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Test statistic

A test statistic is a standardized numerical value derived from sample data that quantifies the evidence against the null hypothesis in statistical hypothesis testing, enabling a decision on whether to reject or fail to reject it.^[1] It transforms raw sample statistics, such as a sample mean \bar{x} or proportion \hat{p}, into a comparable score (often z or t) by accounting for variability and sample size.^[1] In the hypothesis testing process, the test statistic plays a central role: after stating the null hypothesis H_0 and alternative hypothesis H_A, it is calculated using a formula specific to the test, then compared to critical values from its known sampling distribution or used to determine a p-value representing the probability of obtaining the observed data (or more extreme) assuming H_0 is true.^[2] If the test statistic falls in the rejection region (beyond the critical value) or yields a p-value below the significance level \alpha (commonly 0.05), H_0 is rejected in favor of H_A.^[1] This approach ensures decisions are based on the strength of evidence from the sample relative to the hypothesized population parameter.^[2] The form of the test statistic varies by the type of data and hypothesis; for instance, the z-statistic is used for means when the population standard deviation \sigma is known and the sample is large (n > 30) or normally distributed, calculated as z = \frac{\bar{x} - \mu}{\sigma / \sqrt{n}}.^[1] For unknown \sigma, the t-statistic substitutes the sample standard deviation s, following a t-distribution with n-1 degrees of freedom: t = \frac{\bar{x} - \mu}{s / \sqrt{n}}.^[1] Similarly, for proportions, the z-statistic is z = \frac{\hat{p} - p}{\sqrt{p(1-p)/n}}, applicable when np \geq 5 and n(1-p) \geq 5.^[1] Other common test statistics include the chi-squared statistic for categorical data and independence tests, and the F-statistic for comparing variances in ANOVA. The selection of the appropriate test statistic ensures the test's validity and power to detect true effects.^[1]

Definition and Fundamentals

Definition

A test statistic is a numerical value derived from sample data that measures the extent to which the observed data deviates from what would be expected under a specified null hypothesis, thereby providing the basis for statistical decision-making in hypothesis testing.^[3] This value summarizes the sample information in a way that facilitates comparison against a known distribution to evaluate the plausibility of the null hypothesis.^[4] Mathematically, a test statistic is expressed as T = g(X), where X denotes the observed sample data and g is a function tailored to the particular hypothesis under investigation, transforming the raw data into a standardized metric suitable for inference.^[5] It is crucial to differentiate the test statistic—the specific computed number—from the broader test procedure, which encompasses not only the calculation of T but also the specification of the null and alternative hypotheses, the choice of significance level, and the rule for rejection based on critical values or p-values.^[6] The concept of the test statistic originated in early 20th-century developments in statistical theory, notably through Ronald A. Fisher's foundational work on significance testing in his 1925 publication Statistical Methods for Research Workers, which provided practical methods for computing such statistics to assess experimental data in biological research, and further formalized by Jerzy Neyman and Egon Pearson in the late 1920s and 1930s through their development of the Neyman–Pearson lemma and emphasis on power functions.^[7]^[8]

Key Properties

A test statistic often possesses the pivotal quantity property, meaning that under the null hypothesis, its distribution is known and does not depend on any unknown nuisance parameters, thereby facilitating exact inference without requiring full knowledge of the underlying distribution.^[9] This independence arises because the test statistic is constructed as a function of the data and the hypothesized parameter values in a way that eliminates variability from extraneous factors, ensuring its sampling distribution remains fixed for all parameter values consistent with the null.^[10] In large samples, test statistics exhibit asymptotic behavior where they converge in distribution to standard forms such as the chi-squared, t, or normal distributions, regardless of the specific underlying data distribution, provided certain regularity conditions hold.^[11] This convergence is fundamentally supported by the Lindeberg–Lévy central limit theorem, which establishes that the standardized sum of independent random variables with finite variance approaches a standard normal distribution as the sample size increases. Consequently, for sufficiently large samples, critical values and p-values can be approximated using these limiting distributions, enhancing the applicability of test statistics across diverse scenarios.^[12] Invariance principles underpin the robustness of certain test statistics under group transformations, such as location shifts or scale changes, preserving the form and distribution of the statistic within specific families of distributions.^[13] For instance, in location-scale families, test statistics like the t-statistic remain invariant to affine transformations of the data, ensuring that the test's rejection region and power are unaffected by reparameterizations that merely relocate or rescale the observations.^[14] This property is particularly valuable in maintaining the interpretability and equivalence of tests across equivalent models.^[15] Test statistics contribute to unbiased and consistent tests when their construction ensures that the associated power function satisfies specific conditions: unbiasedness requires the probability of rejection to be at least the significance level under any alternative hypothesis and exactly equal under the null, while consistency demands that this power approaches 1 as the sample size grows under fixed alternatives.^[16] These properties hold under regularity conditions, such as the identifiability of parameters and the existence of moments, allowing the test statistic to reliably detect deviations from the null as data accumulates.^[17] For example, maximum likelihood-based test statistics often achieve consistency due to the consistency of the underlying estimators.^[18]

