Tuesday, March 23, 2010

Statistical significance

In statistics, a result is called statistically significant if it is unlikely to have occurred by chance.

The amount of evidence required to accept that an event is unlikely to have arisen by chance is known as the significance level or critical p-vale. In traditional Fisherian statistical hypothesis testing, the p-value is the probability conditional on the null hypothesis of the observed data or more extreme data.


If the obtained p-value is small then it can be said either the null hypothesis is false or an unusual event has occurred.

In SCTK toolkits, the Null Hypothesis is:

 There is no performance difference between the two systems.

Thus the p-value is, assuming the two system have no difference, the probability of the test statistic having a value at least as extreme as that actually found, is no more than p-value.

So, the small the p-value is, the more statistically significant the system is.

Posted via email from Troy's posterous

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