Micron Document
<!DOCTYPE html>
<html class="client-nojs vector-feature-language-in-header-enabled vector-feature-language-in-main-page-header-disabled vector-feature-page-tools-pinned-disabled vector-feature-toc-pinned-clientpref-0 vector-toc-not-available vector-feature-main-menu-pinned-disabled vector-feature-limited-width-clientpref-1 vector-feature-limited-width-content-enabled vector-feature-custom-font-size-clientpref-1 vector-feature-appearance-pinned-clientpref-0 skin-theme-clientpref-day vector-sticky-header-enabled" lang="de" dir="ltr"><head>
<meta charset="UTF-8">
<title>Teststatistik</title>
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<link rel="icon" type="image/png" href="./_res_/favicon.png">
<link rel="canonical" href="https://de.wikipedia.org/wiki/Teststatistik"> <link href="./_mw_/ext.cite.styles.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.math.styles.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.wikimediamessages.styles.css" rel="stylesheet" type="text/css">
<link href="./_mw_/skins.vector.icons.css" rel="stylesheet" type="text/css">
<link href="./_mw_/skins.vector.search.codex.styles.css" rel="stylesheet" type="text/css">
<link href="./_mw_/skins.vector.styles.css" rel="stylesheet" type="text/css">
<meta name="ResourceLoaderDynamicStyles" content="">
<link href="./_mw_/ext.gadget.citeRef.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.defaultPlainlinks.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.dewikiCommonHide.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.dewikiCommonLayout.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.dewikiCommonStyle.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.dewikiDarkmode.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.dewikiResponsive.css" rel="stylesheet" type="text/css">
<link href="./_mw_/ext.gadget.specialSearch.css" rel="stylesheet" type="text/css">
<link rel="stylesheet" type="text/css" href="./_mw_/site.styles.css">
<link rel="stylesheet" type="text/css" href="./_mw_/noscript.css">
<link rel="stylesheet" type="text/css" href="./_res_/footer.css">
<link rel="stylesheet" type="text/css" href="./_res_/vector-2022.css">
</head>
<body class="skin--responsive skin-vector skin-vector-search-vue mediawiki ltr sitedir-ltr mw-hide-empty-elt ns-0 ns-subject page-Teststatistik rootpage-Teststatistik skin-vector-2022 action-view">
<div class="mw-page-container">
<div class="mw-page-container-inner">
<div class="mw-content-container">
<main id="content" class="mw-body">
<header class="mw-body-header vector-page-titlebar">
<h1 id="firstHeading" class="firstHeading mw-first-heading"><span class="mw-page-title-main">Teststatistik</span></h1>
</header>
<a id="top"></a>
<div id="bodyContent" class="vector-body ve-init-mw-desktopArticleTarget-targetContainer" aria-labelledby="firstHeading" data-mw-ve-target-container="">
<div id="contentSub">
<div id="mw-content-subtitle"></div>
</div>
<div id="mw-content-text" class="mw-body-content mw-content-ltr" lang="de" dir="ltr"><div class="mw-content-ltr mw-parser-output" lang="de" dir="ltr"><p>Eine <b>Teststatistik</b>, auch <b>Prüfgröße</b>,<sup id="cite_ref-Tschirk67_1-0" class="reference"><a href="#cite_note-Tschirk67-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> <b>Testgröße</b><sup id="cite_ref-Bosch178_2-0" class="reference"><a href="#cite_note-Bosch178-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup>, <b>Testprüfgröße</b> oder <b>Prüffunktion</b> genannt, ist eine spezielle <a href="Reellwertige_Funktion" title="Reellwertige Funktion">reellwertige Funktion</a> in der <a href="Testtheorie_(Statistik)" title="Testtheorie (Statistik)">Testtheorie</a>, einem Teilgebiet der <a href="Mathematische_Statistik" title="Mathematische Statistik">mathematischen Statistik</a>. Teststatistiken werden als Hilfsfunktionen bei der Definition von <a href="Statistischer_Test" title="Statistischer Test">statistischen Tests</a> verwendet. So wird beispielsweise bei einem <a href="Hypothesentest" class="mw-redirect" title="Hypothesentest">Hypothesentest</a> die <a href="Nullhypothese" class="mw-redirect" title="Nullhypothese">Nullhypothese</a> abgelehnt, wenn die Teststatistik über oder unter einem vorher festgelegten Zahlenwert liegt.
