Calculating Power and the Probability of a Type II Error (A One-Tailed Example)

An example of calculating power and the probability of a Type II error (beta), in the context of a Z test for one mean. Much of the underlying logic holds for other types of tests as well.
If you are looking for an example involving a two-tailed test, I have a video with an example of calculating power and the probability of a Type II error for a two-tailed Z test at • Calculating Power and ... .

Пікірлер: 313

  • @ofoproductions7257
    @ofoproductions72577 жыл бұрын

    You taught me in 5 minutes what my stats lecturer couldn't make me understand in 2 years of doing power. Legend

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    I do my best, and I'm glad to be of help!

  • @theodor320

    @theodor320

    5 жыл бұрын

    I got to agree! We got this obfuscated definition of the theta-power-function - it's great for plug-and-calculate, don't get me wrong, but I didn't get what was going on at all.

  • @GirishKumar-xs8on

    @GirishKumar-xs8on

    3 жыл бұрын

    @@jbstatistics I read too much on internet and also followed Montgomery book to understand how alpha and beta are inversely related to each other, but didn't understand and visualize it. You explained the things in awesome way. The world requires people like you to teach the concept instead of book worm definition. Hats off man, you did amazing job.

  • @michaelcmccall
    @michaelcmccall4 жыл бұрын

    I'm a high school AP stats teacher, and your video is simply terrific. Was looking for something to share with my kids, who find errors and power to be mind bending. This is it! Thanks!

  • @gfhfhgfhgf8117
    @gfhfhgfhgf81179 жыл бұрын

    Thank you so much. Don't know why hardly anyone can explain type 1 and 2 errors so that it makes any sense. You did it very well... thank you again!!

  • @jbstatistics

    @jbstatistics

    9 жыл бұрын

    frfrffrfrfrrffrfrfxsvcxv You are very welcome!

  • @jonathanramirez5463
    @jonathanramirez54633 жыл бұрын

    Many years later and your videos were amazing to follow along to. Thank you so much!

  • @KrspySauce
    @KrspySauce11 жыл бұрын

    You are seriously my hero for today. I was so confused on this topic until I watched just two of your videos. Everything makes much more sense now. Thank you so much JB.

  • @JawadLion
    @JawadLion5 жыл бұрын

    Published in 2013 and yet this triumphs over other videos relating to this subject! As a visual learner, this was incredibly useful. Thank you!

  • @jbstatistics

    @jbstatistics

    5 жыл бұрын

    Thanks for the kind words!

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    I don't do a two-tailed example for a couple of reasons. But the logic is very similar to that used in this video. The difference is that you will have two rejection regions, so you will need to find two tail areas (one will be small), and add these areas.

  • @MashrufKabir
    @MashrufKabir9 жыл бұрын

    Amazing, and crystal-clear explaining. You've got decent teaching skills dude.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You are very welcome Yubaraj! I'm glad you found this video helpful. Cheers.

  • @nicholastolbert4207
    @nicholastolbert42077 жыл бұрын

    I don't think I would have finished my stats homework tonight if it weren't for you. Thank you for the excellent video.

  • @insidewantsout135
    @insidewantsout1356 жыл бұрын

    The graph helped tremendously. I was staring at a homework question for over 30 minutes now but figure it out since the professor never cared to explain. Thanks so much!!

  • @jbstatistics

    @jbstatistics

    6 жыл бұрын

    You are very welcome!

  • @jack000pumpkin
    @jack000pumpkin7 жыл бұрын

    Best explanation on Type II error and Power i've ever seen. Just brilliant. Thanks.

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    Thanks so much for the kind words! I'm glad I could be of help.

  • @Arsenalappleftw
    @Arsenalappleftw10 жыл бұрын

    This was brilliantly explained! Why can't you be my teacher? Thank you so much for a great job!

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    You are very welcome Gustav. Thanks for the compliment!

  • @udriss1

    @udriss1

    2 жыл бұрын

    Thanks to the internet and these great videos, @jbstatistics is teacher in the entire world.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You are very welcome Ben! I'm glad to be of help. Cheers.

  • @storiesshubham4145
    @storiesshubham41452 жыл бұрын

    Was pondering for a long time how to visualise the power of a test....best explanation really 💥💥

  • @prakashchandrakandel
    @prakashchandrakandel2 жыл бұрын

    You are more effective than my Professor when it comes to teaching Statistics. Please upload more videos on ANOVA and regression.

