Although there are many ideas for the formulations of statistical hypothesis testing, we consider that the likelihood ratio test is the most reasonable and orthodox. However, it is not handy, and thus, it is not usual in elementary books. That is, the statistical hypothesis testing written in elementary books is different from the likelihood ratio test. Thus, from the theoretical point of view, we have the following question: "What is the statistical hypothesis testing written in elementary books?" For example, we consider that even the difference between "one sided test" and "two sided test" is not clear yet. In this paper, we give an answer to this question. That is, we propose a new formulation of statistical hypothesis testing, which is contrary to the confidence interval methods. In other words, they are two sides of the same coin. This will be done in quantum language (or, measurement theory), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics, and also, a kind of system theory such that it is applicable to both classical and quantum systems. Since quantum language is suited for theoretical arguments, we believe that our results are essentially final as a general theory.
Although there are many ideas for the formulations of statistical hypothesis testing, we consider that the likelihood ratio test is the most reasonable and orthodox. However, it is not handy, and thus, it is not usual in elementary books. That is, the statistical hypothesis testing written in elementary books is different from the likelihood ratio test. Thus, from the theoretical point of view, we have the following question: "What is the statistical hypothesis testing written in elementary books?" For example, we consider that even the difference between "one sided test" and "two sided test" is not clear yet. In this paper, we give an answer to this question. That is, we propose a new formulation of statistical hypothesis testing, which is contrary to the confidence interval methods. In other words, they are two sides of the same coin. This will be done in quantum language (or, measurement theory), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics, and also, a kind of system theory such that it is applicable to both classical and quantum systems. Since quantum language is suited for theoretical arguments, we believe that our results are essentially final as a general theory.
Recently we proposed quantum language(or, measurement theory), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics. Also, we consider that this is a kind of system theory such that it is applicable to both classical and quantum systems. As far as classical systems, it should be noted that quantum language is similar to statistics. In this paper, we discuss the usual confidence interval methods in terms of quantum language. And we assert that three concepts (i.e.,"estimator" and "quantity" and "semi-distance)are indispensable for the theoretical understanding of the confidence interval methods. Since our argument is quite elementary, we hope that the readers acquire a new viewpoint of statistics, and agree that our proposal is, from the pure theoretical point of view, the true confidence interval methods. (Key words: Confidence interval, Chi-squared distribution, Student's t-distribution)
Since the problem: "What is statistics?" is most fundamental in sceince, in order to solve this problem, there is every reason to believe that we have to start from the proposal of a worldview. Recently we proposed measurement theory (i.e., quantum language, or the linguistic interpretation of quantum mechanics), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics. This turn from physics to language does not only extend quantum theory to classical theory but also yield the quantum mechanical world view (i.e., the (quantum) linguistic world view, and thus, a form of quantum thinking, in other words, quantum philosophy). Thus, we believe that the quantum lingistic formulation of statistics gives an answer to the question: "What is statistics?". In this paper, this will be done through the studies of inference interval, statistical hypothesis testing, Fisher maximum likelihood method, Bayes method and regression analysis in meaurement theory.
Recently, we proposed quantum language (or, measurement theory), which is characterized as the linguistic turn of the Copenhagen interpretation of quantum mechanics. We believe that this language has a great powet of description, and therefore, even statistics can be described by quantum language. In this paper, we show that ANOVA (analysis of variance (one-way and two-way)) can be formulated in quantum language. Since quantum language is suited for theoretical arguments, we believe that our results are visible and understandable. For example, we can answer the question "What kind of role does Kolmogorov's probability theory play in ANOVA?" That is, the readers find that Kolmogorov's probability theory is merely used in order to calculate multi-dimenstional Gauss integrals, and thus, they can avoid to confuse the relation between Kolmogorov's probability theory and statistics.
I propose a general quantum hypothesis testing theory that enables one to test hypotheses about any aspect of a physical system, including its dynamics, based on a series of observations. For example, the hypotheses can be about the presence of a weak classical signal continuously coupled to a quantum sensor, or about competing quantum or classical models of the dynamics of a system. This generalization makes the theory useful for quantum detection and experimental tests of quantum mechanics in general. In the case of continuous measurements, the theory is significantly simplified to produce compact formulas for the likelihood ratio, the central quantity in statistical hypothesis testing. The likelihood ratio can then be computed efficiently in many cases of interest. Two potential applications of the theory, namely, quantum detection of a classical stochastic waveform and test of harmonic-oscillator energy quantization, are discussed.
The purpose of this paper is to clarify the (non-Bayesian and Bayesian) two-envelope problems in terms of quantum language (or, measurement theory), which was recently proposed as a linguistic turn of quantum mechanics (with the Copenhagen interpretation). The two envelopes paradox is only a kind of high school student's probability puzzle, and it may be exaggerated to say that this is an unsolved problem. However, since we are convinced that quantum language is just statistics of the future, we believe that there is no clear answer without the description by quantum language. In this sense, the readers are to find that quantum language provides the final answer (i.e., the easiest and deepest understanding) to the two envelope-problems in both non-Bayesian and Bayesian statistics. Also, we add the discussion about St. Petersburg two-envelope paradox.
About twenty years ago, we proposed the mathematical formulation of Heisenberg's uncertainty principle, and further, we concluded that Heisenberg's uncertainty principle and EPR-paradox are not contradictory. This is true, however we now think that we should have argued about it under a certain firm interpretation of quantum mechanics. Recently we proposed the linguistic quantum interpretation (called quantum and classical measurement theory), which was characterized as a kind of metaphysical and linguistic turn of the Copenhagen interpretation. This turn from physics to language does not only extend quantum theory to classical systems but also yield the quantum mechanical world view (i.e., the philosophy of quantum mechanics, in other words, quantum philosophy). In fact, we can consider that traditional philosophies have progressed toward quantum philosophy. In this paper, we first review the linguistic quantum interpretation, and further, clarify the relation between EPR-paradox and Heisenberg's uncertainty principle. That is, the linguistic interpretation says that EPR-paradox is closely related to the fact that syllogism does not generally hold in quantum physics. This fact should be compared to the non-locality of Bell's inequality.