统计学知识(一类错误和二类错误)

Type I and type II errors

(α) the error of rejecting a "correct" null hypothesis, and

(β) the error of not rejecting a "false" null hypothesis

In 1930, they elaborated on these two sources of error, remarking that "in testing hypotheses two considerations must be kept in view, (1) we must be able to reduce the chance of rejecting a true hypothesis to as low a value as desired; (2) the test must be so devised that it will reject the hypothesis tested when it is likely to be false"[1]

When an observer makes a Type I error in evaluating a sample against its parent population, s/he is mistakenly thinking that a statistical difference exists when in truth there is no statistical difference (or, to put another way, the null hypothesis is true but was mistakenly rejected). For example, imagine that a pregnancy test has produced a "positive" result (indicating that the woman taking the test is pregnant); if the woman is actually not pregnant though, then we say the test produced a "false positive". A Type II error, or a "false negative", is the error of failing to reject a null hypothesis when the alternative hypothesis is the true state of nature. For example, a type II error occurs if a pregnancy test reports "negative" when the woman is, in fact, pregnant.

Statistical error vs. systematic error

Scientists recognize two different sorts of error:[2]

Statistical error: Type I and Type II

Statisticians speak of two significant sorts of statistical error. The context is that there is a "null hypothesis" which corresponds to a presumed default "state of nature", e.g., that an individual is free of disease, that an accused is innocent, or that a potential login candidate is not authorized. Corresponding to the null hypothesis is an "alternative hypothesis" which corresponds to the opposite situation, that is, that the individual has the disease, that the accused is guilty, or that the login candidate is an authorized user. The

goal is to determine accurately if the null hypothesis can be discarded in favor of the alternative. A test of some sort is conducted (a blood test, a legal trial, a login attempt), and data is obtained. The result of the test may be negative (that is, it does not indicate disease, guilt, or authorized identity). On the other hand, it may be positive (that is, it may indicate disease, guilt, or identity). If the result of the test does not correspond with the actual state of nature, then an error has occurred, but if the result of the test corresponds with the actual state of nature, then a correct decision has been made. There are two kinds of error, classified as "Type I error" and "Type II error," depending upon which hypothesis has incorrectly been identified as the true state of nature.

Type I error

Type I error, also known as an "error of the first kind", an α error, or a "false positive": the error of rejecting a null hypothesis when it is actually true. Plainly speaking, it occurs when we are observing a difference when in truth there is none. Type I error can be viewed as the error of excessive skepticism.

Type II error

Type II error, also known as an "error of the second kind", a βerror, or a "false negative": the error of failing to reject a null hypothesis when it is in fact false. In other words, this is the error of failing to observe a difference when in truth there is one. Type II error can be viewed as the error of excessive gullibility.

See Various proposals for further extension, below, for additional terminology.

Understanding Type I and Type II errors

Hypothesis testing is the art of testing whether a variation between two sample distributions can be explained by chance or not. In many practical applications Type I errors are more delicate than Type II errors. In these cases, care is usually focused on minimizing the occurrence of this statistical error. Suppose, the probability for a Type I error is 1% or 5%, then there is a 1% or 5% chance that the observed variation is not true. This is called the level of significance. While 1% or 5% might be an acceptable level of significance for one application, a different application can require a very different level. For example, the standard goal of six sigma is to achieve exactness by 4.5 standard deviations above or below the mean. That is, for a normally distributed process only 3.4 parts per million are allowed to be deficient. The probability of Type I error is generally denoted with the Greek letter alpha.

In more common parlance, a Type I error can usually be interpreted as a false alarm, insufficient specificity or perhaps an encounter with fool's gold. A Type II error could be similarly interpreted as an oversight, a lapse in attention or inadequate sensitivity.

Etymology

In 1928, Jerzy Neyman (1894-1981) and Egon Pearson (1895-1980), both eminent statisticians, discussed the problems associated with "deciding whether or not a particular sample may be