The Z-Scores

Z-Scores

❖ A z-score is a standardized version of a raw score (x) that gives information about

the relative location of that score within its distribution.

❖ The formula for converting a raw score into a z-score is:

❖ Take note that z-scores combine information about where the distribution is located

(the mean/center) with how wide the distribution is (the standard

deviation/spread) to interpret a raw score (x). Specifically, z-scores will tell us how

far the score is away from the mean in units of standard deviations and in what

direction.

❖ The value of a z-score has two parts:

➢ Sign - the positive or negative

■ A positive sign (or no sign) indicates that the score is above the

mean and on the right hand-side of the distribution.

■ A negative sign tells you the score is below the mean and on the

left-hand side of the distribution

➢ Magnitude - the actual number

■ The magnitude of the number tells how far away the score is from

the center or mean. The magnitude can take on any value between

negative and positive infinity, generally fall between -3 and 3

Example: A student got a score of 68 in examination while the class got an average score of

54 with a standard deviation of 8. Compute the z-score and locate the relative position.

❖ Notice that the red line indicating where each score lies is in the same relative spot

for both. This is because transforming a raw score into a z-score does not change

its relative location, it only makes it easier to know precisely where it is.

❖ Z-scores are also useful for comparing scores from different distributions
Example: Solve for the z-score of the two subjects and predict in which of the two subjects

did the student perform better. Use the following data.

Locating the areas under the normal curve, z-score in English is found to the left of

zero denoting that the score in English is 0.71 units below the mean. In Statistics, locating

the area under the normal curve showed that the z-score is 0.83 units above the mean.

Interpretation: Therefore, the student performed better in Statistics than in English.

 Sampling Distribution of the Mean

Sampling Distribution

❖ The sampling distribution of a statistic is a probability distribution for all possible

values of the statistic computed from a sample of size n.

 ❖ The mean of the sample means is equal to the mean of the population from which

the samples were drawn.

❖ The standard deviation of the sampling distribution of the sample mean is

regardless of the sample size, also known as the standard error.

Central Limit Theorem

❖ For samples of a single size n, drawn from a population with a given mean μ and

variance σ2, the sampling distribution of sample means will have a mean = μ and

variance = σ2/n. This distribution will approach normality as n increases.

❖ In general, a sampling distribution will be normal if either of two characteristics is

true:

1. the population from which the samples are drawn is normally distributed; or

2. the sample size is equal to or greater than 30.

❖ This second criteria is very important because it enables us to use methods

developed for normal distributions even if the true population distribution is

skewed.

❖ The law of large numbers simply states that as the sample size increases, the

probability that the sample mean is an accurate representation of the true

population mean also increases. It is the formal mathematical way to state that larger

samples are more accurate.

 Hypothesis Testing

❖ Hypothesis testing is considered to form part of inferential statistics or the higher

form of statistics.

❖ A hypothesis testing deals with the problem of testing specific assertions about the

population.

❖ Statistical hypothesis is an assumption or statement, which may or may not be

true, concerning one or more populations.

Probability Value (p-value)

❖ A p-value is a statistical measurement used to validate a hypothesis against

observed data.

❖ A p-value measures the probability of obtaining the observed results, assuming that

the null hypothesis is true.

❖ The lower the p-value, the greater the statistical significance of the observed

difference.

Kinds of Hypothesis

❖ Null Hypothesis (H0)

 ➢ It is stated negatively on the fact that one has to achieve at the end of his

endeavors.

➢ It is also known as no difference or no relationship hypothesis.

➢ It implies neutrality and objectivity, which must be present in any research

undertaking.

➢ It is a statement that the value of a population parameter is equal to some

claimed value.

➢ This is always our baseline starting assumption, and it is what we seek to

reject.

❖ Alternative Hypothesis (H1)

➢ If the null hypothesis is rejected, then we will need some other explanation,

which we call the alternative hypothesis (H1).

➢ It is stated opposite the very way how the null hypothesis is stated.

➢ It serves as an alternative solution just in case one fails to find that the null

hypothesis is the true solution to the problem a researcher is working on.

➢ Thus, the alternative hypothesis is the mathematical way of stating the

research question.

➢ If we expect our obtained sample mean to be above or below the null

hypothesis value, which we call a directional hypothesis, then our

alternative hypothesis takes the form:

H1: μ > 6.25 or H1: μ < 6.25 based on the research question itself.

➢ We should only use a directional hypothesis if we have good reason, based

on prior observations or research, to suspect a particular direction.

➢ When we do not know the direction, such as when we are entering a new

area of research, we use a non-directional alternative: H1: μ 6.25

 CRITICAL VALUES, P-VALUES, AND SIGNIFICANCE LEVEL

How low must the probability value be in order to conclude that the null hypothesis is

false?

❖ It is conventional to conclude the null hypothesis is false if the probability value is

less than 0.05.

❖ More conservative researchers conclude the null hypothesis is false only if the

probability value is less than 0.01.

❖ When a researcher concludes that the null hypothesis is false, the researcher is said

to have rejected the null hypothesis.

