Kiểm định giả thuyết thống kê Trong trường hợp không có một mô hình lý thuyết đáng tin cậy, bằng chứng thực nghiệm thường là một thay thế cho việc ra quyết định. Một bước trung gian trong việc đưa ra quyết định giảm một tập hợp các quan sát trên một hoặc nhiều biến ngẫu nhiên thống kê mô tả. Ví dụ về các thống kê mô tả thường xuyên sử dụng bao gồm những khoảnh khắc (tức là, trung bình và phương sai) của một biến ngẫu nhiên và hệ số tương quan của hai biến ngẫu nhiên. Kiểm. | 3 Statistical Hypothesis Testing INTRODUCTION In the absence of a reliable theoretical model empirical evidence is often an alternative for decision making. An intermediate step in decision making is reducing a set of observations on one or more random variables to descriptive statistics. Examples of frequently used descriptive statistics include the moments . mean and variance of a random variable and the correlation coefficient of two random variables. Statistical hypothesis testing is a tool for making decisions about descriptive statistics in a systematic manner. Based on concepts of probability and statistical theory it provides a means of incorporating the concept of risk into the assessment of alternative decisions. More importantly it enables statistical theory to assist in decision making. A systematic analysis based on theoretical knowledge inserts a measure of objectivity into the decision making. It may be enlightening to introduce hypothesis testing in terms of populations and samples. Data are measured in the field or in a laboratory. These represent samples of data and descriptive statistics computed from the measured data are sample estimators. However decisions should be made using the true population which unfortunately is rarely known. When using the empirical approach in decision making the data analyst is interested in extrapolating from a data sample the statements about the population from which the individual observations that make up the sample were obtained. Since the population is not known it is necessary to use the sample data to identify a likely population. The assumed population is then used to make predictions or forecasts. Thus hypothesis tests combine statistical theory and sample information to make inferences about populations or parameters of a population. The first step is to formulate hypotheses that reflect the alternative decisions. Because of the inherent variability in a random sample of data a sample statistic .
