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S4E11 The Centrality of Noncentral Distributions

Quantitude

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The Null Hypothesis and the Z Distribution

There's an infinite number of normal distributions, each defined by its own mean and standard deviation. The word that nobody ever used is that's actually a central Z distribution. That is derived under the null hypothesis. How many of you have it made to repeat the probability that I would have observed a value of my test statistic of this magnitude or larger? You're pretty little head. It just probably didn't come from this one. And you say, oh, don't worry, you'repretty little head,. It just probablydidn't come fromthis one. All right. So where's a good place to start unpacking this? Well, let's again get back in the way back machine

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