Probability of type 1/type 2 errors and distribution of p-values

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SUMMARY

The discussion centers on calculating the probabilities of Type I and Type II errors in a lie detector test scenario involving 1000 participants, where 500 were truthful and 500 were liars. The calculated probabilities are P(Type I error) = 0.37 and P(Type II error) = 0.24. The participant also addressed the distribution of p-values, suggesting it follows a normal distribution N(0,1). The conversation emphasizes the importance of understanding the assumptions behind these calculations and the terminology used, such as False Positive and False Negative.

PREREQUISITES
  • Understanding of Type I and Type II errors in hypothesis testing
  • Familiarity with p-value distributions and their implications
  • Knowledge of statistical terminology, including False Positive and False Negative
  • Basic proficiency in probability calculations
NEXT STEPS
  • Study the implications of Type I and Type II errors in statistical tests
  • Learn about the normal distribution and its application in hypothesis testing
  • Research the concept of p-values and their interpretation in statistical analysis
  • Explore diagnostic testing characteristics and their relevance in real-world applications
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Statisticians, data analysts, students preparing for statistics exams, and anyone interested in understanding error probabilities in hypothesis testing.

humantripod
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Hi,

I had a statistics exam today and there were three questions about which I felt a little uneasy.

The questions which felt too easy involved finding the probability of type 1 and type 2 errors. The scenario was that a lie detector test was given to 1000 people. Of those 1000 people, 500 lied and 500 told the truth. The lie detector incorrectly reported that 185 of the people who were truthtellers were actually lying and that 120 of the liars were telling the truth.

I calculated the P(Type 1 error) by simply doing 185/500 = 0.37
I calculated the P(Type 2 error) by simply doing 120/500 = 0.24

The other question asked me to give the distribution of p-values. I don't recall the question giving any details about whether it was under the assumption that H0 is true or Ha is true, just simply asking for the distribution. I said N(0,1).

What do you think guys? Any mistakes/fundamental flaws in my working out?
 
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If P(Type I) = 37% and P(Type II) = 24%, what is the probability that there is no error? What should these sum up to?

Think about what your choice of denominator tells about what assumptions you make.
You may find reading this, helpful https://nflinjuryanalyticscom.files.wordpress.com/2020/04/diagnostic_testing_characteristics.pdf

So they don't specifically use the terminology Type I and II, but use False Positive and False Negative. As far as the p-values, you can look it up, but I think it is the probability that the Null-Hypothesis is correct.

Again, you should look this up, but I think a "Negative" would mean the detector did not detect anything (so it thinks the person told Truth)a "Positive" would mean the detector detected a lie.

Somebody else may chime in with more insight.
 

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