</p>

<div class="mw-heading mw-heading2"><h2 id="Definition">Definition</h2></div>
<p>Gegeben sei eine Funktion
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T\colon {\mathcal {X}}\to \mathbb {R} \;,}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo>:<!-- : --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo stretchy="false">→<!-- → --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mspace width="thickmathspace"></mspace>
<mo>,</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T\colon {\mathcal {X}}\to \mathbb {R} \;,}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c181b6870195efcaa075a10bea941c83d6b996c8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.13ex; height:2.509ex;" alt="{\displaystyle T\colon {\mathcal {X}}\to \mathbb {R} \;,}" loading="lazy"></span></dd></dl>
<p>die auf dem <a href="Stichprobenraum" class="mw-redirect" title="Stichprobenraum">Stichprobenraum</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {X}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\mathcal {X}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/8c7e5461c5286852df4ef652fca7e4b0b63030e9.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.875ex; height:2.176ex;" alt="{\displaystyle {\mathcal {X}}}" loading="lazy"></span>, der Menge aller möglichen Stichprobenwerte einer <a href="Stichprobenvariable" class="mw-redirect" title="Stichprobenvariable">Stichprobenvariablen</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>X</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle X}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/68baa052181f707c662844a465bfeeb135e82bab.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}" loading="lazy"></span>, definiert ist,
sowie ein <a href="Statistischer_Test" title="Statistischer Test">statistischer Test</a>
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi \colon {\mathcal {X}}\to [0,1]}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
<mo>:<!-- : --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo stretchy="false">→<!-- → --></mo>
<mo stretchy="false">[</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">]</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi \colon {\mathcal {X}}\to [0,1]}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/0d61edc5c60b4932863e09dba50854250ee82e78.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.696ex; height:2.843ex;" alt="{\displaystyle \varphi \colon {\mathcal {X}}\to [0,1]}" loading="lazy"></span>,</dd></dl>
<p>der durch
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)>k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow>
<mo>{</mo>
<mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false">
<mtr>
<mtd>
<mn>1</mn>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>&nbsp;falls&nbsp;</mtext>
</mrow>
<mspace width="1em"></mspace>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>&gt;</mo>
<mi>k</mi>
</mtd>
</mtr>
<mtr>
<mtd>
<mn>0</mn>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>&nbsp;falls&nbsp;</mtext>
</mrow>
<mspace width="1em"></mspace>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>≤<!-- ≤ --></mo>
<mi>k</mi>
</mtd>
</mtr>
</mtable>
<mo fence="true" stretchy="true" symmetric="true"></mo>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)&gt;k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/fee2aaa9b8d9a91950201af0bb07a727d1132806.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:31.691ex; height:6.176ex;" alt="{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)>k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}" loading="lazy"></span></dd></dl>
<p>definiert ist.
</p><p>Hierbei ist <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>k</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle k}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c3c9a2c7b599b37105512c5d570edc034056dd40.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}" loading="lazy"></span> eine feste Zahl, die auch der <a href="Kritischer_Wert_(Statistik)" title="Kritischer Wert (Statistik)">kritische Wert</a> genannt wird. Dann wird die Zufallsvariable <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}" loading="lazy"></span> eine Teststatistik genannt.<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup>
</p><p>Die Definition gilt ebenso für <a href="Randomisierter_Test" title="Randomisierter Test">randomisierte Tests</a> sowie Varianten der obigen Definition des Tests. Dazu gehört unter anderem das Vertauschen oder Abändern von Ungleichheitszeichen und Vertauschen von null und eins.
</p>
<div class="mw-heading mw-heading2"><h2 id="Beispiele">Beispiele</h2></div>
<div class="mw-heading mw-heading3"><h3 id="z-Statistik">z-Statistik</h3></div>
<div class="hauptartikel" role="navigation"><span class="hauptartikel-pfeil" title="siehe" aria-hidden="true" role="presentation">→&nbsp;</span><i><span class="hauptartikel-text">Hauptartikel</span>: <a href="Standardisierung_(Statistik)" title="Standardisierung (Statistik)">Standardisierung (Statistik)</a></i></div>
<p>Unter Verwendung der Abkürzung
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\overline {X}}={\frac {1}{n}}\left(X_{1}+X_{2}+\ldots +X_{n}\right)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo accent="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mi>n</mi>
</mfrac>
</mrow>
<mrow>
<mo>(</mo>
<mrow>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>+</mo>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>+</mo>
<mo>…<!-- … --></mo>
<mo>+</mo>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msub>
</mrow>
<mo>)</mo>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\overline {X}}={\frac {1}{n}}\left(X_{1}+X_{2}+\ldots +X_{n}\right)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/8296c9efe7271bf9c45ddff332918f2eb66b89fd.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:30.001ex; height:5.176ex;" alt="{\displaystyle {\overline {X}}={\frac {1}{n}}\left(X_{1}+X_{2}+\ldots +X_{n}\right)}" loading="lazy"></span></dd></dl>
