Category: Frequentist Inference

Frequentist Inference III – Confidence Intervals

Confidence Intervals are often used and are a great way to not just give a point estimate but to tell where else the point might be. We will focus on confidence intervals based on normal data today. z-confidence intervals for the mean Suppose data $latex x_{ 1 },...,x_{ n } \sim N(\mu,\sigma^{ 2 })$ with … Continue reading Frequentist Inference III – Confidence Intervals

Frequentist Inference II – NHST II

This here shall be a summary of the most common significance tests. Designing NHST specify $latex H_{ 0 } $ and $latex H_{ 1 } $ choose test statistic of which we know the null distribution and alternative distribution specify rejection region, significance level and decide if the rejection region is one or two-sided compute … Continue reading Frequentist Inference II – NHST II

Frequentist Inference I – Null Hypothesis Significance Testing

Beside Bayesian Inference there is Frequentist Inference, a well established way of making assumptions about an experiment. Frequentist Inference is especially used in medical research and similar fields, while Bayesian inference is mostly used in modern technology and had a comeback when computers became more powerful. Null Hypothesis Significance Test (NHST) Suppose a friend tosses … Continue reading Frequentist Inference I – Null Hypothesis Significance Testing