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F-test

Index F-test

An F-test is any statistical test in which the test statistic has an ''F''-distribution under the null hypothesis. [1]

36 relations: Analysis of variance, Average, Bartlett's test, Brown–Forsythe test, Chi-squared distribution, Chow test, Data, Degrees of freedom (statistics), Expected value, F-distribution, George W. Snedecor, Homoscedasticity, Independence (probability theory), Lack-of-fit sum of squares, Least squares, Levene's test, Mark Thoma, Model selection, Multiple comparisons problem, Normal distribution, Null hypothesis, Partition of sums of squares, Regression analysis, Residual sum of squares, Robust statistics, Ronald Fisher, Scheffé's method, Standard deviation, Statistical hypothesis testing, Statistical population, Student's t-test, Test statistic, The American Statistician, Type I and type II errors, Variance, Wald test.

Analysis of variance

Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences among group means in a sample.

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Average

In colloquial language, an average is a middle or typical number of a list of numbers.

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Bartlett's test

In statistics, Bartlett's test (see Snedecor and Cochran, 1989) is used to test if k samples are from populations with equal variances.

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Brown–Forsythe test

The Brown–Forsythe test is a statistical test for the equality of group variances based on performing an ANOVA on a transformation of the response variable.

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Chi-squared distribution

No description.

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Chow test

The Chow test, proposed by econometrician Gregory Chow in 1960, is a test of whether the true coefficients in two linear regressions on different data sets are equal.

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Data

Data is a set of values of qualitative or quantitative variables.

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Degrees of freedom (statistics)

In statistics, the number of degrees of freedom is the number of values in the final calculation of a statistic that are free to vary.

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Expected value

In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.

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F-distribution

No description.

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George W. Snedecor

George Waddel Snedecor (October 20, 1881 – February 15, 1974) was an American mathematician and statistician.

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Homoscedasticity

In statistics, a sequence or a vector of random variables is homoscedastic if all random variables in the sequence or vector have the same finite variance.

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Independence (probability theory)

In probability theory, two events are independent, statistically independent, or stochastically independent if the occurrence of one does not affect the probability of occurrence of the other.

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Lack-of-fit sum of squares

In statistics, a sum of squares due to lack of fit, or more tersely a lack-of-fit sum of squares, is one of the components of a partition of the sum of squares of residuals in an analysis of variance, used in the numerator in an F-test of the null hypothesis that says that a proposed model fits well.

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Least squares

The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns.

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Levene's test

In statistics, Levene's test is an inferential statistic used to assess the equality of variances for a variable calculated for two or more groups.

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Mark Thoma

Mark Allen Thoma (born December 15, 1956) is a macroeconomist and econometrician and a Professor of Economics at the Department of Economics of the University of Oregon.

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Model selection

Model selection is the task of selecting a statistical model from a set of candidate models, given data.

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Multiple comparisons problem

In statistics, the multiple comparisons, multiplicity or multiple testing problem occurs when one considers a set of statistical inferences simultaneously or infers a subset of parameters selected based on the observed values.

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Normal distribution

In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.

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Null hypothesis

In inferential statistics, the term "null hypothesis" is a general statement or default position that there is no relationship between two measured phenomena, or no association among groups.

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Partition of sums of squares

The partition of sums of squares is a concept that permeates much of inferential statistics and descriptive statistics.

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Regression analysis

In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships among variables.

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Residual sum of squares

In statistics, the residual sum of squares (RSS), also known as the sum of squared residuals (SSR) or the sum of squared errors of prediction (SSE), is the sum of the squares of residuals (deviations predicted from actual empirical values of data).

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Robust statistics

Robust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal.

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Ronald Fisher

Sir Ronald Aylmer Fisher (17 February 1890 – 29 July 1962), who published as R. A. Fisher, was a British statistician and geneticist.

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Scheffé's method

In statistics, Scheffé's method, named after the American statistician Henry Scheffé, is a method for adjusting significance levels in a linear regression analysis to account for multiple comparisons.

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Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

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Statistical hypothesis testing

A statistical hypothesis, sometimes called confirmatory data analysis, is a hypothesis that is testable on the basis of observing a process that is modeled via a set of random variables.

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Statistical population

In statistics, a population is a set of similar items or events which is of interest for some question or experiment.

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Student's t-test

The t-test is any statistical hypothesis test in which the test statistic follows a Student's ''t''-distribution under the null hypothesis.

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Test statistic

A test statistic is a statistic (a quantity derived from the sample) used in statistical hypothesis testing.

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The American Statistician

The American Statistician is a quarterly peer-reviewed scientific journal covering statistics published by Taylor & Francis on behalf of the American Statistical Association.

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Type I and type II errors

In statistical hypothesis testing, a type I error is the rejection of a true null hypothesis (also known as a "false positive" finding), while a type II error is failing to reject a false null hypothesis (also known as a "false negative" finding).

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Variance

In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.

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Wald test

The Wald test is a parametric statistical test named after the statistician Abraham Wald.

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Redirects here:

F Test, F statistic, F test, F-test statistic, Partial f test, Variance ratio statistic.

References

[1] https://en.wikipedia.org/wiki/F-test

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