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Two-sided Gaussian p-value
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Mathematics
Area of mathematics
Probability and statistics
Statistical modelling
Statistical hypothesis testing
Wald test
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Words: 27
For
X
∼
N
(
μ
,
1/
n
)
under
H
0
:
μ
=
0
, the two-sided level-
α
test rejects when
∣
n
X
∣
>
Φ
−
1
(
1
−
α
/2
)
, and the observed p-value is
p
(
x
)
=
2
[
1
−
Φ
(
n
∣
x
∣
)]
.
(211)
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(7)
Wald test
Statistical hypothesis testing
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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