Solved – What would be the logical inverse of a hypothesis test? (If any)

hypothesis testingp-value

I just thought I'd ask this question to see if there is a method or reasoning of proving a hypothesis test inversely, whilst logic remains the same.

I will use the following example, which I recently got confused over:

Question: Test on a 5% level of significance if the model is
significant. State the null hypothesis, alternative hypothesis, the
p-value and conclusion.

  1. The correct answer:
    • H0(null): Model is not significant
    • H1(alt) Model is significant
    • p-value = 0.4 > alpha (0.05)
    • Do not reject H0
    • model is not significant

I understand the logic of this answer, but I alternatively wrote an answer like this:

  1. My answer:
    • H0(null): Model is significant
    • H1(alt) Model is not significant
    • p-value = 0.4 > alpha (0.05)
    • Reject H0
    • model is not significant

After reviewing my error, I understand that we cannot reject H0 if the p-value is greater than the 5% level of significance, and this is where my question comes in.

How would it be possible to reject MY H0? Would I use an alternate value?

My own suggested answer to this (based on the 5% level of significance) is that if I have inverted everything, then I would invert my 5% level of significance and say that:

p-value = 0.4 < 0.95
Therefore, reject H0 on a 5% level of significance.

My reasoning is deduced from the fact that (based on the 5% level of significance) it must hold that the p-value be greater than 0.95 to accept the null hypothesis.

Can anyone confirm or reject this?

Best Answer

ISTR there is a form of hypothesis testing where the null hypothesis is the thing you want to assert to be true. IIRC this is based on statistical power, which is the probability [in a frequentist sense] that the null hypothesis will be rejected when it is false. Therefore if the p-value is above the significance level, but the test has high statistical power, then we would expect the null to be rejected if it were false as the test has high power, so the fact that it doesn't suggests it isn't, simple! ;o)

I'll see if I can remember what it is called and look it up, until then caveat lector!

Update: I think what I had in mind is "accept support" hypothesis testing, rather than "reject support" testing, see e.g. here.

Another (hopefully) illustrative update:

Climate skeptics often claim that there has been no global warming since 1998, often citing a BBC interview with Prof. Phil Jones of the Climatic Research Unit at UEA (where I also work). Prof. Jones was asked:

Q: Do you agree that from 1995 to the present there has been no statistically-significant global warming

and answered:

A: Yes, but only just. I also calculated the trend for the period 1995 to 2009. This trend (0.12C per decade) is positive, but not significant at the 95% significance level. The positive trend is quite close to the significance level. Achieving statistical significance in scientific terms is much more likely for longer periods, and much less likely for shorter periods.

The test Jones is using here is the standard reject-support type hypothesis test, where the null hypothesis is the opposite of which he would assert to be true

H0: The rate of warming since 1998 is zero. H1: The rate of warming since 1998 is greater than zero.

Over the period concerned, the likelihood of the observations under the null hypothesis p > 0.05, which is why Prof. Jones correctly said that there had not been statistically significant warming since 1998.

However, for a skeptic to use this test to support their view that there were no global warming would not be a good idea as they are arguing FOR the null hypothesis, and reject-support hypothesis testing is biased in favour of the null hypothesis. We start off by assuming that H0 is true and only proceed with H1 if H0 is inconsistent with the observations.

What a climate skeptic should do is to perform an accept-support test, so we fix a significance level and then see if we have sufficient observations for the power of the test to be sufficient to be confident of rejecting the null hypothesis if it were actually false. Sadly computing statistical power is rather tricky (which is presumably why reject-support testing is more popular). It turns out that in this case, the test doesn't have sufficient statistical power. Combining the two hypothesis tests we find that the observations don't rule out the possibility that it hasn't warmed, nor do they rule out the possibility that it has continued to rise at the original rate (which is easily seen by looking at the confidence interval for the trend without all this hassle).

Note that Prof. Jones suggests that the likelihood of being able to find statistically significant warming depends on the length of the timescale on which you look, which suggests that he does understand the idea of the power of a test.

Hopefully this example illustrates that you can take H0 to be the thing that you want to be true, but it is so much more complicated that it is worth avoiding if you can. It is also a nice example of how the general public doesn't really understand statistical significance.

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