BookmarkSubscribeRSS Feed
Babloo
Rhodochrosite | Level 12

In general modelling, we will reject the null hypothesis if P value is less than alpha value (P<0.05) and we fail to reject the null hypothesis if P value is greater than or equal (P>=0.05) to alpha value. Although I tried to understand the significance behind alpha value i could not understand it's significance.

Why we should reject the null hypothesis if P value is less than alpha value (P<0.05) for 95% CI? Can someone tell me the significance behind alpha value and confidence intervals?

Thanks!

5 REPLIES 5
MichelleHomes
Meteorite | Level 14

The SAS/STAT user guide has some definitions that may help - SAS/STAT(R) 13.1 User's Guide - Hypothesis Testing, Power, Confidence Interval as well as this old SUGI paper - http://www2.sas.com/proceedings/sugi22/STATS/PAPER270.PDF

Kind Regards,

Michelle

//Contact me to learn how Metacoda software can help keep your SAS platform secure - https://www.metacoda.com
Babloo
Rhodochrosite | Level 12

Thanks for the document.

However, I'm not clear on the point, 'Another common approach is to reject the null hypothesis when the %~o confidence intervals of the means do not overlap' from the documentation. If you can explain, it would be better for me to understand.

Ksharp
Super User

P value is actually the probability of  (H > H0 )   (H0 is  the estimator when H0 is true) .

And keep in your mind, all the estimators whether it is Normal estimator or Chi-square  estimator , they are all the estimator of deviation of expected value.

i.e. they all contains a   X-X0     ,it is a deviation , X0 is the estimator value when H0 is ture.

Take right test as an example:  If P(H > H0 ) = 0.001 , means there is very few estimator H greater than H0 ,which means H0 is very very large ,on account of benchmark of significant degree ALPHA=0.05 . therefore X-X0   is very very large , X is differently than X0 .

Xia Keshan

Babloo
Rhodochrosite | Level 12

What is H and X in your comments?

And keep in your mind, all the estimators whether it is Normal estimator or Chi-square  estimator , they are all the estimator of deviation of expected value.- Any possibilities to expand this statement? I'm still not clear.

Ksharp
Super User

Assuming we have a variable named X which conform to Normal Distribution .

x.png

H is  hypothesis test  estimator which conform to Normal Distribution .

X is x in picture.

X0 is theta in picture . which is a value when H0 is true . e.x. H0: mu=0 , theta is 0 .

You see there is a measure of deviation ( x-theta ).

Chi-Square distribution also have such forum :  (x1- e)^2/e  +  (x2- e)^2/e   .....

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 5 replies
  • 1457 views
  • 3 likes
  • 3 in conversation