<p>für das <a href="Stichprobenmittel" title="Stichprobenmittel">Stichprobenmittel</a> ist eine typische Teststatistik auf <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo>=</mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c636a28715d1209781157833b8c89c953e37fd37.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.87ex; height:2.343ex;" alt="{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}" loading="lazy"></span> gegeben durch die <a href="Standardisierung_(Statistik)" title="Standardisierung (Statistik)">z-Statistik</a>
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sigma }}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<msqrt>
<mi>n</mi>
</msqrt>
</mrow>
<mo>⋅<!-- ⋅ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo accent="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
<mo>−<!-- − --></mo>
<mi>μ<!-- μ --></mi>
</mrow>
<mi>σ<!-- σ --></mi>
</mfrac>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sigma }}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ba664287d7df876243bcb380ceb160bdffe976ac.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:20.743ex; height:6.176ex;" alt="{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sigma }}}" loading="lazy"></span></dd></dl>
<p>Hierbei ist <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>σ<!-- σ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/59f59b7c3e6fdb1d0365a494b81fb9a696138c36.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\displaystyle \sigma }" loading="lazy"></span> eine positive Zahl und <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fd47b2a39f7a7856952afec1f1db72c67af6161.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }" loading="lazy"></span> eine beliebige reelle Zahl. Diese Teststatistik findet beispielsweise bei den <a href="Gau%C3%9F-Test" title="Gauß-Test">Gauß-Tests</a> Anwendung. Dabei wird ausgenutzt, dass die Teststatistik <a href="Standardnormalverteilung" class="mw-redirect" title="Standardnormalverteilung">standardnormalverteilt</a> ist, d.&nbsp;h. <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T\sim {\mathcal {N}}(0,1)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo>∼<!-- ∼ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">N</mi>
</mrow>
</mrow>
<mo stretchy="false">(</mo>
<mn>0</mn>
<mo>,</mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T\sim {\mathcal {N}}(0,1)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/f566c81ffcb897643fab6c5555730f4677cc0a2c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.178ex; height:3.009ex;" alt="{\displaystyle T\sim {\mathcal {N}}(0,1)}" loading="lazy"></span>, wenn die <a href="Stichprobenvariable" class="mw-redirect" title="Stichprobenvariable">Stichprobenvariablen</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1},X_{2},\dots ,X_{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
<mo>,</mo>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msub>
<mo>,</mo>
<mo>…<!-- … --></mo>
<mo>,</mo>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle X_{1},X_{2},\dots ,X_{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/197911bbfe9fe9540571f88763a0064df10686ac.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:15.312ex; height:2.509ex;" alt="{\displaystyle X_{1},X_{2},\dots ,X_{n}}" loading="lazy"></span> normalverteilt sind mit <a href="Erwartungswert" title="Erwartungswert">Erwartungswert</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fd47b2a39f7a7856952afec1f1db72c67af6161.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }" loading="lazy"></span> und <a href="Varianz_(Stochastik)" title="Varianz (Stochastik)">Varianz</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma ^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>σ<!-- σ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma ^{2}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/53a5c55e536acf250c1d3e0f754be5692b843ef5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.385ex; height:2.676ex;" alt="{\displaystyle \sigma ^{2}}" loading="lazy"></span>.<sup id="cite_ref-Rüschendorf195_4-0" class="reference"><a href="#cite_note-Rüschendorf195-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="t-Statistik">t-Statistik</h3></div>
<div class="hauptartikel" role="navigation"><span class="hauptartikel-pfeil" title="siehe" aria-hidden="true" role="presentation">→&nbsp;</span><i><span class="hauptartikel-text">Hauptartikel</span>: <a href="T-Statistik" title="T-Statistik">t-Statistik</a></i></div>
<p>Bezeichnet man mit
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle V^{*}(X)={\frac {1}{n-1}}\sum _{i=1}^{n}(X_{i}-{\overline {X}})^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>V</mi>
<mrow class="MJX-TeXAtom-ORD">
<mo>∗<!-- ∗ --></mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mn>1</mn>
<mrow>
<mi>n</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</mfrac>
</mrow>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</munderover>
<mo stretchy="false">(</mo>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo accent="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
<msup>
<mo stretchy="false">)</mo>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle V^{*}(X)={\frac {1}{n-1}}\sum _{i=1}^{n}(X_{i}-{\overline {X}})^{2}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/f093fe631a3c52d5f08e5a7fb70d38d2f4017f95.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:30.394ex; height:6.843ex;" alt="{\displaystyle V^{*}(X)={\frac {1}{n-1}}\sum _{i=1}^{n}(X_{i}-{\overline {X}})^{2}}" loading="lazy"></span></dd></dl>
<p>die <a href="Korrigierte_Stichprobenvarianz" class="mw-redirect" title="Korrigierte Stichprobenvarianz">korrigierte Stichprobenvarianz</a>, so ist eine weitere wichtige Teststatistik auf <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo>=</mo>
