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I am using t-test with confidence interval of 95% so my significance level is p = 0.05

Now if I am using one-tail test then all alpha will be alloted to one-tail. let the left tail. enter image description here

so the alpha value in t-table with respect to one-tail should be 0.05 for 95% confidence.

but here in t-table we see that the value corresponding to one-tail is 0.025. Why? enter image description here As far as I know for two tail we will split alpha into two tails and then we will have 0.025 on each tail.

enter image description here

kjetil b halvorsen
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Raj_Ame09
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    What precisely is your question? One-tailed tests and two-tailed tests have different critical regions – Henry Jun 28 '21 at 13:44
  • Hi, my question is for 95% confidence with one-tail test, alpha should be 0.05, but in t-table it is 0.025. ( I have circled 0.025 in the table) . why? In t-table row corresponding to one-tail, represents alpha value right? – Raj_Ame09 Jun 28 '21 at 14:35

1 Answers1

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Statements in your Question seem to be on the right track. Congratulations on getting that part right. But there is more. Here are some comments on closely related topics for you to consider.

When using a t test for a two-sided alternative (for example $H_0: \mu = 100$ against $H_a: \mu \ne 100),$ at the level $\alpha = 0.05 = 5\%,$ the critical values are set to cut 2.5% of the area under the appropriate t distribution from each tail of the distribution.

For example, if DF = 24, then critical values are $c = \pm 2.064$ from your table, so that you reject if the $T$ statistic has either $T \le -2.064$ or $T \ge 2.064.$ Usually, this is combined into one statement that you reject if $|T| \ge 2.064.$ In R, $c=2.064$ for the upper tail can be found as follows, then you can find the lower-tail critical value using the symmetry a t distribution about $0.$

[In R, qt is the quantile function, which finds the t-value with the designated probability below it; many printed t tails show 'percentage points', with the desired probability above. Notice that your table uses the notation $t_{24; .975} = 2.064,$ but the bold headers have probabilities above the tabled value.]

qt(.975, 24)
[1] 2.063899
qt(.025, 24)
[1] -2.063899

Now consider a normal sample x of size $n = 25$ from a normal distribution. It has sample mean $\bar X = 107.14, S = 16.98.$

set.seed(2021)
x = rnorm(25, 104, 15)
summary(x);  length(x);  sd(x)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  75.16   99.91  107.93  107.14  122.12  129.95 
[1] 25
[1] 16.98381

In R, a t test of $H_0: \mu = 100$ against $H_a: \mu \ne 100$ is shown below:

t.test(x, mu=100)

        One Sample t-test

data:  x
t = 2.1025, df = 24, p-value = 0.04618
alternative hypothesis: true mean is not equal to 100
95 percent confidence interval:
 100.1313 114.1524
sample estimates:
mean of x 
 107.1418 

If we use the information from the discussion above, we know that we reject $H_0$ (just barely) because $T = 2.1025$ (rounded from $2.102539)$ has $|T| = 2.1025 > 2.06.$ (Notice that the printed value of $T$ is rounded from $2.102539.)$

By contrast, if we use the information in the R output, we know to reject $H_0$ because the two-sided test has P-value $0.04618 \le 0.05 = 5\%.$ The P-value is the area under the density curve of Student's t distribution with DF = 25, the is either below $-2.1025$ or above $2.1025.$

The P-value can be computed in R (where pt is the CDF of a t distribution) as shown below.

B = pt(-2.1025, 24);  B
[1] 0.02309119
A = 1 - pt(2.1025, 24);  A
[1] 0.02309119
A + B
[1] 0.04618239

In the figure below the critical values are at vertical lines, cutting 0.025 from each tail of the distribution $\mathsf{T}(\nu = 24),$ are shown in red, the observed $T$ in solid blue. The P-value is the total area under the density curve outside the two blue lines.

enter image description here

R code for figure:

hdr = "Density of T(24) with 5% two-sided critical values (red)"
curve(dt(x, 24), -4, 4, lwd=2, ylab="PDF", xlab="t", main=hdr)
 abline(h = 0, col="green2")
 abline(v = 0, col="green2")
 abline(v = c(-2.064, 2.064), lwd=2, col="red")
 abline(v = 2.1025, col="blue", lwd = 2)
 abline(v = -2.1025, col="blue", lwd=2, lty="dotted")

Note: Unless you use a parameter for a different confidence level, the R output of t.test gives a 95% confidence interval for the population mean $\mu.$

Because the data came from simulation we know that $\mu = 104$ happens to lie within the given CI $(100.1313, 114.1524).$ In a real application, one never knows the exact value of $\mu.$

BruceET
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    Hi, I think I was not clear with my question, my question is for 95% confidence with one-tail test, alpha should be 0.05, but in t-table it is 0.025. ( I have circled 0.025 in the table) . why? – Raj_Ame09 Jun 28 '21 at 14:36
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    In case of two sided the critical values are set to cut 2.5% of the area under the appropriate t distribution from each tail of the distribution. so I will have 0.025 on each tail but in t-table, let's say for 95% confidence It shows 0.05 for two-tail and 0.025 for one tail (just opposite of what we expect) . why? – Raj_Ame09 Jun 28 '21 at 14:45
  • Yes, I think I follow that. IMHO the t table you are using tries to put too much information in the top header. It is better to use 'percentage points' (which traditionally state probability to the right of a tabled value) or 'quantiles' (probabilities to the left). Then let the user figure out how to use the table for one and two-sided test and for one and two-sided CIs as needed. (In your table just using headers like $t_{.975}$ might lead to less confusion. There seems to be no standard way to label t tables. // That's the reason I gave so much detail (hope not too much) in my answer. – BruceET Jun 28 '21 at 15:01
  • By far 95% CIs and tests at 5% level are the most common. As you get started, it's a good idea to memorize exactly how to use your t table for those values first. // Then if sometime, someone wants you to test at 2% level or make an 80% CI you can easily adapt. // Mantra for t tests: Reject for large (absolute) T and for small P-value. – BruceET Jun 28 '21 at 15:10
  • thanks.. I understood that t.975 might lead to less confusion , but it It is still not clear why there is .025 in case of one-tail. If you can it will really be helpful if you explain me just this part. – Raj_Ame09 Jun 28 '21 at 16:58
  • Not clear what you mean by 'in case of one-tail'. Do you mean one-tailed test? (In that case, what $\alpha$ for significance level?) Or do you mean one-sided CI? (In that case what confidence level?) // What the table should tell you without confusion is that the area under the density curve of dist'n $\mathsf{T}(\nu = 24)$ to the right of 2.064 is 0.025 (and the area to the left of 2.064 is 0.975. // IMHO, it is not the job of the header in a t table to _explain_ how to test or make CIs. Explaining is for the text and its examples; t table is for looking up a probability. – BruceET Jun 29 '21 at 15:06
  • In image I have posted in main question , I have circled 0.025 . what is this 0.025 value? – Raj_Ame09 Jun 29 '21 at 15:35
  • For $n = 25$ observations and thus $\nu = n-1 = 24$ degrees of freedom, this is just the example in my previous comment. "[T]he area under the density curve of dist'n T(ν=24) to the right of 2.064 is 0.025...." // We have been busted for chatting in comments, so that will have to do for now. – BruceET Jun 29 '21 at 16:29