In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power among all possible tests of a given size α. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point) hypotheses.
and 16 Related for: Uniformly most powerful test information
In statistical hypothesis testing, a uniformlymostpowerful (UMP) test is a hypothesis test which has the greatest power 1 − β {\displaystyle 1-\beta...
chi-squared test. Fisher information Uniformlymostpowerfultest Score (statistics) Sup-LM test Rao, C. Radhakrishna (1948). "Large sample tests of statistical...
Likelihood-ratio test Wald test Score test Sequential probability ratio testUniformlymostpowerfultest Exact test Confidence interval Prediction interval...
tests are used to test the fit between a hypothesis and the data. Choosing the right statistical test is not a trivial task. The choice of the test depends...
Epps and Pulley, Henze–Zirkler, BHEP test). The energy and the ECF tests are powerfultests that apply for testing univariate or multivariate normality...
displaying short descriptions of redirect targets Uniformly mostpowerfultest – Hypothesis test "Statistical power and underpowered statistics — Statistics...
Suppose that we have a sample of 99 test scores with a mean of 100 and a standard deviation of 1. If we assume all 99 test scores are random observations from...
\beta } is known, we can test u t {\displaystyle u_{t}} for stationarity with an Augmented Dickey–Fuller test or Phillips–Perron test. If β {\displaystyle...
significance testing: as F becomes so small that the group means are much closer together than we would expect by chance, a significance test might indicate...
η(θ) is non-decreasing. As a consequence, there exists a uniformlymostpowerfultest for testing the hypothesis H0: θ ≥ θ0 vs. H1: θ < θ0. Exponential families...
given value of the parameter(s) being tested, contained in the alternative hypothesis. Uniformlymostpowerfultest (UMP) Bootstrap-based resampling methods...
A permutation test (also called re-randomization test or shuffle test) is an exact statistical hypothesis test making use of the proof by contradiction...
67 and not be normally distributed (so the above test would produce a false positive). A better test of normality, such as Q–Q plot would be indicated...
The Friedman test is a non-parametric statistical test developed by Milton Friedman. Similar to the parametric repeated measures ANOVA, it is used to...
with extremely low levels of heavier elements Uniformlymostpowerfultest, in statistical hypothesis testing Uridine monophosphate, a nucleotide Utility...