Statistical Hypothesis Testing

Hypothesis testing in statistics

8 Mann-Whitney U Test

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Category: { Statistical Hypothesis Testing }
Summary: Non-parametric test using ranking
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7 Statistical Sign Test

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Category: { Statistical Hypothesis Testing }
Summary: Statistical test without assuming models
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4 Neyman-Pearson Theory

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Category: { Statistics Hypothesis Testing }
Summary: The Neyman-Pearson hypothesis testing tests two hypothesis, hypothesis $H$, and an alternative hypothesis $H_A$. Neyman-Pearson Lemma The Neyman-Pearson Lemma is an very intuitive lemma to understand how to choose a hypothesis. The lecture notes from PennState is a very good read on this topic1. An example For simplicity, we assume that there exists a test statistic $T$ and $T$ can be used to measure how likely the hypothesis $H$ is true, e.g., the hypothesis $H$ is false, corresponds to $T$ being small. The reference from Shafer2007 assumes a random variable $T$ to be large if the hypothesis $H$ is false[^Shafer2007]. One example is the ratio of likelihood2,
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2 Types of Errors in Statistical Hypothesis Testing

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Category: { Statistical Hypothesis Testing }
Summary: We all make mistakes. The question is, what kind of mistakes.
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1 Statistical Hypothesis Testing

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Category: { Statistical Hypothesis Testing }
References: - Schaum's Outline of Theories and Problems of Elements of Statistics II, by Ruth Bernstein and Stephen Bernstein, Chapter 16
Summary: hypothesis testing is about the probability of alternative hypothesis if the null hypothesis is true, or even more general
Pages: 5