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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

    Consider the following example. Given the test scores of two random samples, one of men and one of women, does one group score better than the other? A possible null hypothesis is that the mean male score is the same as the mean female score: H 0: μ 1 = μ 2. where H 0 = the null hypothesis, μ 1 = the mean of population 1, and μ 2 = the mean ...

  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. 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 ...

  6. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

    For a Type I error, it is shown as α (alpha) and is known as the size of the test and is 1 minus the specificity of the test. This quantity is sometimes referred to as the confidence of the test, or the level of significance (LOS) of the test. For a Type II error, it is shown as β (beta) and is 1 minus the power or 1 minus the sensitivity of ...

  7. 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 ...

  8. Error exponents in hypothesis testing - Wikipedia

    en.wikipedia.org/wiki/Error_exponents_in...

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  9. Null distribution - Wikipedia

    en.wikipedia.org/wiki/Null_distribution

    Null distribution is a tool scientists often use when conducting experiments. The null distribution is the distribution of two sets of data under a null hypothesis. If the results of the two sets of data are not outside the parameters of the expected results, then the null hypothesis is said to be true. Null and alternative distribution