Role in Statistical Inference

Hypothesis Testing Framework

In hypothesis testing, the null hypothesis, denoted H_0, represents the default assumption of no effect, no difference, or a specific value for a population parameter, while the alternative hypothesis, denoted H_1 or H_a, posits the existence of an effect, difference, or deviation from the null.^[19] The test statistic plays a central role in contrasting these hypotheses by quantifying how far the observed sample data deviates from what is expected under H_0, thereby providing evidence to support or refute the null in favor of the alternative.^[2] Alternative hypotheses can be one-sided, specifying a direction such as greater than or less than the null value (e.g., H_1: \mu > \mu_0), or two-sided, indicating any difference without direction (e.g., H_1: \mu \neq \mu_0).^[20] The overall procedure for hypothesis testing centers on the test statistic and unfolds in structured steps: first, formulate H_0 and H_1 based on the research question; second, select and compute an appropriate test statistic from the sample data; third, define the critical region as the set of statistic values that would lead to rejection of H_0 at a chosen significance level \alpha, often determined from the sampling distribution under H_0; and fourth, apply the rejection rule by comparing the computed statistic to the critical region—if it falls within the region, reject H_0; otherwise, fail to reject it.^[2]^[21] This framework ensures decisions are based on probabilistic evidence rather than arbitrary thresholds, with the test statistic serving as the pivotal measure of discrepancy.^[22] The Neyman-Pearson lemma provides a foundational theoretical basis for constructing optimal test statistics, stating that for simple hypotheses (fully specified H_0 and H_1) and a fixed significance level \alpha, the likelihood ratio test yields the most powerful critical region by maximizing the probability of correctly detecting H_1 while controlling the Type I error rate at \alpha.^[23] This lemma, originally developed by Jerzy Neyman and Egon Pearson, underscores the efficiency of likelihood-based statistics in hypothesis testing under specified error constraints. Complementing this, the power of a test is defined as the probability of rejecting H_0 when H_1 is true, which depends on the test statistic's sampling distribution under the alternative and factors such as sample size and effect magnitude.^[24] Higher power indicates a more reliable test for detecting true effects, directly linking the statistic's behavior across distributions to the test's overall efficacy.^[25]

Interpretation and Significance

The significance level, denoted as α, represents the probability of committing a Type I error, or false positive, when the null hypothesis H₀ is true. This threshold is predetermined by the researcher and dictates the critical value or region for the test statistic, beyond which H₀ is rejected; for instance, common choices like α = 0.05 imply a 5% risk of erroneously rejecting a true H₀. In the Neyman-Pearson framework, α serves as a control on the long-run frequency of Type I errors across repeated tests.^[26] The p-value is computed as the probability of obtaining a test statistic T at least as extreme as the observed value, assuming H₀ is true, mathematically expressed as P(T ≥ t_{observed} | H_0). It quantifies the strength of evidence against H₀, with smaller values indicating greater incompatibility with the null; however, the p-value itself does not measure the probability that H₀ is true. Decisions are made by comparing the p-value to α: if p ≤ α, H₀ is rejected in favor of the alternative hypothesis H₁. This approach, originating from Ronald Fisher's contributions, emphasizes the evidential weight rather than a strict binary decision.^[27] A Type I error occurs when the null hypothesis is rejected despite being true, corresponding to a false positive, while a Type II error arises from failing to reject a false null hypothesis, representing a false negative. The probability of a Type I error is fixed at α, but the probability of a Type II error, denoted β, decreases as α increases, creating a trade-off where lowering α reduces false positives at the cost of more false negatives. The threshold for the test statistic directly influences this balance: a more stringent critical value (smaller α) widens the acceptance region for H₀, elevating β, as formalized in the Neyman-Pearson lemma for optimal test design.^[26] Test statistics also connect to confidence intervals in interval estimation, where rejecting H₀ at level α is equivalent to the hypothesized parameter value lying outside a (1 - α) confidence interval constructed from the same data. For example, if a 95% confidence interval for a mean excludes the null value μ₀, the corresponding t-test rejects H₀: μ = μ₀ at α = 0.05. This duality underscores how test statistics facilitate both point decisions in hypothesis testing and range-based inference for parameter plausibility.^[28]

Computation Methods

General Computation Steps

The computation of a test statistic involves a systematic process to derive a standardized measure from observed data that quantifies the evidence against a null hypothesis. This process is foundational in statistical hypothesis testing and applies across various contexts, ensuring the statistic reflects the deviation of sample data from expected values under the null model.^[29] The first step is to specify the null and alternative hypotheses clearly, which defines the parameter of interest, such as a population mean or proportion, and then select an appropriate test statistic function based on the data type (e.g., continuous, categorical) and underlying assumptions, such as normality for parametric tests. This selection ensures the statistic is sensitive to the hypothesized difference while aligning with the data's characteristics.^[30] Next, compute necessary summary measures from the raw data, including point estimates like the sample mean \bar{X} or variance s^2, which serve as the building blocks for the test statistic. These summaries aggregate the data into tractable forms, reducing computational complexity while preserving essential information about central tendency and variability.^[29] The final step is to apply a transformation to these summaries to form the test statistic T, often through standardization to create a dimensionless quantity comparable to known distributions. A common form is the z-score for large samples with known population variance:

Z = \frac{\bar{X} - \mu_0}{\sigma / \sqrt{n}}

where \bar{X} is the sample mean, \mu_0 is the hypothesized population mean, \sigma is the population standard deviation, and n is the sample size. This yields a value indicating how many standard errors the observed estimate deviates from the null value.^[31] In edge cases, such as small sample sizes where the population variance is unknown, the standard deviation is estimated from the sample (s) rather than using \sigma, adjusting the formula to maintain validity under reduced data availability. For missing data, a common approach is complete-case analysis, where only observations without missing values are used to compute summaries, though this can reduce effective sample size and introduce bias if missingness is not random. Advanced handling may involve imputation methods to estimate missing values before summary computation, preserving more data integrity.^[32]^[33]

Sampling Distributions

The sampling distribution of a test statistic describes the probability distribution that the statistic follows when computed from random samples drawn from a population under specified conditions, such as the null or alternative hypothesis. These distributions are fundamental to hypothesis testing, as they enable the calculation of p-values and critical regions by quantifying the likelihood of observing the statistic (or more extreme values) given the hypothesis. Under the null hypothesis, the null distribution serves as the reference for assessing evidence against the null, while under the alternative, the distribution informs the test's power. For finite sample sizes, exact null distributions are available when strong parametric assumptions hold, such as normality of the data. A prominent example is the Student's t-distribution, which arises when testing the mean of a normal population with unknown variance; the test statistic follows a t-distribution with n-1 degrees of freedom under the null hypothesis of no difference from a specified value. This distribution, derived for small samples where the normal approximation is inadequate, has heavier tails than the standard normal, accounting for additional uncertainty in the sample variance estimate. Another exact form is the chi-squared distribution for testing population variance under normality: under the null hypothesis that the variance equals a specified value σ₀², the statistic follows a chi-squared distribution with n-1 degrees of freedom, given by

\chi^2 = \frac{(n-1) S^2}{\sigma_0^2},

where S² is the sample variance. Approximations to the null distribution, such as the normal distribution, become viable for larger samples, often via the central limit theorem, reducing computational demands while maintaining reasonable accuracy. Under the alternative hypothesis, the distribution of the test statistic typically shifts away from the null distribution, with its mean displaced in the direction of the true parameter value and possibly altered variance, which directly influences the test's power—the probability of correctly rejecting the null when it is false (1 - β). This shift increases the overlap between the null and alternative distributions for small effect sizes or sample sizes, lowering power, whereas larger effects or samples reduce overlap and enhance detection probability. Power calculations require specifying the alternative distribution, often parameterized by the effect size, to evaluate trade-offs in study design. The central limit theorem underpins the asymptotic normality of many test statistics for large sample sizes n, justifying normal approximations even without exact normality of the data. Specifically, for estimators like sample means or more general M-estimators, the theorem implies that √n times the standardized difference between the estimator and the true parameter converges in distribution to a standard normal under the null, as

