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Quantitative Finance · शब्दावली

Size, power क्या है?

अन्य नाम: size of a test · power of a test

Definition 12.2 Quantitative Methods · अध्याय 12 — Testing and Multiple Testing

The size of a test is the largest probability of rejecting when the null is true (a false positive, or type I error). The power of a test at an alternative is the probability of rejecting when that alternative is true; one minus the power is the type II error.

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