It does this by comparing the prediction errors of The 2 versions around a particular interval. The examination checks the null hypothesis the two versions contain the very same effectiveness on typical, from the alternative that they do not. If the take a look at statistic exceeds a crucial price, we reject the null speculation, indicating that the difference while in the forecast accuracy is statistically important.
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, is definitely an extension of the Gaussian random stroll procedure, wherein, at each time, we may perhaps take a Gaussian move by using a probability of p or stay in exactly the same point out by using a chance of 1 ??p
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