COMPSCI C8 Lecture Notes - Lecture 20: Null Hypothesis, Test Statistic
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Is equal to the value that was observed in the data or is even further in the direction of the alternative. The cutoff for the p-value is an error probability. If: your cutoff is 5, and the null hypothesis happens to be true (but you don t know that) then there is about a 5% chance that your test will reject the null hypothesis anyway. Test statistic: the statistic that you have chosen to calculate, to help you decide between the two hypotheses.