Degrees of freedom (statistics)In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary. Estimates of statistical parameters can be based upon different amounts of information or data. The number of independent pieces of information that go into the estimate of a parameter is called the degrees of freedom.
Student's t-distributionProbability distributionIn probability theory and statistics, Student's t distribution (or simply the t distribution) tν{\displaystyle t_{ u }} is a continuous probability distribution that generalizes the standard normal distribution. Like the latter, it is symmetric around zero and bell-shaped. However, tν{\displaystyle t_{ u }} has heavier tails, and the amount of probability mass in the tails is controlled by the parameter ν{\displaystyle u }.
Z-testA Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution. Z-test tests the mean of a distribution.
Normal distributionIn probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is f ( x ) = 1 2 π σ 2 exp ( − ( x − μ ) 2 2 σ 2 ) .
Scale parameterIn 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.
Statistical significanceIn statistical hypothesis testing, a result has statistical significance when a result at least as extreme would be very infrequent if the null hypothesis were true.Nuisance parameterIn statistics, a nuisance parameter is any parameter which is unspecified but which must be accounted for in the hypothesis testing of the parameters which are of interest. The classic example of a nuisance parameter comes from the normal distribution, a member of the location–scale family. In the case of normal distribution, the variance(s), σ is often not specified or known, but one desires to hypothesis test on the mean(s).Test statisticTest statistic is a quantity derived from the sample for statistical hypothesis testing. 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.Statistical hypothesis testA statistical hypothesis test is a method of statistical inference used to decide whether the data provides sufficient evidence to reject a particular hypothesis. A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to a critical value or equivalently by evaluating a p-value computed from the test statistic. Roughly 100 specialized statistical tests are in use.
DataData ( , US also ) is a collection of discrete or continuous values that conveys information, describing the quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpreted formally. A datum, data value or data point is an individual value in a collection of data.*As an Amazon Associate I earn from qualifying purchases.