One Tailed and Two Tailed Testing

Assignment # 01
Assignment Topic: One tailed & Two tailed tests
Subject: Statistics-2
Submitted by: Nimra Rafi
Roll Number: 190316
Discipline: BS-2nd, Psychology
Submitted to: Madam Salma Andaleeb
Institution: Psychology Department, Islamia College Peshawar
Assignment Topic: One tailed & Two tailed Tests:

When you conduct a test of statistical significance, whether it is from a correlation, an ANOVA,
a regression or some other kind of test, you are given a p-value somewhere in the output. If your
test statistic is symmetrically distributed, you can select one of three alternative hypotheses. Two
of these correspond to one-tailed tests and one corresponds to a two-tailed test. However, the p-
value presented is (almost always) for a two-tailed test. But how do you choose which test? Is
the p-value appropriate for your test? And, if it is not, how can you calculate the correct p-value
for your test given the p-value in your output?
What is a two-tailed test?
First let’s start with the meaning of a two-tailed test. If you are using a significance level of
0.05, a two-tailed test allots half of your alpha to testing the statistical significance in one
direction and half of your alpha to testing statistical significance in the other direction. This
means that .025 is in each tail of the distribution of your test statistic. When using a two-tailed
test, regardless of the direction of the relationship you hypothesize, you are testing for the
possibility of the relationship in both directions. For example, we may wish to compare the
mean of a sample to a given value x using a t-test. Our null hypothesis is that the mean is equal
to x. A two-tailed test will test both if the mean is significantly greater than x and if the mean
significantly less than x. The mean is considered significantly different from x if the test statistic
is in the top 2.5% or bottom 2.5% of its probability distribution, resulting in a p-value less than
0.05.
What is a one-tailed test?

Next, let’s discuss the meaning of a one-tailed test. If you are using a significance level of .05, a
one-tailed test allots all of your alpha to testing the statistical significance in the one direction of
interest. This means that .05 is in one tail of the distribution of your test statistic. When using a
one-tailed test, you are testing for the possibility of the relationship in one direction and
completely disregarding the possibility of a relationship in the other direction. Let’s return to our
example comparing the mean of a sample to a given value x using a t-test. Our null hypothesis is
that the mean is equal to x. A one-tailed test will test either if the mean is significantly greater
than x or if the mean is significantly less than x, but not both. Then, depending on the chosen tail,
the mean is significantly greater than or less than x if the test statistic is in the top 5% of its
probability distribution or bottom 5% of its probability distribution, resulting in a p-value less
than 0.05. The one-tailed test provides more power to detect an effect in one direction by not
testing the effect in the other direction. A discussion of when this is an appropriate option
follows.

