HYPOTHESIS TESTING

Other methods

The most widely used form of hypothesis testing is the classical method introduced by Neyman and Pearson, which utilise the likelihood function for decision between hypotheses. For comparison with the MML test criteria, the commonly used classical tests are presented here.

In all cases, the critical value is found by finding that value of the statistic that yields the required value of α when the probability function is evaluated.

Test type Test statistic Probability function Z-Test χ2-Test T-Test F-Test

In all cases, the critical value is found by finding that value of the statistic that yields the required value of α when the probability function is evaluated. Hence rejection occurs when:

Test type Critical value Rejection criteria Z-Test χ2-Test T-Test F-Test