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null hypothesis
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Posted by Roger Hunter on July 06, 2002 at 06:41:55:
Hi all; Here's a test; Read the quotes listed below and then tell me if you agree that a random distribution is the correct null hypothesis to use in evaluating predictions. Roger Article #1 quote http://geology.fullerton.edu/faculty/dbowman/nsf2001textframe.html Based on the number of events and the quality of the curve fits it was shown that the null hypothesis, that purely random clustering could generate the observed acceleration in seismicity, could be rejected at greater than 95% confidence. Article #2 quote http://scec.ess.ucla.edu/~yfrong/research/china/proposal.htm 3.1.2 Statistical testing Statistical testing is a powerful key to examine the reliability of a forecast. Since the earthquake potentials are formulated in terms of the number of qualifying earthquakes that each area would experience given the space and time windows, from this point of view, it is easy to test the forecast statistically. However, if we want to do a rigorous forward testing, we have to wait until the forecasting time is matured. For small earthquakes , it can be done in a few years, since these events are frequent. But testing for larger events will take much longer, and such a test is very important because the relationship of small to large earthquake rates is fundamental to each hypothesis. Obviously, this long time scale brings us big difficulty for testing the hypothesis. Retrospective testing is not adequate, but it is important nevertheless. We must show that each hypothesis is at least consistent with past data, and retrospective testing helps to identify issues for prospective testing. In this study, the earthquake catalog between Jan. 1950 to Dec. 1999 is used to estimate the earthquake potential. We can apply a ˇ°pseudo-forwardˇ± test by testing the forecast against the earthquakes occurred after Dec. 1999. We employ two different tests to evaluate the forecast based on smoothed seismicity. In each case, we define a statistic (a measurable feature of the earthquake catalog), simulate synthetic records for the hypotheses, compute the defined statistic for both the observed and simulated earthquake records, and compare the observed statistic with the simulated values. To test the consistency of a hypothesis with the data, we ask if the observed statistic falls safely within the range of values for records simulated assuming that hypothesis. If so, we judge that the observed catalog ˇ°looks likeˇ± those that satisfy the hypothesis by construction; otherwise we reject the hypothesis as an explanation for the observed record. To simulate earthquake records consistent with a given hypothesis, we generate a suite of random numbers between 0 to1. Then we compare those numbers with the rate of earthquakes that the forecast provides. The test is based only on the first quake in each area. Clustering is not built into the model, but the test recognizes clustering in a very approximate way, because it does not count aftershocks in a given cell as if they were fresh quakes. Thus, if the random number is less than the rate, we consider there is one earthquake occurs in that area in the synthetic catalog. Otherwise, we assume there is no earthquake in the area. We will apply a two-tailed test at the 95% confidence level, rejecting a hypothesis if the observed number of events is either too small or too large compared to the predicted value. Therefore, we will reject a hypothesis if fewer than 2.5% or more than 97.5% of the simulations have number of earthquakes less than or equal to the observed value. Article #3 quote http://www.ingv.it/~wwwpaleo/pantosti/abstracts/EGSConsole.htm Sets of paleoseimologically dated earthquakes have been established for some faults in the Mediterranean area: the Irpinia fault in southern Italy, the Fucino fault in central Italy, The El Asnam fault in Algeria and the Skinos fault in central Greece. By using the age of the paleoearthquakes with their associated uncertainty we have computed, through a Montecarlo procedure, the probability that the observed interevent times come from a uniform random distribution (null hypothesis). This probability is estimated approximately equal to 8.4% for the Irpinia fault, 0.5% for the Fucino fault, 49% for the El Asnam fault and 42% for the Skinos fault. So, the null Poisson hypothesis can be rejected with a confidence level of 99.5% for the Fucino fault, but it can be rejected only with a confidence level between 90% and 95% for the Irpinia fault, while it can not be rejected for the other two cases. Article #4 quote http://www.seismo.demon.co.uk/Nov7th/stark.html Starks's AbstractThe Null Hypothesis Philip B. Stark Department of Statistics University of California Berkeley, CA 94720-3860 