理解t-statistics||q-statistics||bias statistics||R2

• Statistical Hypothesis Testing

  A statistical hypothesis is a hypothesis that is testable on the basis of observed data modeled as the realised value taken by a collection of random variables.

  A statistical hypothesis test is a method of statistical inference.

  Statistical inference is the process of using data analysis to deduce(推论) properties of an underlying distribution of probability.Inferential statistical analysis infers properties of a population, for example by testing hypotheses and deriving estimates.

• t-statistic

  In statistics, the t-statistic is the ratio of the departure(离开，违背) of the estimated value of a parameter from its hypothesized value to its standard error.

  It is used in hypothesis testing via student’s t-test.

  The t-statistic is used in a T test to determin if you should support or reject the null hypothesis.

  It is very similar to the Z-score but with the difference that T-statistic is used when the sample size is small or the population stardard deviation is unknown.
  t β ^ = β ^ − β 0 s . e . ( β ^ ) t_{\hat \beta}=\frac{\hat \beta -\beta_0}{s.e.(\hat \beta)} tβ^​​=s.e.(