Definition:Frequential Inference
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Definition
Frequential inference is statistical inference based on the frequential theory of probability.
In hypothesis testing, this leads to tests, such as the $t$-test, as to whether data provide evidence for the hull hypothesis that it comes from a population with a parameter $\theta$, for example, having some predefined fixed value $\theta_0$.
The question posed and answered by this approach is:
- "What is the probability, given by a $p$-value, of obtaining this or a more extreme (that is, unlikely) value of a relevant statistic obtained from the observed data when the hull hypothesis holds?"
Also see
- Definition:Bayesian Inference, the antithesis of this approach
- Results about frequential inference can be found here.
Sources
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): frequential inference