Hypothesis Testing

Published on May 9, 2025 by Aman K Sahu

What is Hypothesis Testing?

Hypothesis Testing is a statistical method used to make decisions based on data. It helps determine whether there is enough evidence to reject a statement (hypothesis) about a population parameter.

Formulating Hypotheses

  • Null Hypothesis (H₀): A statement of no effect or no difference (e.g., μ = 50)
  • Alternative Hypothesis (H₁ or Hₐ): What we want to test (e.g., μ ≠ 50)

Type I and Type II Errors

  • Type I Error (α): Rejecting H₀ when it is actually true (false positive)
  • Type II Error (β): Failing to reject H₀ when it is false (false negative)

z-tests and t-tests

z-test: Used when population standard deviation (σ) is known and sample size is large.

t-test: Used when σ is unknown and sample size is small.

Both tests compare sample data to population parameters to decide if the difference is significant.

Chi-Squared Tests

  • Goodness of Fit: Tests if observed data matches expected distribution
  • Test of Independence: Tests if two categorical variables are related

Understanding p-values

The p-value is the probability of observing a test statistic as extreme as the one observed, under the assumption that the null hypothesis is true.

If p-value < α (e.g., 0.05), we reject the null hypothesis.

Significance Levels (α)

The significance level is the threshold for rejecting the null hypothesis. Common values are 0.05 (5%) or 0.01 (1%).

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