One Sample z-test and Hypothesis Testing

Overview of the One Sample z-test

  • The one sample z-test is a specific type of hypothesis test used to determine if a treatment has a significant effect on a sample compared to a known population.
  • In this context, a z-score is used because the population standard deviation is typically known, making it a natural starting point for learning hypothesis testing.
  • Experimental Group vs. Control Group:
    • In a classic experiment, there are two groups: an experimental group (which receives a treatment like a pill, exercise, or therapy) and a control group (which does not receive the treatment).
    • Comparison between these two groups allows researchers to determine if the treatment was effective (e.g., if Tylenol reduces headache pain to a level of 3 while the control group remains at a 6).
  • One Sample Test Specifics:
    • This specific test involves only one group (one sample) that receives the treatment.
    • There is no second sample or separate control group.
    • Instead, the sample is compared to the general population, which effectively serves as the control group.
    • This method is only appropriate when the parameters (mean and standard deviation) of the general population are already known.

Directionality: One-Tailed vs. Two-Tailed Tests

  • Hypothesis tests can be categorized based on the specificity of the prediction.
  • One-Tailed Test:
    • Used when there is a specific directional prediction.
    • Examples: Predicting a pill will only decrease pain, a therapy will only decrease depression, or a memory pill will only increase memory.
  • Two-Tailed Test:
    • Used for a general prediction where the treatment might increase or decrease the variable, or when the researcher simply wants to see if the treatment has any effect at all.
    • This is more common in early experimental stages (e.g., a new drug tested on rats) where the outcome is uncertain.
    • It is often the default choice to avoid making a directional prediction that might be proven wrong (e.g., predicting an increase in memory when the drug actually causes a decrease).
  • Alpha Levels ($\alpha$):
    • The Alpha level is the cutoff for significance.
    • Standard Cutoff: α=0.05\alpha = 0.05
    • Extra Impressive Cutoff: α=0.01\alpha = 0.01

The Hypothesis Testing Example: Tinocell and Depression

  • Scenario: A researcher wants to know if a newly discovered antidepressant called Tinocell (also referred to phonetically as Temisil, Temocell, or Tebusill) affects depression symptoms.
  • The Population: Because testing the entire population of millions of depressed patients is impossible, a sample is used.
  • The Sample:
    • Size (nn): 3030 clinically depressed patients.
    • Treatment: Participants take Tinocell for four weeks.
    • Result: Sample mean (MM) = 2.22.2 depression symptoms per week.
  • The Known Population Parameters (General population not taking the drug):
    • Population Mean (μ\mu): 3.23.2 symptoms per week.
    • Population Standard Deviation (σ\sigma): 33.
  • Test Requirements:
    • Use a two-tailed test.
    • Use an alpha level of α=0.05\alpha = 0.05.

Step 1: State the Hypotheses

  • Hypotheses must be stated in both words and symbols.
  • Null Hypothesis (H0H_0):
    • Often associated with the idea of "no difference, no preference, or no effect."
    • In words: "Tinocell does not affect depression" or "Tinocell has no effect on depression."
    • In symbols: H0:μ=3.2H_0: \mu = 3.2.
    • This assumes that if you gave the drug to the whole population, the average symptoms would remain the same as the general population.
  • Alternative Hypothesis (H1H_1):
    • The opposite of the null hypothesis.
    • In words: "Tinocell has an effect on depression."
    • In symbols: H1:μ3.2H_1: \mu \neq 3.2.
    • This indicates the drug changes the mean, though it doesn't specify if it increases or decreases it in a two-tailed test.
  • Note on Symbols: Hypotheses are always about the population mean (μ\mu), never the sample mean (MM). We already know the sample mean (M=2.2M = 2.2); the goal is to make an inference about the population.

Step 2: Define the Critical Regions

  • Distribution of Sample Means: Draw a normal bell curve representing the distribution as if the null hypothesis (H0H_0) were true.
  • Center of the Distribution:
    • Mark the center as the population mean from the null hypothesis: μ=3.2\mu = 3.2.
    • At the center, the z-score is always zero (z=0z = 0).
  • Critical z-scores (zcritz_{crit}):
    • Based on α=0.05\alpha = 0.05 and a two-tailed test, the 5% alpha is split between the two tails (2.5% in each tail).
    • Using the unit normal table, these cutoff values are found to be: z=±1.96z = \pm 1.96.
  • Critical Regions: The areas in the tails past +1.96+1.96 and 1.96-1.96 are shaded. If the calculated zobtainedz_{obtained} falls in these shaded regions, the null hypothesis is rejected.

Step 3: Compute the Obtained z-score

  • The formula for the one sample z-test for samples is:
  • z=MμσMz = \frac{M - \mu}{\sigma_M} where σM=σn\sigma_M = \frac{\sigma}{\sqrt{n}}
  • Calculation Steps:
    • M=2.2M = 2.2
    • μ=3.2\mu = 3.2
    • σ=3\sigma = 3
    • n=30n = 30
    • Standard Error (σM\sigma_M): 3300.5477\frac{3}{\sqrt{30}} \approx 0.5477
    • z=2.23.23/30z = \frac{2.2 - 3.2}{3 / \sqrt{30}}
    • z=1.00.5477z = \frac{-1.0}{0.5477}
    • zobtained=1.83z_{obtained} = -1.83

Step 4: Make a Decision and State the Conclusion

  • Decision Rule: Reject H0H_0 if the zobtainedz_{obtained} is in the critical region (the shaded tails). Otherwise, fail to reject (retain) H0H_0.
  • Evaluation:
    • The obtained z-score is 1.83-1.83.
    • The critical boundary on the negative side is 1.96-1.96.
    • On a number line, 1.83-1.83 is to the right of 1.96-1.96; it is not far enough out to fall into the shaded tail.
  • Statistical Decision: Fail to Reject H0H_0 (or Retain H0H_0).
  • Real-World Conclusion:
    • State the result in plain language that avoids statistical jargon like "null" or "alpha."
    • Conclusion: "Tinocell has no effect on depression" or "Tinocell does not significantly affect depression."
  • Final Note: If the obtained value had been more extreme (e.g., z=2.1z = -2.1), the null hypothesis would have been rejected, allowing the researcher to conclude that the drug does have an effect.