USA email: stark@stat.berkeley.edu The hypothesis that an earthquake prediction scheme works is often tested by examining a null hypothesis, that the "successful" predictions can be explained by chance coincidence. The details of the probability model for coincidental, successful predictions are important, but insufficient attention is drawn to them. For example, if the chance model under the null hypothesis is that earthquakes occur according to a Poisson process in space and time, with known, spatially varying intensity, the null hypothesis could be rejected not because the prediction scheme is successful, but because earthquakes do not follow that probability law (for example, because of precursors and aftershocks). An example where such a "straw man" null hypothesis leads to erroneous conclusions about the success of a prediction scheme will be presented, along with other geophysical examples. An alternative approach is to consider the seismicity to be fixed, and to compare the success rate of the prediction scheme in question to that of a random prediction scheme. Because the probability model for the random prediction scheme is under the control of the experimenter, the chance of an erroneous rejection of the null hypothesis can be calculated. The random rule should be causal; i.e., it can use information from the past only in predicting future events. Subject to that restriction, any function of the seismicity (or other variables) is acceptable. This approach also corresponds to the intuitive idea that, to be useful, a prediction scheme should perform better than a naive rule, such as predicting that large events will have aftershocks. Atricle #5 quote Hypothesis testing and earthquake prediction DAVID D. JACKSON Southern California Earthquake Center, University of California, Los Angeles, CA 90095-1567 http://www.nap.edu/books/0309058376/html/3772.html One can then compare the observed earthquake record (in this case, the occurrence or not of a qualifying earthquake) with the probabilities for either case according to a ‘‘null hypothesis,’’ that earthquakes occur at random, at a rate determined by past behavior. In this example, we could consider the null hypothesis to be that earthquakes result from a Poisson process with a rate of r 5 1.5yyr; the probability that at least one qualifying earthquake would occur at random is p0 5 1 2 exp(2r*t). For r 5 1.5yyr and t 5 1 yr,p0 5 0.78. What can be said if a prediction is not satisfied? In principle, one could reject the prediction and the theory behind it. In practice, few scientists would completely reject a theory for one failure, no matter how embarrassing. In some cases, a probability is attached to a simple prediction; for the Parkfield, California, long-term prediction (1), this probability was taken to be 0.95. In such a case the conclusions that can be drawn from success depend very much on the background probability, and only weak conclusions can be drawn from failure. In the Parkfield case, the predicted event was never rigorously defined, but clearly no qualifying earthquake occurred during the predicted time interval (1983–1993). The background rateof Parkfield earthquakes is usually taken to be 1y22 yr; for t 5 10 yr, p0 5 0.37. Thus, a qualifying earthquake, had it occurred, would not have been sufficient evidence to reject the Poissonian null hypothesis. Article #6 quote http://www.nature.com/nature/debates/earthquake/ Rather than debating whether or not reliable and accurate earthquake prediction is possible, we should instead be debating the extent to which earthquake occurrence is stochastic. Since it appears likely that earthquake occurrence is at least partly stochastic (or effectively stochastic), efforts at achieving deterministic prediction seem unwarranted. We should instead be searching for reliable statistical methods for quantifying the probability of earthquake occurrence as a function of space, time, earthquake size, and previous seismicity. The case study approach to earthquake prediction research should be abandoned in favour of the objective testing of unambiguously formulated hypotheses. In view of the lack of proven forecasting methods, scientists should exercise caution in issuing public warnings regarding future seismic hazards. Finally, prediction proponents should refrain from using the argument that prediction has not yet been proven to be impossible as justification for prediction research.
Robert J. Geller Department of Earth and Planetary Physics, Graduate School of Science, Tokyo University, Bunkyo, Tokyo 113-0033, Japan. bob@global.geoph.s.u-tokyo.ac.jp
Follow Ups:
● Re: null hypothesis - Canie 10:07:15 - 7/7/2002 (16220) (1)
● Re: null hypothesis - Roger Hunter 14:33:53 - 7/7/2002 (16222) (0)
● Re: null hypothesis - 2cents 22:25:45 - 7/6/2002 (16217) (0)
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