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Statistical Tests and Classification Methods

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Statistical Physics

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Abstract

Since it is often necessary to make hypotheses about the properties of random variables, it is important to have a well-defined procedure to test these hypotheses. Typical hypotheses are

$$\begin{array}{rcl}{ H}_{0} : \quad \{{y}_{1},\ldots,{y}_{N}\}\,& & \text{ is a sample of a random variable $Y $} \\ & & \text{ with density}{\rho }_{Y }(y), \\ \end{array}$$

or

$$\begin{array}{rcl}{ H}_{0} : \quad \{{y}_{1},\ldots,{y}_{N}\}\,& & \text{ is a sample of some random variable}Y \\ & & \text{ with expectation value}\mu \end{array}$$

.

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Honerkamp, J. (2012). Statistical Tests and Classification Methods. In: Statistical Physics. Graduate Texts in Physics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28684-1_13

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