Difference between revisions of "Statistical test"
(Scrapped previous work and restarted - saving work) |
m (Saving work) |
||
| Line 1: | Line 1: | ||
| + | {{ProbMacro}} | ||
| + | __TOC__ | ||
| + | ==Definition== | ||
| + | A ''statistical test'', {{M|T}}, is characterised by two (a [[ordered pair|pair]]) of [[probability (object)|probabilities]]: | ||
| + | * {{M|T\eq(u,v)}}, where: | ||
| + | ** {{M|u}} is the probability of the test yielding a ''[[true-positive]]'' result | ||
| + | ** {{M|v}} is the probability of the test yielding a ''[[true-negative]]'' result | ||
| + | |||
| + | If we write {{M|[T\eq 1]}} for the test coming back positive, {{M|[T\eq 0]}} for negative and let {{M|P}} denote the ''actual'' correct outcome (which may be unknowable), denoting {{M|[P\eq 1]}} if the thing being tested for is, in truth, present and {{M|[P\eq 0]}} if absent, then: | ||
| + | {| class="wikitable" border="1" | ||
| + | |- | ||
| + | ! ''Outcomes:'' | ||
| + | ! Truly present<br/>{{M|[P\eq 1]}} | ||
| + | ! Truly absent<br/>{{M|[P\eq 0]}} | ||
| + | |- | ||
| + | ! Test positive<br/>{{M|[T\eq 1]}} | ||
| + | | {{M|\Pcond{T\eq 1}{P\eq 1}\eq u}} | ||
| + | * '''''[[true positive]]''''' | ||
| + | * '''''[[Power of statistical test|power]]''''' | ||
| + | | {{M|\Pcond{T\eq 1}{P\eq 0}\eq 1-v}} | ||
| + | * '''''[[false positive]]''''' | ||
| + | * '''''[[Significance level of a statistical test|significance level]]''''' | ||
| + | |- | ||
| + | ! Test negative<br/>{{M|[T\eq 0]}} | ||
| + | | {{M|\Pcond{T\eq 0}{P\eq 1}\eq 1-u}}<br/> | ||
| + | '''''[[false negative]]''''' | ||
| + | | {{M|\Pcond{T\eq 0}{P\eq 0}\eq v}}<br/> | ||
| + | '''''[[true negative]]''''' | ||
| + | |} | ||
| + | =OLD PAGE= | ||
==Definition== | ==Definition== | ||
A ''statistical test'', {{M|T}}, is characterised by two (a [[ordered pair|pair]]) of [[probability (object)|probabilities]]: | A ''statistical test'', {{M|T}}, is characterised by two (a [[ordered pair|pair]]) of [[probability (object)|probabilities]]: | ||
Revision as of 08:38, 15 November 2017
Contents
[hide]Definition
A statistical test, T, is characterised by two (a pair) of probabilities:
- T\eq(u,v), where:
- u is the probability of the test yielding a true-positive result
- v is the probability of the test yielding a true-negative result
If we write [T\eq 1] for the test coming back positive, [T\eq 0] for negative and let P denote the actual correct outcome (which may be unknowable), denoting [P\eq 1] if the thing being tested for is, in truth, present and [P\eq 0] if absent, then:
| Outcomes: | Truly present [P\eq 1] |
Truly absent [P\eq 0] |
|---|---|---|
| Test positive [T\eq 1] |
\Pcond{T\eq 1}{P\eq 1}\eq u | \Pcond{T\eq 1}{P\eq 0}\eq 1-v |
| Test negative [T\eq 0] |
\Pcond{T\eq 0}{P\eq 1}\eq 1-u |
\Pcond{T\eq 0}{P\eq 0}\eq v |
OLD PAGE
Definition
A statistical test, T, is characterised by two (a pair) of probabilities:
- T\eq(u,v), where:
- u is the probability of the test yielding a true-positive result
- v is the probability of the test yielding a true-negative result
Tests are usually asymmetric, see: below and asymmetry of statistical tests for more info.
Notation and Terminology
For a test subject, s, we say the outcome of the test is:
- Positive: [T(s)\eq 1], [T(s)\eq\text{P}], or possibly either of these without the [\ ]
- Negative: [T(s)\eq 0], [T(s)\eq\text{N}], or possibly either of these without the [\ ]
Power and Significance
The power of the test is
Explanation
Let R denote the result of the test, here this will be 1 or 0, and let P be whether or not the subject actually has the property being tested for. As claimed above the test is characterised by two probabilities
