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uniformly most powerful

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  • Uniformly most powerful test — In statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power 1 eta among all possible tests of a given size α . For example, according to the Neyman Pearson lemma, the likelihood ratio …   Wikipedia

  • UMP — *Uniformly most powerful test, in statistical hypothesis testing *Union for a Popular Movement or UMP, the main French centre right political party *United Midwestern Promoters, a racing sanctioning body *Ulyanovsk Mechanical Plant *Heckler Koch… …   Wikipedia

  • Exponential family — Not to be confused with the exponential distribution. Natural parameter links here. For the usage of this term in differential geometry, see differential geometry of curves. In probability and statistics, an exponential family is an important… …   Wikipedia

  • Neyman-Pearson lemma — In statistics, the Neyman Pearson lemma states that when performing a hypothesis test between two point hypotheses H 0: θ = θ 0 and H 1: θ = θ 1, then the likelihood ratio test which rejects H 0 in favour of H 1 when:Lambda(x)=frac{ L( heta {0}… …   Wikipedia

  • Statistical hypothesis testing — This article is about frequentist hypothesis testing which is taught in introductory statistics. For Bayesian hypothesis testing, see Bayesian inference. A statistical hypothesis test is a method of making decisions using data, whether from a… …   Wikipedia

  • Score test — A score test is a statistical test of a simple null hypothesis that a parameter of interest heta isequal to some particular value heta 0. It is the most powerful test when the true value of heta is close to heta 0.ingle parameter testThe… …   Wikipedia

  • Neyman–Pearson lemma — In statistics, the Neyman Pearson lemma, named after Jerzy Neyman and Egon Pearson, states that when performing a hypothesis test between two point hypotheses H0: θ = θ0 and H1: θ = θ1, then the likelihood ratio test …   Wikipedia

  • List of mathematics articles (U) — NOTOC U U duality U quadratic distribution U statistic UCT Mathematics Competition Ugly duckling theorem Ulam numbers Ulam spiral Ultraconnected space Ultrafilter Ultrafinitism Ultrahyperbolic wave equation Ultralimit Ultrametric space… …   Wikipedia

  • Unsolved problems in statistics — There are many longstanding unsolved problems in mathematics for which a solution has still not yet been found. The unsolved problems in statistics are generally of a different flavor; according to John Tukey, difficulties in identifying problems …   Wikipedia

  • Statistical inference — In statistics, statistical inference is the process of drawing conclusions from data that are subject to random variation, for example, observational errors or sampling variation.[1] More substantially, the terms statistical inference,… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

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