In
statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of ...
, an optimality criterion provides a measure of the fit of the data to a given
hypothesis
A hypothesis (plural hypotheses) is a proposed explanation for a phenomenon. For a hypothesis to be a scientific hypothesis, the scientific method requires that one can test it. Scientists generally base scientific hypotheses on previous obse ...
, to aid in
model selection
Model selection is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered. However, the task can also involve the design of experiments such that the ...
. A
model
A model is an informative representation of an object, person or system. The term originally denoted the plans of a building in late 16th-century English, and derived via French and Italian ultimately from Latin ''modulus'', a measure.
Models c ...
is designated as the "best" of the candidate models if it gives the best value of an
objective function measuring the degree of satisfaction of the criterion used to evaluate the alternative hypotheses.
The term has been used to identify the different criteria that are used to evaluate a
phylogenetic tree
A phylogenetic tree (also phylogeny or evolutionary tree Felsenstein J. (2004). ''Inferring Phylogenies'' Sinauer Associates: Sunderland, MA.) is a branching diagram or a tree showing the evolutionary relationships among various biological spec ...
. For example, in order to determine the best topology between two phylogenetic trees using the maximum likelihood optimality criterion, one would calculate the maximum likelihood score of each tree and choose the one that had the better score. However, different optimality criteria can select different hypotheses. In such circumstances caution should be exercised when making strong conclusions.
Many other disciplines use similar criteria or have specific measures geared toward the objectives of the field. Optimality criteria include
maximum likelihood
In statistics, maximum likelihood estimation (MLE) is a method of estimation theory, estimating the Statistical parameter, parameters of an assumed probability distribution, given some observed data. This is achieved by Mathematical optimization, ...
,
Bayesian
Thomas Bayes (/beɪz/; c. 1701 – 1761) was an English statistician, philosopher, and Presbyterian minister.
Bayesian () refers either to a range of concepts and approaches that relate to statistical methods based on Bayes' theorem, or a followe ...
,
maximum parsimony
In phylogenetics, maximum parsimony is an optimality criterion under which the phylogenetic tree that minimizes the total number of character-state changes (or miminizes the cost of differentially weighted character-state changes) is preferred. ...
,
sum of squared residuals,
least absolute deviations
Least absolute deviations (LAD), also known as least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization technique based minimizing the ''sum o ...
, and many others.
{{statistics-stub
Statistical hypothesis testing
Model selection