Statistical hypothesis testing

About: Statistical hypothesis testing is a research topic. Over the lifetime, 19580 publications have been published within this topic receiving 1037815 citations. The topic is also known as: statistical hypothesis testing & confirmatory data analysis.

The Empirical Distribution Function with Arbitrarily Grouped, Censored, and Truncated Data

Abstract: SUMMARY This paper is concerned with the non-parametric estimation of a distribution function F, when the data are incomplete due to grouping, censoring and/or truncation. Using the idea of self-consistency, a simple algorithm is constructed and shown to converge monotonically to yield a maximum likelihood estimate of F. An application to hypothesis testing is indicated.

On the Adaptive Control of the False Discovery Rate in Multiple Testing With Independent Statistics

Abstract: A new approach to problems of multiple significance testing was presented in Benjamini and Hochberg (1995), which calls for controlling the expected ratio of the number of erroneous rejections to the number of rejections–the False Discovery Rate (FDR). The procedure given there was shown to control the FDR for independent test statistics. When some of the hypotheses are in fact false, that procedure is too conservative. We present here an adaptive procedure, where the number of true null hypotheses is estimated first as in Hochberg and Benjamini (1990), and this estimate is used in the procedure of Benjamini and Hochberg (1995). The result is still a simple stepwise procedure, to which we also give a graphical companion. The new procedure is used in several examples drawn from educational and behavioral studies, addressing problems in multi-center studies, subset analysis and meta-analysis. The examples vary in the number of hypotheses tested, and the implication of the new procedure on the conclusions. I...

Practical Statistics for Field Biology

Abstract: Measurement and Sampling Concepts. Processing Data. Presenting Data. Measuring the Average. Measuring Variability. Probability. Probability Distributions as Models of Dispersion. The Normal Distribution. Data Transformation. How Good are Our Estimates? The Basis of Statistical Testing. Analysing Frequencies. Measuring Correlations. Regression Analysis. Comparing Averages. Analysis of Variance - ANOVA. Multivariate Analysis. Appendices. Bibliography and Further Reading. Index.

The Abuse of Power: The Pervasive Fallacy of Power Calculations for Data Analysis

Abstract: It is well known that statistical power calculations can be valuable in planning an experiment. There is also a large literature advocating that power calculations be made whenever one performs a statistical test of a hypothesis and one obtains a statistically nonsignificant result. Advocates of such post-experiment power calculations claim the calculations should be used to aid in the interpretation of the experimental results. This approach, which appears in various forms, is fundamentally flawed. We document that the problem is extensive and present arguments to demonstrate the flaw in the logic.

Estimation and Inference in Two-Step Econometric Models

Abstract: A commonly used procedure in a wide class of empirical applications is to impute unobserved regressors, such as expectations, from an auxiliary econometric model. This two-step (T-S) procedure fails to account for the fact that imputed regressors are measured with sampling error, so hypothesis tests based on the estimated covariance matrix of the second-step estimator are biased, even in large samples. We present a simple yet general method of calculating asymptotically correct standard errors in T-S models. The procedure may be applied even when joint estimation methods, such as full information maximum likelihood, are inappropriate or computationally infeasible. We present two examples from recent empirical literature in which these corrections have a major impact on hypothesis testing.