Test statistic

A test statistic is a single measure of some attribute of a

sample (i.e. a statistic) used in statistical hypothesis test-
ing.
[1]
A hypothesis test is typically specied in terms of
a test statistic, considered as a numerical summary of a
data-set that reduces the data to one value that can be used
to perform the hypothesis test. In general, a test statistic
is selected or dened in such a way as to quantify, within
observed data, behaviours that would distinguish the null
from the alternative hypothesis, where such an alternative
is prescribed, or that would characterize the null hypoth-
esis if there is no explicitly stated alternative hypothesis.
An important property of a test statistic is that its
sampling distribution under the null hypothesis must be
calculable, either exactly or approximately, which allows
p-values to be calculated. A test statistic shares some of
the same qualities of a descriptive statistic, and many
statistics can be used as both test statistics and descrip-
tive statistics. However, a test statistic is specically in-
tended for use in statistical testing, whereas the main
quality of a descriptive statistic is that it is easily inter-
pretable. Some informative descriptive statistics, such as
the sample range, do not make good test statistics since it
is dicult to determine their sampling distribution.
1 Example
For example, suppose the task is to test whether a coin is
fair (i.e. has equal probabilities of producing a head or a
tail). If the coin is ipped 100 times and the results are
recorded, the raw data can be represented as a sequence
of 100 heads and tails. If there is interest in the marginal
probability of obtaining a head, only the number T out of
the 100 ips that produced a head needs to be recorded.
But T can also be used as a test statistic in one of two
ways:
the exact sampling distribution of T under the null
hypothesis is the binomial distribution with param-
eters 0.5 and 100.
the value of T can be compared with its expected
value under the null hypothesis of 50, and since the
sample size is large a normal distribution can be used
as an approximation to the sampling distribution ei-
ther for T or for the revised test statistic T50.
Using one of these sampling distributions, it is possible
to compute either a one-tailed or two-tailed p-value for
the null hypothesis that the coin is fair. Note that the test
statistic in this case reduces a set of 100 numbers to a
single numerical summary that can be used for testing.
2 See also
Suciency (statistics)
NeymanPearson lemma
3 References
[1] Berger, R. L.; Casella, G. (2001). Statistical Inference,
Duxbury Press, Second Edition (p.374)
1
2 4 TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES
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