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Binomial Coefficients and the Null Hypothesis

        One summer afternoon between the wars in Cambridge, England, a group of dons from the university and their wives were taking tea.  One woman stated that she liked milk with her tea, but she liked the tea poured in first and the milk poured in after, and not the other way around.  Many of the professors were in the sciences, and they had a hard time believing the woman; after all, there should be no chemical difference between milk in tea or tea in milk, so she probably only thought she tasted a difference; others brought up Newton's Law of Cooling, which says that a hot liquid poured into a colder liquid will cool differently than a cold liquid poured into a hotter one.

        One of the people present was Ronald Fisher, later knighted, one of the leading lights in the field of statistics; his interest was in testing to see if her statement could be verified by experiment.  He documented his method in his 1935 book, The Design of Experiments, and re-tells this story in the book's second chapter.

        The basic idea of the experiment is this; let us assume that nothing special is happening.  We will design an experiment that will test a claim that something special is happening, and we will only accept the claim that the special thing exists if the experiment says that "nothing special happening" is very unlikely.  In the case above, the assumption that nothing special is happening would be "The lady cannot tell the difference between milk poured into tea and tea poured into milk."  This is called the null hypothesis, and is denoted in the literature as H0, pronounced "H nought".

        Our experiment will be comprised of a certain number of trials, and in a simple situation such as this, each trial will have some way of being judged a success or a failure; in a taste test, success will mean correctly stating whether the drink is milk-in-tea or tea-in-milk, and failure will be stating incorrectly.  Because H0 is that she cannot tell the difference, we can say the probability of being correct by guessing is 50%; in other experiments, the probability of being correct may be more or less than 50% at each trial. (For example, if you have to guess the type of jelly bean you are tasting while blindfolded, and there are five types of jelly beans randomly distributed, the probability of success by guessing would be 20%.)  In general, the results of an experiment will be easier to deal with if every trial is independent and the probability of success in each trial is uniform; these criteria may not be possible in every experiment, and the methods shown here will not be valid if those two criteria are not met.

        If the lady tasting tea does very well in identifying the different mixtures, can we assume the null hypothesis is incorrect?  Fisher decided that if the results of an experiment showed that there was only a 5% probability of someone performing as well as the test subject just by guessing randomly, then we could say the alternate hypothesis or HA had a statistically significant chance of being true, and if the probability of matching a result at random was only 1%, the phrase highly statistically significant could be used instead.  (These arbitrary mileposts were chosen by statisticians in the early 20th Century because much of the work is computationally intensive, so it was easier to look up certain values on tables.  The 5% and 1% are close to the values for 2 standard deviations away from the mean and 3 standard deviations away from the mean respectively, given normal distribution of data.)

        The probability of getting n or more successes out of t trials by random guessing when the probability of success is p (and the probability of failure, which is 1-p, is written as q) is

                                                               

        In the Java applet below, the user can move the slider bars to choose an experiment consisting of between 10 and 100 trials, and the probability of success can be set at a percentage between 10% and 90%.  The visible part of normal distributions, which are skewed if the probability of success isn't 50% are color-coded in the following way.  If you only get a grey rectangle below instead of the applet, you can download Java for free onto your machine through this link.

Grey - more than 50% probability of getting n successes out of t trials by random guessing
Purple - between 40% and 50% probability of getting
n successes out of t trials by random guessing
Blue - between 30% and 40% probability of getting n successes out of t trials by random guessing
Cyan - between 20% and 30% probability of getting n successes out of t trials by random guessing
Green - between 10% and 20% probability of getting n successes out of t trials by random guessing
Yellow - between 5% and 10% probability of getting n successes out of t trials by random guessing
Orange - between 1% and 5% probability of getting n successes out of t trials by random guessing
Red - less than 1% probability of getting n successes out of t trials by random guessing

        The fractions below the left and right edges of the bar graph show the number of trials where the "visible" part of the normal distribution begins; in this applet, the visible bars are those that have a height that is more than .002 of the tallest bar.

                                          




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(An historical note:  In David Salsburg's The Lady Tasting Tea: How Statistics Revolutionized Science In The 20th Century, Hugh Smith, a witness on that summer afternoon in Cambridge, does not recall the exact number of trials in the experiment, but does say that the lady in question passed with flying colors, correctly identifying milk-in-tea or tea-in-milk every time; as for the cause of the taste difference, pouring hot tea into cold milk makes the milk curdle, but not so pouring cold milk into hot tea.)