Duality Between Confidence Intervals and Hypothesis Testing (Lecture Notes for Lecture 7)
- Use a two-sided confidence level \(c\) confidence interval to perform a two-sided significance level \(\alpha\) hypothesis test.
- Explain, loosely, why we reject a point (two-sided) null hypothesis when the null value of the parameter does not fall in a confidence interval.
- Compare and contrast accept/reject hypothesis testing with confidence intervals in terms of their strengths and weaknesses.
Practical versus Statistical Significance (Lecture Notes for Lecture 7)
- Explain the difference between statistical and practical significance.
- Give the origin of the phrase “statistical significance.”
- Explain why a \(P\)-value, on its own, indicates nothing about practical significance.
- Explain how a confidence interval can be used to identify both statistical and practical significance.
- Construct a hypothetical scenario where a result may be:
- statistically significant but not practically significant.
- practically significant but not statistically significant.
Confidence Curves (Lecture Notes for Lecture 7)
- Give a constructive definition of a confidence curve in terms of two-sided confidence intervals for a population parameter.
- State how to construct the confidence curve for the mean of a Gaussian population.
- State how to construct the confidence curves for the population slope and intercept under the SLRGN model.
- Given a confidence curve for a population parameter and a ruler, identify:
- a point estimate for a population parameter
- a confidence level \(c\) confidence interval for the population parameter
- a \(P\)-value for the two-sided hypothesis test for the point null hypothesis \(\theta = \theta_{0}\).
- Interpret a confidence curve in terms of what it indicates about our certainty about the value of a population parameter.
confcurve in R (Lecture Notes for Lecture 7)
- Use confcurve to plot SLRGN confidence curves for the population slope and intercept using an output from lm.
- Use confcurve to compute SLRGN two-sided \(P\)-values for the population slope and intercept using an output from lm.