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  2. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Difference between Z-test and t-test: Z-test is used when sample size is large (n>50), or the population variance is known. t-test is used when sample size is small (n<50) and population variance is unknown. There is no universal constant at which the sample size is generally considered large enough to justify use of the plug-in test.

  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. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    This is the smallest value for which we care about observing a difference. Now, for (1) to reject H 0 with a probability of at least 1 − β when H a is true (i.e. a power of 1 − β), and (2) reject H 0 with probability α when H 0 is true, the following is necessary: If z α is the upper α percentage point of the standard normal ...

  6. Test statistic - Wikipedia

    en.wikipedia.org/wiki/Test_statistic

    Test statistic is a quantity derived from the sample for statistical hypothesis testing. [1] A hypothesis test is typically specified in terms of a test statistic, considered as a numerical summary of a data-set that reduces the data to one value that can be used to perform the hypothesis test.

  7. Two-sample hypothesis testing - Wikipedia

    en.wikipedia.org/wiki/Two-sample_hypothesis_testing

    In statistical hypothesis testing, a two-sample test is a test performed on the data of two random samples, each independently obtained from a different given population. The purpose of the test is to determine whether the difference between these two populations is statistically significant .

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  9. E-values - Wikipedia

    en.wikipedia.org/wiki/E-values

    Then the product process ,, … with = is a test supermartingale, and hence also an e-process (note that we already used this construction in the example described under "e-values as bets" above: for fixed , the e-values , were not dependent on past-data, but by using = ˘ | depending on the past, they became dependent on past data).