P-value calculations: Understanding where the p-value comes from

Dr Nic's Maths and Stats
7 Feb 202006:30

Summary

TLDRIn this video, Dr. Nic explains the concept of p-values, illustrating where they come from and how to calculate them. Using a practical example of an orchard owner testing the weight of her apples against a standard, Dr. Nic walks through the steps of hypothesis testing, including the role of the T distribution and central limit theorem. The p-value is explained as the probability of observing a sample result by chance if no effect exists in the population. Viewers are encouraged to deepen their understanding of statistical inference, particularly in hypothesis testing.

Takeaways

  • 😀 A p-value is a probability that helps determine the likelihood of obtaining a sample result by chance if there is no actual effect in the population.
  • 😀 P-values can be calculated for various statistical tests, including tests for means, slopes of lines, and categorical data differences.
  • 😀 The p-value is often computed by a computer program, but it is essential to understand its underlying concept.
  • 😀 The p-value helps assess whether an observed effect in a sample is likely to represent a true effect in the population or if it's just due to random chance.
  • 😀 In hypothesis testing, the p-value helps us test whether an observed sample mean is significantly different from a hypothesized population mean.
  • 😀 The central limit theorem plays a crucial role in understanding the sampling distribution of the mean, which forms the basis for calculating p-values.
  • 😀 When the population standard deviation is unknown, the sample standard deviation is used to approximate the population standard deviation.
  • 😀 The t-distribution is used instead of the normal distribution when sample sizes are small, with the degrees of freedom based on the sample size.
  • 😀 The calculated t-statistic represents how many standard errors the sample mean is away from the hypothesized population mean.
  • 😀 In the provided example, the orchard owner compares the sample mean weight of apples (149.27 grams) to the hypothesized population mean of 152 grams, yielding a p-value of 0.022.
  • 😀 A p-value of 0.022 suggests that if the true mean weight of the apples in the orchard is 152 grams, the probability of getting a sample mean as extreme as 149.27 grams or smaller is 2%.

Q & A

  • What is a p-value?

    -A p-value is a probability that helps us determine the likelihood of obtaining a sample result by chance, assuming there is no actual effect in the population.

  • Why is the p-value important in hypothesis testing?

    -The p-value helps us assess whether the observed effect in a sample is statistically significant or just due to random chance. It allows us to evaluate the evidence for rejecting the null hypothesis.

  • How can the p-value be calculated?

    -The p-value can be calculated by comparing the sample mean to the hypothesized population mean, and then calculating how likely it is to obtain such a result under the null hypothesis. This involves using the standard error and T-distribution.

  • What is the significance of the central limit theorem in calculating the p-value?

    -The central limit theorem allows us to use a normal distribution to model the sampling distribution of the mean, even when the population distribution is unknown. This is crucial for calculating the p-value and understanding the spread of sample means.

  • What happens when the population standard deviation is unknown?

    -When the population standard deviation is unknown, we use the sample standard deviation as an approximation and apply the T-distribution for hypothesis testing.

  • Why do we use the T-distribution instead of the normal distribution with small sample sizes?

    -The T-distribution is used with small sample sizes because it accounts for greater variability in the sample mean. As the sample size increases, the T-distribution approximates the normal distribution.

  • How do you calculate the standard error?

    -The standard error is calculated by dividing the sample standard deviation by the square root of the sample size (n). It represents the spread of the sample means.

  • What does it mean if the p-value is 0.022?

    -A p-value of 0.022 means there is a 2.2% chance of obtaining a result as extreme as the observed sample mean, or more extreme, if the population mean is 152 grams. This suggests the sample result is unlikely to have occurred by random chance.

  • How do you interpret the result of a hypothesis test with a p-value of 0.022?

    -If the p-value is less than the significance level (commonly 0.05), it suggests that the null hypothesis can be rejected, implying there is evidence to support the alternative hypothesis.

  • What role does Excel play in calculating p-values?

    -Excel can be used to calculate p-values by using functions like =T.DIST to find the probability under the T-distribution curve, given the sample mean and degrees of freedom.

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p-valuehypothesis teststatisticscentral limit theoremT-distributionsamplingstatistical inferencedata analysisExcel tutorialp-value calculationstatistical tests
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