8. Hypothesis Testing Flashcards
Alternative hypothesis
The hypothesis that is accepted if the null hypothesis is rejected.
Confidence level
1 - α (level of significance)
Critical values
Values of the test statistic at which the decision changes from fail to reject the null hypothesis to reject the null hypothesis.
Hypothesis testing
The process of testing of hypotheses about one or more populations using statistical inference.
Hypothesis
A proposed explanation or theory that can be tested.
Level of significance
The probability of a Type I error in testing a hypothesis.
Nonparametric test
A test that is not concerned with a parameter or that makes minimal assumptions about the population from which a sample comes.
Null hypothesis
The hypothesis that is tested.
Parametric test
Any test (or procedure) concerned with parameters or whose validity depends on assumptions concerning the population generating the sample.
Power of a test
The probability of correctly rejecting the null—that is, rejecting the null hypothesis when it is false. 1 - β (Type 2 Error)
P-value
The smallest level of significance at which the null hypothesis can be rejected.
Statistically significant
A result indicating that the null hypothesis can be rejected; with reference to an estimated regression coefficient, frequently understood to mean a result indicating that the corresponding population regression coefficient is different from zero.
Test of the mean of the differences
A statistical test for differences based on paired observations drawn from samples that are dependent on each other.
Type I error
The error of rejecting a true null hypothesis; a false positive.
Type II error
The error of not rejecting a false null hypothesis; false negative.