/******************************************************************************* * 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. * <p> * 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. * <p> * 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. * <p> * 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;