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Chi-squared Test
A chi-squared test (also chi-square or test) is a Statistical hypothesis testing, statistical hypothesis test used in the analysis of contingency tables when the sample sizes are large. In simpler terms, this test is primarily used to examine whether two categorical variables (''two dimensions of the contingency table'') are independent in influencing the test statistic (''values within the table''). The test is Validity (statistics), valid when the test statistic is chi-squared distribution, chi-squared distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used to determine whether there is a Statistical significance, statistically significant difference between the expected frequency (statistics), frequencies and the observed frequencies in one or more categories of a contingency table. For contingency tables with smaller sample sizes, a Fisher's exact test is used instead. In the standard application ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chi-square DistributionCDF-English
The term chi-square, chi-squared, or \chi^2 has various uses in statistics: *chi-square distribution, a continuous probability distribution *chi-square test, name given to some tests using chi-square distribution *chi-square target models, a mathematical model used in radar cross-section {{disambiguation ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mansfield Merriman
Mansfield Merriman (March 27, 1848 June 7, 1925) was an American civil engineer, born in Southington, Connecticut. He graduated from Yale's Sheffield Scientific School in 1871, was an assistant in the United States Corps of Engineers in 187273, and was an instructor in civil engineering at Sheffield from 1875 to 1878. He was professor of civil engineering at Lehigh University from 1878 to 1907 and, thereafter, a consulting civil and hydraulic engineer. From 1880 to 1885, Merriman was also an assistant at the United States Coast and Geodetic Survey. His research in hydraulics, bridges, strength of materials, and pure mathematics are important. He was elected as a member to the American Philosophical Society The American Philosophical Society (APS) is an American scholarly organization and learned society founded in 1743 in Philadelphia that promotes knowledge in the humanities and natural sciences through research, professional meetings, publicat ... in 1881. Merriman's ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Portmanteau Test
A portmanteau test is a type of statistical hypothesis test in which the null hypothesis is well specified, but the alternative hypothesis is more loosely specified. Tests constructed in this context can have the property of being at least moderately powerful against a wide range of departures from the null hypothesis. Thus, in applied statistics, a portmanteau test provides a reasonable way of proceeding as a general check of a model's match to a dataset where there are many different ways in which the model may depart from the underlying data generating process. The use of such tests avoids having to be very specific about the particular type of departure being tested. Examples In time series analysis, two well-known versions of a portmanteau test are available for testing for autocorrelation in the residuals of a model: it tests whether any of a group of autocorrelations of the residual time series are different from zero. This test is the Ljung–Box test, which is an ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tukey's Test Of Additivity
In statistics, Tukey's test of additivity, named for John Tukey, is an approach used in two-way ANOVA ( regression analysis involving two qualitative factors) to assess whether the factor variables ( categorical variables) are additively related to the expected value of the response variable. It can be applied when there are no replicated values in the data set, a situation in which it is impossible to directly estimate a fully general non-additive regression structure and still have information left to estimate the error variance. The test statistic proposed by Tukey has one degree of freedom under the null hypothesis, hence this is often called "Tukey's one-degree-of-freedom test." Introduction The most common setting for Tukey's test of additivity is a two-way factorial analysis of variance (ANOVA) with one observation per cell. The response variable ''Y''''ij'' is observed in a table of cells with the rows indexed by ''i'' = 1,..., ''m'' and the columns indexed ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
McNemar's Test
McNemar's test is a statistical test used on paired nominal data. It is applied to 2 × 2 contingency tables with a dichotomous trait, with matched pairs of subjects, to determine whether the row and column marginal frequencies are equal (that is, whether there is "marginal homogeneity"). It is named after Quinn McNemar, who introduced it in 1947. An application of the test in genetics is the transmission disequilibrium test for detecting linkage disequilibrium. The commonly used parameters to assess a diagnostic test in medical sciences are sensitivity and specificity. Sensitivity (or recall) is the ability of a test to correctly identify the people with disease. Specificity is the ability of the test to correctly identify those without the disease. Now presume two tests are performed on the same group of patients. And also presume that these tests have identical sensitivity and specificity. In this situation one is carried away by these findings and presume ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cochran–Mantel–Haenszel Statistics
