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  2. Fisher's exact test - Wikipedia

    en.wikipedia.org/wiki/Fisher's_exact_test

    Fisher's exact test (also Fisher-Irwin test) is a statistical significance test used in the analysis of contingency tables. [ 1 ] [ 2 ] [ 3 ] Although in practice it is employed when sample sizes are small, it is valid for all sample sizes.

  3. Fisher transformation - Wikipedia

    en.wikipedia.org/wiki/Fisher_transformation

    The application of Fisher's transformation can be enhanced using a software calculator as shown in the figure. Assuming that the r-squared value found is 0.80, that there are 30 data [clarification needed], and accepting a 90% confidence interval, the r-squared value in another random sample from the same population may range from 0.656 to 0.888.

  4. Scoring algorithm - Wikipedia

    en.wikipedia.org/wiki/Scoring_algorithm

    Scoring algorithm, also known as Fisher's scoring, [1] is a form of Newton's method used in statistics to solve maximum likelihood equations numerically, named after Ronald Fisher. Sketch of derivation

  5. G-test - Wikipedia

    en.wikipedia.org/wiki/G-test

    Note: Fisher's G-test in the GeneCycle Package of the R programming language (fisher.g.test) does not implement the G-test as described in this article, but rather Fisher's exact test of Gaussian white-noise in a time series. [10] Another R implementation to compute the G statistic and corresponding p-values is provided by the R package entropy.

  6. Boschloo's test - Wikipedia

    en.wikipedia.org/wiki/Boschloo's_test

    Boschloo's test is a statistical hypothesis test for analysing 2x2 contingency tables. It examines the association of two Bernoulli distributed random variables and is a uniformly more powerful alternative to Fisher's exact test. It was proposed in 1970 by R. D. Boschloo. [1]

  7. Hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Hypergeometric_distribution

    The test based on the hypergeometric distribution (hypergeometric test) is identical to the corresponding one-tailed version of Fisher's exact test. [6] Reciprocally, the p-value of a two-sided Fisher's exact test can be calculated as the sum of two appropriate hypergeometric tests (for more information see [ 7 ] ).

  8. Fisher's noncentral hypergeometric distribution - Wikipedia

    en.wikipedia.org/wiki/Fisher's_noncentral...

    m 1 = 80, m 2 = 60, n = 100, ω = 0.01, ..., 1000 Biologist and statistician Ronald Fisher. In probability theory and statistics, Fisher's noncentral hypergeometric distribution is a generalization of the hypergeometric distribution where sampling probabilities are modified by weight factors.

  9. Foundations of statistics - Wikipedia

    en.wikipedia.org/wiki/Foundations_of_statistics

    Fisher and Neyman diverged in their attitudes and, perhaps, their language. Fisher was a scientist and an intuitive mathematician, and inductive reasoning came naturally to him. Neyman, on the other hand, was a rigorous mathematician who relied on deductive reasoning rather than probability calculations based on experiments. [5]