Critical level
From Encyclopedia of Mathematics
The difference between one and the critical function. Suppose that a certain hypothesis 
concerning the distribution of a random variable 
is being tested, using a test based on a statistic 
the distribution function of which — provided 
is true — is 
. If the critical region for the test is defined by an equality 
, then the critical level is given by 
.
References
| [1] | E.L. Lehmann, "Testing statistical hypotheses" , Wiley (1959) |
| [2] | J. Hájek, Z. Sidák, "Theory of rank tests" , Acad. Press (1967) |
How to Cite This Entry:
Critical level. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Critical_level&oldid=13353
Critical level. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Critical_level&oldid=13353
This article was adapted from an original article by M.S. Nikulin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article