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  2. Type I and type II errors - Wikipedia

    en.wikipedia.org/wiki/Type_I_and_type_II_errors

    Type I and type II errors. In statistical hypothesis testing, a type I error, or a false positive, is the rejection of the null hypothesis when it is actually true. For example, an innocent person may be convicted. A type II error, or a false negative, is the failure to reject a null hypothesis that is actually false.

  3. False positives and false negatives - Wikipedia

    en.wikipedia.org/wiki/False_positives_and_false...

    The false positive rate (FPR) is the proportion of all negatives that still yield positive test outcomes, i.e., the conditional probability of a positive test result given an event that was not present. [6] The false positive rate depends on the significance level. The specificity of the test is equal to 1 minus the false positive rate.

  4. Probability of error - Wikipedia

    en.wikipedia.org/wiki/Probability_of_error

    For a Type I error, it is shown as α (alpha) and is known as the size of the test and is 1 minus the specificity of the test. This quantity is sometimes referred to as the confidence of the test, or the level of significance (LOS) of the test. For a Type II error, it is shown as β (beta) and is 1 minus the power or 1 minus the sensitivity of ...

  5. Type III error - Wikipedia

    en.wikipedia.org/wiki/Type_III_error

    Fundamentally, type III errors occur when researchers provide the right answer to the wrong question, i.e. when the correct hypothesis is rejected but for the wrong reason. Since the paired notions of type I errors (or "false positives") and type II errors (or "false negatives") that were introduced by Neyman and Pearson are now widely used ...

  6. Family-wise error rate - Wikipedia

    en.wikipedia.org/wiki/Family-wise_error_rate

    V is the number of false positives (Type I error) (also called "false discoveries") S is the number of true positives (also called "true discoveries") T is the number of false negatives (Type II error) U is the number of true negatives = + is the number of rejected null hypotheses (also called "discoveries", either true or false)

  7. Holm–Bonferroni method - Wikipedia

    en.wikipedia.org/wiki/Holm–Bonferroni_method

    The cost of this protection against type I errors is an increased risk of failing to reject one or more false null hypotheses (i.e., of committing one or more type II errors). The Holm–Bonferroni method also controls the FWER at , but with

  8. Multiple comparisons problem - Wikipedia

    en.wikipedia.org/wiki/Multiple_comparisons_problem

    Multiple comparisons problem. An example of coincidence produced by data dredging (uncorrected multiple comparisons) showing a correlation between the number of letters in a spelling bee's winning word and the number of people in the United States killed by venomous spiders. Given a large enough pool of variables for the same time period, it is ...

  9. Statistical hypothesis test - Wikipedia

    en.wikipedia.org/wiki/Statistical_hypothesis_test

    A statistical hypothesis test is a method of statistical inference used to decide whether the data sufficiently support a particular hypothesis. A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to a critical value or equivalently by evaluating a p ...