在开始之前,我们先看看什么时候要用到T - test什么时候用Z:
当 σ known: 用Z
当σ unknown,n 小于等于 50,用t ;n大于50,用Z
再说说一些字母代表的含义
P-value
P-value: the probability of observing the statistic (or more extreme) given that the null hypothesis is true.
p-value是一个几率,这个几率是在说,当H0为真,我们发现这个事情的概率,所以P-value 值越低,我们的原假设H0就越荒谬。
Significance level α:
a threshold probability (e.g. 0.05, or 0.1) that determines whether or not the evidence is overwhelming.
– Typically given
R方
R2 measures how well the regression line fits the data.
For example, R2= 0.90.
This means that 90% of the variation in 因变量 is due to the variation in 自变量.
The other 10% of the variation remains unexplained. (0 ≤ R2≤ 1)
R2 is one of several statistics that should be used in evaluating the quality of the regression model.
假设检验的步骤
计算confidence interval 用Z的情况:
假设检验:
Step 1. Formulate the hypothesis– Null Hypothesis (H0)
– Alternate Hypothesis (HA)
Step 2. Set the criteria for a decision
Step 3. Acquire an objective test statistic (e.g. from evidence)
Step 4. Does the objective test statistic represent overwhelming evidence against the Null Hypothesis? (i.e., p-value < α? or equivalently, compare the test statistic with the critical z-value or t-value)
– If yes, reject the null (H0) and accept the alternative (HA) as the truth.
– If no, accept the null (H0) as the truth.
总结: