Binary Classification - Hypothesis Testing

Hypothesis Testing

In traditional statistical hypothesis testing, the tester starts with a null hypothesis and an alternative hypothesis, performs an experiment, and then decides whether to reject the null hypothesis in favour of the alternative. Hypothesis testing is therefore a binary classification of the hypothesis under study.

A positive or statistically significant result is one which rejects the null hypothesis. Doing this when the null hypothesis is in fact true - a false positive - is a type I error; doing this when the null hypothesis is false results in a true positive. A negative or not statistically significant result is one which does not reject the null hypothesis. Doing this when the null hypothesis is in fact false - a false negative - is a type II error; doing this when the null hypothesis is true results in a true negative.

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