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  2. E-values - Wikipedia

    en.wikipedia.org/wiki/E-values

    That is: it is valid if it is an e-value. In fact, this reveals that e-values bounded to [, /] are rescaled randomized tests, that are continuously interpreted as evidence against the hypothesis. The standard e-value that takes value in [,] appears as a generalization of a level 0 test. [2]

  3. False positives and false negatives - Wikipedia

    en.wikipedia.org/wiki/False_positives_and_false...

    Complementarily, the false negative rate (FNR) is the proportion of positives which yield negative test outcomes with the test, i.e., the conditional probability of a negative test result given that the condition being looked for is present. In statistical hypothesis testing, this fraction is given the letter β.

  4. Positive and negative predictive values - Wikipedia

    en.wikipedia.org/wiki/Positive_and_negative...

    The positive predictive value (PPV), or precision, is defined as = + = where a "true positive" is the event that the test makes a positive prediction, and the subject has a positive result under the gold standard, and a "false positive" is the event that the test makes a positive prediction, and the subject has a negative result under the gold standard.

  5. Notation in probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Notation_in_probability...

    Greek letters (e.g. θ, β) are commonly used to denote unknown parameters (population parameters). [3]A tilde (~) denotes "has the probability distribution of". Placing a hat, or caret (also known as a circumflex), over a true parameter denotes an estimator of it, e.g., ^ is an estimator for .

  6. Bias of an estimator - Wikipedia

    en.wikipedia.org/wiki/Bias_of_an_estimator

    The theory of median-unbiased estimators was revived by George W. Brown in 1947: [8]. An estimate of a one-dimensional parameter θ will be said to be median-unbiased, if, for fixed θ, the median of the distribution of the estimate is at the value θ; i.e., the estimate underestimates just as often as it overestimates.

  7. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Informally, the expected value is the mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would expect to get in reality.

  8. Omitted-variable bias - Wikipedia

    en.wikipedia.org/wiki/Omitted-variable_bias

    The extent of the bias is the absolute value of cf, and the direction of bias is upward (toward a more positive or less negative value) if cf > 0 (if the direction of correlation between y and z is the same as that between x and z), and it is downward otherwise.

  9. Negative relationship - Wikipedia

    en.wikipedia.org/wiki/Negative_relationship

    In statistics, there is a negative relationship or inverse relationship between two variables if higher values of one variable tend to be associated with lower values of the other. A negative relationship between two variables usually implies that the correlation between them is negative, or — what is in some contexts equivalent — that the ...