In statistics, the t-statistic is the ratio of the difference in a number’s estimated value from its assumed value to its standard error. It is used in...
11 KB (1,496 words) - 02:50, 1 April 2024
underlying the Student's t-distribution. The Hotelling's t-squared statistic (t2) is a generalization of Student's t-statistic that is used in multivariate...
18 KB (1,980 words) - 21:40, 18 September 2024
statistically significant or not. It is any statistical hypothesis test in which the test statistic follows a Student's t-distribution under the null hypothesis...
52 KB (7,010 words) - 15:29, 21 May 2025
statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes...
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testing. A hypothesis test is typically specified in terms of a test statistic, considered as a numerical summary of a data-set that reduces the data...
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theory and practice. The t distribution arises as the sampling distribution of the t statistic. Below the one-sample t statistic is discussed, for the corresponding...
55 KB (6,423 words) - 06:46, 1 June 2025
F-test (redirect from F statistic)
multiple samples, are significantly different. The test calculates a statistic, represented by the random variable F, and checks if it follows an F-distribution...
17 KB (2,189 words) - 12:02, 28 May 2025
t {\textstyle e_{t}} is the residual given by e t = ρ e t − 1 + ν t , {\displaystyle e_{t}=\rho e_{t-1}+\nu _{t},} the Durbin-Watson test statistic is...
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is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. A sufficient statistic contains all of the...
36 KB (6,717 words) - 05:13, 26 May 2025
Standard score (redirect from Z statistic)
are in this article. Other equivalent terms in use include z-value, z-statistic, normal score, standardized variable and pull in high energy physics....
16 KB (1,936 words) - 16:39, 24 May 2025
parentheses indicates the ith order statistic of the sample. The first order statistic (or smallest order statistic) is always the minimum of the sample...
28 KB (4,933 words) - 10:34, 6 February 2025
is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. An ancillary statistic has the same distribution...
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Normalization (statistics) (category Statistical ratios)
“Student’s t distribution” – referring to the adjusted normal distribution Gosset proposed, and “Student’s t-statistic” – referring to the test statistic used...
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Youden's J statistic (also called Youden's index) is a single statistic that captures the performance of a dichotomous diagnostic test. In meteorology...
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Errors and residuals (redirect from Statistical error)
above form the basis of calculations involving the t-statistic: T = X ¯ n − μ 0 S n / n , {\displaystyle T={\frac {{\overline {X}}_{n}-\mu _{0}}{S_{n}/{\sqrt...
16 KB (2,164 words) - 16:12, 23 May 2025
List of statistics articles (redirect from List of statistical topics)
Studentized range Studentized residual Student's t-distribution Student's t-statistic Student's t-test Student's t-test for Gaussian scale mixture distributions...
87 KB (8,280 words) - 23:04, 12 March 2025
Likelihood-ratio test (redirect from Likelihood ratio statistic)
L R = n ln [ 1 + t 2 n − 1 ] {\displaystyle \lambda _{LR}=n\ln \left[1+{\frac {t^{2}}{n-1}}\right]} where t is the t-statistic with n − 1 degrees of...
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innings with fewer than 100 pitches. Writer Jason Lukehart invented the statistic in 2012 and named it after his favorite baseball player, Greg Maddux....
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Pivotal quantity (redirect from Pivotal statistic)
not be a statistic — the function and its value can depend on the parameters of the model, but its distribution must not. If it is a statistic, then it...
7 KB (1,127 words) - 04:58, 14 November 2024
The t-statistic and p-value columns are testing whether any of the coefficients might be equal to zero. The t-statistic is calculated simply as t = β...
65 KB (9,098 words) - 10:14, 3 June 2025
technique allows estimation of the sampling distribution of almost any statistic using random sampling methods. Bootstrapping estimates the properties...
69 KB (9,407 words) - 17:54, 23 May 2025
P-value (category Statistical hypothesis testing)
Pr ( T ≥ t ∣ H 0 ) , Pr ( T ≤ t ∣ H 0 ) } {\displaystyle p=2\min\{\Pr(T\geq t\mid H_{0}),\Pr(T\leq t\mid H_{0})\}} for a two-sided test-statistic distribution...
55 KB (6,800 words) - 10:47, 2 June 2025
Studentized residual (category Statistical outliers)
deviation, both expressed in the same units. It is a form of a Student's t-statistic, with the estimate of error varying between points. This is an important...
11 KB (1,575 words) - 22:30, 27 November 2024
A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to...
81 KB (10,114 words) - 17:55, 29 May 2025
a k-statistic is a minimum-variance unbiased estimator of a cumulant. McHugh, Mary L. (2012-10-15). "Interrater reliability: the kappa statistic". Biochemia...
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Fenwick is an advanced statistic used in the National Hockey League to measure shot attempt differential while playing at even strength. It is also known...
6 KB (725 words) - 02:44, 12 February 2025
Kolmogorov–Smirnov test (redirect from Kolmogorov-Smirnov statistic)
named after Andrey Kolmogorov and Nikolai Smirnov. The Kolmogorov–Smirnov statistic quantifies a distance between the empirical distribution function of the...
31 KB (3,909 words) - 09:43, 9 May 2025
sample maximum and minimum and computes their z-score, or more properly t-statistic (number of sample standard deviations that a sample is above or below...
12 KB (1,624 words) - 06:30, 27 August 2024
will get a very high R squared, very high individual t-statistic and a low Durbin–Watson statistic. Technically speaking, Phillips (1986) proved that parameter...
12 KB (1,903 words) - 14:32, 30 March 2025
Score test (redirect from Lagrange multiplier statistic)
the score statistic is the same as the t statistic.[clarification needed] When the data consists of binary observations, the score statistic is the same...
11 KB (1,600 words) - 16:27, 17 March 2025