翻訳と辞書
Words near each other
・ Walcottoceras
・ Walcott–Rust quarry
・ Walcourt
・ Walcrow River
・ Walcyr Carrasco
・ Walcz o Swoją Wolność
・ Walczak
・ WALD
・ Wald
・ Wald (Allgäu)
・ Wald (surname)
・ Wald am Schoberpass
・ Wald im Pinzgau
・ Wald Rabi' District
・ Wald railway station
Wald test
・ Wald's equation
・ Wald's martingale
・ Wald's maximin model
・ Wald, Appenzell Ausserrhoden
・ Wald, Baden-Württemberg
・ Wald, Bern
・ Wald, Iowa
・ Wald, Switzerland
・ Wald, Upper Palatinate
・ Wald, Zürich
・ Wald-Michelbach
・ Walda Heywat
・ Waldach
・ Waldachtal


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Wald test : ウィキペディア英語版
Wald test
The Wald test is a parametric statistical test named after the Hungarian statistician Abraham Wald. Whenever a relationship within or between data items can be expressed as a statistical model with parameters to be estimated from a sample, the Wald test can be used to test the true value of the parameter based on the sample estimate.
Suppose an economist, who has data on social class and shoe size, wonders whether social class is associated with shoe size. Say \theta is the average increase in shoe size for upper-class people compared to middle-class people: then the Wald test can be used to test whether \theta is 0 (in which case social class has no association with shoe size) or non-zero (shoe size varies between social classes). Here, \theta, the hypothetical difference in shoe sizes between upper and middle-class people in the whole population, is a parameter. An estimate of \theta might be the difference in shoe size between upper and middle-class people in the sample. In the Wald test, the economist uses the estimate and an estimate of variability (see below) to draw conclusions about the unobserved true \theta. Or, for a medical example, suppose smoking multiplies the risk of lung cancer by some number ''R'': then the Wald test can be used to test whether ''R'' = 1 (i.e. there is no effect of smoking) or is greater (or less) than 1 (i.e. smoking alters risk).
A Wald test can be used in a great variety of different models including models for dichotomous variables and models for continuous variables.
== Mathematical details ==

Under the Wald statistical test, the maximum likelihood estimate \hat\theta of the parameter(s) of interest \theta is compared with the proposed value \theta_0, with the assumption that the difference between the two will be approximately normally distributed. Typically the square of the difference is compared to a chi-squared distribution.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Wald test」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.