Test statistics | Definition, Interpretation, and Examples
The test statistic is a number calculated from a statistical test of a hypothesis. It shows how closely your observed data match the distribution expected under the null hypothesis of that statistical test.
The test statistic is used to calculate the p value of your results, helping to decide whether to reject your null hypothesis.
What exactly is a test statistic?
A test statistic describes how closely the distribution of your data matches the distribution predicted under the null hypothesis of the statistical test you are using.
The distribution of data is how often each observation occurs, and can be described by its central tendency and variation around that central tendency. Different statistical tests predict different types of distributions, so it’s important to choose the right statistical test for your hypothesis.
The test statistic summarizes your observed data into a single number using the central tendency, variation, sample size, and number of predictor variables in your statistical model.
Generally, the test statistic is calculated as the pattern in your data (i.e., the correlation between variables or difference between groups) divided by the variance in the data (i.e., the standard deviation).
Types of test statistics
Below is a summary of the most common test statistics, their hypotheses, and the types of statistical tests that use them.
Different statistical tests will have slightly different ways of calculating these test statistics, but the underlying hypotheses and interpretations of the test statistic stay the same.
|Test statistic||Null and alternative hypotheses||Statistical tests that use it|
|t value||Null: The means of two groups are equal
Alternative: The means of two groups are not equal
|z value||Null: The means of two groups are equal
Alternative:The means of two groups are not equal
|F value||Null: The variation among two or more groups is greater than or equal to the variation between the groups
Alternative: The variation among two or more groups is smaller than the variation between the groups
|X2-value||Null: Two samples are independent
Alternative: Two samples are not independent (i.e., they are correlated)
In practice, you will almost always calculate your test statistic using a statistical program (R, SPSS, Excel, etc.), which will also calculate the p value of the test statistic. However, formulas to calculate these statistics by hand can be found online.
Interpreting test statistics
For any combination of sample sizes and number of predictor variables, a statistical test will produce a predicted distribution for the test statistic. This shows the most likely range of values that will occur if your data follows the null hypothesis of the statistical test.
The more extreme your test statistic – the further to the edge of the range of predicted test values it is – the less likely it is that your data could have been generated under the null hypothesis of that statistical test.
The agreement between your calculated test statistic and the predicted values is described by the p value. The smaller the p value, the less likely your test statistic is to have occurred under the null hypothesis of the statistical test.
Because the test statistic is generated from your observed data, this ultimately means that the smaller the p value, the less likely it is that your data could have occurred if the null hypothesis was true.
Reporting test statistics
Test statistics can be reported in the results section of your research paper along with the sample size, p value of the test, and any characteristics of your data that will help to put these results into context.
Whether or not you need to report the test statistic depends on the type of test you are reporting.
|Type of test||Which statistics to report|
|Correlation and regression tests||
|Tests of difference between groups||
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Frequently asked questions about test statistics
- What is a test statistic?
A test statistic is a number calculated by a statistical test. It describes how far your observed data is from the null hypothesis of no relationship between variables or no difference among sample groups.
The test statistic tells you how different two or more groups are from the overall population mean, or how different a linear slope is from the slope predicted by a null hypothesis. Different test statistics are used in different statistical tests.
- How do you calculate a test statistic?
- How do I know which test statistic to use?
The test statistic you use will be determined by the statistical test.
You can choose the right statistical test by looking at what type of data you have collected and what type of relationship you want to test.
- What factors affect the test statistic?
The test statistic will change based on the number of observations in your data, how variable your observations are, and how strong the underlying patterns in the data are.
For example, if one data set has higher variability while another has lower variability, the first data set will produce a test statistic closer to the null hypothesis, even if the true correlation between two variables is the same in either data set.
- What is statistical significance?
Statistical significance is a term used by researchers to state that it is unlikely their observations could have occurred under the null hypothesis of a statistical test. Significance is usually denoted by a p-value, or probability value.
Statistical significance is arbitrary – it depends on the threshold, or alpha value, chosen by the researcher. The most common threshold is p < 0.05, which means that the data is likely to occur less than 5% of the time under the null hypothesis.
When the p-value falls below the chosen alpha value, then we say the result of the test is statistically significant.
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