| Version | Summary | Created by | Modification | Content Size | Created at | Operation |
|---|---|---|---|---|---|---|
| 1 | Camila Xu | -- | 3157 | 2022-10-28 01:49:04 |
The power of a binary hypothesis test is the probability that the test rejects the null hypothesis (H0) when a specific alternative hypothesis (H1) is true. The statistical power ranges from 0 to 1, and as statistical power increases, the probability of making a type II error (wrongly failing to reject the null hypothesis) decreases. For a type II error probability of β, the corresponding statistical power is 1 − β. For example, if experiment 1 has a statistical power of 0.7, and experiment 2 has a statistical power of 0.95, then there is a stronger probability that experiment 1 had a type II error than experiment 2, and experiment 2 is more reliable than experiment 1 due to the reduction in probability of a type II error. It can be equivalently thought of as the probability of accepting the alternative hypothesis (H1) when it is true—that is, the ability of a test to detect a specific effect, if that specific effect actually exists. That is, If [math]\displaystyle{ H_1 }[/math] is not an equality but rather simply the negation of [math]\displaystyle{ H_0 }[/math] (so for example with [math]\displaystyle{ H_0:\mu=0 }[/math] for some unobserved population parameter [math]\displaystyle{ \mu, }[/math] we have simply [math]\displaystyle{ H_1:\mu\ne 0 }[/math]) then power cannot be calculated unless probabilities are known for all possible values of the parameter that violate the null hypothesis. Thus one generally refers to a test's power against a specific alternative hypothesis. As the power increases, there is a decreasing probability of a type II error, also referred to as the false negative rate (β) since the power is equal to 1 − β. A similar concept is the type I error probability, also referred to as the "false positive rate" or the level of a test under the null hypothesis. Power analysis can be used to calculate the minimum sample size required so that one can be reasonably likely to detect an effect of a given size. For example: "how many times do I need to toss a coin to conclude it is rigged by a certain amount?" Power analysis can also be used to calculate the minimum effect size that is likely to be detected in a study using a given sample size. In addition, the concept of power is used to make comparisons between different statistical testing procedures: for example, between a parametric test and a nonparametric test of the same hypothesis. In the context of binary classification, the power of a test is called its statistical sensitivity, its true positive rate, or its probability of detection.