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  2. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    For example, if the p-value of a test statistic result is estimated at 0.0596, then there is a probability of 5.96% that we falsely reject H 0. Or, if we say, the statistic is performed at level α, like 0.05, then we allow to falsely reject H 0 at 5%. A significance level α of 0.05 is relatively common, but there is no general rule that fits ...

  3. Null hypothesis - Wikipedia

    en.wikipedia.org/wiki/Null_hypothesis

    In scientific research, the null hypothesis (often denoted H 0) [1] is the claim that the effect being studied does not exist. [note 1] The null hypothesis can also be described as the hypothesis in which no relationship exists between two sets of data or variables being analyzed. If the null hypothesis is true, any experimentally observed ...

  4. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    Null hypothesis (H 0) Positive data: Data that enable the investigator to reject a null hypothesis. Alternative hypothesis (H 1) Suppose the data can be realized from an N(0,1) distribution. For example, with a chosen significance level α = 0.05, from the Z-table, a one-tailed critical value of approximately 1.645 can be obtained.

  5. Testing hypotheses suggested by the data - Wikipedia

    en.wikipedia.org/wiki/Testing_hypotheses...

    Testing a hypothesis suggested by the data can very easily result in false positives (type I errors). If one looks long enough and in enough different places, eventually data can be found to support any hypothesis. Yet, these positive data do not by themselves constitute evidence that the hypothesis is correct. The negative test data that were ...

  6. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    For example, when is set to 5%, the conditional probability of a type I error, given that the null hypothesis is true, is 5%, [37] and a statistically significant result is one where the observed p-value is less than (or equal to) 5%. [38]

  7. One- and two-tailed tests - Wikipedia

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

    In that case a data set of five heads (HHHHH), with sample mean of 1, has a / = chance of occurring, (5 consecutive flips with 2 outcomes - ((1/2)^5 =1/32). This would have p ≈ 0.03 {\displaystyle p\approx 0.03} and would be significant (rejecting the null hypothesis) if the test was analyzed at a significance level of α = 0.05 ...

  8. False positives and false negatives - Wikipedia

    en.wikipedia.org/wiki/False_positives_and_false...

    The specificity of the test is equal to 1 minus the false positive rate. In statistical hypothesis testing, this fraction is given the Greek letter α, and 1 − α is defined as the specificity of the test. Increasing the specificity of the test lowers the probability of type I errors, but may raise the probability of type II errors (false ...

  9. Lindley's paradox - Wikipedia

    en.wikipedia.org/wiki/Lindley's_paradox

    Naaman [3] proposed an adaption of the significance level to the sample size in order to control false positives: α n, such that α n = n − r with r > 1/2. At least in the numerical example, taking r = 1/2, results in a significance level of 0.00318, so the frequentist would not reject the null hypothesis, which is in agreement with the ...