Statistical Glossary

Key terms and concepts for research design and statistical analysis

Alpha (α)

α\alpha

The significance level or probability of making a Type I error (rejecting a true null hypothesis). Commonly set at 0.05, meaning a 5% chance of false positive results.

Example: Setting α = 0.05 means you accept a 5% risk of concluding there is an effect when there actually is none.

Related terms: Type I Error, P-value, Beta

Beta (β)

β\beta

The probability of making a Type II error (failing to reject a false null hypothesis). Power is calculated as 1 - β.

Example: If β = 0.20, there is a 20% chance of missing a true effect (and 80% power to detect it).

Related terms: Type II Error, Power, Alpha

Statistical Power

1β1 - \beta

The probability that a statistical test will detect an effect when there is one. Conventionally set at 0.80 (80%) or 0.90 (90%).

Example: A study with 80% power has an 80% chance of detecting a true effect of the expected size.

Related terms: Beta, Sample Size, Effect Size

P-value

pp

The probability of obtaining results at least as extreme as those observed, assuming the null hypothesis is true. A smaller p-value provides stronger evidence against the null hypothesis.

Example: A p-value of 0.03 means there is a 3% probability of observing these results (or more extreme) if the null hypothesis were true.

Related terms: Alpha, Null Hypothesis, Statistical Significance

Effect Size

d,r,η2d, r, \eta^2

A quantitative measure of the magnitude of a phenomenon or the strength of a relationship. Unlike p-values, effect sizes are independent of sample size and indicate practical significance.

Example: Cohen's d = 0.5 indicates the treatment group scored half a standard deviation higher than the control group.

Related terms: Cohen's d, Eta-squared, Cramer's V, Correlation

Cohen's d

d=M1M2SDpooledd = \frac{M_1 - M_2}{SD_{pooled}}

A standardized measure of the difference between two means, expressed in standard deviation units. Values of 0.2, 0.5, and 0.8 are conventionally considered small, medium, and large effects.

Example: d = 0.65 indicates a medium-to-large effect, meaning the groups differ by 0.65 standard deviations.

Related terms: Effect Size, T-test, Standard Deviation

Confidence Interval (CI)

CI95%CI_{95\%}

A range of values that likely contains the true population parameter with a specified level of confidence (typically 95%). Provides information about precision and uncertainty.

Example: A 95% CI of [2.3, 4.7] means we are 95% confident the true population mean falls between 2.3 and 4.7.

Related terms: Margin of Error, Standard Error, Precision

Null Hypothesis (H₀)

H0H_0

The default assumption that there is no effect or no difference between groups. Statistical tests aim to provide evidence against the null hypothesis.

Example: H₀: The new treatment has no effect on symptoms (mean difference = 0).

Related terms: Alternative Hypothesis, P-value, Type I Error

Alternative Hypothesis (H₁)

H1H_1

The research hypothesis that contradicts the null hypothesis, stating there is an effect or difference.

Example: H₁: The new treatment reduces symptoms more than placebo (mean difference ≠ 0).

Related terms: Null Hypothesis, One-tailed Test, Two-tailed Test

Type I Error

A false positive: rejecting the null hypothesis when it is actually true. The probability of Type I error is α (alpha).

Example: Concluding a drug is effective when it actually has no effect.

Related terms: Alpha, Type II Error, P-value

Type II Error

A false negative: failing to reject the null hypothesis when it is actually false. The probability of Type II error is β (beta).

Example: Concluding a drug is ineffective when it actually works.

Related terms: Beta, Power, Type I Error

Standard Deviation (SD)

SD=(xixˉ)2n1SD = \sqrt{\frac{\sum(x_i - \bar{x})^2}{n-1}}

A measure of variability indicating how spread out data points are from the mean. Larger SD indicates more variability.

Example: Test scores with SD = 15 are more spread out than scores with SD = 5.

Related terms: Variance, Standard Error, Mean

Standard Error (SE)

SE=SDnSE = \frac{SD}{\sqrt{n}}

The standard deviation of the sampling distribution. It estimates how much sample means vary from the true population mean.

Example: A smaller SE indicates the sample mean is a more precise estimate of the population mean.

Related terms: Standard Deviation, Confidence Interval, Sample Size

Correlation Coefficient (r)

r=cov(X,Y)SDXSDYr = \frac{\text{cov}(X,Y)}{SD_X \cdot SD_Y}

A measure of the strength and direction of the linear relationship between two variables. Ranges from -1 (perfect negative) to +1 (perfect positive).

Example: r = 0.70 indicates a strong positive correlation between study time and test scores.

