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In statistics, an effect size is a quantitative measure of the magnitude of a phenomenon.^{ [1] } Examples of effect sizes are the correlation between two variables,^{ [2] } the regression coefficient in a regression, the mean difference, or even the risk with which something happens, such as how many people survive after a heart attack for every one person that does not survive. For most types of effect size, a larger absolute value always indicates a stronger effect, with the main exception being if the effect size is an odds ratio. Effect sizes complement statistical hypothesis testing, and play an important role in power analyses, sample size planning, and in metaanalyses. They are the first item (magnitude) in the MAGIC criteria for evaluating the strength of a statistical claim. Especially in metaanalysis, where the purpose is to combine multiple effect sizes, the standard error (S.E.) of the effect size is of critical importance. The S.E. of the effect size is used to weigh effect sizes when combining studies, so that large studies are considered more important than small studies in the analysis. The S.E. of the effect size is calculated differently for each type of effect size, but generally only requires knowing the study's sample size (N), or the number of observations in each group (n's).
Statistics is the discipline that concerns the collection, organization, displaying, analysis, interpretation and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments. See glossary of probability and statistics.
A phenomenon is "an observable fact or event"
In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables. More specifically, regression analysis helps one understand how the typical value of the dependent variable changes when any one of the independent variables is varied, while the other independent variables are held fixed.
Reporting effect sizes or estimates thereof (effect estimate [EE], estimate of effect) is considered good practice when presenting empirical research findings in many fields.^{ [3] }^{ [4] } The reporting of effect sizes facilitates the interpretation of the substantive, as opposed to the statistical, significance of a research result.^{ [5] } Effect sizes are particularly prominent in social science and in medical research (where size of treatment effect is important). Relative and absolute measures of effect size convey different information, and can be used complementarily. A prominent task force in the psychology research community made the following recommendation:
Social science is a category of academic disciplines concerned with society and the relationships among individuals within a society. The disciplines include, but are not limited to: anthropology, archaeology, communication studies, economics, history, musicology, human geography, jurisprudence, linguistics, political science, psychology, public health, and sociology. The term is also sometimes used to refer specifically to the field of sociology, the original "science of society", established in the 19th century. For a more detailed list of subdisciplines within the social sciences see: Outline of social science.
Biomedical research encompasses a wide array of research, extending from "basic research", – involving fundamental scientific principles that may apply to a preclinical understanding – to clinical research, which involves studies of people who may be subjects in clinical trials. Within this spectrum is applied research, or translational research, conducted to expand knowledge in the field of medicine.
The average treatment effect (ATE) is a measure used to compare treatments in randomized experiments, evaluation of policy interventions, and medical trials. The ATE measures the difference in mean (average) outcomes between units assigned to the treatment and units assigned to the control. In a randomized trial, the average treatment effect can be estimated from a sample using a comparison in mean outcomes for treated and untreated units. However, the ATE is generally understood as a causal parameter that a researcher desires to know, defined without reference to the study design or estimation procedure. Both observational studies and experimental study designs with random assignment may enable one to estimate an ATE in a variety of ways.
Always present effect sizes for primary outcomes...If the units of measurement are meaningful on a practical level (e.g., number of cigarettes smoked per day), then we usually prefer an unstandardized measure (regression coefficient or mean difference) to a standardized measure (r or d).
— L. Wilkinson and APA Task Force on Statistical Inference (1999, p. 599)
The term effect size can refer to the value of a statistic calculated from a sample of data, the value of a parameter of a hypothetical statistical population, or to the equation that operationalizes how statistics or parameters lead to the effect size value.^{ [1] } Conventions for distinguishing sample from population effect sizes follow standard statistical practices—one common approach is to use Greek letters like ρ to denote population parameters and Latin letters like r to denote the corresponding statistic; alternatively, a "hat" can be placed over the population parameter to denote the statistic, e.g. with being the estimate of the parameter .
Data is a set of values of subjects with respect to qualitative or quantitative variables.
