Statistical inference & hypothesis testing
2024-07-25
Lecture 2 Outline
- Purpose and foundations of inferential statistics
- Probability and random variables
- Meaningful probability distributions
- Sampling distributions and Central Limit Theorem
- Getting to know the “language” of hypothesis testing
- The null and alternative hypothesis
- The probability of error? (α or “significance level”)
- The p-value probability and tests interpretation
- Confidence Intervals
- Types of errors (Type 1 and Type 2)
- Effective vs statistical significance
- Hypothesis tests examples
- Comparing sample mean to a hypothesized population mean (Z test & t test)
- Comparing two independent sample means (t test)
- Comparing sample means from 3 or more groups (ANOVA)
- A closer look at testing assumptions (with examples)
- Testing two groups that are not independent
- Testing if the data are not normally distributed: non-parametric tests
- Testing samples without homogeneous variance of observations