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  2. t-statistic - Wikipedia

    en.wikipedia.org/wiki/T-statistic

    Most frequently, t statistics are used in Student's t-tests, a form of statistical hypothesis testing, and in the computation of certain confidence intervals. The key property of the t statistic is that it is a pivotal quantity – while defined in terms of the sample mean, its sampling distribution does not depend on the population parameters, and thus it can be used regardless of what these ...

  3. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    The t-test p-value for the difference in means, and the regression p-value for the slope, are both 0.00805. The methods give identical results. This example shows that, for the special case of a simple linear regression where there is a single x-variable that has values 0 and 1, the t-test gives the same results as the linear regression. The ...

  4. Jonckheere's trend test - Wikipedia

    en.wikipedia.org/wiki/Jonckheere's_Trend_Test

    This may be verified by substituting 11 mph in place of 12 mph in the Bumped sample, and 19 mph in place of 20 mph in the Smashed and re-computing the test statistic. From tables with k = 3, and m = 4, the critical S value for α = 0.05 is 36 and thus the result would be declared statistically significant at this level.

  5. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    In probability theory and statistics, Student's t distribution (or simply the t distribution) is a continuous probability distribution that generalizes the standard normal distribution. Like the latter, it is symmetric around zero and bell-shaped.

  6. Noncentral t-distribution - Wikipedia

    en.wikipedia.org/wiki/Noncentral_t-distribution

    However, the central t-distribution can be used as an approximation to the noncentral t-distribution. [7] If T is noncentral t-distributed with ν degrees of freedom and noncentrality parameter μ and F = T 2, then F has a noncentral F-distribution with 1 numerator degree of freedom, ν denominator degrees of freedom, and noncentrality ...

  7. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    For instance, if the variable X has a continuous uniform distribution between 0 and 100 and Y is a dichotomous variable equal to 1 if X ≥ 50 and 0 if X < 50, the Tau-c statistic of X and Y is equal to 1 while Tau-b is equal to 0.707.

  8. Sobel test - Wikipedia

    en.wikipedia.org/wiki/Sobel_test

    In statistics, the Sobel test is a method of testing the significance of a mediation effect. The test is based on the work of Michael E. Sobel, [1] [2] and is an application of the delta method.

  9. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    Null hypothesis (H 0) Positive data: Data that enable the investigator to reject a null hypothesis. Alternative hypothesis (H 1) Suppose the data can be realized from an N(0,1) distribution. For example, with a chosen significance level α = 0.05, from the Z-table, a one-tailed critical value of approximately 1.645 can be obtained.