🧮  Statistical Tests

Statistical Tests#

Procedures for deciding whether data support a hypothesis.

Important

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What it is#

A statistical test is a formal procedure for deciding whether data provide enough evidence to reject a default assumption. Every test follows the same five steps: state a null (H₀) and alternative (Hₐ) hypothesis, pick a significance level α, compute a test statistic, find its p-value, and interpret.

The decision rule#

Reject H₀ when p < α (the data would be surprising if H₀ were true), otherwise fail to reject it. Crucially, failing to reject is not proof that H₀ is true — absence of evidence is not evidence of absence. Two errors are possible: Type I (rejecting a true H₀, rate α) and Type II (missing a real effect, rate β).

The families#

Tests split into parametric (assuming a distribution — t-test, ANOVA) and non-parametric (assumption-free — KS, chi-square), and into one- vs two-sided. The right test depends on the data type, the question, and the assumptions you can defend.


Theme: Statistical Inference & Power  ·  All terminology



See also

Source article Adapted (context, re-expressed) in our own words from: Statistical Tests (insightful-data-lab.com).

Tags: purpose: reference topic: terminology level: beginner