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  2. One- and two-tailed tests - Wikipedia

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

    A two-tailed test applied to the normal distribution. A one-tailed test, showing the p-value as the size of one tail. In statistical significance testing, a one-tailed test and a two-tailed test are alternative ways of computing the statistical significance of a parameter inferred from a data set, in terms of a test statistic. A two-tailed test ...

  3. Additive Markov chain - Wikipedia

    en.wikipedia.org/wiki/Additive_Markov_chain

    An additive Markov chain of order m is a sequence of random variables X 1, X 2, X 3, ..., possessing the following property: the probability that a random variable X n has a certain value x n under the condition that the values of all previous variables are fixed depends on the values of m previous variables only (Markov chain of order m), and the influence of previous variables on a generated ...

  4. Type III error - Wikipedia

    en.wikipedia.org/wiki/Type_III_error

    In the 2009 book Dirty rotten strategies by Ian I. Mitroff and Abraham Silvers described type III and type IV errors providing many examples of both developing good answers to the wrong questions (III) and deliberately selecting the wrong questions for intensive and skilled investigation (IV). Most of the examples have nothing to do with ...

  5. p-value - Wikipedia

    en.wikipedia.org/wiki/P-value

    The two-tailed p-value, which considers deviations favoring either heads or tails, may instead be calculated. As the binomial distribution is symmetrical for a fair coin, the two-sided p-value is simply twice the above calculated single-sided p-value: the two-sided p-value is 0.115. In the above example:

  6. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Z-test tests the mean of a distribution. 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 ...

  7. Binomial test - Wikipedia

    en.wikipedia.org/wiki/Binomial_test

    In order to consider both the biases, we use a two-tailed test. Note that to do this we cannot simply double the one-tailed p-value unless the probability of the event is 1/2. This is because the binomial distribution becomes asymmetric as that probability deviates from 1/2. There are two methods to define the two-tailed p-value.

  8. Examples of Markov chains - Wikipedia

    en.wikipedia.org/wiki/Examples_of_Markov_chains

    According to the figure, a bull week is followed by another bull week 90% of the time, a bear week 7.5% of the time, and a stagnant week the other 2.5% of the time. Labeling the state space {1 = bull, 2 = bear, 3 = stagnant} the transition matrix for this example is

  9. Addition-subtraction chain - Wikipedia

    en.wikipedia.org/wiki/Addition-subtraction_chain

    In this case, one may also include a −1 = 0 in the sequence, so that n = −1 can be obtained by a chain of length 1.) By definition, every addition chain is also an addition-subtraction chain, but not vice versa. Therefore, the length of the shortest addition-subtraction chain for n is bounded above by the length of the shortest addition ...