<msup>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c636a28715d1209781157833b8c89c953e37fd37.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.87ex; height:2.343ex;" alt="{\displaystyle {\mathcal {X}}=\mathbb {R} ^{n}}" loading="lazy"></span> gegeben durch
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sqrt {V^{*}(X)}}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<msqrt>
<mi>n</mi>
</msqrt>
</mrow>
<mo>⋅<!-- ⋅ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mrow>
<mrow class="MJX-TeXAtom-ORD">
<mover>
<mi>X</mi>
<mo accent="false">¯<!-- ¯ --></mo>
</mover>
</mrow>
<mo>−<!-- − --></mo>
<mi>μ<!-- μ --></mi>
</mrow>
<msqrt>
<msup>
<mi>V</mi>
<mrow class="MJX-TeXAtom-ORD">
<mo>∗<!-- ∗ --></mo>
</mrow>
</msup>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
</msqrt>
</mfrac>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sqrt {V^{*}(X)}}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/1faa1b6dda1669658e6c957fa3844fbc6cfcc7cc.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.171ex; width:23.454ex; height:7.509ex;" alt="{\displaystyle T(X)={\sqrt {n}}\cdot {\frac {{\overline {X}}-\mu }{\sqrt {V^{*}(X)}}}}" loading="lazy"></span>.</dd></dl>
<p>Hierbei ist wieder <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fd47b2a39f7a7856952afec1f1db72c67af6161.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }" loading="lazy"></span> eine beliebige reelle Zahl. Diese Teststatistik findet bei dem <a href="Einstichproben-t-Test" title="Einstichproben-t-Test">Einstichproben-t-Test</a> Anwendung. Dabei wird ähnlich zum obigen Beispiel ausgenutzt, dass wenn die Stichprobenvariablen normalverteilt sind mit Varianz <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma ^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>σ<!-- σ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma ^{2}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/53a5c55e536acf250c1d3e0f754be5692b843ef5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.385ex; height:2.676ex;" alt="{\displaystyle \sigma ^{2}}" loading="lazy"></span> und Mittelwert <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fd47b2a39f7a7856952afec1f1db72c67af6161.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }" loading="lazy"></span>, die Teststatistik <a href="Studentsche_t-Verteilung" title="Studentsche t-Verteilung">t-verteilt</a> ist mit <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (n-1)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mo stretchy="false">(</mo>
<mi>n</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle (n-1)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/df88c6333caaf6471cf277f24b802ff9931b133e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.207ex; height:2.843ex;" alt="{\displaystyle (n-1)}" loading="lazy"></span> <a href="Anzahl_der_Freiheitsgrade_(Statistik)" title="Anzahl der Freiheitsgrade (Statistik)">Freiheitsgraden</a>. Es gilt dann <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T\sim \mathbf {t} _{n-1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo>∼<!-- ∼ --></mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="bold">t</mi>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
<mo>−<!-- − --></mo>
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T\sim \mathbf {t} _{n-1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/e6cb4ff22ed222bac09c9d6963d6494a4471acc2.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:9.093ex; height:2.509ex;" alt="{\displaystyle T\sim \mathbf {t} _{n-1}}" loading="lazy"></span>.<sup id="cite_ref-Georgii_282_5-0" class="reference"><a href="#cite_note-Georgii_282-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading3"><h3 id="Chi-Quadrat-Summe">Chi-Quadrat-Summe</h3></div>
<p>Eine dritte wichtige Teststatistik ist
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T(X):=\sum _{i=1}^{n}\left({\frac {X_{i}-\mu }{\sigma }}\right)^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>:=</mo>
<munderover>
<mo>∑<!-- ∑ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
<mo>=</mo>
<mn>1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>n</mi>
</mrow>
</munderover>
<msup>
<mrow>
<mo>(</mo>
<mrow class="MJX-TeXAtom-ORD">
<mfrac>
<mrow>
<msub>
<mi>X</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>i</mi>
</mrow>
</msub>
<mo>−<!-- − --></mo>
<mi>μ<!-- μ --></mi>
</mrow>
<mi>σ<!-- σ --></mi>
</mfrac>
</mrow>
<mo>)</mo>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T(X):=\sum _{i=1}^{n}\left({\frac {X_{i}-\mu }{\sigma }}\right)^{2}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/1c5ce00048f0f6eb1fd14a8d0e89fa7b5a4325f2.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:25.191ex; height:7.009ex;" alt="{\displaystyle T(X):=\sum _{i=1}^{n}\left({\frac {X_{i}-\mu }{\sigma }}\right)^{2}}" loading="lazy"></span></dd></dl>
<p>Dabei ist <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \in \mathbb {R} }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
<mo>∈<!-- ∈ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mi mathvariant="double-struck">R</mi>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu \in \mathbb {R} }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a9a48f0e84328dc53dec2ad301bb321c00dcf422.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.92ex; height:2.676ex;" alt="{\displaystyle \mu \in \mathbb {R} }" loading="lazy"></span> und <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma >0}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>σ<!-- σ --></mi>
<mo>&gt;</mo>