When is a one-tailed test appropriate?
Because the one-tailed test provides more power to detect an effect, you may be tempted to use a
one-tailed test whenever you have a hypothesis about the direction of an effect. Before doing so,
consider the consequences of missing an effect in the other direction. Imagine you have
developed a new drug that you believe is an improvement over an existing drug. You wish to
maximize your ability to detect the improvement, so you opt for a one-tailed test. In doing so,
you fail to test for the possibility that the new drug is less effective than the existing drug. The
consequences in this example are extreme, but they illustrate a danger of inappropriate use of a
one-tailed test. So when is a one-tailed test appropriate? If you consider the consequences of
missing an effect in the untested direction and conclude that they are negligible and in no way
irresponsible or unethical, then you can proceed with a one-tailed test. For example, imagine
again that you have developed a new drug. It is cheaper than the existing drug and, you believe,
no less effective. In testing this drug, you are only interested in testing if it less effective than the
existing drug. You do not care if it is significantly more effective. You only wish to show that it
is not less effective. In this scenario, a one-tailed test would be appropriate.
When is a one-tailed test NOT appropriate?
Choosing a one-tailed test for the sole purpose of attaining significance is not
appropriate. Choosing a one-tailed test after running a two-tailed test that failed to reject the null
hypothesis is not appropriate, no matter how "close" to significant the two-tailed test was. Using
statistical tests inappropriately can lead to invalid results that are not replicable and highly
questionable–a steep price to pay for a significance star in your results table!
Deriving a one-tailed test from two-tailed output
The default among statistical packages performing tests is to report two-tailed p-values. Because
the most commonly used test statistic distributions (standard normal, Student’s t) are symmetric
about zero, most one-tailed p-values can be derived from the two-tailed p-values. Below, we
have the output from a two-sample t-test in Stata. The test is comparing the mean male score to
the mean female score. The null hypothesis is that the difference in means is zero. The two-
sided alternative is that the difference in means is not zero. There are two one-sided alternatives
that one could opt to test instead: that the male score is higher than the female score (diff > 0) or
that the female score is higher than the male score (diff < 0). In this instance, Stata presents
results for all three alternatives. Under the headings Ha: diff < 0 and Ha: diff > 0 are the results
for the one-tailed tests. In the middle, under the heading Ha: diff != 0 (which means that the
difference is not equal to 0), are the results for the two-tailed test.
Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
-----------+--------------------------------------------------------------------
male | 91 50.12088 1.080274 10.30516 47.97473 52.26703
female | 109 54.99083 .7790686 8.133715 53.44658 56.53507
-----------+--------------------------------------------------------------------
combined | 200 52.775 .6702372 9.478586 51.45332 54.09668
-------------+--------------------------------------------------------------------
diff | -4.869947 1.304191 -7.441835 -2.298059
Degrees of freedom: 198
Ho: mean(male) - mean(female) = diff = 0
Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
t = -3.7341 t = -3.7341 t = -3.7341
P < t = 0.0001 P > |t| = 0.0002 P > t = 0.9999
Note that the test statistic, -3.7341, is the same for all of these tests. The two-tailed p-value is P
> |t|. This can be rewritten as P(>3.7341) + P(< -3.7341). Because the t-distribution is symmetric
about zero, these two probabilities are equal: P > |t| = 2 * P(< -3.7341). Thus, we can see that
the two-tailed p-value is twice the one-tailed p-value for the alternative hypothesis that (diff <
0). The other one-tailed alternative hypothesis has a p-value of P(>-3.7341) = 1-(P<-3.7341) =
1-0.0001 = 0.9999. So, depending on the direction of the one-tailed hypothesis, its p-value is
either 0.5*(two-tailed p-value) or 1-0.5*(two-tailed p-value) if the test statistic symmetrically
distributed about zero.
In this example, the two-tailed p-value suggests rejecting the null hypothesis of no difference.
Had we opted for the one-tailed test of (diff > 0), we would fail to reject the null because of our
choice of tails.
The output below is from a regression analysis in Stata. Unlike the example above, only the
two-sided p-values are presented in this output.
Source | SS df MS Number of obs = 200

-------------+------------------------------------------- F( 2, 197) = 46.58
Model | 7363.62077 2 3681.81039 Prob > F = 0.0000
Residual | 15572.5742 197 79.0486001 R-squared = 0.3210
-------------+------------------------------------------------ Adj R-squared = 0.3142
Total | 22936.195 199 115.257261 Root MSE = 8.8909
---------------------------------------------------------------------------
socst | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
science | .2191144 .0820323 2.67 0.008 .0573403 .3808885
math | .4778911 .0866945 5.51 0.000 .3069228 .6488594
_cons | 15.88534 3.850786 4.13 0.000 8.291287 23.47939
For each regression coefficient, the tested null hypothesis is that the coefficient is equal to zero.
Thus, the one-tailed alternatives are that the coefficient is greater than zero and that the
coefficient is less than zero. To get the p-value for the one-tailed test of the
variable science having a coefficient greater than zero, you would divide the .008 by 2, yielding .
004 because the effect is going in the predicted direction. This is P(>2.67). If you had made your
prediction in the other direction (the opposite direction of the model effect), the p-value would
have been 1 – .004 = .996. This is P(<2.67). For all three p-values, the test statistic is 2.67.
REFERANCE:
https://stats.idre.ucla.edu/other/mult-pkg/faq/general/faq-what-are-the-differences-
between-one-tailed-and-two-tailed-tests/

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Assignment # 01

Assignment Topic: One tailed & Two tailed tests

Submitted by: Nimra Rafi

Roll Number: 190316

Discipline: BS-2nd, Psychology

Submitted to: Madam Salma Andaleeb

Institution: Psychology Department, Islamia College Peshawar

Assignment Topic: One tailed & Two tailed Tests:

What is a two-tailed test?

What is a one-tailed test?

When is a one-tailed test appropriate?

When is a one-tailed test NOT appropriate?

Deriving a one-tailed test from two-tailed output

Two-sample t test with equal variances

Source | SS df MS Number of obs = 200

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