ABOUT ME

-

Today
-
Yesterday
-
Total
-
  • Type 1 Error and Type 2 Error
    Stats/Inferential 2020. 1. 30. 14:22

    1. Overview

    In statistical hypothesis testing, a type I error is the rejection of a true null hypothesis (also known as a "false positive" finding or conclusion), while a type II error is the non-rejection of a false null hypothesis (also known as a "false negative" finding or conclusion).

    2. Description

    2.1 Type 1 Error $\alpha$

    It is often assimilated with false positives or Level of significance – which happen in hypothesis testing when the null hypothesis is true but rejected. The null hypothesis is a general statement or default position that there is no relationship between two measured phenomena.

    Simply put, type 1 errors are “false positives” – they happen when the tester validates a statistically significant difference even though there isn’t one.

    2.2 Type 2 Error $\beta$

    If type 1 errors are commonly referred to as “false positives”, type 2 errors are referred to asfalse negatives”.

    Type 2 errors happen when you inaccurately assume that no winner has been declared between a control version and a variation although there actually is a winner.

    In more statistically accurate terms, type 2 errors happen when the null hypothesis is false and you subsequently fail to reject it but accepted it.

    3. Reference

    https://en.wikipedia.org/wiki/Type_I_and_type_II_errors

    https://www.abtasty.com/blog/type-1-and-type-2-errors/

    'Stats > Inferential' 카테고리의 다른 글

    Power and Effective size  (0) 2020.02.05
    Lack-of-fit sum of squares and Pure-error sum of squares  (0) 2020.02.04
    Confidence Interval  (0) 2020.01.16

    댓글

Designed by Tistory.