As in any statistical setting, effect sizes are estimated with sampling error, and may be biased unless the effect size estimator that is used is appropriate for the manner in which the data were sampled and the manner in which the measurements were made. An example of this is publication bias, which occurs when scientists report results only when the estimated effect sizes are large or are statistically significant. As a result, if many researchers carry out studies with low statistical power, the reported effect sizes will tend to be larger than the true (population) effects, if any.^{ [6] } Another example where effect sizes may be distorted is in a multipletrial experiment, where the effect size calculation is based on the averaged or aggregated response across the trials.^{ [7] }
In statistics, sampling errors are incurred when the statistical characteristics of a population are estimated from a subset, or sample, of that population. Since the sample does not include all members of the population, statistics on the sample, such as means and quartiles, generally differ from the characteristics of the entire population, which are known as parameters. For example, if one measures the height of a thousand individuals from a country of one million, the average height of the thousand is typically not the same as the average height of all one million people in the country. Since sampling is typically done to determine the characteristics of a whole population, the difference between the sample and population values is considered an error. Exact measurement of sampling error is generally not feasible since the true population values are unknown.
In statistics, quality assurance, and survey methodology, sampling is the selection of a subset of individuals from within a statistical population to estimate characteristics of the whole population. Statisticians attempt for the samples to represent the population in question. Two advantages of sampling are lower cost and faster data collection than measuring the entire population.
Publication bias is a type of bias that occurs in published academic research. It occurs when the outcome of an experiment or research study influences the decision whether to publish or otherwise distribute it. Publishing only results that show a significant finding disturbs the balance of findings, and inserts bias in favor of positive results. The study of publication bias is an important topic in metascience.
Samplebased effect sizes are distinguished from test statistics used in hypothesis testing, in that they estimate the strength (magnitude) of, for example, an apparent relationship, rather than assigning a significance level reflecting whether the magnitude of the relationship observed could be due to chance. The effect size does not directly determine the significance level, or vice versa. Given a sufficiently large sample size, a nonnull statistical comparison will always show a statistically significant result unless the population effect size is exactly zero (and even there it will show statistical significance at the rate of the Type I error used). For example, a sample Pearson correlation coefficient of 0.01 is statistically significant if the sample size is 1000. Reporting only the significant pvalue from this analysis could be misleading if a correlation of 0.01 is too small to be of interest in a particular application.
A test statistic is a statistic used in statistical hypothesis testing. A hypothesis test is typically specified in terms of a test statistic, considered as a numerical summary of a dataset that reduces the data to one value that can be used to perform the hypothesis test. In general, a test statistic is selected or defined in such a way as to quantify, within observed data, behaviours that would distinguish the null from the alternative hypothesis, where such an alternative is prescribed, or that would characterize the null hypothesis if there is no explicitly stated alternative hypothesis.
In statistical hypothesis testing, a result has statistical significance when it is very unlikely to have occurred given the null hypothesis. More precisely, a study's defined significance level, denoted α, is the probability of the study rejecting the null hypothesis, given that the null hypothesis were assumed to be true; and the pvalue of a result, p, is the probability of obtaining a result at least as extreme, given that the null hypothesis were true. The result is statistically significant, by the standards of the study, when . The significance level for a study is chosen before data collection, and typically set to 5% or much lower, depending on the field of study.
In statistical hypothesis testing, the pvalue or probability value is, for a given statistical model, the probability that, when the null hypothesis is true, the statistical summary would be equal to, or more extreme than, the actual observed results. The use of pvalues in statistical hypothesis testing is common in many fields of research such as physics, economics, finance, political science, psychology, biology, criminal justice, criminology, and sociology. The misuse of pvalues is a controversial topic in metascience.
The term effect size can refer to a standardized measure of effect (such as r, Cohen's d, or the odds ratio), or to an unstandardized measure (e.g., the difference between group means or the unstandardized regression coefficients). Standardized effect size measures are typically used when:
An odds ratio (OR) is a statistic that quantifies the strength of the association between two events, A and B. The odds ratio is defined as the ratio of the odds of A in the presence of B and the odds of A in the absence of B, or equivalently, the ratio of the odds of B in the presence of A and the odds of B in the absence of A. Two events are independent if and only if the OR equals 1: the odds of one event are the same in either the presence or absence of the other event. If the OR is greater than 1, then A and B are associated (correlated) in the sense that, compared to the absence of B, the presence of B raises the odds of A, and symmetrically the presence of A raises the odds of B. Conversely, if the OR is less than 1, then A and B are negatively correlated, and the presence of one event reduces the odds of the other event.
