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  2. Likelihood ratios in diagnostic testing - Wikipedia

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

    Alternatively, post-test probability can be calculated directly from the pre-test probability and the likelihood ratio using the equation: P' = P0 × LR/(1 − P0 + P0×LR), where P0 is the pre-test probability, P' is the post-test probability, and LR is the likelihood ratio. This formula can be calculated algebraically by combining the steps ...

  3. Likelihood-ratio test - Wikipedia

    en.wikipedia.org/wiki/Likelihood-ratio_test

    The likelihood-ratio test, also known as Wilks test, [2] is the oldest of the three classical approaches to hypothesis testing, together with the Lagrange multiplier test and the Wald test. [3] In fact, the latter two can be conceptualized as approximations to the likelihood-ratio test, and are asymptotically equivalent.

  4. Pre- and post-test probability - Wikipedia

    en.wikipedia.org/wiki/Pre-_and_post-test_probability

    Post-test probability can sometimes be estimated by multiplying the pre-test probability with a relative risk given by the test. In clinical practice, this is usually applied in evaluation of a medical history of an individual, where the "test" usually is a question (or even assumption) regarding various risk factors, for example, sex, tobacco ...

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  6. 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 ...

  7. Bayes factor - Wikipedia

    en.wikipedia.org/wiki/Bayes_factor

    The Bayes factor is a ratio of two competing statistical models represented by their evidence, and is used to quantify the support for one model over the other. [1] The models in question can have a common set of parameters, such as a null hypothesis and an alternative, but this is not necessary; for instance, it could also be a non-linear model compared to its linear approximation.

  8. Wald test - Wikipedia

    en.wikipedia.org/wiki/Wald_test

    There are several reasons to prefer the likelihood ratio test or the Lagrange multiplier to the Wald test: [18] [19] [20] Non-invariance: As argued above, the Wald test is not invariant under reparametrization, while the likelihood ratio tests will give exactly the same answer whether we work with R, log R or any other monotonic transformation ...

  9. G-test - Wikipedia

    en.wikipedia.org/wiki/G-test

    There is nothing magical about a sample size of 1 000, it's just a nice round number that is well within the range where an exact test, chi-square test, and G–test will give almost identical p values. Spreadsheets, web-page calculators, and SAS shouldn't have any problem doing an exact test on a sample size of 1 000 . — John H. McDonald [2]