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In statistical hypothesis testing, there are various notions of so-called type III errors (or errors of the third kind), and sometimes type IV errors or higher, by analogy with the type I and type II errors of Jerzy Neyman and Egon Pearson. Fundamentally, type III errors occur when researchers provide the right answer to the wrong question, i.e ...
In statistical hypothesis testing, a type I error, or a false positive, is the erroneous rejection of a true null hypothesis. A type II error, or a false negative, is the erroneous failure in bringing about appropriate rejection of a false null hypothesis. [1]
Multiple comparisons arise when a statistical analysis involves multiple simultaneous statistical tests, each of which has a potential to produce a "discovery". A stated confidence level generally applies only to each test considered individually, but often it is desirable to have a confidence level for the whole family of simultaneous tests. [ 4 ]
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 negatives that reject the alternative hypothesis when it is true). [a]
The statistical errors, on the other hand, are independent, and their sum within the random sample is almost surely not zero. One can standardize statistical errors (especially of a normal distribution) in a z-score (or "standard score"), and standardize residuals in a t-statistic, or more generally studentized residuals.
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The notable unsolved problems in statistics are generally of a different flavor; according to John Tukey, [1] "difficulties in identifying problems have delayed statistics far more than difficulties in solving problems." A list of "one or two open problems" (in fact 22 of them) was given by David Cox. [2]
To promote a neutral (useless) product, a company must find or conduct, for example, 40 studies with a confidence level of 95%. If the product is useless, this would produce one study showing the product was beneficial, one study showing it was harmful, and thirty-eight inconclusive studies (38 is 95% of 40).