In metaanalyses, standardized effect sizes are used as a common measure that can be calculated for different studies and then combined into an overall summary.
About 50 to 100 different measures of effect size are known.
These effect sizes estimate the amount of the variance within an experiment that is "explained" or "accounted for" by the experiment's model.
Pearson's correlation, often denoted r and introduced by Karl Pearson, is widely used as an effect size when paired quantitative data are available; for instance if one were studying the relationship between birth weight and longevity. The correlation coefficient can also be used when the data are binary. Pearson's r can vary in magnitude from −1 to 1, with −1 indicating a perfect negative linear relation, 1 indicating a perfect positive linear relation, and 0 indicating no linear relation between two variables. Cohen gives the following guidelines for the social sciences:^{ [8] }^{ [9] }
Effect size  r 

Small  0.10 
Medium  0.30 
Large  0.50 
A related effect size is r^{2}, the coefficient of determination (also referred to as R^{2} or "rsquared"), calculated as the square of the Pearson correlation r. In the case of paired data, this is a measure of the proportion of variance shared by the two variables, and varies from 0 to 1. For example, with an r of 0.21 the coefficient of determination is 0.0441, meaning that 4.4% of the variance of either variable is shared with the other variable. The r^{2} is always positive, so does not convey the direction of the correlation between the two variables.
Etasquared describes the ratio of variance explained in the dependent variable by a predictor while controlling for other predictors, making it analogous to the r^{2}. Etasquared is a biased estimator of the variance explained by the model in the population (it estimates only the effect size in the sample). This estimate shares the weakness with r^{2} that each additional variable will automatically increase the value of η^{2}. In addition, it measures the variance explained of the sample, not the population, meaning that it will always overestimate the effect size, although the bias grows smaller as the sample grows larger.
A less biased estimator of the variance explained in the population is ω^{2}^{ [10] }^{ [11] }^{ [12] }
This form of the formula is limited to betweensubjects analysis with equal sample sizes in all cells.^{ [12] } Since it is less biased (although not unbiased), ω^{2} is preferable to η^{2}; however, it can be more inconvenient to calculate for complex analyses. A generalized form of the estimator has been published for betweensubjects and withinsubjects analysis, repeated measure, mixed design, and randomized block design experiments.^{ [13] } In addition, methods to calculate partial ω^{2} for individual factors and combined factors in designs with up to three independent variables have been published.^{ [13] }
Cohen's ƒ^{2} is one of several effect size measures to use in the context of an Ftest for ANOVA or multiple regression. Its amount of bias (overestimation of the effect size for the ANOVA) depends on the bias of its underlying measurement of variance explained (e.g., R^{2}, η^{2}, ω^{2}).
The ƒ^{2} effect size measure for multiple regression is defined as:
Likewise, ƒ^{2} can be defined as:
The effect size measure for sequential multiple regression and also common for PLS modeling ^{ [15] } is defined as:
Cohen's can also be found for factorial analysis of variance (ANOVA) working backwards using :
In a balanced design (equivalent sample sizes across groups) of ANOVA, the corresponding population parameter of is
wherein μ_{j} denotes the population mean within the j^{th} group of the total K groups, and σ the equivalent population standard deviations within each groups. SS is the sum of squares in ANOVA.
Another measure that is used with correlation differences is Cohen's q. This is the difference between two Fisher transformed Pearson regression coefficients. In symbols this is
where r_{1} and r_{2} are the regressions being compared. The expected value of q is zero and its variance is
where N_{1} and N_{2} are the number of data points in the first and second regression respectively.
A (population) effect size θ based on means usually considers the standardized mean difference between two populations^{ [16] }^{:78}
where μ_{1} is the mean for one population, μ_{2} is the mean for the other population, and σ is a standard deviation based on either or both populations.
In the practical setting the population values are typically not known and must be estimated from sample statistics. The several versions of effect sizes based on means differ with respect to which statistics are used.
