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  2. t-statistic - Wikipedia

    en.wikipedia.org/wiki/T-statistic

    Most frequently, t statistics are used in Student's t-tests, a form of statistical hypothesis testing, and in the computation of certain confidence intervals. The key property of the t statistic is that it is a pivotal quantity – while defined in terms of the sample mean, its sampling distribution does not depend on the population parameters, and thus it can be used regardless of what these ...

  3. Student's t-test - Wikipedia

    en.wikipedia.org/wiki/Student's_t-test

    From the t-test, the difference between the group means is 6-2=4. From the regression, the slope is also 4 indicating that a 1-unit change in drug dose (from 0 to 1) gives a 4-unit change in mean word recall (from 2 to 6). The t-test p-value for the difference in means, and the regression p-value for the slope, are both 0.00805. The methods ...

  4. Student's t-distribution - Wikipedia

    en.wikipedia.org/wiki/Student's_t-distribution

    The Student's t distribution plays a role in a number of widely used statistical analyses, including Student's t test for assessing the statistical significance of the difference between two sample means, the construction of confidence intervals for the difference between two population means, and in linear regression analysis.

  5. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    For example, the test statistic might follow a Student's t distribution with known degrees of freedom, or a normal distribution with known mean and variance. Select a significance level (α), the maximum acceptable false positive rate. Common values are 5% and 1%. Compute from the observations the observed value t obs of the test statistic T.

  6. Hotelling's T-squared distribution - Wikipedia

    en.wikipedia.org/wiki/Hotelling's_T-squared...

    In statistics, particularly in hypothesis testing, the Hotelling's T-squared distribution (T 2), proposed by Harold Hotelling, [1] is a multivariate probability distribution that is tightly related to the F-distribution and is most notable for arising as the distribution of a set of sample statistics that are natural generalizations of the statistics underlying the Student's t-distribution.

  7. Test statistic - Wikipedia

    en.wikipedia.org/wiki/Test_statistic

    A test statistic shares some of the same qualities of a descriptive statistic, and many statistics can be used as both test statistics and descriptive statistics. However, a test statistic is specifically intended for use in statistical testing, whereas the main quality of a descriptive statistic is that it is easily interpretable. Some ...

  8. Critical value - Wikipedia

    en.wikipedia.org/wiki/Critical_value

    Critical value or threshold value can refer to: A quantitative threshold in medicine, chemistry and physics; Critical value (statistics), boundary of the acceptance region while testing a statistical hypothesis; Value of a function at a critical point (mathematics) Critical point (thermodynamics) of a statistical system.

  9. 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 ...