<mn>0</mn>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma &gt;0}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/762ecd0f0905dd0d4d7a07f80fa8bfb324b9b021.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.591ex; height:2.176ex;" alt="{\displaystyle \sigma >0}" loading="lazy"></span>. Sie wird beispielsweise beim <a href="Chi-Quadrat-Test" title="Chi-Quadrat-Test">Chi-Quadrat-Test</a> für die Varianz verwendet. Dabei wird genutzt, dass <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}" loading="lazy"></span> <a href="Chi-Quadrat-Verteilung" title="Chi-Quadrat-Verteilung">Chi-Quadrat-verteilt</a> ist, wenn die Stichprobenvariablen normalverteilt sind mit Erwartungswert <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>μ<!-- μ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mu }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fd47b2a39f7a7856952afec1f1db72c67af6161.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }" loading="lazy"></span> und Varianz <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma ^{2}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msup>
<mi>σ<!-- σ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>2</mn>
</mrow>
</msup>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \sigma ^{2}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/53a5c55e536acf250c1d3e0f754be5692b843ef5.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.385ex; height:2.676ex;" alt="{\displaystyle \sigma ^{2}}" loading="lazy"></span>.<sup id="cite_ref-Rüschendorf195_4-1" class="reference"><a href="#cite_note-Rüschendorf195-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup>
</p>
<div class="mw-heading mw-heading2"><h2 id="Vorteile">Vorteile</h2></div>
<p>Betrachtet man einen Test <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/33ee699558d09cf9d653f6351f9fda0b2f4aaa3e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.52ex; height:2.176ex;" alt="{\displaystyle \varphi }" loading="lazy"></span> und bezeichnet mit <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} _{\vartheta }}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">E</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {E} _{\vartheta }}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/9fc0ddb85c93ae8ffccd7f34b7db4ab0c9d9598a.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.787ex; height:2.509ex;" alt="{\displaystyle \operatorname {E} _{\vartheta }}" loading="lazy"></span> die Bildung des Erwartungswertes bezüglich einer Wahrscheinlichkeitsverteilung <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P_{\vartheta }}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>P</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle P_{\vartheta }}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/4a035875f3f7766b93af51105313b364f91a9c4b.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.696ex; height:2.509ex;" alt="{\displaystyle P_{\vartheta }}" loading="lazy"></span>, so treten in der Testtheorie häufig Ausdrücke der Form
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} _{\vartheta _{0}}(\varphi )}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">E</mi>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>ϑ<!-- ϑ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mrow>
</msub>
<mo>⁡<!-- ⁡ --></mo>
<mo stretchy="false">(</mo>
<mi>φ<!-- φ --></mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {E} _{\vartheta _{0}}(\varphi )}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/6f8a848ff4bc6050df530c220c045f4eeaa9d90d.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.948ex; height:3.009ex;" alt="{\displaystyle \operatorname {E} _{\vartheta _{0}}(\varphi )}" loading="lazy"></span> oder <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1-\operatorname {E} _{\vartheta _{1}}(\varphi )}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mn>1</mn>
<mo>−<!-- − --></mo>
<msub>
<mi mathvariant="normal">E</mi>
<mrow class="MJX-TeXAtom-ORD">
<msub>
<mi>ϑ<!-- ϑ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mrow>
</msub>
<mo>⁡<!-- ⁡ --></mo>
<mo stretchy="false">(</mo>
<mi>φ<!-- φ --></mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle 1-\operatorname {E} _{\vartheta _{1}}(\varphi )}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a1c038b9f1381cfe3d68d0a028252f40ea29c9f6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:10.95ex; height:3.009ex;" alt="{\displaystyle 1-\operatorname {E} _{\vartheta _{1}}(\varphi )}" loading="lazy"></span></dd></dl>
<p>auf. Dabei entspricht der erste Ausdruck dem <a href="Fehler_1._und_2._Art#Fehler_1._Art" title="Fehler 1. und 2. Art">Fehler 1. Art</a> und der zweite dem <a href="Fehler_1._und_2._Art#Fehler_2._Art" title="Fehler 1. und 2. Art">Fehler 2. Art</a>, wenn <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \vartheta _{0}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>ϑ<!-- ϑ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>0</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \vartheta _{0}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a2d2fe479bcd30fad9d68cc45a1760ff38de03c9.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.428ex; height:2.509ex;" alt="{\displaystyle \vartheta _{0}}" loading="lazy"></span> in der <a href="Nullhypothese" class="mw-redirect" title="Nullhypothese">Nullhypothese</a> ist und <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \vartheta _{1}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi>ϑ<!-- ϑ --></mi>
<mrow class="MJX-TeXAtom-ORD">
<mn>1</mn>
</mrow>
</msub>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \vartheta _{1}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/a8945230e55c17b39c8e4b84cee976a8fe1c5248.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.428ex; height:2.509ex;" alt="{\displaystyle \vartheta _{1}}" loading="lazy"></span> in der Alternative. Im Allgemeinen sind solche Ausdrücke schwer zu berechnen, da der Test <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/33ee699558d09cf9d653f6351f9fda0b2f4aaa3e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.52ex; height:2.176ex;" alt="{\displaystyle \varphi }" loading="lazy"></span> selbst wenig Struktur besitzt.