\sqrt{n} \left( \hat{\theta} - \theta_0 \right) / \hat{\sigma} \xrightarrow{d} N(0, 1),

where θ₀ is the null value and ˆσ is a consistent estimator of the asymptotic standard deviation; this holds under mild moment conditions like finite variance. This result explains why z-tests or normal-based critical values suffice for large n in diverse settings, including regression coefficients and proportions. Choosing between exact and approximate distributions depends on sample size, computational feasibility, and assumption validity: exact distributions like t or chi-squared are preferred for small n (e.g., n < 30) to avoid conservative or liberal errors from approximations, especially when data meet parametric assumptions, while approximations are selected for large n due to their simplicity and the central limit theorem's guarantees. For instance, the chi-squared test for variance uses the exact form for all n under normality, but normal approximations may apply to related statistics in high dimensions.

Specific Test Statistics

Parametric Examples

Parametric test statistics rely on assumptions about the underlying distribution of the data, typically normality, to derive their sampling distributions and critical values. These statistics are particularly useful in hypothesis testing when the population parameters, such as variance, are known or can be reliably estimated from the sample. The Z-statistic is commonly applied to test hypotheses regarding a population mean when the population standard deviation is known and the sample size is sufficiently large to invoke the central limit theorem. The test statistic is computed as Z = \frac{\bar{Y} - \mu_0}{\sigma / \sqrt{N}} where \bar{Y} is the sample mean, \mu_0 is the hypothesized population mean, \sigma is the known population standard deviation, and N is the sample size.^[34] Under the null hypothesis, this statistic follows a standard normal distribution, enabling the use of critical values from the Z-table, such as ±1.96 for a two-sided test at a 5% significance level, to determine whether to reject the null.^[34] The assumption of known \sigma ensures the denominator accurately reflects the standard error, while large N (typically N > 30) approximates normality even if the population is not exactly normal.^[35] When the population standard deviation is unknown, especially in small samples, the t-statistic provides a robust alternative for testing the population mean, adjusting for the additional uncertainty in estimating the standard deviation. It is given by t = \frac{\bar{x} - \mu_0}{s / \sqrt{n}} where \bar{x} is the sample mean, s is the sample standard deviation, and n is the sample size.^[36] The t-statistic follows a Student's t-distribution with \nu = n - 1 degrees of freedom, which has heavier tails than the normal distribution to account for the variability introduced by using s instead of \sigma.^[36] For small samples (n < 30), this distribution's shape necessitates larger critical values compared to the Z-distribution—for instance, approximately ±2.09 for a two-sided test at 5% significance with 20 degrees of freedom—ensuring conservative inference.^[37] As n increases, the t-distribution converges to the standard normal, bridging it with the Z-test.^[36] The F-statistic is utilized in analysis of variance (ANOVA) to assess the equality of means across multiple groups under normality assumptions, by comparing between-group and within-group variability. It is calculated as F = \frac{\text{MSB}}{\text{MSE}} where MSB (mean square between) is the sum of squares between groups divided by m - 1 (with m as the number of groups), and MSE (mean square error, or within) is the sum of squares within groups divided by n - m (with n as the total sample size).^[38] Under the null hypothesis of equal group means, the F-statistic follows an F-distribution with (m-1, n-m) degrees of freedom; a large value indicates that between-group variation exceeds within-group variation, suggesting differences in means.^[38] This ratio leverages the parametric assumption that both MSB and MSE estimate the same population variance when the null is true, providing a unified test for multi-group comparisons.^[38] For categorical data, the chi-squared statistic tests goodness-of-fit by evaluating whether observed frequencies align with expected frequencies under a specified parametric model, such as uniform distribution or known proportions. The formula is \chi^2 = \sum \frac{(O_i - E_i)^2}{E_i} where O_i are the observed counts and E_i are the expected counts for each of the k categories, with E_i often computed as total sample size times the hypothesized proportion for category i.^[39] This statistic follows a chi-squared distribution with k - 1 degrees of freedom under the null hypothesis, assuming independent observations and expected counts of at least 5 per category to validate the approximation.^[39] It is particularly suited for assessing fit in discrete, categorical settings, such as verifying if sample proportions match population benchmarks derived from parametric assumptions.^[39]

