Uniformly most powerful testIn statistical hypothesis testing, a uniformly most powerful (UMP) test is a hypothesis test which has the greatest power among all possible tests of a given size α. For example, according to the Neyman–Pearson lemma, the likelihood-ratio test is UMP for testing simple (point) hypotheses. Let denote a random vector (corresponding to the measurements), taken from a parametrized family of probability density functions or probability mass functions , which depends on the unknown deterministic parameter .
Qualité de l'ajustementThe goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expected under the model in question. Such measures can be used in statistical hypothesis testing, e.g. to test for normality of residuals, to test whether two samples are drawn from identical distributions (see Kolmogorov–Smirnov test), or whether outcome frequencies follow a specified distribution (see Pearson's chi-square test).
Borne de Cramér-RaoEn statistique, la borne Cramér-Rao exprime une borne inférieure sur la variance d'un estimateur sans biais, basée sur l'information de Fisher. Elle est aussi appelée borne de Fréchet-Darmois-Cramér-Rao (ou borne FDCR) en l'honneur de Maurice Fréchet, Georges Darmois, Harald Cramér et Calyampudi Radhakrishna Rao. Elle énonce que l'inverse de l'information de Fisher, , d'un paramètre θ, est un minorant de la variance d'un estimateur sans biais de ce paramètre (noté ).
Modes of convergenceIn mathematics, there are many senses in which a sequence or a series is said to be convergent. This article describes various modes (senses or species) of convergence in the settings where they are defined. For a list of modes of convergence, see Modes of convergence (annotated index) Note that each of the following objects is a special case of the types preceding it: sets, topological spaces, uniform spaces, TAGs (topological abelian groups), normed spaces, Euclidean spaces, and the real/complex numbers.
Statistical theoryThe theory of statistics provides a basis for the whole range of techniques, in both study design and data analysis, that are used within applications of statistics. The theory covers approaches to statistical-decision problems and to statistical inference, and the actions and deductions that satisfy the basic principles stated for these different approaches. Within a given approach, statistical theory gives ways of comparing statistical procedures; it can find a best possible procedure within a given context for given statistical problems, or can provide guidance on the choice between alternative procedures.
