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HandWiki. Power (Statistics). Encyclopedia. Available online: https://encyclopedia.pub/entry/31835 (accessed on 16 October 2026).
HandWiki. Power (Statistics). Encyclopedia. Available at: https://encyclopedia.pub/entry/31835. Accessed October 16, 2026.
HandWiki. "Power (Statistics)" Encyclopedia, https://encyclopedia.pub/entry/31835 (accessed October 16, 2026).
HandWiki. (2022, October 28). Power (Statistics). In Encyclopedia. https://encyclopedia.pub/entry/31835
HandWiki. "Power (Statistics)." Encyclopedia. Web. 28 October, 2022.
Power (Statistics)
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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.

classification nonparametric test analysis

References

  1. Everitt 2002, p. 321.
  2. Ellis, Paul D. (2010). The Essential Guide to Effect Sizes: An Introduction to Statistical Power, Meta-Analysis and the Interpretation of Research Results. United Kingdom: Cambridge University Press. 
  3. Ellis, Paul (2010). The Essential Guide to Effect Sizes: Statistical Power, Meta-Analysis, and the Interpretation of Research Results. Cambridge University Press. p. 52. ISBN 978-0521142465. 
  4. Tsang, R.; Colley, L.; Lynd, L. D. (2009). "Inadequate statistical power to detect clinically significant differences in adverse event rates in randomized controlled trials". Journal of Clinical Epidemiology 62 (6): 609–616. doi:10.1016/j.jclinepi.2008.08.005. PMID 19013761.  https://dx.doi.org/10.1016%2Fj.jclinepi.2008.08.005
  5. Hoenig; Heisey (2001). "The Abuse of Power". The American Statistician 55 (1): 19–24. doi:10.1198/000313001300339897.  https://dx.doi.org/10.1198%2F000313001300339897
  6. Thomas, L. (1997) Retrospective power analysis. Conservation Biology 11(1):276–280 http://eprints.st-andrews.ac.uk/archive/00000417/01/ThomasCB1997.pdf
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