In statistics, the likelihood-ratio test is a hypothesis test that involves comparing the goodness of fit of two competing statistical models, typically...
17 KB (2,098 words) - 09:11, 20 July 2024
by the likelihood ratio. In frequentist inference, the likelihood ratio is the basis for a test statistic, the so-called likelihood-ratio test. By the...
64 KB (8,546 words) - 13:13, 3 March 2025
A monotonic likelihood ratio in distributions f ( x ) {\displaystyle \ f(x)\ } and g ( x ) {\displaystyle \ g(x)\ } The ratio of the density functions...
13 KB (1,820 words) - 08:36, 18 March 2024
In statistics, G-tests are likelihood-ratio or maximum likelihood statistical significance tests that are increasingly being used in situations where...
16 KB (2,506 words) - 18:23, 2 April 2025
multiplier test and the likelihood-ratio test, the Wald test is one of three classical approaches to hypothesis testing. An advantage of the Wald test over...
17 KB (2,232 words) - 02:25, 26 May 2025
In statistics, the score test assesses constraints on statistical parameters based on the gradient of the likelihood function—known as the score—evaluated...
11 KB (1,600 words) - 16:27, 17 March 2025
Wilks' theorem (category Statistical ratios)
distribution of the log-likelihood ratio statistic, which can be used to produce confidence intervals for maximum-likelihood estimates or as a test statistic for...
14 KB (2,053 words) - 13:09, 5 May 2025
An F-test is a statistical test that compares variances. It is used to determine if the variances of two samples, or if the ratios of variances among...
17 KB (2,189 words) - 12:02, 28 May 2025
In evidence-based medicine, likelihood ratios are used for assessing the value of performing a diagnostic test. They combine sensitivity and specificity...
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the likelihood-ratio test (LRT), which for these data give p ≈ 0.00064 {\displaystyle p\approx 0.00064} (see § Deviance and likelihood ratio tests below)...
127 KB (20,629 words) - 19:53, 22 May 2025
Bayes factor (redirect from Savage–Dickey density ratio)
analog to the likelihood-ratio test, although it uses the integrated (i.e., marginal) likelihood rather than the maximized likelihood. As such, both...
19 KB (2,505 words) - 16:16, 24 February 2025
Hermite distribution (section Likelihood-ratio test)
{\displaystyle {\begin{cases}H_{0}:d=1\\H_{1}:d>1\end{cases}}} The likelihood-ratio test statistic for hermite distribution is, W = 2 ( L ( X ; μ ^ , d ^...
19 KB (3,280 words) - 15:12, 26 May 2025
degrees of freedom. The Likelihood-ratio test is another IRT based method for assessing DIF. This procedure involves comparing the ratio of two models. Under...
47 KB (6,285 words) - 19:02, 22 May 2025
all possible tests of a given size α. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point)...
6 KB (1,260 words) - 21:27, 25 October 2024
Tukey's test of additivity The portmanteau test in time-series analysis, testing for the presence of autocorrelation Likelihood-ratio tests in general...
22 KB (2,432 words) - 16:59, 17 March 2025
score test for the Cox proportional hazards model comparing two groups. It is therefore asymptotically equivalent to the likelihood ratio test statistic...
9 KB (1,532 words) - 13:29, 19 March 2025
Cochran–Mantel–Haenszel test must be used instead of Fisher's test. Choi et al. propose a p-value derived from the likelihood ratio test based on the conditional...
29 KB (4,053 words) - 10:22, 12 March 2025
Cohen's h Cross-ratio Diagnostic odds ratio Forest plot Hazard ratio Likelihood ratio Rate ratio Szumilas M (August 2010). "Explaining Odds Ratios". Journal...
49 KB (7,028 words) - 10:14, 10 May 2025
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald...
12 KB (1,835 words) - 00:55, 2 October 2024
parameters and computing a posterior distribution given the computed likelihoods. A normality test is used to determine whether sample data has been drawn from...
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\chi _{k-1}^{2}} distribution). Bartlett's test is a modification of the corresponding likelihood ratio test designed to make the approximation to the...
4 KB (687 words) - 22:21, 26 April 2024
Student's t-test is a statistical test used to test whether the difference between the response of two groups is statistically significant or not. It...
52 KB (7,010 words) - 15:29, 21 May 2025
In statistics, the Kolmogorov–Smirnov test (also K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section...
31 KB (3,909 words) - 09:43, 9 May 2025
The omnibus test, among the other parts of the logistic regression procedure, is a likelihood-ratio test based on the maximum likelihood method. Unlike...
44 KB (6,180 words) - 05:53, 21 May 2025
A/B testing (also known as bucket testing, split-run testing or split testing) is a user-experience research method. A/B tests consist of a randomized...
28 KB (3,033 words) - 14:35, 14 June 2025
Neyman–Pearson lemma (category Statistical tests)
lemma describes the existence and uniqueness of the likelihood ratio as a uniformly most powerful test in certain contexts. It was introduced by Jerzy Neyman...
16 KB (2,805 words) - 15:27, 5 May 2025
accurately by using a likelihood ratio for the test. Likelihood ratio is calculated from sensitivity and specificity of the test, and thereby it does not...
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Power (statistics) (redirect from Underpowered (power of a test))
statistical method Neyman–Pearson lemma – Theorem about the power of the likelihood ratio test Sample size – Statistical considerations on how many observations...
31 KB (4,765 words) - 12:53, 3 June 2025
In frequentist inference, the likelihood ratio is used in the likelihood-ratio test, but other non-likelihood tests are used as well. The Neyman–Pearson...
24 KB (3,100 words) - 10:27, 26 November 2024
Shapiro–Wilk test is a test of normality. It was published in 1965 by Samuel Sanford Shapiro and Martin Wilk. The Shapiro–Wilk test tests the null hypothesis...
7 KB (790 words) - 21:08, 20 April 2025