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Power function of a statistical test
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Mathematics
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Probability and statistics
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Statistical hypothesis testing
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For a test with rejection region
R
, its power function is
π
(
θ
)
=
P
θ
(
X
∈
R
)
.
(204)
Its supremum over the null parameter space is the size of the test.
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(6)
Statistical hypothesis testing
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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Power function