{
  "aliases": [
    "hypothesis-test",
    "hypothesis-testing",
    "significance-test",
    "null-hypothesis"
  ],
  "backlinks": [
    {
      "field": "uses",
      "target": "0EE19CFEEF"
    },
    {
      "field": "uses",
      "target": "0EHYZFZ4PK"
    },
    {
      "field": "uses",
      "target": "0EN0V3NY20"
    },
    {
      "field": "uses",
      "target": "0HYP606RYF"
    },
    {
      "field": "uses",
      "target": "0R41PVFA39"
    }
  ],
  "body": "\n## Summary\n\nA statistical hypothesis test is a rule that uses data to decide whether to reject a hypothesis about the law of the data.\nOne fixes a null hypothesis $H_0$ and an alternative hypothesis $H_1$, for example $H_0 \\colon \\theta \\in \\Theta_0$ and $H_1 \\colon \\theta \\in \\Theta_1$ with disjoint sets $\\Theta_0$ and $\\Theta_1$.\nOne computes a test statistic $T(X)$ and rejects $H_0$ when $T(X)$ is in a critical region $C$. The region is chosen so that $P_\\theta(T(X) \\in C) \\le \\alpha$ for each $\\theta \\in \\Theta_0$, for a significance level $\\alpha$ such as $0.05$.\n\n## Remarks\n\nEquivalently, one can compute the [[p-value|0EHYZFZ4PK]] and reject $H_0$ when it is at most $\\alpha$.\nA test can make [[two types of errors|0R41PVFA39]]: reject a true $H_0$, or fail to reject a false $H_0$. The level $\\alpha$ bounds the probability of the first error.\nThe power of the test at $\\theta \\in \\Theta_1$ is $P_\\theta(T(X) \\in C)$, the probability to reject $H_0$ when it is false.\nNot rejecting $H_0$ is not a proof that $H_0$ is true.\n\n## Explanations\n\n### L1 human\n\nA hypothesis test asks whether the data are surprising under a default assumption, the null hypothesis.\nIf the data are too surprising, one rejects the assumption. The significance level fixes how often one accepts to reject a true assumption.\n",
  "commit": "6ac761d40018146541484a9e8b9eafd6ecc303dc",
  "front": {
    "aliases": [
      "hypothesis-test",
      "hypothesis-testing",
      "significance-test",
      "null-hypothesis"
    ],
    "kind": "concept",
    "msc": [
      "62F03"
    ],
    "name": "Statistical hypothesis test",
    "same_as": {
      "wikidata": "Q210832",
      "wikipedia": "Statistical hypothesis test"
    },
    "sources": [
      {
        "locator": "Definition of terms",
        "url": "https://en.wikipedia.org/wiki/Statistical_hypothesis_test"
      },
      {
        "locator": "Performing a frequentist hypothesis test in practice",
        "url": "https://en.wikipedia.org/wiki/Statistical_hypothesis_test"
      }
    ],
    "tag": "087P03NEND",
    "uses": [
      "036756NFD6",
      "0EHYZFZ4PK",
      "0R41PVFA39"
    ]
  },
  "kind": "concept",
  "link": "https://math2.tamnd.com/node/087P03NEND/",
  "links": [
    {
      "field": "uses",
      "target": "036756NFD6"
    },
    {
      "field": "uses",
      "target": "0EHYZFZ4PK"
    },
    {
      "field": "uses",
      "target": "0R41PVFA39"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/087P03NEND.md",
  "msc": [
    "62F03"
  ],
  "name": "Statistical hypothesis test",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/087/087P03NEND.md",
  "status": null,
  "tag": "087P03NEND",
  "uri": "m2://087P03NEND",
  "url": "https://math2.tamnd.com/wiki/statistical-hypothesis-test/",
  "writing": {
    "tag": "087P03NEND",
    "kind": "concept",
    "level": "W1",
    "next": [
      {
        "what": "edge defines in",
        "note": "at least one definition",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge instance_of in",
        "note": "at least two examples",
        "have": 0,
        "want": 2
      },
      {
        "what": "edge not_instance_of in",
        "note": "at least one non-example",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge specializes both",
        "note": "the more general notions and the special cases",
        "have": 0,
        "want": 1
      }
    ]
  }
}
