Null distribution
Encyclopedia
In statistical hypothesis testing
, the null distribution is the probability distribution
of the test statistic when the null hypothesis
is true.
In an F-test
, the null distribution is an F-distribution.
Statistical hypothesis testing
A statistical hypothesis test is a method of making decisions using data, whether from a controlled experiment or an observational study . In statistics, a result is called statistically significant if it is unlikely to have occurred by chance alone, according to a pre-determined threshold...
, the null distribution is the probability distribution
Probability distribution
In probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....
of the test statistic when the null hypothesis
Null hypothesis
The practice of science involves formulating and testing hypotheses, assertions that are capable of being proven false using a test of observed data. The null hypothesis typically corresponds to a general or default position...
is true.
In an F-test
F-test
An F-test is any statistical test in which the test statistic has an F-distribution under the null hypothesis.It is most often used when comparing statistical models that have been fit to a data set, in order to identify the model that best fits the population from which the data were sampled. ...
, the null distribution is an F-distribution.