A hypothesis test is a formal procedure for investigating our ideas about the world. It evaluates whether sample evidence is strong enough to reject a null hypothesis ($H_0$) about a population parameter in favor of an alternative hypothesis ($H_1$ or $H_a$).
Think of it like a courtroom trial: the null hypothesis ($H_0$) is the defendant's presumption of innocence. We only reject this presumption if the evidence from our sample data (the p-value) is overwhelmingly strong.
Typical questions addressed by a hypothesis test include:
- “Is the population mean $\mu$ equal to a specific value $\mu_0$?”
- “Are two population proportions different ($p_1 \neq p_2$)?”
- “Is there a relationship between two categorical variables (a $\chi^2$ test)?”