This form for the effect size resembles the computation for a ttest statistic, with the critical difference that the ttest statistic includes a factor of . This means that for a given effect size, the significance level increases with the sample size. Unlike the ttest statistic, the effect size aims to estimate a population parameter and is not affected by the sample size.
Cohen's d is defined as the difference between two means divided by a standard deviation for the data, i.e.
Jacob Cohen defined s, the pooled standard deviation, as (for two independent samples):^{ [8] }^{:67}
where the variance for one of the groups is defined as
and similar for the other group.
The table below contains descriptors for magnitudes of d = 0.01 to 2.0, as initially suggested by Cohen and expanded by Sawilowsky.^{ [17] }
Effect size  d  Reference 

Very small  0.01  Sawilowsky, 2009 
Small  0.20  Cohen, 1988 
Medium  0.50  Cohen, 1988 
Large  0.80  Cohen, 1988 
Very large  1.20  Sawilowsky, 2009 
Huge  2.0  Sawilowsky, 2009 
Other authors choose a slightly different computation of the standard deviation when referring to "Cohen's d" where the denominator is without "2"^{ [18] }^{ [19] }^{:14}
This definition of "Cohen's d" is termed the maximum likelihood estimator by Hedges and Olkin,^{ [16] } and it is related to Hedges' g by a scaling factor (see below).
With two paired samples, we look at the distribution of the difference scores. In that case, s is the standard deviation of this distribution of difference scores. This creates the following relationship between the tstatistic to test for a difference in the means of the two groups and Cohen's d:
and
Cohen's d is frequently used in estimating sample sizes for statistical testing. A lower Cohen's d indicates the necessity of larger sample sizes, and vice versa, as can subsequently be determined together with the additional parameters of desired significance level and statistical power.^{ [20] }
In 1976, Gene V. Glass proposed an estimator of the effect size that uses only the standard deviation of the second group^{ [16] }^{:78}
The second group may be regarded as a control group, and Glass argued that if several treatments were compared to the control group it would be better to use just the standard deviation computed from the control group, so that effect sizes would not differ under equal means and different variances.
Under a correct assumption of equal population variances a pooled estimate for σ is more precise.
Hedges' g, suggested by Larry Hedges in 1981,^{ [21] } is like the other measures based on a standardized difference^{ [16] }^{:79}
where the pooled standard deviation is computed as:
However, as an estimator for the population effect size θ it is biased. Nevertheless, this bias can be approximately corrected through multiplication by a factor
Hedges and Olkin refer to this lessbiased estimator as d,^{ [16] } but it is not the same as Cohen's d. The exact form for the correction factor J() involves the gamma function ^{ [16] }^{:104}
A similar effect size estimator for multiple comparisons (e.g., ANOVA) is the Ψ rootmeansquare standardized effect.^{ [14] } This essentially presents the omnibus difference of the entire model adjusted by the root mean square, analogous to d or g. The simplest formula for Ψ, suitable for oneway ANOVA, is
In addition, a generalization for multifactorial designs has been provided.^{ [14] }
Provided that the data is Gaussian distributed a scaled Hedges' g, , follows a noncentral tdistribution with the noncentrality parameter and (n_{1} + n_{2} − 2) degrees of freedom. Likewise, the scaled Glass' Δ is distributed with n_{2} − 1 degrees of freedom.
From the distribution it is possible to compute the expectation and variance of the effect sizes.
In some cases large sample approximations for the variance are used. One suggestion for the variance of Hedges' unbiased estimator is^{ [16] }^{:86}
Mahalanobis distance (D) is a multivariate generalization of Cohen's d, which takes into account the relationships between the variables.^{ [22] }


Phi (φ)  Cramér's V (φ_{c}) 

Commonly used measures of association for the chisquared test are the Phi coefficient and Cramér's V (sometimes referred to as Cramér's phi and denoted as φ_{c}). Phi is related to the pointbiserial correlation coefficient and Cohen's d and estimates the extent of the relationship between two variables (2 x 2).^{ [23] } Cramér's V may be used with variables having more than two levels.
Phi can be computed by finding the square root of the chisquared statistic divided by the sample size.
Similarly, Cramér's V is computed by taking the square root of the chisquared statistic divided by the sample size and the length of the minimum dimension (k is the smaller of the number of rows r or columns c).
