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  2. Standard normal table - Wikipedia

    en.wikipedia.org/wiki/Standard_normal_table

    To find a negative value such as –0.83, one could use a cumulative table for negative z-values [3] which yield a probability of 0.20327. But since the normal distribution curve is symmetrical, probabilities for only positive values of Z are typically given.

  3. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    For each significance level in the confidence interval, the Z-test has a single critical value (for example, 1.96 for 5% two tailed) which makes it more convenient than the Student's t-test whose critical values are defined by the sample size (through the corresponding degrees of freedom). Both the Z-test and Student's t-test have similarities ...

  4. Standard score - Wikipedia

    en.wikipedia.org/wiki/Standard_score

    Comparison of the various grading methods in a normal distribution, including: standard deviations, cumulative percentages, percentile equivalents, z-scores, T-scores. In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured.

  5. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    A type II error, or a false negative, is the erroneous failure in bringing about appropriate rejection of a false null hypothesis. [1] Type I errors can be thought of as errors of commission, in which the status quo is erroneously rejected in favour of new, misleading information. Type II errors can be thought of as errors of omission, in which ...

  6. One- and two-tailed tests - Wikipedia

    en.wikipedia.org/wiki/One-_and_two-tailed_tests

    p-value of chi-squared distribution for different number of degrees of freedom. The p-value was introduced by Karl Pearson [6] in the Pearson's chi-squared test, where he defined P (original notation) as the probability that the statistic would be at or above a given level. This is a one-tailed definition, and the chi-squared distribution is ...

  7. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    To determine whether a result is statistically significant, a researcher calculates a p-value, which is the probability of observing an effect of the same magnitude or more extreme given that the null hypothesis is true. [5] [12] The null hypothesis is rejected if the p-value is less than (or equal to) a predetermined level, .

  8. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    About 68% of values drawn from a normal distribution are within one standard deviation σ from the mean; about 95% of the values lie within two standard deviations; and about 99.7% are within three standard deviations. [8] This fact is known as the 68–95–99.7 (empirical) rule, or the 3-sigma rule.

  9. 97.5th percentile point - Wikipedia

    en.wikipedia.org/wiki/97.5th_percentile_point

    "The value for which P = .05, or 1 in 20, is 1.96 or nearly 2; it is convenient to take this point as a limit in judging whether a deviation is to be considered significant or not." [11] In Table 1 of the same work, he gave the more precise value 1.959964. [12] In 1970, the value truncated to 20 decimal places was calculated to be