AI engineering glossary · Statistics inference
What is critical value?
Critical value: The cut-off on a test statistic's reference distribution that marks the boundary of the rejection region for a chosen significance level. Values beyond it are considered too unlikely under the null hypothesis.
Critical value: an example
For a two-sided z-test at the 5 percent level, the critical values are -1.96 and +1.96.
Related terms
More Statistics inference terms
- Degrees of freedom
- Difference-in-differences
- Effect size
- Efficiency
- Estimator
- F-test
- False discovery rate
- Family-wise error rate
Where you learn it
Critical value is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.