In this article, Strayer and Matuszewski present a six-phase strategy that teachers can use to help students develop a conceptual understanding of inferential hypothesis testing through simulation. As Strayer and Matuszewski discuss the strategy, they describe each phase in general, explain how they implemented the phase while teaching their…

In the criminal justice system, defendants accused of a crime are presumed innocent until proven guilty. Statistical inference in any context is built on an analogous principle: The null hypothesis--often a hypothesis of "no difference" or "no effect"--is presumed true unless there is sufficient evidence against it. In this…

The area of statistics is one in which teachers may be encouraged to make important links to other curriculum areas and social issues. Statistical literacy is a key component of being numerate and living as an informed citizen. The teaching of statistics provides an opportunity to inform and educate students about social issues and moral…

This paper proposes an argument framework for the teaching of null hypothesis statistical testing and its application in support of research. Elements of the Toulmin (1958) model of argument are used to illustrate the use of p values and Type I and Type II error rates in support of claims about statistical parameters and subject matter research…

A solid understanding of "inferential statistics" is of major importance for designing and interpreting empirical results in any scientific discipline. However, students are prone to many misconceptions regarding this topic. This article structurally summarizes and describes these misconceptions by presenting a systematic review of publications…

Describes the background, development, and testing of a computer software program designed to teach principles of statistical sampling in social science courses. Compares results of a field test of the program, Introduction to Sampling Error Experiments (ISEE), with traditional instruction. (CFR)

Rectifies the unsatisfactory textbook treatment of the finite-sample proprieties of estimators of regression models with a lagged dependent variable and autocorrelated disturbances. Maintains that the bias of the ordinary least squares estimator is determined by the dynamic and correlation effects. (MJP)