</p><p>Geht man nun von einem <a href="Nichtrandomisierter_Test" title="Nichtrandomisierter Test">nichtrandomisierten Test</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi }">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi }</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/33ee699558d09cf9d653f6351f9fda0b2f4aaa3e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.52ex; height:2.176ex;" alt="{\displaystyle \varphi }" loading="lazy"></span> aus (der <a href="Randomisierter_Test" title="Randomisierter Test">randomisierte Fall</a> folgt mit leichten Anpassungen), so lässt sich der Test schreiben als
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (X)=\mathbf {1} _{A}(X)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mn mathvariant="bold">1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>A</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi (X)=\mathbf {1} _{A}(X)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/03dbcaddc0e3f8f116615dcd6b472fecdccedf4e.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.999ex; height:2.843ex;" alt="{\displaystyle \varphi (X)=\mathbf {1} _{A}(X)}" loading="lazy"></span>.</dd></dl>
<p>Hierbei ist <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>A</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle A}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/7daff47fa58cdfd29dc333def748ff5fa4c923e3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle A}" loading="lazy"></span> der <a href="Ablehnbereich" class="mw-redirect" title="Ablehnbereich">Ablehnbereich</a> des Tests und <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {1} _{A}(X)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mrow class="MJX-TeXAtom-ORD">
<mn mathvariant="bold">1</mn>
</mrow>
<mrow class="MJX-TeXAtom-ORD">
<mi>A</mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \mathbf {1} _{A}(X)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/99d764667d9248e4a87a923a21f66927ac98232c.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.591ex; height:2.843ex;" alt="{\displaystyle \mathbf {1} _{A}(X)}" loading="lazy"></span> die <a href="Indikatorfunktion" title="Indikatorfunktion">Indikatorfunktion</a> auf der Menge <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>A</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle A}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/7daff47fa58cdfd29dc333def748ff5fa4c923e3.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle A}" loading="lazy"></span>. Mit dieser Schreibweise folgt dann insbesondere
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">E</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
<mo>⁡<!-- ⁡ --></mo>
<mo stretchy="false">(</mo>
<mi>φ<!-- φ --></mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>P</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>A</mi>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/8435848c1498227963b265e43e02fdb55c15fae8.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.463ex; height:2.843ex;" alt="{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)}" loading="lazy"></span></dd></dl>
<p>(siehe auch <a href="Indikatorfunktion#Verwendung_zur_Berechnung_von_Erwartungswert,_Varianz_und_Kovarianz" title="Indikatorfunktion">Verwendung zur Berechnung von Erwartungswert, Varianz und Kovarianz</a>).
</p><p>Ist der Test nun durch eine Teststatistik <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>T</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle T}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}" loading="lazy"></span> definiert, also beispielsweise durch
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)>k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>φ<!-- φ --></mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow>
<mo>{</mo>
<mtable columnalign="left left" rowspacing=".2em" columnspacing="1em" displaystyle="false">
<mtr>
<mtd>
<mn>1</mn>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>&nbsp;falls&nbsp;</mtext>
</mrow>
<mspace width="1em"></mspace>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>&gt;</mo>
<mi>k</mi>
</mtd>
</mtr>
<mtr>
<mtd>
<mn>0</mn>
</mtd>
<mtd>
<mrow class="MJX-TeXAtom-ORD">
<mtext>&nbsp;falls&nbsp;</mtext>
</mrow>
<mspace width="1em"></mspace>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>≤<!-- ≤ --></mo>
<mi>k</mi>
</mtd>
</mtr>
</mtable>
<mo fence="true" stretchy="true" symmetric="true"></mo>
</mrow>
</mrow>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)&gt;k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/fee2aaa9b8d9a91950201af0bb07a727d1132806.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:31.691ex; height:6.176ex;" alt="{\displaystyle \varphi (X)={\begin{cases}1&amp;{\text{ falls }}\quad T(X)>k\\0&amp;{\text{ falls }}\quad T(X)\leq k\end{cases}}}" loading="lazy"></span>,</dd></dl>
