9.3

临界区、临界值和显著性水平

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临界区、临界值和显著性水平是假设检验中相互依存的重要概念。

在假设检验中,使用 z 分数、t 分数或卡方分布能够将样本统计量转换为检验统计量。临界区域是由临界值对概率分布曲线下的区域所进行的划分。当检验统计量位于该区域时,则表明必须拒绝原假设。由于该区域包含了所有表明拒绝原假设检验统计量的值(使用样…

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