Definition: Power of a statistical test
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Frequentist statistics ▷ Hypothesis testing ▷ Power of a test
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Metadata: ID: D137 | shortcut: power | author: JoramSoch | date: 2021-03-31, 09:01.
Definition: Let there be a statistical hypothesis test with null hypothesis $H_0$ and alternative hypothesis $H_1$. Then, the power of the test is the probability of a true-positive result or not making a type II error, i.e. the probability of rejecting $H_0$, given that $H_1$ is actually true.
For given null and alternative hypothesis, the size is determined by the following conditional probability:
\[\label{eq:power} \mathrm{Pr}(\text{test rejects } H_0 \vert H_1) \; .\]- Wikipedia (2021): "Power of a test"; in: Wikipedia, the free encyclopedia, retrieved on 2021-03-31; URL: https://en.wikipedia.org/wiki/Power_of_a_test#Description.
Metadata: ID: D137 | shortcut: power | author: JoramSoch | date: 2021-03-31, 09:01.