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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

Speaker notes:

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