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test statistic

   Also found in: Wikipedia 0.01 sec.
test statistic [′test stə‚tis·tik]
(statistics)
A numerical value which summarizes the information contained in the sample data and which is a basis for testing a given hypothesis.


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The Wilcoxon test statistic is the sum of the ranks in the second sample: W = [n.
The test statistic for the panel Granger Causality Tests are computed by means of the following equation: F = ([RSS.
t-1] + [kappa] (5) when [epsilon] is the error term from the AR(4) filtered series, and then compute the ARCH-LM test statistic that is given by (N-m)[R.
 
 
 
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