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  2. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    In addition, we suppose that the measurements X 1, X 2, X 3 are modeled as normal distribution N(μ,2). Then, T should follow N(μ,2/) and the parameter μ represents the true speed of passing vehicle. In this experiment, the null hypothesis H 0 and the alternative hypothesis H 1 should be H 0: μ=120 against H 1: μ>120.

  3. Error exponents in hypothesis testing - Wikipedia

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

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  4. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    An example of Neyman–Pearson hypothesis testing (or null hypothesis statistical significance testing) can be made by a change to the radioactive suitcase example. If the "suitcase" is actually a shielded container for the transportation of radioactive material, then a test might be used to select among three hypotheses: no radioactive source ...

  5. 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 ...

  6. 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 ...

  7. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    If the p-value is small enough (usually p < 0.05 by convention), then the null hypothesis is rejected, and we conclude that the observed data does not follow the multinomial distribution. A simple example is testing the hypothesis that an ordinary six-sided die is "fair" (i. e., all six outcomes are equally likely to occur).

  8. 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.

  9. Size (statistics) - Wikipedia

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

    In the case of a composite null hypothesis, the size is the supremum over all data generating processes that satisfy the null hypotheses. [ 1 ] α = sup h ∈ H 0 P ( test rejects H 0 ∣ h ) . {\\displaystyle \\alpha =\\sup _{h\\in H_{0}}P({\\text{test rejects }}H_{0}\\mid h).}