<p>so ist der Ablehnbereich von der Form
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A=\{X\in {\mathcal {X}}\mid T(X)>k\}}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>A</mi>
<mo>=</mo>
<mo fence="false" stretchy="false">{</mo>
<mi>X</mi>
<mo>∈<!-- ∈ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo>∣<!-- ∣ --></mo>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>&gt;</mo>
<mi>k</mi>
<mo fence="false" stretchy="false">}</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle A=\{X\in {\mathcal {X}}\mid T(X)&gt;k\}}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/5cf7ba01e614a292cca1d85f49c424139f7fc0fd.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:25.535ex; height:2.843ex;" alt="{\displaystyle A=\{X\in {\mathcal {X}}\mid T(X)>k\}}" loading="lazy"></span>.</dd></dl>
<p>Damit reduziert sich aber die Bestimmung des Erwartungswertes des Tests zu
</p>
<dl><dd><span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)=P_{\vartheta }(\{X\in {\mathcal {X}}\mid T(X)>k\})}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<msub>
<mi mathvariant="normal">E</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
<mo>⁡<!-- ⁡ --></mo>
<mo stretchy="false">(</mo>
<mi>φ<!-- φ --></mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>P</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mi>A</mi>
<mo stretchy="false">)</mo>
<mo>=</mo>
<msub>
<mi>P</mi>
<mrow class="MJX-TeXAtom-ORD">
<mi>ϑ<!-- ϑ --></mi>
</mrow>
</msub>
<mo stretchy="false">(</mo>
<mo fence="false" stretchy="false">{</mo>
<mi>X</mi>
<mo>∈<!-- ∈ --></mo>
<mrow class="MJX-TeXAtom-ORD">
<mrow class="MJX-TeXAtom-ORD">
<mi class="MJX-tex-caligraphic" mathvariant="script">X</mi>
</mrow>
</mrow>
<mo>∣<!-- ∣ --></mo>
<mi>T</mi>
<mo stretchy="false">(</mo>
<mi>X</mi>
<mo stretchy="false">)</mo>
<mo>&gt;</mo>
<mi>k</mi>
<mo fence="false" stretchy="false">}</mo>
<mo stretchy="false">)</mo>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)=P_{\vartheta }(\{X\in {\mathcal {X}}\mid T(X)&gt;k\})}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/ea0c95d0ccb494858ed1c7cc0356ae1876278ea6.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:43.76ex; height:2.843ex;" alt="{\displaystyle \operatorname {E} _{\vartheta }(\varphi )=P_{\vartheta }(A)=P_{\vartheta }(\{X\in {\mathcal {X}}\mid T(X)>k\})}" loading="lazy"></span>.</dd></dl>
<p>Damit lässt sich der Erwartungswert des Tests direkt bestimmen, wenn die Verteilung der Teststatistik bekannt ist. Wie die drei obigen Beispiele zeigen ist dies bei vielen wichtigen Tests der Fall.
</p><p>Die einfachere Berechnung des Erwartungswertes über die Verteilung der Teststatistik wird auf verschiedene Weisen verwendet. Einerseits bei <a href="Hypothesentest" class="mw-redirect" title="Hypothesentest">Hypothesentests</a> vor der Datenauswertung, um den <a href="Kritischer_Wert_(Statistik)" title="Kritischer Wert (Statistik)">kritischen Wert</a> <span class="mwe-math-element mwe-math-element-inline"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}">
<semantics>
<mrow class="MJX-TeXAtom-ORD">
<mstyle displaystyle="true" scriptlevel="0">
<mi>k</mi>
</mstyle>
</mrow>
<annotation encoding="application/x-tex">{\displaystyle k}</annotation>
</semantics>
</math></span><img src="./_assets_/eb734a37dd21ce173a46342d1cc64c92/c3c9a2c7b599b37105512c5d570edc034056dd40.svg" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}" loading="lazy"></span> so anzupassen, dass der Test den gewünschten Fehler erster Art einhält. Andererseits bei <a href="Signifikanztest" class="mw-redirect" title="Signifikanztest">Signifikanztests</a> nach der Datenauswertung zur Bestimmung des <a href="P-Wert" title="P-Wert">p-Wertes</a>. Somit erleichtern Teststatistiken den Umgang und die Konstruktion von Tests.
</p>
<div class="mw-heading mw-heading2"><h2 id="Einzelnachweise">Einzelnachweise</h2></div>
<ol class="references">
<li id="cite_note-Tschirk67-1"><span class="mw-cite-backlink"><a href="#cite_ref-Tschirk67_1-0">↑</a></span> <span class="reference-text"> Wolfgang Tschirk: <cite style="font-style:italic">Statistik: Klassisch oder Bayes</cite>. Zwei Wege im Vergleich. 1. Auflage. Springer Spektrum, Berlin/Heidelberg 2014, ISBN 978-3-642-54384-5, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em">&nbsp;</span>67</span>, <a href="Digital_Object_Identifier" title="Digital Object Identifier">doi</a>:<span class="uri-handle" style="white-space:nowrap"><a rel="nofollow" class="external text" href="https://doi.org/10.1007/978-3-642-54385-2">10.1007/978-3-642-54385-2</a></span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rfr_id=info:sid/de.wikipedia.org:Teststatistik&amp;rft.au=Wolfgang+Tschirk&amp;rft.btitle=Statistik%3A+Klassisch+oder+Bayes&amp;rft.date=2014&amp;rft.doi=10.1007%2F978-3-642-54385-2&amp;rft.edition=1.+Auflage&amp;rft.genre=book&amp;rft.isbn=9783642543845&amp;rft.pages=67&amp;rft.place=Berlin%2FHeidelberg&amp;rft.pub=Springer+Spektrum" style="display:none">&nbsp;</span> </span>
