population sample Sampling distribution
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Midterm Advice 3 Distributions population sample Sampling distribution
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Interpreting p-value Step 1: How often would we get a result like this by chance? Is it surprising? Small p-value is something else going on Step 2: What is “the result”? Observed statistic, observed difference in groups… What mean by “like this” At least this extreme in direction conjectured (Ha) and what is the source of the chance random sampling, randomization
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HW Comments – HW 4, #3 Population = all adults nationwide Sampling frame = list of phone numbers Sample = respondents Numerical and graphical summaries Qualitative variable Inference Is it possible that =.5 but we would observe =.68 just by chance? Is it probable?
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HW Comments – HW 4, #6 Swain v. Alabama 1. Graphical and numerical summaries One qualitative variable: sample proportion, bar graph, 16.9% of sample (called jurors) were black 2. Inference 0. parameter, = probability of a called juror being black (know proportion of eligible jurors that are black, but trying to asses the process by which potential jurors are called to serve)
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HW Comments – HW 4, #6 1. Large sample size and assuming above sample is representative of overall process 2. H 0 : =.26 (blacks are called for jurors at the same rate at which they exist in population) H a : <.26 (suspect process is under representing blacks in the population)
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HW Comments – HW 4, #6 Assume null hypothesis is true Proportion of jurors called that are black
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HW Comments – HW 5, #1 Variable = whether child took candy or toy Whether children are more likely to take toy Include the 5 (6) steps for every test of significance Ho/Ha symbols and words TC, output Checking technical conditions, n large, n > 30 Link decision to magnitude of p-value I’m considering this p-value large or I’m considering this p- value small Finish with a conclusion in “English”
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HW Comments – HW 5, #2 OU = each pair (two values, but really just one observation, n = 15) Experiment? Did they impose the explanatory variable? Random sample? Confounding variable Related to both EV and RV (e.g., males more likely to be schizophrenic and more likely to have larger volumes, so when large volume is related to schizophrenia, maybe it’s just more prominent among males)
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HW Comments – HW 5, #2 Describe sample Sample skewed to the right, sample mean/median, sample standard deviation/IQR The behavior of the observed differences… The center of these differences is around.11 cm 3 (median =.11, mean =.20), with standard deviation.2383 cm 3 and IQR.3600 cm 3.
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HW Comments – HW 5, #2 Inference Population = all such pairs of twins Parameter, =mean difference in volume for all such twin pairs H 0 : =0 (no difference on average) Not saying all volumes are equal for all twins Technical conditions? Large sample size? Normal population of differences? Random sample?
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HW Comments – HW 5, #3 Parameter! SE formulas assume simple random sample More complicated sampling methods have different SE formulas Can still apply: estimate + z(SE) If.25 is not in 99% CI, then if test H 0 : =.25, know will reject H 0 at the 1% level Two-sided p-value <.01 If.25 is not in the 95% CI, then p-value <.05
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HW Comments – HW 5, #4 Needed enough information to confirm it was a rounding discrepancy Remember to always round up
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HW Comments – HW 5, #5 (a) The sample So what predict about population Should have similar shape, center, and spread Can we do better than mean around 90? = 90 ($9,000) s = 20.67 ($2,067) Skewed to the right
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HW Comments – HW 5, #5 Inference I’m 95% confident that the mean of the population is between 82.28 and 97.72
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BB Questions Observational study vs. Experiment vs. Randomized Experiment t vs. z Minitab vs. applets “standard error” Sampling methods
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