Non-Parametric Examples

Non-parametric test statistics provide robust alternatives for hypothesis testing when data violate normality or other parametric assumptions, often by utilizing ranks of observations or empirical cumulative distribution functions rather than assuming specific probability distributions. These methods are particularly useful for ordinal data, small sample sizes, or heterogeneous populations, offering distribution-free inference that focuses on the order or shape of data rather than means or variances. Common examples include rank-based tests for paired or independent samples and goodness-of-fit assessments, which extend to multiple groups while maintaining computational simplicity. The Wilcoxon signed-rank test assesses whether the median difference between paired observations is zero, serving as a non-parametric counterpart to the paired t-test. It operates by first computing the differences between pairs, discarding zeros, and ranking the absolute values of the non-zero differences from smallest to largest; in cases of ties among the absolute differences, average ranks are assigned to the tied values to ensure consistent ordering. The test statistic W is then the sum of the ranks assigned to the positive differences (or equivalently, the sum for negative differences, as the total sum of all ranks equals n(n+1)/2 where n is the number of non-zero pairs). Under the null hypothesis of symmetric differences around zero, W follows a known distribution for small n, or approximates a normal distribution for larger samples, with critical values derived from exact tables. This statistic was introduced by Wilcoxon in his seminal work on ranking methods for individual comparisons.^[40] For comparing two independent samples without assuming normality, the Mann-Whitney U test evaluates whether one population tends to have larger values than the other. All observations from both samples are pooled and ranked together from 1 to N = n_1 + n_2, where n_1 and n_2 are the sample sizes; ties receive average ranks. The test statistic U for the first sample is calculated as U = n_1 n_2 + \frac{n_1(n_1 + 1)}{2} - R_1, where R_1 is the sum of ranks for the first sample; the smaller of U_1 and U_2 (for the second sample) is typically used, and under the null hypothesis of identical distributions, U has an exact distribution tabulated for small samples or approximates a normal for larger ones. This approach quantifies the probability that a randomly selected observation from one sample exceeds one from the other, providing a measure of stochastic dominance. The test was formalized by Mann and Whitney as a rank-based procedure for assessing distributional differences.^[41] The Kolmogorov-Smirnov test statistic measures the goodness-of-fit for a sample to a specified continuous distribution or compares two empirical distributions for equality. For the one-sample case, it computes D = \sup_x |F_n(x) - F_0(x)|, where F_n(x) is the empirical cumulative distribution function of the sample and F_0(x) is the hypothesized cumulative distribution; the supremum is the maximum vertical distance between the two functions. In the two-sample version, D is similarly the maximum deviation between the empirical distributions of the two samples. Critical values for significance testing are obtained from tables based on asymptotic distributions or exact computations for finite samples, with the test rejecting the null if D exceeds a threshold at the desired alpha level. This statistic emphasizes discrepancies in the entire distribution shape, making it sensitive to location, dispersion, and tail differences. The foundational one-sample formulation was developed by Kolmogorov, while the two-sample extension and associated tables were contributed by Smirnov; practical tables and applications were further detailed by Massey.^[42]^[43] Extending the Mann-Whitney U test to multiple independent groups, the Kruskal-Wallis H test determines whether samples originate from the same distribution, analogous to one-way ANOVA but rank-based. Observations across all k groups are combined and ranked from 1 to N = \sum n_j, with average ranks for ties; R_j denotes the sum of ranks in group j with size n_j. The test statistic is H = \frac{12}{N(N+1)} \sum_{j=1}^k \frac{R_j^2}{n_j} - 3(N+1), which under the null hypothesis approximates a chi-squared distribution with k-1 degrees of freedom for large samples, or uses exact distributions for small ones. This formula corrects for the expected rank sum under uniformity, detecting overall differences in central tendency or dispersion across groups. The method was proposed by Kruskal and Wallis as a robust, distribution-free alternative for variance analysis using ranks.^[44]