Related terms: Pearson r, Spearman rho, Coefficient of Determination

Coefficient of Determination (R²)

R2R^2

The proportion of variance in the dependent variable explained by the independent variable(s). Ranges from 0 to 1.

Example: R² = 0.36 means 36% of the variance in test scores is explained by study time.

Related terms: Correlation, Regression, Variance

Eta-squared (η²)

η2=SSbetweenSStotal\eta^2 = \frac{SS_{between}}{SS_{total}}

An effect size measure for ANOVA indicating the proportion of total variance explained by group differences. Values of 0.01, 0.06, and 0.14 are considered small, medium, and large.

Example: η² = 0.08 means group membership explains 8% of the variance in the outcome.

Related terms: ANOVA, Effect Size, Omega-squared

Chi-square (χ²)

χ2=(OE)2E\chi^2 = \sum \frac{(O - E)^2}{E}

A test statistic for categorical data, measuring how much observed frequencies differ from expected frequencies. Used in goodness-of-fit and independence tests.

Example: χ² = 8.5 with p = 0.014 suggests observed category frequencies differ significantly from expected.

Related terms: Cramer's V, Contingency Table, Degrees of Freedom

Cramer's V

V=χ2n(k1)V = \sqrt{\frac{\chi^2}{n \cdot (k-1)}}

An effect size measure for chi-square tests, ranging from 0 (no association) to 1 (perfect association).

Example: V = 0.25 indicates a weak-to-moderate association between two categorical variables.

Related terms: Chi-square, Effect Size, Contingency Table

Degrees of Freedom (df)

dfdf

The number of independent values that can vary in a statistical calculation. Used to determine critical values for test statistics.

Example: For a t-test comparing two groups of 30 each, df = 58 (n₁ + n₂ - 2).

Related terms: T-test, ANOVA, Chi-square

Analysis of Variance (ANOVA)

F=MSbetweenMSwithinF = \frac{MS_{between}}{MS_{within}}

A statistical test comparing means across three or more groups. Tests whether group means differ more than expected by chance.

Example: One-way ANOVA with F(2,87) = 5.32, p = 0.007 indicates significant differences among three teaching methods.

Related terms: F-statistic, Eta-squared, Post-hoc Tests

T-test

t=M1M2SEdifft = \frac{M_1 - M_2}{SE_{diff}}

A statistical test comparing means between two groups or comparing a sample mean to a known value.

Example: t(48) = 2.31, p = 0.025 suggests the treatment group scored significantly higher than controls.

Related terms: Cohen's d, Degrees of Freedom, Independent Samples

Linear Regression

Y=a+bXY = a + bX

A method for modeling the relationship between a dependent variable (Y) and one or more independent variables (X). The slope (b) indicates how much Y changes for each unit change in X.

Example: Y = 50 + 3X means for each 1-unit increase in X, Y increases by 3 points, starting from a baseline of 50.

Related terms: Correlation, R-squared, Slope, Intercept

Two-tailed Test

A statistical test that considers both directions of difference (greater than or less than). Used when the direction of effect is not predicted.

Example: Testing whether a drug affects blood pressure (either increasing or decreasing it).

Related terms: One-tailed Test, P-value, Alpha

One-tailed Test

A statistical test that considers only one direction of difference (greater than OR less than, but not both). Used when direction is predicted.

Example: Testing whether a new teaching method improves (not just changes) test scores.

Related terms: Two-tailed Test, Directional Hypothesis, Alpha

Sample Size (n)

nn

The number of observations or participants in a study. Larger samples provide more precise estimates and greater power to detect effects.

Example: A study with n = 200 has more power than one with n = 50, assuming the same effect size.

Related terms: Power, Standard Error, Sampling

Margin of Error

ME=zSEME = z \cdot SE

The amount of random sampling error in a survey result, typically expressed as ± percentage points. Larger samples have smaller margins of error.

Example: ±3% margin of error means the true population value is likely within 3 percentage points of the sample estimate.

Related terms: Confidence Interval, Sample Size, Standard Error

Statistical Significance

When a result is unlikely to have occurred by chance alone (typically p < 0.05). Does not necessarily imply practical importance.

Example: A statistically significant difference (p = 0.001) might be too small to matter in practice.

Related terms: P-value, Effect Size, Practical Significance

Practical Significance

Whether an effect is large enough to be meaningful in real-world contexts. Determined by effect size, not p-values.

Example: A 1-point improvement on a 100-point scale might be statistically significant but not practically meaningful.

Related terms: Effect Size, Statistical Significance, Cohen's d

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