φ_{c} is the intercorrelation of the two discrete variables^{ [24] } and may be computed for any value of r or c. However, as chisquared values tend to increase with the number of cells, the greater the difference between r and c, the more likely V will tend to 1 without strong evidence of a meaningful correlation.
Cramér's V may also be applied to 'goodness of fit' chisquared models (i.e. those where c = 1). In this case it functions as a measure of tendency towards a single outcome (i.e. out of k outcomes). In such a case one must use r for k, in order to preserve the 0 to 1 range of V. Otherwise, using c would reduce the equation to that for Phi.
Another measure of effect size used for chisquared tests is Cohen's w. This is defined as
where p_{0i} is the value of the i^{th} cell under H_{0} and p_{1i} is the value of the i^{th} cell under H_{1}.
Effect Size  w 

Small  0.10 
Medium  0.30 
Large  0.50 
The odds ratio (OR) is another useful effect size. It is appropriate when the research question focuses on the degree of association between two binary variables. For example, consider a study of spelling ability. In a control group, two students pass the class for every one who fails, so the odds of passing are two to one (or 2/1 = 2). In the treatment group, six students pass for every one who fails, so the odds of passing are six to one (or 6/1 = 6). The effect size can be computed by noting that the odds of passing in the treatment group are three times higher than in the control group (because 6 divided by 2 is 3). Therefore, the odds ratio is 3. Odds ratio statistics are on a different scale than Cohen's d, so this '3' is not comparable to a Cohen's d of 3.
The relative risk (RR), also called risk ratio, is simply the risk (probability) of an event relative to some independent variable. This measure of effect size differs from the odds ratio in that it compares probabilities instead of odds, but asymptotically approaches the latter for small probabilities. Using the example above, the probabilities for those in the control group and treatment group passing is 2/3 (or 0.67) and 6/7 (or 0.86), respectively. The effect size can be computed the same as above, but using the probabilities instead. Therefore, the relative risk is 1.28. Since rather large probabilities of passing were used, there is a large difference between relative risk and odds ratio. Had failure (a smaller probability) been used as the event (rather than passing), the difference between the two measures of effect size would not be so great.
While both measures are useful, they have different statistical uses. In medical research, the odds ratio is commonly used for casecontrol studies, as odds, but not probabilities, are usually estimated.^{ [25] } Relative risk is commonly used in randomized controlled trials and cohort studies, but relative risk contributes to overestimations of the effectiveness of interventions.^{ [26] }
The risk difference (RD), sometimes called absolute risk reduction, is simply the difference in risk (probability) of an event between two groups. It is a useful measure in experimental research, since RD tells you the extent to which an experimental interventions changes the probability of an event or outcome. Using the example above, the probabilities for those in the control group and treatment group passing is 2/3 (or 0.67) and 6/7 (or 0.86), respectively, and so the RD effect size is 0.86 − 0.67 = 0.19 (or 19%). RD is the superior measure for assessing effectiveness of interventions.^{ [26] }
One measure used in power analysis when comparing two independent proportions is Cohen's h. This is defined as follows
where p_{1} and p_{2} are the proportions of the two samples being compared and arcsin is the arcsine transformation.
To more easily describe the meaning of an effect size, to people outside statistics, the common language effect size, as the name implies, was designed to communicate it in plain English. It is used to describe a difference between two groups and was proposed, as well as named, by Kenneth McGraw and S. P. Wong in 1992.^{ [27] } They used the following example (about heights of men and women): "in any random pairing of young adult males and females, the probability of the male being taller than the female is .92, or in simpler terms yet, in 92 out of 100 blind dates among young adults, the male will be taller than the female",^{ [27] } when describing the population value of the common language effect size.
