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  2. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    For example, if the p-value of a test statistic result is estimated at 0.0596, then there is a probability of 5.96% that we falsely reject H 0. Or, if we say, the statistic is performed at level α, like 0.05, then we allow to falsely reject H 0 at 5%. A significance level α of 0.05 is relatively common, but there is no general rule that fits ...

  3. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    An example of Neyman–Pearson hypothesis testing (or null hypothesis statistical significance testing) can be made by a change to the radioactive suitcase example. If the "suitcase" is actually a shielded container for the transportation of radioactive material, then a test might be used to select among three hypotheses: no radioactive source ...

  4. False positives and false negatives - Wikipedia

    en.wikipedia.org/wiki/False_positives_and_false...

    In statistical hypothesis testing, this fraction is given the Greek letter α, and 1 − α is defined as the specificity of the test. Increasing the specificity of the test lowers the probability of type I errors, but may raise the probability of type II errors (false negatives that reject the alternative hypothesis when it is true). [a]

  5. Null hypothesis - Wikipedia

    en.wikipedia.org/wiki/Null_hypothesis

    In scientific research, the null hypothesis (often denoted H 0) [1] is the claim that the effect being studied does not exist. [note 1] The null hypothesis can also be described as the hypothesis in which no relationship exists between two sets of data or variables being analyzed. If the null hypothesis is true, any experimentally observed ...

  6. Dummy variable (statistics) - Wikipedia

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

    Dummy variables are useful in various cases. For example, in econometric time series analysis, dummy variables may be used to indicate the occurrence of wars, or major strikes. It could thus be thought of as a Boolean, i.e., a truth value represented as the numerical value 0 or 1 (as is sometimes done in computer programming).

  7. Hopkins statistic - Wikipedia

    en.wikipedia.org/wiki/Hopkins_statistic

    The Hopkins statistic (introduced by Brian Hopkins and John Gordon Skellam) is a way of measuring the cluster tendency of a data set. [1] It belongs to the family of sparse sampling tests. It acts as a statistical hypothesis test where the null hypothesis is that the data is generated by a Poisson point process and are thus uniformly randomly ...

  8. Jonckheere's trend test - Wikipedia

    en.wikipedia.org/wiki/Jonckheere's_Trend_Test

    Jonckheere suggested breaking the ties against the alternative hypothesis and then using exact tables. [1] In the current example where tied scores only appear in adjacent groups, the value of S is unchanged if the ties are broken against the alternative hypothesis. This may be verified by substituting 11 mph in place of 12 mph in the Bumped ...

  9. Wald test - Wikipedia

    en.wikipedia.org/wiki/Wald_test

    [15] [5] For example, asking whether R = 1 is the same as asking whether log R = 0; but the Wald statistic for R = 1 is not the same as the Wald statistic for log R = 0 (because there is in general no neat relationship between the standard errors of R and log R, so it needs to be approximated). [16]

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