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Estimating Confidence Intervals: Null Hypothesis
- Perform 10-fold cross-validation
- Assume samples follow a t distribution with k–1 degrees of freedom (here, k=10)
- Use t-test (or Student’s t-test)
- Null Hypothesis: M1 & M2 are the same
- If we can reject null hypothesis, then
- we conclude that the difference between M1 & M2 is statistically significant
- Chose model with lower error rate
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