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\
|
+
2
2
2
1
2
1
2 1
2 1 , ~
n n
N Y Y
o o
Under the null hypothesis,
1
-
2
=0 and:
) 1 , 0 ( ~
2
2
2
1
2
1
2 1
N
n n
Y Y
Z
o o
+
=
o
1
2
and o
2
2
are unknown and estimated by s
1
2
and s
2
2
Example - Efficacy Test for New drug
Type I error - Concluding that the new drug is better than the standard
(H
A
) when in fact it is no better (H
0
). Ineffective drug is deemed better.
Traditionally o = P(Type I error) = 0.05
Type II error - Failing to conclude that the new drug is better (H
A
) when
in fact it is. Effective drug is deemed to be no better.
Traditionally a clinically important difference (A) is assigned
and sample sizes chosen so that:
| = P(Type II error |
1
-
2
= A) s .20
Elements of a Hypothesis Test
Test Statistic - Difference between the Sample
means, scaled to number of standard deviations
(standard errors) from the null difference of 0 for the
Population means:
2
2
2
1
2
1
2 1
: . .
n
s
n
s
y y
z S T
obs
+
=
Rejection Region - Set of values of the test statistic that are
consistent with H
A
, such that the probability it falls in this
region when H
0
is true is o (we will always set o=0.05)
645 . 1 05 . 0 : . . = = >
o o
o z z z R R
obs
P-value (aka Observed Significance Level)
P-value - Measure of the strength of evidence the sample
data provides against the null hypothesis:
P(Evidence This strong or stronger against H
0
| H
0
is true)
) ( :
obs
z Z P p val P > =
Large-Sample Test H
0
:
1
-
2
=0 vs H
0
:
1
-
2
>0
H
0
:
1
-
2
= 0 (No difference in population means
H
A
:
1
-
2
> 0 (Population Mean 1 > Pop Mean 2)
) ( :
: . .
: . .
2
2
2
1
2
1
2 1
obs
obs
obs
z Z P value P
z z R R
n
s
n
s
y y
z S T
> -
> -
+
= -
o
Conclusion - Reject H
0
if test statistic falls in rejection region,
or equivalently the P-value is s o
Example - Botox for Cervical Dystonia
Patients - Individuals suffering from cervical dystonia
Response - Tsui score of severity of cervical dystonia
(higher scores are more severe) at week 8 of Tx
Research (alternative) hypothesis - Botox A decreases
mean Tsui score more than placebo
Groups - Placebo (Group 1) and Botox A (Group 2)
Experimental (Sample) Results:
35 4 . 3 7 . 7
33 6 . 3 1 . 10
2 2 2
1 1 1
= = =
= = =
n s y
n s y
Source: Wissel, et al (2001)
Example - Botox for Cervical Dystonia
0024 . ) 82 . 2 ( :
645 . 1 : . .
82 . 2
85 . 0
4 . 2
35
) 4 . 3 (
33
) 6 . 3 (
7 . 7 1 . 10
: . .
0 :
0 :
05 .
2 2
2 1
2 1 0
= > -
= = > -
= =
+
= -
> -
= -
Z P val P
z z z R R
z S T
H
H
obs
obs
A
o
Test whether Botox A produces lower mean Tsui
scores than placebo (o = 0.05)
Conclusion: Botox A produces lower mean Tsui scores than
placebo (since 2.82 > 1.645 and P-value < 0.05)
2-Sided Tests
Many studies dont assume a direction wrt the
difference
1
-
2
H
0
:
1
-
2
= 0 H
A
:
1
-
2
= 0
Test statistic is the same as before
Decision Rule:
Conclude
1
-
2
> 0 if z
obs
> z
o/2
(o=0.05
z
o/2
=1.96)
Conclude
1
-
2
< 0 if z
obs
> -z
o/2
(o=0.05 -z
o/2
= -
1.96)
Do not reject
1
-
2
= 0 if -z
o/2
s z
obs
s z
o/2
P-value: 2P(Z> |z
obs
|)