Noncentral T-distribution
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Noncentral T-distribution
The noncentral ''t''-distribution generalizes Student's ''t''-distribution using a noncentrality parameter. Whereas the central probability distribution describes how a test statistic ''t'' is distributed when the difference tested is null, the noncentral distribution describes how ''t'' is distributed when the null is false. This leads to its use in statistics, especially calculating statistical power. The noncentral ''t''-distribution is also known as the singly noncentral ''t''-distribution, and in addition to its primary use in statistical inference, is also used in robust modeling for data. Definitions If ''Z'' is a standard normal random variable, and ''V'' is a chi-squared distributed random variable with ν degrees of freedom that is independent of ''Z'', then :T=\frac is a noncentral ''t''-distributed random variable with ν degrees of freedom and noncentrality parameter μ ≠ 0. Note that the noncentrality parameter may be negative. Cumulative distributio ...
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Nc Student T Pdf
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R (programming Language)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinformaticians and statisticians for data analysis and developing statistical software. Users have created packages to augment the functions of the R language. According to user surveys and studies of scholarly literature databases, R is one of the most commonly used programming languages used in data mining. R ranks 12th in the TIOBE index, a measure of programming language popularity, in which the language peaked in 8th place in August 2020. The official R software environment is an open-source free software environment within the GNU package, available under the GNU General Public License. It is written primarily in C, Fortran, and R itself (partially self-hosting). Precompiled executables are provided for various operating systems. R ...
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General Linear Model
The general linear model or general multivariate regression model is a compact way of simultaneously writing several multiple linear regression models. In that sense it is not a separate statistical linear model. The various multiple linear regression models may be compactly written as : \mathbf = \mathbf\mathbf + \mathbf, where Y is a matrix with series of multivariate measurements (each column being a set of measurements on one of the dependent variables), X is a matrix of observations on independent variables that might be a design matrix (each column being a set of observations on one of the independent variables), B is a matrix containing parameters that are usually to be estimated and U is a matrix containing errors (noise). The errors are usually assumed to be uncorrelated across measurements, and follow a multivariate normal distribution. If the errors do not follow a multivariate normal distribution, generalized linear models may be used to relax assumptions about Y and ...
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Statistical Power
In statistics, the power of a binary hypothesis test is the probability that the test correctly rejects the null hypothesis (H_0) when a specific alternative hypothesis (H_1) is true. It is commonly denoted by 1-\beta, and represents the chances of a true positive detection conditional on the actual existence of an effect to detect. Statistical power ranges from 0 to 1, and as the power of a test increases, the probability \beta of making a type II error by wrongly failing to reject the null hypothesis decreases. Notation This article uses the following notation: * ''β'' = probability of a Type II error, known as a "false negative" * 1 − ''β'' = probability of a "true positive", i.e., correctly rejecting the null hypothesis. "1 − ''β''" is also known as the power of the test. * ''α'' = probability of a Type I error, known as a "false positive" * 1 − ''α'' = probability of a "true negative", i.e., correctly not rejecting the null hypothesis Description For a ty ...
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Sample Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviation; for e ...
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Test Statistic
A test statistic is a statistic (a quantity derived from the sample) used in statistical hypothesis testing.Berger, R. L.; Casella, G. (2001). ''Statistical Inference'', Duxbury Press, Second Edition (p.374) 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 to one value that can be used to perform the hypothesis test. In general, a test statistic is selected or defined in such a way as to quantify, within observed data, behaviours that would distinguish the null from the alternative hypothesis, where such an alternative is prescribed, or that would characterize the null hypothesis if there is no explicitly stated alternative hypothesis. An important property of a test statistic is that its sampling distribution under the null hypothesis must be calculable, either exactly or approximately, which allows ''p''-values to be calculated. A ''test statistic'' shares some of the same qualities o ...
