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Hypothesis testing assesses whether data are inconsistent with a given hypothesis (usually a null hypothesis of no effect).
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How to test that two vectors of histogram counts over the same bins come from the same multi...
Preamble:
When testing goodness of fit with null distribution with atoms using an EDF-based statistics $T_n$, random variable $n\sqrt{T_n}$ converges in law.
Empirically, the law observed with absol …
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How to find P(X > F) in ANOVA F-test?
Since the test statistics follows F-ratio distribution, the $\mathbb{P}(X>z)$ is known in closed form.
Let $X \sim F(n,m)$. Then
$$
\mathbb{P}(X > z) = \tilde{B}_{\frac{m}{m+ n z}}\left( \frac{m} …