The population value, for the common language effect size, is often reported like this, in terms of pairs randomly chosen from the population. Kerby (2014) notes that a pair, defined as a score in one group paired with a score in another group, is a core concept of the common language effect size.^{ [28] }
As another example, consider a scientific study (maybe of a treatment for some chronic disease, such as arthritis) with ten people in the treatment group and ten people in a control group. If everyone in the treatment group is compared to everyone in the control group, then there are (10×10=) 100 pairs. At the end of the study, the outcome is rated into a score, for each individual (for example on a scale of mobility and pain, in the case of an arthritis study), and then all the scores are compared between the pairs. The result, as the percent of pairs that support the hypothesis, is the common language effect size. In the example study it could be (let's say) .80, if 80 out of the 100 comparison pairs show a better outcome for the treatment group than the control group, and the report may read as follows: "When a patient in the treatment group was compared to a patient in the control group, in 80 of 100 pairs the treated patient showed a better treatment outcome." The sample value, in for example a study like this, is an unbiased estimator of the population value.^{ [29] }
Vargha and Delaney generalized the common language effect size (VarghaDelaney A), to cover ordinal level data.^{ [30] }
An effect size related to the common language effect size is the rankbiserial correlation. This measure was introduced by Cureton as an effect size for the Mann–Whitney U test.^{ [31] } That is, there are two groups, and scores for the groups have been converted to ranks. The Kerby simple difference formula computes the rankbiserial correlation from the common language effect size.^{ [28] } Letting f be the proportion of pairs favorable to the hypothesis (the common language effect size), and letting u be the proportion of pairs not favorable, the rankbiserial r is the simple difference between the two proportions: r = f − u. In other words, the correlation is the difference between the common language effect size and its complement. For example, if the common language effect size is 60%, then the rankbiserial r equals 60% minus 40%, or r = 0.20. The Kerby formula is directional, with positive values indicating that the results support the hypothesis.
A nondirectional formula for the rankbiserial correlation was provided by Wendt, such that the correlation is always positive.^{ [32] } The advantage of the Wendt formula is that it can be computed with information that is readily available in published papers. The formula uses only the test value of U from the MannWhitney U test, and the sample sizes of the two groups: r = 1 – (2U)/(n_{1} n_{2}). Note that U is defined here according to the classic definition as the smaller of the two U values which can be computed from the data. This ensures that 2U < n_{1}n_{2}, as n_{1}n_{2} is the maximum value of the U statistics.
An example can illustrate the use of the two formulas. Consider a health study of twenty older adults, with ten in the treatment group and ten in the control group; hence, there are ten times ten or 100 pairs. The health program uses diet, exercise, and supplements to improve memory, and memory is measured by a standardized test. A MannWhitney U test shows that the adult in the treatment group had the better memory in 70 of the 100 pairs, and the poorer memory in 30 pairs. The MannWhitney U is the smaller of 70 and 30, so U = 30. The correlation between memory and treatment performance by the Kerby simple difference formula is r = (70/100) − (30/100) = 0.40. The correlation by the Wendt formula is r = 1 − (2·30)/(10·10) = 0.40.
Cliff's delta or , originally developed by Norman Cliff for use with ordinal data,^{ [33] } is a measure of how often the values in one distribution are larger than the values in a second distribution. Crucially, it does not require any assumptions about the shape or spread of the two distributions.
The sample estimate is given by:
where the two distributions are of size and with items and , respectively, and is the Iverson bracket, which is 1 when the contents are true and 0 when false.
is linearly related to the Mann–Whitney U statistic; however, it captures the direction of the difference in its sign. Given the Mann–Whitney , is:
Confidence intervals of standardized effect sizes, especially Cohen's and , rely on the calculation of confidence intervals of noncentrality parameters (ncp). A common approach to construct the confidence interval of ncp is to find the critical ncp values to fit the observed statistic to tail quantiles α/2 and (1 − α/2). The SAS and Rpackage MBESS provides functions to find critical values of ncp.
For a single group, M denotes the sample mean, μ the population mean, SD the sample's standard deviation, σ the population's standard deviation, and n is the sample size of the group. The t value is used to test the hypothesis on the difference between the mean and a baseline μ_{baseline}. Usually, μ_{baseline} is zero. In the case of two related groups, the single group is constructed by the differences in pair of samples, while SD and σ denote the sample's and population's standard deviations of differences rather than within original two groups.
and Cohen's
is the point estimate of
So,
n_{1} or n_{2} are the respective sample sizes.
wherein
and Cohen's
So,
Oneway ANOVA test applies noncentral F distribution. While with a given population standard deviation , the same test question applies noncentral chisquared distribution.
