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  2. 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 ...

  3. Welch's t-test - Wikipedia

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

    In statistics, Welch's t-test, or unequal variances t-test, is a two-sample location test which is used to test the (null) hypothesis that two populations have equal means. It is named for its creator, Bernard Lewis Welch , and is an adaptation of Student's t -test , [ 1 ] and is more reliable when the two samples have unequal variances and ...

  4. Variance function - Wikipedia

    en.wikipedia.org/wiki/Variance_function

    In statistics, the variance function is a smooth function that depicts the variance of a random quantity as a function of its mean.The variance function is a measure of heteroscedasticity and plays a large role in many settings of statistical modelling.

  5. Welch–Satterthwaite equation - Wikipedia

    en.wikipedia.org/wiki/Welch–Satterthwaite_equation

    There is no assumption that the underlying population variances σ i 2 are equal. This is known as the Behrens–Fisher problem. The result can be used to perform approximate statistical inference tests. The simplest application of this equation is in performing Welch's t-test.

  6. Algorithms for calculating variance - Wikipedia

    en.wikipedia.org/wiki/Algorithms_for_calculating...

    Algorithms for calculating variance play a major role in computational statistics.A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values.

  7. 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.

  8. Permutation test - Wikipedia

    en.wikipedia.org/wiki/Permutation_test

    In contrast to permutation tests, the distributions underlying many popular "classical" statistical tests, such as the t-test, F-test, z-test, and χ 2 test, are obtained from theoretical probability distributions. Fisher's exact test is an example of a commonly used parametric test for evaluating the association between two dichotomous ...

  9. One-way analysis of variance - Wikipedia

    en.wikipedia.org/wiki/One-way_analysis_of_variance

    Variances of populations are equal. Responses for a given group are independent and identically distributed normal random variables (not a simple random sample (SRS)). If data are ordinal, a non-parametric alternative to this test should be used such as Kruskal–Wallis one-way analysis of variance.

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