STAT330 Study Guide - Quiz Guide: Ratio Test, Joule, Test Statistic
9 Feb 2014
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July 18 notes - hypothesis tests: suppose x1, . , k) is a vector of model parameters. It is convention to choose the simpler of the two hypotheses as the null hypoth- esis. The complement of the null hypothesis is the alternative hypothesis. In general, the hypotheses are formulated as h0 : = 0 and ha : = a (the complement of 0): test statistic and p-value: We assume that h0 is true and then determine, based on our sample, if we have evidence against our assumption (similar to proof by contradiction). It is a measure of discrepancy/distance between a random sample and the null hypothesis. When h0 is true, the (limiting) distribution of the test statistic is known. The observed value t of the test statistic t is calculated using our ob- served sample. The larger the observed value of the test statistic, the more evidence we have against h0.
