smile.stat.hypothesis.package-info Maven / Gradle / Ivy
/*******************************************************************************
* Copyright (c) 2010 Haifeng Li
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*******************************************************************************/
/**
* Statistical hypothesis tests. A statistical hypothesis test is a method
* of making decisions using data, whether from a controlled experiment or
* an observational study (not controlled). In statistics, a result is called
* statistically significant if it is unlikely to have occurred by chance alone,
* according to a pre-determined threshold probability, the significance level.
*
* Hypothesis testing is sometimes called confirmatory data analysis, in
* contrast to exploratory data analysis. In frequency probability, these
* decisions are almost always made using null-hypothesis tests (i.e., tests
* that answer the question Assuming that the null hypothesis is true, what
* is the probability of observing a value for the test statistic that is at
* least as extreme as the value that was actually observed?) One use of
* hypothesis testing is deciding whether experimental results contain enough
* information to cast doubt on conventional wisdom.
*
* A result that was found to be statistically significant is also called a
* positive result; conversely, a result that is not unlikely under the null
* hypothesis is called a negative result or a null result.
*
* Statistical hypothesis testing is a key technique of frequentist statistical
* inference. The Bayesian approach to hypothesis testing is to base rejection
* of the hypothesis on the posterior probability. Other approaches to reaching
* a decision based on data are available via decision theory and optimal
* decisions.
*
* @author Haifeng Li
*/
package smile.stat.hypothesis;