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Power (statistics)


The power of a binary hypothesis test is the probability that the test correctly rejects the null hypothesis (H0) when a specific alternative hypothesis (H1) is true. The Statistical power ranges from 0 to 1, as statistical power increases, the probability of making an error decreases (specifically a type 2 error), type 2 error is =β, statistical power is =1-β. Therefore, as an 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 2 error than experiment 2, and experiment 2 is more reliable than experiment 1 due to the reduction in probability of a type 2 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 is not an equality but rather simply the negation of (so for example with for some unobserved population parameter we have simply ) 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.


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