hypothesis testing 假設檢定/假說檢定
null hypothesis 虛無假設 H
0
alternative hypothesis 對立假設 H
1/H
a
analysis
of
variances (ANOVA) 變異數分析
E.g. 3 groups with one-way ANOVA
H
0: μ
1 = μ
2 = μ
3
H
1: μ
1 ≠ μ
2 ≠ μ
3
ANOVA的重點,是求F值:
F =MST/MSE = Mean Square Treatment/Mean Square Error
再和Critical Value CV=f(df1,df2)比較,CV可查f分佈表求得,當F值大於CV時,則拒絕H
0
F值表示組間變異(variability between groups)較組內變異(variability within groups)多F倍,因此當F值越大,機率上組間的差異就越大,所以當F值增加至大於CV值時,組間有顯著異。
當F > CV時,組間有顯著差異,但不知道差異是在哪些組之間,因此需要事後檢定(post hoc test)
接著求p value,即在
可針對不同的α值查表求f
α(df1,df2),例如f
0.05(df1,df2)和f
0.01(df1,df2)等數值,即可粗略地得知p值所落在的範圍
p value:
<0 ---="" .05="" br=""><0 ---="" .01="" br=""><0 ---="" .001="" br="">
0>0>0>
<0 ---="" .05="" br=""><0 ---="" .01="" br=""><0 ---="" .001="" br="">p<0.05 --- * statistically significant0>0>0>
<0 ---="" .05="" br=""><0 ---="" .01="" br=""><0 ---="" .001="" br="">p<0.01 --- ** statistically highly significant0>0>0>
<0 ---="" .05="" br=""><0 ---="" .01="" br=""><0 ---="" .001="" br="">p<0.001 --- *** statistically extremely significant0>0>0>
<0 ---="" .05="" br=""><0 ---="" .01="" br=""><0 ---="" .001="" br="">
test statistic 檢定統計量
significance level / level of significance 顯著水準 (通常α = 0.05)
- H
0發生的機率、拒絕H
0的機率、Type I error的機率(不太可能發生)
References
顯著水準 -
基礎統計名詞介紹網頁
Statistical significance (Wikipedia)
Foundations of ANOVA – Assumptions and Hypotheses for One-Way ANOVA (12-3) (Research By Design YouTube)
Mathematical statistics with applications in R, Ramachandran & Tsokos, 2nd edition (2015), p501,
0>0>0>
p值的迷思:顯著與非常顯著 研究生2.0