</li>
<li id="cite_note-Bosch178-2"><span class="mw-cite-backlink"><a href="#cite_ref-Bosch178_2-0">↑</a></span> <span class="reference-text"> Karl Bosch: <cite style="font-style:italic">Elementare Einführung in die angewandte Statistik</cite>. 8. Auflage. Vieweg, Wiesbaden 2005, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em">&nbsp;</span>178</span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rfr_id=info:sid/de.wikipedia.org:Teststatistik&amp;rft.au=Karl+Bosch&amp;rft.btitle=Elementare+Einf%C3%BChrung+in+die+angewandte+Statistik&amp;rft.date=2005&amp;rft.edition=8.&amp;rft.genre=book&amp;rft.pages=178&amp;rft.place=Wiesbaden&amp;rft.pub=Vieweg" style="display:none">&nbsp;</span> </span>
</li>
<li id="cite_note-3"><span class="mw-cite-backlink"><a href="#cite_ref-3">↑</a></span> <span class="reference-text"><cite style="font-style:italic">Testtheorie</cite>. In: Guido Walz (Hrsg.): <cite style="font-style:italic">Lexikon der Mathematik</cite>. 1. Auflage. Spektrum Akademischer Verlag, Mannheim/Heidelberg 2000, ISBN 3-8274-0439-8.<span class="Z3988" title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rfr_id=info:sid/de.wikipedia.org:Teststatistik&amp;rft.atitle=Testtheorie&amp;rft.btitle=Lexikon+der+Mathematik&amp;rft.date=2000&amp;rft.edition=1&amp;rft.genre=book&amp;rft.isbn=3827404398&amp;rft.place=Mannheim%2FHeidelberg&amp;rft.pub=Spektrum+Akademischer+Verlag" style="display:none">&nbsp;</span></span>
</li>
<li id="cite_note-Rüschendorf195-4"><span class="mw-cite-backlink">↑ <sup><a href="#cite_ref-Rüschendorf195_4-0">a</a></sup> <sup><a href="#cite_ref-Rüschendorf195_4-1">b</a></sup></span> <span class="reference-text"> Ludger Rüschendorf: <cite style="font-style:italic">Mathematische Statistik</cite>. Springer Verlag, Berlin Heidelberg 2014, ISBN 978-3-642-41996-6, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em">&nbsp;</span>195</span>, <a href="Digital_Object_Identifier" title="Digital Object Identifier">doi</a>:<span class="uri-handle" style="white-space:nowrap"><a rel="nofollow" class="external text" href="https://doi.org/10.1007/978-3-642-41997-3">10.1007/978-3-642-41997-3</a></span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rfr_id=info:sid/de.wikipedia.org:Teststatistik&amp;rft.au=Ludger+R%C3%BCschendorf&amp;rft.btitle=Mathematische+Statistik&amp;rft.date=2014&amp;rft.doi=10.1007%2F978-3-642-41997-3&amp;rft.genre=book&amp;rft.isbn=9783642419966&amp;rft.pages=195&amp;rft.place=Berlin+Heidelberg&amp;rft.pub=Springer+Verlag" style="display:none">&nbsp;</span></span>
</li>
<li id="cite_note-Georgii_282-5"><span class="mw-cite-backlink"><a href="#cite_ref-Georgii_282_5-0">↑</a></span> <span class="reference-text"> Hans-Otto Georgii: <cite style="font-style:italic">Stochastik</cite>. Einführung in die Wahrscheinlichkeitstheorie und Statistik. 4. Auflage. Walter de Gruyter, Berlin 2009, ISBN 978-3-11-021526-7, <span style="white-space:nowrap">S.<span style="display:inline-block;width:.2em">&nbsp;</span>282</span>, <a href="Digital_Object_Identifier" title="Digital Object Identifier">doi</a>:<span class="uri-handle" style="white-space:nowrap"><a rel="nofollow" class="external text" href="https://doi.org/10.1515/9783110215274">10.1515/9783110215274</a></span>.<span class="Z3988" title="ctx_ver=Z39.88-2004&amp;rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&amp;rfr_id=info:sid/de.wikipedia.org:Teststatistik&amp;rft.au=Hans-Otto+Georgii&amp;rft.btitle=Stochastik&amp;rft.date=2009&amp;rft.doi=10.1515%2F9783110215274&amp;rft.edition=4.&amp;rft.genre=book&amp;rft.isbn=9783110215267&amp;rft.pages=282&amp;rft.place=Berlin&amp;rft.pub=Walter+de+Gruyter" style="display:none">&nbsp;</span></span>
</li>
</ol></div><!--htdig_noindex--><div><div class="zim-footer">
Dieser Artikel wurde von <a class="external text" title="Zuletzt bearbeitet am 2023-07-10" href="https://de.wikipedia.org/wiki/?title=Teststatistik&amp;oldid=235363215">Wikipedia</a> herausgegeben. Der Text ist unter <a class="external text" href="https://creativecommons.org/licenses/by-sa/4.0/deed.de">Creative Commons Attribution-Share Alike 4.0</a> verfügbar, sofern nicht anders angegeben. Für die Mediendateien können zusätzliche Bedingungen gelten.
</div>
</div><!--/htdig_noindex--></div>
</div>
</main>
</div>
</div>
</div>
<script src="./_webp_/webpHandler.js"></script>

</body></html>