This refers to the region that serves as the basis for judgment when testing a statistical hypothesis. For example, when trying to find the parameter θ of a probability distribution from a sample, we make a hypothesis that θ belongs to a certain region, determine the distribution of the statistics obtained from the sample based on that hypothesis, and compare it with the actual values obtained to determine whether the hypothesis is incorrect or not. In the former case, we say that we reject the hypothesis (the hypothesis is a null hypothesis), and in the latter case, we say that we accept the hypothesis even though we cannot actively assert the validity of the hypothesis. Source: Heibonsha World Encyclopedia, 2nd Edition Information |
統計的仮説を検定する場合に判断の基準となる領域を指す。例えば確率分布のパラメーターθを標本から知ろうとするとき,θがある領域に属するという仮説をおいて,その仮説のもとに標本から得られる統計量の分布を定め,実際に得られた数値と比較して,その仮説が正しくないという判断を下すか,または仮説が正しくないとはいえないと判断する。前者の場合仮説を棄却するといい(仮説は帰無仮説である),後者の場合は仮説の正当性を積極的に主張することはできないけれども仮設を採択するという。
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