1
$\begingroup$

I read several posts on Cross Validated about $t$-statistic and $p$-value and I believe I understand that. But I don't understand what is test-statistic and how is it different from $t$-statistic.

$\endgroup$
1
  • $\begingroup$ Is the first common letter "t" confusing you? $\endgroup$ Jan 4 '16 at 16:59
5
$\begingroup$

$t$-statistic is related to $t$-test (in case of testing regression parameters it is Wald test), while test statistic is a general term for some statistical test. $t$-statistic is a test statistic, but there are also other test statistics besides $t$-statistic.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.