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  2. p-value - Wikipedia

    en.wikipedia.org/wiki/P-value

    In null-hypothesis significance testing, the p-value [note 1] is the probability of obtaining test results at least as extreme as the result actually observed, under the assumption that the null hypothesis is correct. [2] [3] A very small p-value means that such an extreme observed outcome would be very unlikely under the null hypothesis.

  3. Misuse of p-values - Wikipedia

    en.wikipedia.org/wiki/Misuse_of_p-values

    The p-value is not the probability that the observed effects were produced by random chance alone. [2] The p-value is computed under the assumption that a certain model, usually the null hypothesis, is true. This means that the p-value is a statement about the relation of the data to that hypothesis. [2]

  4. Power (statistics) - Wikipedia

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

    [11] [12] Falling for the temptation to use the statistical analysis of the collected data to estimate the power will result in uninformative and misleading values. In particular, it has been shown that post-hoc "observed power" is a one-to-one function of the p-value attained. [11]

  5. Analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_variance

    The critical value of F is a function of the degrees of freedom of the numerator and the denominator and the significance level (α). If F ≥ F Critical, the null hypothesis is rejected. The computer method calculates the probability (p-value) of a value of F greater than or equal to the observed value.

  6. Noncentral t-distribution - Wikipedia

    en.wikipedia.org/wiki/Noncentral_t-distribution

    where Γ is the gamma function and I is the regularized incomplete beta function. Although there are other forms of the cumulative distribution function, the first form presented above is very easy to evaluate through recursive computing. [1] In statistical software R, the cumulative distribution function is implemented as pt.

  7. 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.

  8. P–P plot - Wikipedia

    en.wikipedia.org/wiki/P–P_plot

    As an example, if the two distributions do not overlap, say F is below G, then the PP plot will move from left to right along the bottom of the square – as z moves through the support of F, the cdf of F goes from 0 to 1, while the cdf of G stays at 0 – and then moves up the right side of the square – the cdf of F is now 1, as all points of F lie below all points of G, and now the cdf ...

  9. Bayesian probability - Wikipedia

    en.wikipedia.org/wiki/Bayesian_probability

    Bayesian probability (/ ˈ b eɪ z i ə n / BAY-zee-ən or / ˈ b eɪ ʒ ən / BAY-zhən) [1] is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation [2] representing a state of knowledge [3] or as quantification of a personal belief.