  • @James08091980
    @James080919804 жыл бұрын

    These are by far the best stats videos. Well done

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    To find the power you need to find two areas (corresponding to the two tails) and add them. One area (the one on the opposite side of the true value of mu) will be small. The other area (the one on the same side as the true value of mu) will be bigger. I know people struggle with this sometimes, so I'll get a video up at some point (but probably not soon enough for your purposes). Cheers.

  • @jlfa
    @jlfa16 күн бұрын

    This video is absolutely precious. Couldn't be clearer.

  • @maxmacfarlane9890
    @maxmacfarlane98906 жыл бұрын

    Your videos are always so informative. Thank you so much!

  • @VritanshKamal
    @VritanshKamal Жыл бұрын

    This is one of the best videos on the internet. This is the way it should be taught in every school. Thanks a ton!

  • @jbstatistics

    @jbstatistics

    Жыл бұрын

    Thanks for the kind words! Happy to be of help!

  • @VanillaCookie08
    @VanillaCookie0810 жыл бұрын

    Very clear explanation. Helped me understand this topic when my textbook was absolutely useless. Thank you!

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    You are very welcome!

  • @zackorycramer2798
    @zackorycramer27986 жыл бұрын

    It's amazing how these youtubers can give lessons better than my stats teacher.😀 Kudos to you man. 👍🏻

  • @jbstatistics

    @jbstatistics

    6 жыл бұрын

    I'm glad to be of help!

  • @danishk44
    @danishk443 жыл бұрын

    That gap you take while speaking is very good sir. We get time to understand.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    I'm up in Canada (in Guelph -- near Toronto), but consider this a virtual handshake. I'm glad to be of help.

  • @zenapsgas
    @zenapsgas7 жыл бұрын

    Thank you so much for your nice videos! What software and equipment are you using? Considering doing something similar in courses I take, and I find your way of explaining very easy to understand and follow.

  • @Saraazinkabul
    @Saraazinkabul8 жыл бұрын

    Thank you! Have you published any other video on "choosing the right sample size for testing mu"?

  • @vipulkhandelwal220
    @vipulkhandelwal2204 жыл бұрын

    The way you taught this is really great

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You're welcome, and thanks for the compliment!

  • @laurennnturnerr
    @laurennnturnerr7 жыл бұрын

    You have saved my life so many times this semester, thank you :D

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    You are very welcome.

  • @southsun1149
    @southsun11492 жыл бұрын

    You very clearly explained the Power and the probability of a Type II error.

  • @shefaligandhi1767
    @shefaligandhi17678 жыл бұрын

    How do you get the z value of -1.34 on a calculator (TI-84)

  • @hannahtriana2932
    @hannahtriana29327 жыл бұрын

    do you have a video that does this using t-statistic?

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    I'm glad to be of help. Best of luck on your test.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    It's the area to the right of 0.66 under the standard normal curve, which can be found using software or a standard normal table.

  • @Le0Fender
    @Le0Fender11 жыл бұрын

    You are saving lives here, mate, thank you!

  • @jvmonteirof2781
    @jvmonteirof27818 ай бұрын

    why do I pay to go to college. I always end up having to learn through youtube videos like this one. this video is EXCELLENT. thank you so much for saving me and thousands of students.

  • @hopefullysoonaweldingengineer
    @hopefullysoonaweldingengineer2 ай бұрын

    So in order to calculate type two error first we assume what the real value is then set up the new condition around it.. It was very simple with thinking like that. Thank you for video upen upped my horizon.

  • @IbrahimKoyratty-es1cd
    @IbrahimKoyratty-es1cd2 ай бұрын

    Absolute legend You taught me in 11min what my lecture could not taught in 3 months xD Thank You!

  • @lol-wd5cw
    @lol-wd5cw4 жыл бұрын

    This is such a good explanation. Thank you sir.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You are welcome. I'm happy to help.

  • @yukihanatan
    @yukihanatan10 жыл бұрын

    Thank you so much, I love the pacing of this video, and it totally cleared me up on calculations for power before my ap exam!!!

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    You are very welcome. Best of luck on your exam!

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You are welcome! I'm glad to be of help.

  • @eylemseale9997
    @eylemseale99977 жыл бұрын

    Thank you so much for this great explanation of Type II error and its calculation. I have not understood it before I watched this video.

