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Null Distribution

A null distribution is the statistical distribution of a test statistic when the null hypothesis is true. If the test statistic is T and the null hypothesis is H_0, its distribution function is

F_0(t)=P(T<=t|H_0).

The null distribution is used to obtain critical values and to calculate a P-value. It may be derived exactly or approximated asymptotically or by simulation.

See also

Alternative Hypothesis, Critical Value, Hypothesis Testing, Null Hypothesis, P-Value, Statistical Distribution, Statistical Test, Test Statistic

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References

Hogg, R. V. and Tanis, E. A. Probability and Statistical Inference, 5th ed. Englewood Cliffs, NJ: Prentice-Hall, 1996.

Cite this as:

Weisstein, Eric W. "Null Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/NullDistribution.html

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