两者之间有什么区别,为什么显着性水平必须始终大于或等于测试的大小?
两者之间有什么区别,为什么显着性水平必须始终大于或等于测试的大小?
Answers:
假设您有一个随机样本 来自涉及参数的分布 假设参数空间中的值 。您将参数空间划分为,而您想检验假设
让 表示随机向量所有可能值的样本空间 。您建立测试程序的目标是对样本空间进行分区分为两部分:关键区域 ,包含的值 为此,您将拒绝原假设 (因此,请接受替代方法 ),以及接受区域 ,包含的值 为此,您不会拒绝原假设 (因此,拒绝其他选择 )。
Formally, a test procedure can be described as a measurable function , with the obvious interpretation in terms of the decisions made in favor of each of the hypotheses. The critical region is , and the acceptance region is .
For each test procedure , we define its power function by
The decision to reject when 是错误的。因此,对于给定的问题,您可能只想考虑那些测试过程 为此 ,每个 ,其中 有一定的意义()。请注意,重要程度是一类测试程序的属性。我们可以将这个类准确地描述为
For each individual test procedure , the maximum probability of wrongly rejecting is called the size of the test procedure .
It follows directly from these definitions that, once we have established a significance level , and therefore determined the class of acceptable test procedures, each test procedure within this class will have size , and conversely. Concisely, if and only if .