What is statistical power?
What is statistical power?
-sensitivity of a binary hypothesis test
-Probability that the test correctly rejects the null hypothesis H0H0 when the alternative is true H1H1
-Ability of a test to detect an effect, if the effect actually exists
-Power=P(rejectH0|H1istrue)Power=P(rejectH0|H1istrue)
-As power increases, chances of Type II error (false negative) decrease
-Used in the design of experiments, to calculate the minimum sample size required so that one can reasonably detects an effect. i.e: "how many times do I need to flip a coin to conclude it is biased?"
-Used to compare tests. Example: between a parametric and a non-parametric test of the same hypothesis