Deviance (statistics)
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In statistics, deviance is a quantity whose expected values can be used for statistical hypothesis testing.
It is defined as
As a function of θ with y treated as fixed, it is −2 times the log-likelihood. In the framework of the generalized linear model, if θ is the true parameter, D(y, θ) follows a chi-squared distribution.
[edit] See also
| This page uses content from the English-language version of Wikipedia. The original article was at Deviance (statistics). The list of authors can be seen in the page history. As with Psychology Wiki, the text of Wikipedia is available under the GNU Free Documentation License. |