In statistics, the Cochran–Mantel–Haenszel test (CMH) is a test used in the analysis of stratified or matched categorical data. It allows an investigator to test the association between a binary predictor or treatment and a binary outcome such as case or control status while taking into account the stratification. Unlike the McNemar test, which can only handle pairs, the CMH test handles arbitrary strata sizes. It is named after William G. Cochran, Nathan Mantel and William Haenszel. Extensions of this test to a categorical response and/or to several groups are commonly called Cochran–Mantel–Haenszel statistics. It is often used in observational studies in which random assignment of subjects to different treatments cannot be controlled but confounding covariates can be measured. Definition We consider a binary outcome variable such as case status (e.g. lung cancer) and a binary predictor such as treatment status (e.g. smoking). The observations are grouped in strata. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Binomial Test
Binomial test is an exact test of the statistical significance of deviations from a theoretically expected distribution of observations into two categories using sample data. Usage A binomial test is a statistical hypothesis test used to determine whether the proportion of successes in a sample differs from an expected proportion in a binomial distribution. It is useful for situations when there are two possible outcomes (e.g., success/failure, yes/no, heads/tails), i.e., where repeated experiments produce binary data. If one assumes an underlying probability \pi_0 between 0 and 1, the null hypothesis is : H_0\colon\pi=\pi_0 For a sample of size n, we would expect n\pi_0 successes. The formula of the binomial distribution gives the probability of those n samples instead producing k successes: : \Pr(X=k)=\binom\pi_0^k(1-\pi_0)^ Suppose that we want to test the alternative hypothesis : H_\colon\pi\pi_0 using the summation of the range from k to n instead. Calculating a p-val ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Power (statistics)
In frequentist statistics, power is the probability of detecting a given effect (if that effect actually exists) using a given test in a given context. In typical use, it is a function of the specific test that is used (including the choice of test statistic and significance level), the sample size (more data tends to provide more power), and the effect size (effects or correlations that are large relative to the variability of the data tend to provide more power). More formally, in the case of a simple hypothesis test with two hypotheses, the power of the test is the probability that the test correctly rejects the null hypothesis (H_0) when the alternative hypothesis (H_1) is true. It is commonly denoted by 1-\beta, where \beta is the probability of making a Type I and type II errors#Type II error, type II error (a false negative) conditional probability, conditional on there being a true effect or association. Background Statistical testing uses data from Sampling (statisti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Exact Test
An exact (significance) test is a statistical test such that if the null hypothesis is true, then all assumptions made during the derivation of the distribution of the test statistic are met. Using an exact test provides a significance test that maintains the type I error rate of the test (\alpha) at the desired significance level of the test. For example, an exact test at a significance level of \alpha = 5\%, when repeated over many samples where the null hypothesis is true, will reject at most 5\% of the time. This is in contrast to an ''approximate test'' in which the desired type I error rate is only approximately maintained (i.e.: the test might reject > 5% of the time), while this approximation may be made as close to \alpha as desired by making the sample size sufficiently large. Exact tests that are based on discrete test statistics may be conservative, indicating that the actual rejection rate lies below the nominal significance level \alpha. As an example, this is th ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sample Variance
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. It is the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviation; for example, the variance of a sum of uncorrelated random variables is equal to the sum of their variances. A disadvantage of the variance for practical applications is that, unlike the standard deviation, its units differ from the random variable, which is why the standard devia ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Test Statistic
Test statistic is a quantity derived from the sample for statistical hypothesis testing.Berger, R. L.; Casella, G. (2001). ''Statistical Inference'', Duxbury Press, Second Edition (p.374) 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. In general, a test statistic is selected or defined in such a way as to quantify, within observed data, behaviours that would distinguish the null from the alternative hypothesis, where such an alternative is prescribed, or that would characterize the null hypothesis if there is no explicitly stated alternative hypothesis. An important property of a test statistic is that its sampling distribution under the null hypothesis must be calculable, either exactly or approximately, which allows ''p''-values to be calculated. A ''test statistic'' shares some of the same qualities of a descriptive stat ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probability Distribution
In probability theory and statistics, a probability distribution is a Function (mathematics), function that gives the probabilities of occurrence of possible events for an Experiment (probability theory), experiment. It is a mathematical description of a Randomness, random phenomenon in terms of its sample space and the Probability, probabilities of Event (probability theory), events (subsets of the sample space). For instance, if is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of would take the value 0.5 (1 in 2 or 1/2) for , and 0.5 for (assuming that fair coin, the coin is fair). More commonly, probability distributions are used to compare the relative occurrence of many different random values. Probability distributions can be defined in different ways and for discrete or for continuous variables. Distributions with special properties or for especially important applications are given specific names. Introduction A prob ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