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Student's T-test
A ''t''-test is any statistical hypothesis test in which the test statistic follows a Student's ''t''-distribution under the null hypothesis. It is most commonly applied when the test statistic would follow a normal distribution if the value of a Scale parameter, scaling term in the test statistic were known (typically, the scaling term is unknown and therefore a nuisance parameter). When the scaling term is estimated based on the data, the test statistic—under certain conditions—follows a Student's ''t'' distribution. The ''t''-test's most common application is to test whether the means of two populations are different. History The term "''t''-statistic" is abbreviated from "hypothesis test statistic". In statistics, the t-distribution was first derived as a Posterior probability, posterior distribution in 1876 by Friedrich Robert Helmert, Helmert and Jacob Lüroth, Lüroth. The t-distribution also appeared in a more general form as Pearson Type Pearson distribution, IV di ...
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Alternative Hypothesis
In statistical hypothesis testing, the alternative hypothesis is one of the proposed proposition in the hypothesis test. In general the goal of hypothesis test is to demonstrate that in the given condition, there is sufficient evidence supporting the credibility of alternative hypothesis instead of the exclusive proposition in the test (null hypothesis). It is usually consistent with the research hypothesis because it is constructed from literature review, previous studies, etc. However, the research hypothesis is sometimes consistent with the null hypothesis. In statistics, alternative hypothesis is often denoted as Ha or H1. Hypotheses are formulated to compare in a statistical hypothesis test. In the domain of inferential statistics two rival hypotheses can be compared by explanatory power and predictive power. Basic definition The ''alternative hypothesis'' and ''null hypothesis'' are types of conjectures used in statistical tests, which are formal methods of reaching ...
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Null Hypothesis
In scientific research, the null hypothesis (often denoted ''H''0) is the claim that no difference or relationship exists between two sets of data or variables being analyzed. The null hypothesis is that any experimentally observed difference is due to chance alone, and an underlying causative relationship does not exist, hence the term "null". In addition to the null hypothesis, an alternative hypothesis is also developed, which claims that a relationship does exist between two variables. Basic definitions The ''null hypothesis'' and the ''alternative hypothesis'' are types of conjectures used in statistical tests, which are formal methods of reaching conclusions or making decisions on the basis of data. The hypotheses are conjectures about a statistical model of the population, which are based on a sample of the population. The tests are core elements of statistical inference, heavily used in the interpretation of scientific experimental data, to separate scientific claims fr ...
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Noncentral F-distribution
In probability theory and statistics, the noncentral ''F''-distribution is a continuous probability distribution that is a noncentral distribution, noncentral generalization of the (ordinary) F-distribution, ''F''-distribution. It describes the distribution of the quotient (''X''/''n''1)/(''Y''/''n''2), where the numerator ''X'' has a noncentral chi-squared distribution with ''n''1 degrees of freedom and the denominator ''Y'' has a central chi-squared distribution with ''n''2 degrees of freedom. It is also required that ''X'' and ''Y'' are statistical independence, statistically independent of each other. It is the distribution of the test statistic in analysis of variance problems when the null hypothesis is false. The noncentral ''F''-distribution is used to find the statistical power, power function of such a test. Occurrence and specification If X is a Noncentral chi-squared distribution, noncentral chi-squared random variable with noncentrality parameter \lambda and \nu_1 ...
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Scale Parameter
In probability theory and statistics, a scale parameter is a special kind of numerical parameter of a parametric family of probability distributions. The larger the scale parameter, the more spread out the distribution. Definition If a family of probability distributions is such that there is a parameter ''s'' (and other parameters ''θ'') for which the cumulative distribution function satisfies :F(x;s,\theta) = F(x/s;1,\theta), \! then ''s'' is called a scale parameter, since its value determines the " scale" or statistical dispersion of the probability distribution. If ''s'' is large, then the distribution will be more spread out; if ''s'' is small then it will be more concentrated. If the probability density exists for all values of the complete parameter set, then the density (as a function of the scale parameter only) satisfies :f_s(x) = f(x/s)/s, \! where ''f'' is the density of a standardized version of the density, i.e. f(x) \equiv f_(x). An estimator of a scale p ...
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