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Hypothesis testing assesses whether data are inconsistent with a given hypothesis rather than being an effect of random fluctuations.

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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 …
asked Mar 27 '16 by Sasha
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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} …
answered Nov 1 '11 by Sasha