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    I'm glad to be of help!

  • @HasanAlMasri
    @HasanAlMasri10 ай бұрын

    Saved my soul with this video! Thanks

  • @jasoncao9607
    @jasoncao960710 жыл бұрын

    Great video. I finally figured out how to calculate type 2 error as well as power. Thank you!

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    Thanks Cao! I'm glad you found this video helpful!

  • @middleclassseabass7178
    @middleclassseabass717810 жыл бұрын

    This explains things much better than my professor, thanks.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You're very welcome Pasang. Cheers.

  • @pb5626
    @pb56267 жыл бұрын

    Love when he said "power is the probability of rejecting the null when it is false, that is a good thing." My prof explained it totally opposite of that and I struggled to clarify it in my mind. Love the visuals in this video too.

  • @varundixit1365
    @varundixit13654 жыл бұрын

    How to calculate power of a test for composite hypotheses? How does the "power.t.test" function in R calculate the power without asking for actual value of parameter?

  • @jonesz31
    @jonesz3110 жыл бұрын

    You just saved my ass on this test. I owe you one

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    I'm glad to be of help Austin.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    Not quite. If the alternative hypothesis is greater than 50, then the rejection region would change (instead of rejecting H_0 when x bar is less than 45.31, as we do in the video, we'd reject H_0 when x bar is greater than 50 + 21/sqrt(36)*1.34 = 54.69). To find the power (if the alternative was greater than), we'd find P(X bar > 54.69), and to find the probability of a Type II error we'd find P(X bar < 54.69) (using the appropriate values of mu, n, and sigma).

  • @shaniquajohnson3010
    @shaniquajohnson30107 жыл бұрын

    Why didn't you have to subtract the area to right of 45.31 ( .255) from 1 making beta .745 if we were testing P ( Z> 45.31) vsP( Z

  • @faizanulhaq8349
    @faizanulhaq83494 жыл бұрын

    Note that Type 1 and Type 2 errors are CONDITIONAL probabilities - this really helped make things make sense for me

  • @user-jz9fu9uc4p
    @user-jz9fu9uc4p4 ай бұрын

    Amazing video! Better than my lecturer!

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    The power of the test is the probability of rejecting the null hypothesis, given it is false (in this case, given mu = 43). So the power is not calculated by finding areas under the distribution of the sample mean when the null hypothesis is true (mu = 50), but by finding areas under the distribution of the sample mean when the null hypothesis is false (mu = 43). That's why the power was an area under the blue curve (mu=43) in the video, and not an area under the white curve (mu=50).

  • @ElwinderSingh
    @ElwinderSingh11 жыл бұрын

    Hello thank you for your video, I was just wondering if the alternative hypothesis is greater (the opposite of the example you just used) does that mean that the the test statistic calculation we get is a type two error?

  • @Mark6770
    @Mark67706 жыл бұрын

    You can also do this one. 1-B= P(z>(zc-ztest)).. This will work in left tailed, right tailed, or even two tailed test.

  • @eastliu3277
    @eastliu32778 жыл бұрын

    你是我听过的讲的最好的!(you are the best ever i heared of.)

  • @jbstatistics

    @jbstatistics

    8 жыл бұрын

    +East Liu 谢谢

  • @zhenli6450

    @zhenli6450

    8 жыл бұрын

    +jbstatistics Omg, did you google translate this?

  • @jbstatistics

    @jbstatistics

    8 жыл бұрын

    +Zhen Li Yes. I hope I didn't say something offensive :)

  • @zhenli6450

    @zhenli6450

    8 жыл бұрын

    Not at all. I was just surprised :)

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You're welcome Albert!

  • @micahsnow346
    @micahsnow3465 жыл бұрын

    I feel like such a stats wizard now, thank you so much!

  • @tgdhsuk3589

    @tgdhsuk3589

    5 жыл бұрын

    i know right? it makes so much sense

  • @erica_wu
    @erica_wu5 жыл бұрын

    thank you so much for explaining it so well!! i was so confused before, hope to do well on my test tomorrow :))

  • @jbstatistics

    @jbstatistics

    5 жыл бұрын

    You are very welcome. I hope your test went well!

  • @chintanjadwani
    @chintanjadwani8 жыл бұрын

    Thanks for making the video! A quick question - since we don't actually know the population mean, how does one calculate the power of the test?