Advanced Considerations

Robustness and Assumptions

Parametric test statistics, such as the t-statistic, typically assume that the underlying data follow a normal distribution, that observations are independent, and that variances are equal across groups (homoscedasticity).^[45] These assumptions underpin the validity of the sampling distribution used to compute p-values and critical values.^[46] Violations of these assumptions can compromise the reliability of inference. For instance, non-normality often leads to inflated Type I error rates, where the null hypothesis is rejected more frequently than the intended significance level, particularly in small samples or with skewed distributions.^[47] Similarly, dependence among observations can underestimate standard errors, increasing false positives, while heteroscedasticity distorts the test's power and error control.^[48] To address such sensitivities, robust alternatives modify the test statistic for greater resistance to outliers and assumption breaches. Trimmed means, which exclude a fixed percentage of extreme values from each tail before computing the mean, reduce the influence of anomalies and maintain reasonable performance under non-normality.^[49] Bootstrapping provides another approach by resampling the data with replacement to empirically derive the sampling distribution of the statistic, bypassing parametric assumptions entirely.^[50] Influence functions offer a quantitative measure of how individual data points affect the value of a test statistic, aiding in the assessment of robustness. For median-based tests, the influence function is bounded, meaning a single outlier has limited impact on the estimator compared to the mean, which can be arbitrarily swayed.^[51] This property makes median tests, like the sign test, particularly suitable for heavy-tailed or contaminated data.^[52] Prior to applying parametric statistics, diagnostic tests help verify assumptions. The Shapiro-Wilk test evaluates normality by comparing the ordered sample to expected values from a normal distribution, with a non-significant p-value indicating that the data do not deviate substantially from normality.^[53] Such checks guide the choice between parametric and robust methods, ensuring appropriate inference.

Multiple Testing Adjustments

When conducting multiple hypothesis tests simultaneously, the probability of encountering at least one false positive (Type I error) increases beyond the nominal significance level, necessitating adjustments to control the overall error rate. The family-wise error rate (FWER) is defined as the probability of making one or more Type I errors across the entire family of tests. One of the simplest and most conservative methods to control the FWER at a desired level \alpha is the Bonferroni correction, which divides the significance level by the number of tests m, yielding an adjusted threshold \alpha' = \frac{\alpha}{m}. This procedure ensures that the FWER does not exceed \alpha regardless of the dependence structure among the tests, though it can substantially reduce statistical power, particularly when m is large. In scenarios where discovering a moderate number of false positives is tolerable, the false discovery rate (FDR) offers a less stringent alternative to FWER control, targeting the expected proportion of false rejections among all rejected null hypotheses. The Benjamini-Hochberg procedure, a seminal step-up method for FDR control, involves sorting the p-values in ascending order as p_{(1)} \leq p_{(2)} \leq \cdots \leq p_{(m)} and identifying the largest k such that p_{(k)} \leq \frac{k}{m} q, where q is the desired FDR level; all hypotheses with p-values up to p_{(k)} are then rejected. Under independence or positive regression dependence of the test statistics, this procedure controls the FDR at q. Multiple testing adjustments directly influence the interpretation of test statistics by modifying critical values or requiring rescaling to maintain error control. For instance, in analysis of variance (ANOVA) followed by post-hoc pairwise comparisons, methods like Tukey's honestly significant difference (HSD) test adjust the studentized range statistic Q by incorporating a critical value from the studentized range distribution that accounts for the number of comparisons and degrees of freedom, thereby controlling the FWER while comparing all group means. This adjustment effectively widens confidence intervals around mean differences, reducing the likelihood of spurious findings but potentially masking true effects in large families of tests. To handle dependence among test statistics without assuming independence, simulation-based methods such as permutation tests generate the empirical joint null distribution by randomly permuting the data under the global null hypothesis and recomputing the vector of test statistics multiple times. The Westfall-Young procedure, a resampling approach, adjusts p-values by comparing observed statistics to their permuted counterparts, enabling strong control of the FWER even under arbitrary dependence structures, as demonstrated in high-dimensional settings like genomics. These methods preserve the nominal size of the tests while improving power over parametric corrections when the joint distribution is complex or unknown.

