Probability of error: Difference between revisions

Revision as of 14:55, 18 October 2018

Revision as of 06:07, 1 April 2020

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{{Unreferenced|date=December 2009}}

In [[statistics]], the term "error" arises in two ways. Firstly, it arises in the context of [[decision making]], where the '''probability of error''' may be considered as being the probability of making a wrong decision and which would have a different value for each type of error. Secondly, it arises in the context of [[statistical modelling]] (for example regression) where the model's predicted value may be in error regarding the observed outcome and where the term '''probability of error''' may refer to the probabilities of various amounts of error occurring.

==Hypothesis testing==

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The '''probability of error''' is similarly distinguished.

* For a Type I error, it is shown as α (alpha) and is known as the ''size'' of the test and is 1 minus the [[Specificity (tests)|specificity]] of the test. ItThis should also be noted that α (alpha)quantity is sometimes referred to as the confidence of the test, or the level of significance (LOS) of the test.

* For a Type II error, it is shown as β (beta) and is 1 minus the [[Statistical power|power]] or 1 minus the [[sensitivity (tests)|sensitivity]] of the test.