Index: The Book of Statistical ProofsGeneral Theorems ▷ Frequentist statistics ▷ Statistical hypotheses ▷ Statistical hypothesis

Definition: A statistical hypothesis is a statement about the parameters of a distribution describing a population from which observations can be sampled as measured data.

More precisely, let $m$ be a generative model describing measured data $y$ in terms of a distribution $\mathcal{D}(\theta)$ with model parameters $\theta \in \Theta$. Then, a statistical hypothesis is formally specified as

\[\label{eq:hyp} H: \; \theta \in \Theta^{*} \quad \text{where} \quad \Theta^{*} \subset \Theta \; .\]

Metadata: ID: D127 | shortcut: hyp | author: JoramSoch | date: 2021-03-19, 14:18.