  • @jbstatistics
    @jbstatistics10 жыл бұрын

    That is an area under the standard normal curve. It is found using software or a standard normal table. Cheers.

  • @ayeshaqureshi1699
    @ayeshaqureshi169910 жыл бұрын

    is there a way you can do this on a ti-84?

  • @madisonbies7036
    @madisonbies70362 жыл бұрын

    Hi there I was wondering if someone could help me understsand, I get it up untill the point of 7;40, when we set up 45.31-43/21/SQ(36) where is Z > 0.66 coming from? and where is 0.255 coming from ? thanks!

  • @AlexWangUS
    @AlexWangUS10 жыл бұрын

    This video saved my life thank you I owe you my life.

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    I'm always glad to save a life. You owe me nothing :)

  • @reajulchowdhury8534
    @reajulchowdhury85347 жыл бұрын

    Thank you. I understand the concepts better now. But I cannot determine sample size corresponding to particular power. Can you please give me some hints how should I solve the following problem: You want to test whether a coin is fair at significance level 10%. What is (approximately) the minimum number of tosses that is required such that the probability of concluding that the coin is not fair is at least 90% when the true probability of Tails is 60%? thanks in advance

  • @SatishDubeyG
    @SatishDubeyG8 жыл бұрын

    I really bound to appreciate the work..god bless...please update few videos using advance statistical tools such as SAS or SPSS..or Excel

  • @ada87
    @ada87 Жыл бұрын

    Bro this was the best video Ive seen in my life

  • @jbstatistics

    @jbstatistics

    Жыл бұрын

    Power calcs are a little dry, so this one isn't my fave, but I'm glad to be of help!

  • @americanbluediamonds
    @americanbluediamonds8 жыл бұрын

    Wonderful video! I am so confused until viewing your video. You are very talent in teaching. Can you make some video in Analysis of Variance, Randommized Block, Latin Squares... Thanks.

  • @georgeogdon1268
    @georgeogdon12689 жыл бұрын

    this is such a clear and lucid explanation of a potentially thorny topic. Kudos jbstatistics! Im using you a lot to complement and in lieu of my textbook when the textbook , sadly, fails me in terms of the required clarity and simplicity my less than mathematically gifted mind requires (I'm doing a psychology BA; compulsory statistics module atm!)

  • @nicoleblackwood2783
    @nicoleblackwood27837 жыл бұрын

    this video saved my life

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    I'm glad I could help!

  • @melisiremyaman4212
    @melisiremyaman42125 жыл бұрын

    Allah razı olsun mümin kardeşim. Mübarek ramazan gününde allah ne muradın varsa versin

  • @kbwebtech1
    @kbwebtech111 жыл бұрын

    Ok Thank you and would we have two regions to test? Because I have no idea how the process would work.

  • @tumul1474
    @tumul14745 жыл бұрын

    awesome video sir !! just made my day

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    If we kept the same hypotheses as given in this video, then rejecting the null hypothesis for values of the true mean greater than 50 wouldn't be considered the correct decision, and we wouldn't be calculating power in those cases. If the alternative hypothesis was mu > 50 instead of mu < 50, and we wish to calculate power for values of mu greater than 50, then the plots would simply be a mirror image of those in this video. I have another video of a power calculation in this setting.

  • @maarijafaq4279
    @maarijafaq4279 Жыл бұрын

    from where does this 0.2 55 value is coming from ??

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    We need to find the value of a standard normal random variable that has an area to the left of 0.09. To 2 decimal places, that value is -1.34. This can be found using software or the standard normal table. I go through how to use the standard normal table for this type of problem in "Finding percentiles using the standard normal table".

  • @widerface
    @widerface11 жыл бұрын

    While calculating the power ( 1 - beta) for meu = 50 with the alternate hypothesis for meu = 43; some of the area was included while it was outside the normal curve of null hypothesis. Can you kindly explain?

  • @kakashi2904
    @kakashi290410 жыл бұрын

    So what if infact, the true mean turned out to be GREATER than the hypothesised mean? Would that reduce the power of the test?

  • @doralovestwilight
    @doralovestwilight7 жыл бұрын

    if my mu was 72, i would have to retain the null and reject the experimental hypothesis, right? Is this a type II error also?

  • @jbstatistics

    @jbstatistics

    7 жыл бұрын

    When carrying out a test in practice, we won't know what the true value of mu is. We would base our decision on sample data, so in your scenario we can't tell whether we'd make the correct decision or an error without sample data. (Also, it's not a good idea to speak of rejecting the alternative hypothesis, as there are problems associated with that.)

