Overview of basic concepts in Statistics and Probability - SAMSI
Overview of basic concepts in Statistics and Probability - SAMSI
Overview of basic concepts in Statistics and Probability - SAMSI
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Test procedures<br />
<strong>Overview</strong> <strong>of</strong><br />
<strong>basic</strong> <strong>concepts</strong><br />
<strong>in</strong> <strong>Statistics</strong><br />
<strong>and</strong><br />
<strong>Probability</strong><br />
Avanti<br />
Athreya<br />
Prelim<strong>in</strong>aries<br />
Important<br />
distributions,<br />
scal<strong>in</strong>g laws,<br />
<strong>and</strong> the CLT<br />
Parametric<br />
estimation <strong>and</strong><br />
hypothesis<br />
test<strong>in</strong>g<br />
A test procedure is a rule, based on sample data, for decid<strong>in</strong>g<br />
whether to reject H 0 .<br />
A test procedure requires:<br />
1 A test statistic, a function <strong>of</strong> the sample on which the<br />
decision to accept or reject H 0 is made;<br />
2 A rejection region, a set <strong>of</strong> all test statistic values for<br />
which H 0 will be rejected.
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