Test statistic

Index: The Book of Statistical Proofs ▷ General Theorems ▷ Frequentist statistics ▷ Hypothesis testing ▷ Test statistic

Definition: In a statistical hypothesis test, the test statistic $T(Y)$ is a scalar function of the measured data $y$ whose distribution under the null hypothesis $H_0$ can be established. Together with a significance level $\alpha$, this distribution implies a critical value $t_\mathrm{crit}$ of the test statistic which determines whether the test rejects or fails to reject $H_0$.

Sources:

Wikipedia (2021): "Statistical hypothesis testing"; in: Wikipedia, the free encyclopedia, retrieved on 2021-03-19; URL: https://en.wikipedia.org/wiki/Statistical_hypothesis_testing#The_testing_process.

Metadata: ID: D131 | shortcut: tstat | author: JoramSoch | date: 2021-03-19, 14:40.