❖ The probability value below which the null hypothesis is rejected is called the a level

or simply α (“alpha”). It is also called the significance level. If α is not explicitly

specified, assume that α = 0.05.

❖ Level of significance

➢ The maximum value that the null hypothesis Ho is rejected wherein in fact it is

actually true. Setting the level of significance at 5%, it means that we are 95%

sure of whatever decision is arrived at.

❖ Critical Value

➢ Also known as tabular value

➢ Also helps the researcher to decide whether to reject the null hypothesis; if

not, we fail to reject the null hypothesis (we never “accept” the null).

❖ If we use our normal criterion of α = 0.05, then 5% of the area under the curve

becomes what we call the rejection region (also called the critical region) of the

distribution. This is shown in the figure below.

❖ The shaded rejection region takes us 5% of the area under the curve. Any result

which falls in that region is sufficient evidence to reject the null hypothesis.
❖ The rejection region is bounded by a specific z-value, as in any area under the

curve.

❖ In hypothesis testing, the value corresponding to a specific rejection region is

called the critical value.

❖ For a non-directional test, we need to put the critical region in both tails by simply

splitting it in half so that an equal proportion of the area under the curve falls in each

tail’s rejection region.

❖ For α = 0.05, this means 2.5% of the area is in each tail, which corresponds to critical

values of z = ±1.96. This is shown in the figure below.

❖ Thus, any z-score falling outside ±1.96 (greater than 1.96 in absolute value) falls in

the rejection region.

❖ When we use z-scores in this way, the obtained value of z (sometimes called

z-obtained) is something known as a test statistic, which is simply an inferential

statistic used to test a null hypothesis. The formula for z-statistic is given by:

❖ To formally test our hypothesis, we compare our obtained z-statistic to our critical

z-value. If zobt > zcrit, that means it falls in the rejection region.
 ❖ When we use computer software, it will report to us a p-value, which is simply the

proportion of the area under the curve in the tails beyond our obtained z-statistic.

❖ We can directly compare this p-value to α to test our null hypothesis: if p < α, we

reject H0, but if p > α, we fail to reject H0.

❖ When the null hypothesis is rejected, the effect is said to be statistically

significant.

Type I and Type II Errors

❖ Type I Error (Alpha Error)

➢ When the null hypothesis is rejected wherein the actual condition the null

hypothesis is the true solution to the problem.

❖ Type II Error (Beta Error)

➢ The second type of error that can be made in significance testing is failing to

reject a false null hypothesis wherein in fact the alternative hypothesis is

the true solution to the problem.

STEPS IN HYPOTHESIS TESTING

1. Formulate H0 and H1.

2. Choose the Level of significance.

3. Determine the critical value.

4. Compute the Test Statistic.

5. Make a statistical decision.

6. State the Conclusion.

CHOOSING THE RIGHT STATISTICAL TEST

Statistical Test

❖ Is used in hypothesis testing. They can be used to:

➢ determine whether a predictor variable has a statistically significant

relationship with an outcome variable.

➢ estimate the difference between two or more groups.

 ❖ Statistical tests assume a null hypothesis of no relationship or no difference

between groups. Then they determine whether the observed data fall outside of the

range of values predicted by the null hypothesis.

When to perform a statistical test?

❖ You can perform statistical tests on data that have been collected in a statistically

valid manner – either through an experiment, or through observations made using

probability sampling methods.

❖ For a statistical test to be valid, your sample size needs to be large enough to

approximate the true distribution of the population being studied.

Statistical Assumptions

❖ Depending on the statistical analysis, the assumptions may differ. A few of the most

common assumptions in statistics are normality, linearity, homogeneity of

variance, and independence.

1. Normality of Data

➢ The data follows a normal distribution. This assumption applies

only to quantitative data.

➢ Normality is typically assessed in the examination of mean

differences (e.g., t-tests and analyses of variance – ANOVA) and

prediction analyses (e.g., linear regression analyses).

➢ Normality can be examined by several methods, two of which are the

Kolmogorov Smirnov (KS) test and the examination of skew and

kurtosis.

2. Linearity

➢ Linearity refers to a linear, or straight line, relationship between the

independent variable(s) and the dependent variable. If the

assumption of linearity is not met, then predictions may be

inaccurate.
 ➢ Linearity is typically assessed in Pearson correlation analyses and

regression analyses.

➢ Linearity can be assessed by the examination of scatter plots

3. Homogeneity of Variance

➢ It refers to equal variances across different groups or samples.

➢ Homogeneity of variance is usually examined when assessing for

mean differences on an independent grouping variable (e.g., t-tests

and analyses of variance – ANOVA).

➢ Homogeneity of variance can be assessed by utilizing Levene’s test

for each continuous, dependent variable.

4. Independence of Observations

➢ The observations/variables for each sample subject are in no way

influenced by or related to the measurements of other subjects.

❖ Almost all of the most commonly used statistical tests rely on the adherence to

some distribution function (such as the normal distribution). Such tests are called

parametric tests.

