Difference between revisions of "Hypothesis Testing"
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# A ''test statistic'' is a function of the sample data on which the decision is to be based. | # A ''test statistic'' is a function of the sample data on which the decision is to be based. | ||
# A ''rejection region'' is the set of all values of a test statistic for which {{#tag:math|H_0}} is rejected. | # A ''rejection region'' is the set of all values of a test statistic for which {{#tag:math|H_0}} is rejected. | ||
− | # ''Type I error'': you reject {{#tag:math|H_0}} when {{#tag:math|H_0}} is true. {{#tag:math|P(\text{Type I error}) = P(\text{reject }H_0 \mid H_0\text{ true}) = \alpha}}. The resulting | + | # ''Type I error'': you reject {{#tag:math|H_0}} when {{#tag:math|H_0}} is true. {{#tag:math|P(\text{Type I error}) = P(\text{reject }H_0 \mid H_0\text{ true}) = \alpha}}. The resulting {{#tag:math|\alpha}} is called the significance level of the test and the corresponding test is called a level {{#tag:math|\alpha}} test. We will use test procedures that give {{#tag:math|\alpha}} less than a specified level (0.05 or 0.01). |
{{References}} | {{References}} | ||
[[Category:Blog]] | [[Category:Blog]] |
References
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