Definition:Hypothesis Test

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Definition

A hypothesis test is a rule that specifies, for a null hypothesis $H_0$ and alternative hypothesis $H_1$:

  • For which sample values the decision is made to accept $H_0$
  • For which sample values $H_0$ is rejected and $H_1$ is accepted.

Consideration of a suitable test statistic $T$ enables the null hypothesis to be rejected at a given significance level $L$ only if the $T$ lies in its critical region for $L$.


Also known as

It is often convenient to refer to the process of hypothesis testing as a verb form meaning performing a hypothesis test.


Also see

  • Results about hypothesis testing can be found here.


Sources