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  2. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    Critical value s of a statistical test are the boundaries of the acceptance region of the test. [42] The acceptance region is the set of values of the test statistic for which the null hypothesis is not rejected. Depending on the shape of the acceptance region, there can be one or more than one critical value. Region of rejection / Critical ...

  3. Rejection sampling - Wikipedia

    en.wikipedia.org/wiki/Rejection_sampling

    In numerical analysis and computational statistics, rejection sampling is a basic technique used to generate observations from a distribution.It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and is a type of exact simulation method.

  4. Confidence region - Wikipedia

    en.wikipedia.org/wiki/Confidence_region

    The confidence region is calculated in such a way that if a set of measurements were repeated many times and a confidence region calculated in the same way on each set of measurements, then a certain percentage of the time (e.g. 95%) the confidence region would include the point representing the "true" values of the set of variables being estimated.

  5. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    Here, the critical region. That is to say, if the recorded speed of a vehicle is greater than critical value 121.9, the driver will be fined. ... (and acceptance is ...

  6. Statistical significance - Wikipedia

    en.wikipedia.org/wiki/Statistical_significance

    In a two-tailed test, the rejection region for a significance level of α = 0.05 is partitioned to both ends of the sampling distribution and makes up 5% of the area under the curve (white areas). Statistical significance plays a pivotal role in statistical hypothesis testing.

  7. 68–95–99.7 rule - Wikipedia

    en.wikipedia.org/wiki/68–95–99.7_rule

    In statistics, the 68–95–99.7 rule, also known as the empirical rule, and sometimes abbreviated 3sr or 3 σ, is a shorthand used to remember the percentage of values that lie within an interval estimate in a normal distribution: approximately 68%, 95%, and 99.7% of the values lie within one, two, and three standard deviations of the mean ...

  8. Confidence and prediction bands - Wikipedia

    en.wikipedia.org/wiki/Confidence_and_prediction...

    Confidence bands can be constructed around estimates of the empirical distribution function.Simple theory allows the construction of point-wise confidence intervals, but it is also possible to construct a simultaneous confidence band for the cumulative distribution function as a whole by inverting the Kolmogorov-Smirnov test, or by using non-parametric likelihood methods.

  9. Credible interval - Wikipedia

    en.wikipedia.org/wiki/Credible_interval

    Credible regions are not unique, as any given probability distribution has an infinite number of -credible regions, i.e. regions of probability . For example, in the univariate case, there are multiple definitions for a suitable interval or region: