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Uniformly most powerful test information


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.

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Uniformly most powerful test

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In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power 1 − β {\displaystyle 1-\beta...

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Score test

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chi-squared test. Fisher information Uniformly most powerful test Score (statistics) Sup-LM test Rao, C. Radhakrishna (1948). "Large sample tests of statistical...

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Outline of statistics

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Likelihood-ratio test Wald test Score test Sequential probability ratio test Uniformly most powerful test Exact test Confidence interval Prediction interval...

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List of statistical tests

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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...

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Normality test

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Epps and Pulley, Henze–Zirkler, BHEP test). The energy and the ECF tests are powerful tests that apply for testing univariate or multivariate normality...

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Monotone likelihood ratio

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variables has the MLRP in   T ( X )   , {\displaystyle \ T(X)\ ,} a uniformly most powerful test can easily be determined for the hypothesis   H 0   :   θ ≤ θ...

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Power of a test

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displaying short descriptions of redirect targets Uniformly most powerful test – Hypothesis test "Statistical power and underpowered statistics — Statistics...

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Parametric statistics

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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...

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Cointegration

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\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...

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Confidence interval

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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...

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Exponential family

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η(θ) is non-decreasing. As a consequence, there exists a uniformly most powerful test for testing the hypothesis H0: θ ≥ θ0 vs. H1: θ < θ0. Exponential families...

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Statistical hypothesis test

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given value of the parameter(s) being tested, contained in the alternative hypothesis. Uniformly most powerful test (UMP) Bootstrap-based resampling methods...

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Permutation test

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A permutation test (also called re-randomization test or shuffle test) is an exact statistical hypothesis test making use of the proof by contradiction...

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Interquartile range

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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...

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Friedman test

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The Friedman test is a non-parametric statistical test developed by Milton Friedman. Similar to the parametric repeated measures ANOVA, it is used to...

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UMP

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with extremely low levels of heavier elements Uniformly most powerful test, in statistical hypothesis testing Uridine monophosphate, a nucleotide Utility...

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