Rediscovering a little known fact about the t-test: algebraic, geometric, distributional and graphical considerations.

2020 
We discuss the role that the null hypothesis should play in the construction of a test statistic used to make a decision about that hypothesis. To construct the test statistic for a point null hypothesis about a binomial proportion, a common recommendation is to act as if the null hypothesis is true. We argue that, on the surface, the one-sample t-test of a point null hypothesis about a Gaussian population mean does not appear to follow the recommendation. We show how simple algebraic manipulations of the usual t-statistic lead to an equivalent test procedure consistent with the recommendation, we provide geometric intuition regarding this equivalence, and we consider extensions to testing nested hypotheses in Gaussian linear models. We discuss an application to graphical residual diagnostics where the form of the test statistic makes a practical difference. We argue that these issues should be discussed in advanced undergraduate and graduate courses.
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