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  2. Ratio test - Wikipedia

    en.wikipedia.org/wiki/Ratio_test

    In mathematics, the ratio test is a test (or "criterion") for the convergence of a series. where each term is a real or complex number and an is nonzero when n is large. The test was first published by Jean le Rond d'Alembert and is sometimes known as d'Alembert's ratio test or as the Cauchy ratio test.

  3. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    Likelihood-ratio test. In statistics, the likelihood-ratio test is a hypothesis test that involves comparing the goodness of fit of two competing statistical models, typically one found by maximization over the entire parameter space and another found after imposing some constraint, based on the ratio of their likelihoods.

  4. Odds ratio - Wikipedia

    en.wikipedia.org/wiki/Odds_ratio

    An odds ratio (OR) is a statistic that quantifies the strength of the association between two events, A and B. The odds ratio is defined as the ratio of the odds of event A taking place in the presence of B, and the odds of A in the absence of B. Due to symmetry, odds ratio reciprocally calculates the ratio of the odds of B occurring in the ...

  5. Neyman–Pearson lemma - Wikipedia

    en.wikipedia.org/wiki/Neyman–Pearson_lemma

    Theorem about the power of the likelihood ratio test. In statistics, the Neyman–Pearson lemma describes the existence and uniqueness of the likelihood ratio as a uniformly most powerful test in certain contexts. It was introduced by Jerzy Neyman and Egon Pearson in a paper in 1933. [1] The Neyman–Pearson lemma is part of the Neyman ...

  6. Likelihood ratios in diagnostic testing - Wikipedia

    en.wikipedia.org/wiki/Likelihood_ratios_in...

    For diagnostic testing, the ordering clinician will have observed some symptom or other factor that raises the pretest probability relative to the general population. A likelihood ratio of greater than 1 for a test in a population indicates that a positive test result is evidence that a condition is present. If the likelihood ratio for a test ...

  7. F-test - Wikipedia

    en.wikipedia.org/wiki/F-test

    The formula for the one-way ANOVA F-test statistic is =, or =. The "explained variance", or "between-group variability" is = (¯ ¯) / where ¯ denotes the sample mean in the i-th group, is the number of observations in the i-th group, ¯ denotes the overall mean of the data, and denotes the number of groups.

  8. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    where D is the test statistic of the likelihood ratio test. Nico Nagelkerke noted that it had the following properties: [27] [22] It is consistent with the classical coefficient of determination when both can be computed; Its value is maximised by the maximum likelihood estimation of a model; It is asymptotically independent of the sample size;

  9. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    Pearson's chi-squared test or Pearson's test is a statistical test applied to sets of categorical data to evaluate how likely it is that any observed difference between the sets arose by chance. It is the most widely used of many chi-squared tests (e.g., Yates , likelihood ratio , portmanteau test in time series , etc.) – statistical ...