❖ Sometimes when one of the key assumptions of such a test is violated, a

non-parametric test can be used instead. Such tests don’t rely on a specific

probability distribution function.

Choosing a parametric test

❖ Parametric tests usually have stricter requirements than non-parametric tests, and

are able to make stronger inferences from the data.

❖ They can only be conducted with data that adheres to the common assumptions of

statistical tests.

❖ The most common types of parametric tests include comparison tests, correlation

tests, and regression tests.

Comparison Tests

❖ Comparison tests look for differences among group means. They can be used to

test the effect of a categorical variable on the mean value of some other

characteristic.

❖ T-tests are used when comparing the means of precisely two groups (e.g., the

average heights of men and women).

❖ ANOVA and MANOVA tests are used when comparing the means of more than

two groups (e.g., the average heights of children, teenagers, and adults).

Correlation tests

❖ Correlation tests check whether variables are related without hypothesizing a

cause-and-effect relationship.

❖ These can be used to test whether two variables you want to use in (for example) a

multiple regression test are autocorrelated.

Regression tests

❖ Regression tests look for cause-and-effect relationships. They can be used to

estimate the effect of one or more continuous variables on another variable.

Choosing a non-parametric test

❖ Non-parametric tests don’t make as many assumptions about the data, and are

useful when one or more of the common statistical assumptions are violated.

❖ However, the inferences they make aren’t as strong as with parametric tests.
 Additional stuff for Psych Stat :)

What type of t test should be used?

Note: itindihin niyo na lang dito mga na-discuss talaga ni sir gaya yung paired at

independent t-test at yung one-tailed at two-tailed

❖ One-sample, two-sample, or paired t test?

➢ Paired t test – for groups coming from a single population (e.g., measuring

before and after an experimental treatment). This is a within-subjects design.

■ Within-subjects design is where all participants take part in every

condition. It is also called a dependent groups or repeated measures

 design because researchers compare related measures from the

same participants between different conditions.

➢ Two-sample t test (independent t test) – for groups coming from two

different populations (e.g., two different species, or people from two separate

cities). This is a between-subjects design.

■ Between-subjects design is where each participant experiences only

one condition. It is also called an independent measures or

independent-groups design because researchers compare unrelated

measurements taken from separate groups.

➢ One-sample t test – for one group being compared against a standard value

(e.g., comparing the acidity of a liquid to a neutral pH of 7)

❖ One-tailed or two-tailed t test?

➢ Two-tailed t test – if you only care whether the two populations are different

from one another

➢ One-tailed t test – if you want to know whether one population mean is

greater than or less than the other

ANOVA (Analysis of Variance)

❖ A statistical test used to analyze the difference between the means of more than two

groups.

❖ A one-way ANOVA uses one independent variable, while a two-way ANOVA uses

two independent variables.

➢ NOTE: Imagine sa one-way gumagamit lang na IV na Stress Level (High,

Mid, Low) at sa two-way, yung IV kunwari both Stress Level (High, Mid, Low)

and Anxiety Level (High, Mid, Low)

➢ Isa lang talaga ginagamitan ng IV ang both T Test and ANOVA, kaya

nagkakaiba sila is parang nagkakaroon ng parang additional subsections or

categories/levels sila? At most two ginagamitan sa T Test (puwede isa lang

siya) at at least 3 or more yung ANOVA

 ➢ Kunwari sa ANOVA, iisang IV lang ang Stress Level, pero may three levels pa

which are High, Middle, and Low na parang nagiging batayan. Tapos sa T

Test, kunwari ang IV is isang test tapos may dalawa pa siyang category which

are pre-test and post-test.

❖ ANOVA determines whether the groups created by the levels of the independent

variable are statistically different by calculating whether the means of the treatment

levels are different from the overall mean of the dependent variable.

❖ The assumptions of the ANOVA test are the same as the general assumptions for

any parametric test:

➢ Independence of observations: the data were collected using statistically valid

sampling methods, and there are no hidden relationships among

observations. If your data fail to meet this assumption because you have a

confounding variable that you need to control for statistically, use an ANOVA

with blocking variables.

➢ Normally-distributed response variable: The values of the dependent variable

follow a normal distribution.

➢ Homogeneity of variance: The variation within each group being compared is

similar for every group. If the variances are different among the groups, then

ANOVA probably isn’t the right fit for the data.

One-Way ANOVA (Ito yung na-discuss ni sir na ANOVA)

❖ It is used when collected data has one categorical independent variable and one

quantitative dependent variable. The independent variable should have at least three

levels (i.e. at least three different groups or categories).

❖ ANOVA tells you if the dependent variable changes according to the level of the

independent variable. For example:

➢ Your independent variable is social media use, and you assign groups to low,

medium, and high levels of social media use to find out if there is a difference

in hours of sleep per night.

➢ Your independent variable is the brand of soda, and you collect data on Coke,

Pepsi, Sprite, and Fanta to find out if there is a difference in the price per

100ml.

➢ Your independent variable is the type of fertilizer, and you treat crop fields

with mixtures 1, 2 and 3 to find out if there is a difference in crop yield.