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Significance and tail evidence

Understand why a hypothesis test uses an observed-or-more-extreme tail, interpret a significance threshold and avoid confusing evidence with the probability a claim is true.

Before you startBinomial tails, hypotheses and choosing a test direction.

01 / Ask how unusual the evidence is under H₀

The calculation assumes the baseline; it does not calculate its truth.

For a one-sided test, include observed and more extreme counts.

An upper alternative uses P(X≥x); a lower alternative uses P(X≤x), calculated under H₀.

Here X is the random count and x is the observed count. For the stated one-sided test, this tail probability is the p-value. A small value means such results would be unusual under the null model.

One bar or the whole evidence tail?Explore

Under H₀, X~B(20,0.5). The preselected alternative is p>0.5. Choose the observed count.

02 / A single outcome can be rare without its tail being rare

Do not substitute the point probability P(X=x).

Watch: one count compared with the full upper tail

Pause, replay or seek freely. The notes explain the same idea and stay in view.

Under H₀, X~B(20,0.5). With H₁: p>0.5 and x=14, test at 5%.Worked example

P(X=14)≈0.03696442

This is one bar, not the whole evidence tail.

P(X≥14)≈0.05765915

Include counts 14,15,…,20.

0.05765915>0.05: do not reject H₀

There is insufficient evidence at 5% that p exceeds 0.5. The point probability would give the wrong decision.

01 · Count the event

List the counts included in the evidence probability for observed x=14 and an upper-tailed test.

Hint

Keep the observed count.

Worked solution

14,15,16,17,18,19,20.

02 · Correct the calculator choice

A student uses binomial point probability at 14. Which calculation should replace it?

Hint

Use a cumulative complement with the correct boundary.

Worked solution

P(X≥14)=1−P(X≤13). A cumulative value through 14 would exclude the observed count from the complement.

03 / Compare with the stated significance level

Use a consistent decision rule and retain precision.

In these lessons, reject H₀ when the appropriate one-sided tail probability is at most α. For α=0.05, this means ≤0.05. If a question explicitly prescribes a different strict convention, follow it. Keep enough digits to decide the comparison before rounding the displayed answer.

03 · Stronger observation

For the same upper-tailed test, x=15 gives P(X≥15)≈0.02069473. State the decision at 5%.

Hint

Compare with 0.05.

Worked solution

Reject H₀. There is sufficient evidence at 5% that the success probability is greater than 0.5, under the model assumptions.

04 · Change the level

Would that x=15 result reject at 1%?

Hint

Use 0.01 instead.

Worked solution

No: 0.02069473>0.01. There is insufficient evidence at 1%. The same observation can lead to different decisions at different prespecified levels.

05 · Exact equality

Under the at-most convention, what happens if a one-sided p-value is exactly0.05 at a 5% level?

Hint

Equality belongs to≤.

Worked solution

Reject H₀. An approximately displayed 0.05 is not enough to establish exact equality; retain calculation precision.

04 / Read the probability in the right direction

Unusual under a model is different from probability of that model.

A tail probability is calculated conditional on H₀ and the sampling assumptions. It is not P(H₀ is true), nor the probability that a particular conclusion is wrong. A5% significance rule describes the rejection behaviour of the procedure under the null; the actual binomial rejection probability may be smaller because counts are discrete.

06 · Misread p-value

A p-value is 0.02. Does this mean a 2% probability that H₀ is true?

Hint

Which assumption was used to obtain the probability?

Worked solution

No. It means an observed-or-more-extreme result has probability 0.02 under the specified null model for this test. It does not assign a probability to H₀.

07 · Misread significance

Does a 5% level mean a 95% probability that the alternative is true after rejection?

Hint

The level belongs to a procedure, not a posterior probability.

Worked solution

No. It controls the test’s false-rejection probability under H₀, subject to its construction and assumptions. It is not a probability that the alternative is true.

05 / Use the lower tail for a decrease

A complement is not always needed.

Under H₀, X~B(20,0.5), but the preselected alternative is p<0.5. Observe x=5.Worked example

Use P(X≤5), not P(X≥5)

Small counts point in the alternative direction.

Symmetry gives P(X≤5)=P(X≥15)≈0.02069473

This equals the corresponding upper-tail probability for the fair binomial model.

At5%, reject H₀

There is sufficient evidence that p is below 0.5.

08 · Wrong tail

For a lower-tailed test with observed x=6, which probability is needed?

Hint

Include six and all smaller counts.

Worked solution

P(X≤6). In this fair 20-trial model it equals P(X≥14)≈0.05765915, so it would not reject at 5%.

09 · Opposite direction

If the preselected alternative is p>0.5 but x=5 is observed, can its small lower-tail probability justify rejection for an increase?

Hint

The claim points upwards.

Worked solution

No. An upper-tailed test uses P(X≥5), which is large. A low result does not provide evidence for an increase.

06 / Keep two-tailed allocation separate

A full two-tailed test needs a convention for both ends.

For the equal-tail method used later, compare the probability in the observed tail with α/2. Thus a 5% two-tailed test compares with 0.025 at the relevant end. This lesson’s interactive decisions are explicitly one-sided at 5%; do not reuse them unchanged for a two-tailed test.

10 · Half the threshold

At a 5% equal-tail test, an observed-tail probability is 0.03. Reject or not?

Hint

Compare with 0.025.

Worked solution

Do not reject:0.03>0.025, even though 0.03 is less than 0.05.

11 · Another observation

At that same two-tailed level, an observed-tail probability is 0.02. What is the decision?

Hint

Use the half-level.

Worked solution

Reject H₀ under the stated equal-tail method, since 0.02≤0.025.

07 / Give evidence its proper limits

A decision is not a proof or a measure of practical importance.

12 · Nonrejection

Complete the sentence: “We do not reject H₀, therefore…”

Hint

Avoid claiming equality has been established.

Worked solution

…there is insufficient evidence against H₀ at the stated level under the model. It does not prove the baseline probability is correct.

13 · Practical importance

Does a small p-value tell us that an effect is large or important in practice?

Hint

A tail probability is not an effect-size measurement.

Worked solution

No. Describe the observed change and context separately; statistical evidence and practical importance are different questions.

14 · Model conditions

Why can a precisely calculated tail still be misleading for strongly dependent observations?

Hint

What distribution justified the calculation?

Worked solution

The binomial distribution assumes independence and a common probability. If those assumptions fail, its tail may not describe the sampling process, even when the arithmetic is correct.

08 / Model, event, probability, comparison, conclusion

Every decision needs the complete chain.

Calculate under H₀. Select the tail from the prechosen alternative and include the observed count. Compare with the appropriate stated level using sufficient precision. Conclude in context without assigning a probability to the hypothesis or claiming proof.

Section 1 of 8 · Ask how unusual the evidence is under H₀