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In many situations, the score statistic reduces to another commonly used statistic. [11] In linear regression, the Lagrange multiplier test can be expressed as a function of the F-test. [12] When the data follows a normal distribution, the score statistic is the same as the t statistic. [clarification needed]
The Sign test (with a two-sided alternative) is equivalent to a Friedman test on two groups. Kendall's W is a normalization of the Friedman statistic between 0 {\textstyle 0} and 1 {\textstyle 1} . The Wilcoxon signed-rank test is a nonparametric test of nonindependent data from only two groups.
The quadratic scoring rule is a strictly proper scoring rule (,) = = =where is the probability assigned to the correct answer and is the number of classes.. The Brier score, originally proposed by Glenn W. Brier in 1950, [4] can be obtained by an affine transform from the quadratic scoring rule.
The "68–95–99.7 rule" is often used to quickly get a rough probability estimate of something, given its standard deviation, if the population is assumed to be normal. It is also used as a simple test for outliers if the population is assumed normal, and as a normality test if the population is potentially not normal.
The relation can also be estimated by a so-called Fagan nomogram (shown at right) by making a straight line from the point of the given pre-test probability to the given likelihood ratio in their scales, which, in turn, estimates the post-test probability at the point where that straight line crosses its scale. The post-test probability can, in ...
The Anderson–Darling test is a statistical test of whether a given sample of data is drawn from a given probability distribution. In its basic form, the test assumes that there are no parameters to be estimated in the distribution being tested, in which case the test and its set of critical values is distribution-free. However, the test is ...
For instance, suppose the cutscore is set at 70% for a test. We could select p 1 = 0.65 and p 2 = 0.75. The test then evaluates the likelihood that an examinee's true score on that metric is equal to one of those two points. If the examinee is determined to be at 75%, they pass, and they fail if they are determined to be at 65%.
For example, if the scale developer observes that raw scores 0-3 comprise 2% of the population, then these raw scores will be converted to a sten score of 1 and a raw score of 4 (and possibly 5, etc.) will be converted to a sten score of 2. This procedure is a non-linear transformation that will normalize the sten scores and usually the ...