Hypothesis Testing: A Bayesian Perspective
A hypothesis test is a statistical method of making decisions, given data. Frequentist inference contrasts a null hypothesis with an alternative hypothesis. For example, given a set of measurements on two subsets of a population, the null hypothesis may be that the means of the measurements do not differ, while the alternative hypothesis may be that the means differ. In this example, suppose height was measured for males and females. The mean female height was 64 inches, and the mean male height was 70 inches. Do these means differ, indicating separate subpopulations, or are they effectively the same? To estimate this hypothesis test with frequentist inference, a level of statistical significance (α) must be chosen arbitrarily. The most common α is 0.05. The size of the statistical sample affects statistical significance, in this case usually allowing any null hypothesis to be rejected given a large enough sample. If the sample consisted of 10 females and 10 males, then it is less like...