You're looking at Less Wrong's discussion board. This includes all posts, including those that haven't been promoted to the front page yet. For more information, see About Less Wrong.

Matt_Simpson comments on The Logic of the Hypothesis Test: A Steel Man - Less Wrong Discussion

5 Post author: Matt_Simpson 21 February 2013 06:19AM

You are viewing a comment permalink. View the original post to see all comments and the full post content.

Comments (37)

You are viewing a single comment's thread. Show more comments above.

Comment author: Matt_Simpson 26 February 2013 08:36:25PM 0 points [-]

A 95% confidence interval is sort of like testing H0:mu=c vs Ha:mu=\=c for all values of c at the same time. In fact if you reject the null hypothesis for a given c when c is outside your calculated confidence interval and fail to reject otherwise, you're performing the exact same t-test with the exact same rejection criteria as the usual one (that is if the p-value is less than 0.05).

The formula for the test statistic is (generally) t = (estimate - c)/(standard error of estimate) while the formula for a confidence interval is (generally) estimate +/- t^(standard error of estimate) where t^ is a quantile of the t distribution with appropriate degrees of freedom, chosen according to your desired confidence level. t^* and the threshold for rejecting the null in a hypothesis test are intimately related. If you google "confidence intervals and p values" I'm sure you'll find a more polished and detailed explanation of this than mine.