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[PDF] Steps for Running Statistical Tests
Then, it will spit out the p-value. For your reference, the t-test statistic formula is: ((X1 - X2) - (H1- H2))/ squareroot(s1^2/n1 + s2^2/n2) and degrees ...
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[PDF] Missing data: the hidden problem
Most statistical procedures usually eliminate entire cases whenever they encounter missing data in any variable included in the analysis. For example, a ...
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7.2.2. Are the data consistent with the assumed process mean?
If the standard deviation is assumed known for the purpose of this test, this assumption should be checked by a test of hypothesis for the standard deviation.Missing: interpretation | Show results with:interpretation
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Hypothesis Testing | STAT 504
Use a z-statistic: X ¯ − μ 0 σ / n; general form is: (estimate - value we are testing)/(st.dev of the estimate); z-statistic follows N(0,1) distribution.Missing: formula sigma
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Chapter 3: Classical Statistics - Florida State University
The degrees of freedom (df) parameter \( \nu = n-1 \) where \( n \) is the sample size. For small samples, the tails of the \( t \)-distribution are heavier ...
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13.2 - The ANOVA Table | STAT 415 - STAT ONLINE
That is, the F-statistic is calculated as F = MSB/MSE. When, on the next page, we delve into the theory behind the analysis of variance method, we'll see that ...Missing: MS_within | Show results with:MS_within
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11.2 - Goodness of Fit Test | STAT 200
A chi-square goodness-of-fit test can be conducted when there is one categorical variable with more than two levels. If there are exactly two categories, then ...
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Individual Comparisons by Ranking Methods - jstor
INDIVIDUAL COMPARISONS BY RANKING METHODS. Frank Wilcoxon. American Cyanamid Co. The comparison of two treatments generally falls into one of the following ...
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1.3.5.16. Kolmogorov-Smirnov Goodness-of-Fit Test
... formula for the computation of the Kolmogorov-Smirnov goodness of fit statistic: D = max 1 ≤ i ≤ N | F ( Y i ) − i N |. This formula is in fact not correct.
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[PDF] The Kolmogorov-Smirnov Test for Goodness of Fit
Probably the most widely used of such tests is the x2 test. In this paper an alternative distribution-free test of goodness of fit is discussed, and some ...
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Use of Ranks in One-Criterion Variance Analysis
Apr 11, 2012 · A test of the hypothesis that the samples are from the same population may be made by ranking the observations from from 1 to Σn i.
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The Four Assumptions of Parametric Tests - Statology
Aug 3, 2021 · 1. Normality – Data in each group should be normally distributed. 2. Equal Variance – Data in each group should have approximately equal variance.
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Assumptions for Statistical Tests - Real Statistics Using Excel
Typical assumptions for statistical tests, including normality, homogeneity of variances and independence. When these are not met use non-parametric tests.
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Violating the normality assumption may be the lesser of two evils
Conversely, violations of the normality assumption that do not result in outliers should not lead to elevated rates of type I errors. Distributions of ...
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[PDF] Testing the Tests: What Are the Impacts of Incorrect Assumptions ...
A violation of this assumption will generally lead to tests with standard error terms that are too small when ob- servations are positively correlated, ...<|separator|>
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An Updated Guide to Robust Statistical Methods in Neuroscience
Mar 27, 2023 · A simple way of dealing with this issue, when using a 20% trimmed mean or median, is to use a percentile bootstrap method. (With reasonably ...
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Nonparametric Bootstrap in R - School of Statistics
Jan 4, 2021 · Nonparametric bootstrap sampling offers a robust alternative to classic (parametric) methods for statistical inference. Unlike classic ...Missing: trimmed | Show results with:trimmed<|separator|>
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[PDF] Influence functions and their uses in econometrics
Robust statistics: Since estimators can be approximated by bφ ≈ φ(P0)+En[IF(X)], we get that the value of bφ can be dominated by a single outlier, even in large ...<|separator|>
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[PDF] Influence Functions for Fun and Profit - Jay Kahn
Jul 10, 2015 · An influence function tells you the effect of a change in one observation on an estimator. It's useful in studying model robustness and ...
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Normality Tests for Statistical Analysis: A Guide for Non-Statisticians
Some researchers recommend the Shapiro-Wilk test as the best choice for testing the normality of data (11).