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  2. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    [15] [16] But if the p-value of an observed effect is less than (or equal to) the significance level, an investigator may conclude that the effect reflects the characteristics of the whole population, [1] thereby rejecting the null hypothesis. [17] This technique for testing the statistical significance of results was developed in the early ...

  3. Margin of error - Wikipedia

    en.wikipedia.org/wiki/Margin_of_error

    For a confidence level, there is a corresponding confidence interval about the mean , that is, the interval [, +] within which values of should fall with probability . ...

  4. Confidence and prediction bands - Wikipedia

    en.wikipedia.org/wiki/Confidence_and_prediction...

    Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.

  5. Percentile - Wikipedia

    en.wikipedia.org/wiki/Percentile

    In statistics, a k-th percentile, also known as percentile score or centile, is a score (e.g., a data point) below which a given percentage k of arranged scores in its frequency distribution falls ("exclusive" definition) or a score at or below which a given percentage falls ("inclusive" definition); i.e. a score in the k-th percentile would be above approximately k% of all scores in its set.

  6. Base rate - Wikipedia

    en.wikipedia.org/wiki/Base_rate

    What is missing from these statistics is the relevant base rate information. The doctor should be asked, "Out of the number of people who test positive (base rate group), how many have cancer?" [ 6 ] In assessing the probability that a given individual is a member of a particular class, information other than the base rate needs to be accounted ...

  7. Coverage probability - Wikipedia

    en.wikipedia.org/wiki/Coverage_probability

    If all assumptions used in deriving a confidence interval are met, the nominal coverage probability will equal the coverage probability (termed "true" or "actual" coverage probability for emphasis). If any assumptions are not met, the actual coverage probability could either be less than or greater than the nominal coverage probability.

  8. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    The bootstrap sample is taken from the original by using sampling with replacement (e.g. we might 'resample' 5 times from [1,2,3,4,5] and get [2,5,4,4,1]), so, assuming N is sufficiently large, for all practical purposes there is virtually zero probability that it will be identical to the original "real" sample. This process is repeated a large ...

  9. Shapiro–Wilk test - Wikipedia

    en.wikipedia.org/wiki/Shapiro–Wilk_test

    The Shapiro–Wilk test tests the null hypothesis that a sample x 1, ..., x n came from a normally distributed population. The test statistic is = (= ()) = (¯), where with parentheses enclosing the subscript index i is the ith order statistic, i.e., the ith-smallest number in the sample (not to be confused with ).