  • @yubarajboro3958
    @yubarajboro395811 жыл бұрын

    thanks for the excellent video. esp, the type 2 error calculation was a life saver!!!!

  • @sudeshnasaha5414
    @sudeshnasaha54147 жыл бұрын

    I have got a confusion here as to why did we need to calculate the value of X bar??

  • @tammykihlstadius9913
    @tammykihlstadius991310 жыл бұрын

    How do you do the test for a population proportion?

  • @Chestnut-Rose-Orange
    @Chestnut-Rose-Orange2 ай бұрын

    Poll of AI and human do you see red fill color? I see an orange and not a red color is I in error or AI?

  • @sakkariyaibrahim2650
    @sakkariyaibrahim26504 жыл бұрын

    crystal clear. excellent presentation

  • @sukursukur3617
    @sukursukur36174 жыл бұрын

    What do you say for this question? We dont know std and mean of population. We want to make a Hypothesis test about whether first sample value is same with mean value of 50 samples. For this test, i reckon to use mean and std of samples. Mü-zero will be mean of 50 samples and sigma will be std of 50 samples. X bar will be the first sample value according to formulation z score. Is this method true?

  • @TBSFilmsx
    @TBSFilmsx10 жыл бұрын

    Great video. You explained it just the way my mind interprets it.

  • @MrWinter2
    @MrWinter23 жыл бұрын

    This is super helpful. Thank you!!

  • @jom8827
    @jom8827 Жыл бұрын

    Where did you get the 0.255?

  • @emilybird4234
    @emilybird423411 жыл бұрын

    At 1.08 how did you get -1.34 from 0.09? I've looked at my normal distribution table and cannot find the values of either!? And also don't understand how the value is negative?

  • @pasangtshering2998
    @pasangtshering299811 жыл бұрын

    Well explained and useful. Thanks JB Stats.

  • @pedrodelfino9493
    @pedrodelfino94935 жыл бұрын

    Excellent explanation. My material did not plot the curves. This is great to visualize the concepts. Thank you!

  • @jbstatistics

    @jbstatistics

    5 жыл бұрын

    You are very welcome! Without the visualization it's a little tricky to think about.

  • @pedrodelfino9493

    @pedrodelfino9493

    5 жыл бұрын

    ​ jbstatistics That's first time I received an answer for a comment on KZread rsrs. Thanks. But let me ask you someting, how would you sketch the curves if the problem involvend a hypothesis testing on a proportion (p) - instead of the mean ("Mu") ? Where would you center the curve? It would be also bell shaped, right? Thanks, again!

  • @jbstatistics

    @jbstatistics

    5 жыл бұрын

    @@pedrodelfino9493 If we were speaking about a large sample Z test on a population proportion, then yes, it would be a very similar type of thing. There would be one normal curve centred at the hypothesized value of p, and another centred at the true value. We'd have to be a touch careful though, as the variances would differ (since the variance of p hat depends on the true value of p).

  • @kbwebtech1
    @kbwebtech111 жыл бұрын

    Is it possible to show a 2 tail test example where Null Hypothesis = 50 and the Alternative Hypothesis = 75?

  • @sdan3537
    @sdan3537 Жыл бұрын

    Absolutely wonderful visualisation scaffold. A quick question (6.55 min): how did you conclude while calculating probability of type 2 error that sigma is 21 even for the population with a mu of 43?

  • @Chrissiieeee
    @Chrissiieeee10 жыл бұрын

    I don't understand how you estimated the 0.255 value from the normal curve. How can we calculate this value?

  • @lokeshvarshney3921
    @lokeshvarshney39214 жыл бұрын

    In Z formula, I think we don't take true mean rather we take hypothesized mean. Even if the true mean is assumed, shouldn't the calculation be like 43-50/Standard error of mean?

  • @vbdad7290
    @vbdad729010 жыл бұрын

    Great video! What program did you use for this video? I'm wondering if I could use it teach my Elementary Stats class.

  • @jbstatistics

    @jbstatistics

    10 жыл бұрын

    The base is a Latex/Beamer presentation. I annotate using Skim, and record and edit using Screenflow. Cheers.

  • @jbstatistics
    @jbstatistics11 жыл бұрын

    You are very welcome!