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  2. p-value - Wikipedia

    en.wikipedia.org/wiki/P-value

    In a significance test, the null hypothesis is rejected if the p-value is less than or equal to a predefined threshold value , which is referred to as the alpha level or significance level. α {\displaystyle \alpha } is not derived from the data, but rather is set by the researcher before examining the data.

  3. Power (statistics) - Wikipedia

    en.wikipedia.org/wiki/Power_(statistics)

    A desired significance level α would then define a corresponding "rejection region" (bounded by certain "critical values"), a set of values t is unlikely to take if was correct. If we reject H 0 {\displaystyle H_{0}} in favor of H 1 {\displaystyle H_{1}} only when the sample t takes those values, we would be able to keep the probability of ...

  4. Conformal prediction - Wikipedia

    en.wikipedia.org/wiki/Conformal_prediction

    Similar to standard hypothesis testing, the p-value together with a threshold (referred to as significance level in the CP field) is used to determine whether the label should be in the prediction set. For example, for a significance level of 0.1, all classes with a p-value of 0.1 or greater are added to the prediction set. Transductive ...

  5. One- and two-tailed tests - Wikipedia

    en.wikipedia.org/wiki/One-_and_two-tailed_tests

    For a given significance level in a two-tailed test for a test statistic, the corresponding one-tailed tests for the same test statistic will be considered either twice as significant (half the p-value) if the data is in the direction specified by the test, or not significant at all (p-value above ) if the data is in the direction opposite of ...

  6. Fisher's exact test - Wikipedia

    en.wikipedia.org/wiki/Fisher's_exact_test

    [13] [14] [15] The apparent contradiction stems from the combination of a discrete statistic with fixed significance levels. [16] [17] Consider the following proposal for a significance test at the 5%-level: reject the null hypothesis for each table to which Fisher's test assigns a p-value equal to or smaller than 5%. Because the set of all ...

  7. Confidence interval - Wikipedia

    en.wikipedia.org/wiki/Confidence_interval

    If hypothesis tests are available for general values of a parameter, then confidence intervals/regions can be constructed by including in the 100 p % confidence region all those points for which the hypothesis test of the null hypothesis that the true value is the given value is not rejected at a significance level of (1 − p).

  8. Misuse of p-values - Wikipedia

    en.wikipedia.org/wiki/Misuse_of_p-values

    This means that the p-value is a statement about the relation of the data to that hypothesis. [2] The 0.05 significance level is merely a convention. [3] [5] The 0.05 significance level (alpha level) is often used as the boundary between a statistically significant and a statistically non-significant p-value. However, this does not imply that ...

  9. Kendall rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Kendall_rank_correlation...

    For a 2-tailed test, multiply that number by two to obtain the p-value. If the p-value is below a given significance level, one rejects the null hypothesis (at that significance level) that the quantities are statistically independent. Numerous adjustments should be added to when accounting for ties.