For each jth sample within ith group X_{i,j}, denote
While,
So, both ncp(s) of F and equate
In case of for K independent groups of same size, the total sample size is N := n·K.
The ttest for a pair of independent groups is a special case of oneway ANOVA. Note that the noncentrality parameter of F is not comparable to the noncentrality parameter of the corresponding t. Actually, , and .
Whether an effect size should be interpreted as small, medium, or large depends on its substantive context and its operational definition. Cohen's conventional criteria small, medium, or big^{ [8] } are near ubiquitous across many fields, although Cohen^{ [8] } cautioned:
"The terms 'small,' 'medium,' and 'large' are relative, not only to each other, but to the area of behavioral science or even more particularly to the specific content and research method being employed in any given investigation....In the face of this relativity, there is a certain risk inherent in offering conventional operational definitions for these terms for use in power analysis in as diverse a field of inquiry as behavioral science. This risk is nevertheless accepted in the belief that more is to be gained than lost by supplying a common conventional frame of reference which is recommended for use only when no better basis for estimating the ES index is available." (p. 25)
In the two sample layout, Sawilowsky ^{ [17] } concluded "Based on current research findings in the applied literature, it seems appropriate to revise the rules of thumb for effect sizes," keeping in mind Cohen's cautions, and expanded the descriptions to include very small, very large, and huge. The same de facto standards could be developed for other layouts.
Length ^{ [34] } noted for a "medium" effect size, "you'll choose the same n regardless of the accuracy or reliability of your instrument, or the narrowness or diversity of your subjects. Clearly, important considerations are being ignored here. Researchers should interpret the substantive significance of their results by grounding them in a meaningful context or by quantifying their contribution to knowledge, and Cohen's effect size descriptions can be helpful as a starting point."^{ [5] } Similarly, a U.S. Dept of Education sponsored report said "The widespread indiscriminate use of Cohen’s generic small, medium, and large effect size values to characterize effect sizes in domains to which his normative values do not apply is thus likewise inappropriate and misleading."^{ [35] }
They suggested that "appropriate norms are those based on distributions of effect sizes for comparable outcome measures from comparable interventions targeted on comparable samples." Thus if a study in a field where most interventions are tiny yielded a small effect (by Cohen's criteria), these new criteria would call it "large". In a related point, see Abelson's paradox and Sawilowsky's paradox.^{ [36] }^{ [37] }^{ [38] }
In probability theory, the normaldistribution is a very common continuous probability distribution. Normal distributions are important in statistics and are often used in the natural and social sciences to represent realvalued random variables whose distributions are not known. A random variable with a Gaussian distribution is said to be normally distributed and is called a normal deviate.
In statistics, the standard deviation is a measure of the amount of variation or dispersion of a set of values. A low standard deviation indicates that the values tend to be close to the mean of the set, while a high standard deviation indicates that the values are spread out over a wider range.
The Allan variance (AVAR), also known as twosample variance, is a measure of frequency stability in clocks, oscillators and amplifiers, named after David W. Allan and expressed mathematically as . The Allan deviation (ADEV), also known as sigmatau, is the square root of the Allan variance, .
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the onedimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be kvariate normally distributed if every linear combination of its k components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated realvalued random variables each of which clusters around a mean value.
In probability theory, a lognormal distribution is a continuous probability distribution of a random variable whose logarithm is normally distributed. Thus, if the random variable X is lognormally distributed, then Y = ln(X) has a normal distribution. Likewise, if Y has a normal distribution, then the exponential function of Y, X = exp(Y), has a lognormal distribution. A random variable which is lognormally distributed takes only positive real values. The distribution is occasionally referred to as the Galton distribution or Galton's distribution, after Francis Galton. The lognormal distribution also has been associated with other names, such as McAlister, Gibrat and Cobb–Douglas.
In probability and statistics, Student's tdistribution is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in situations where the sample size is small and the population standard deviation is unknown. It was developed by William Sealy Gosset under the pseudonym Student.
In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a probability distribution by maximizing a likelihood function, so that under the assumed statistical model the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.
In probability theory, Chebyshev's inequality guarantees that, for a wide class of probability distributions, no more than a certain fraction of values can be more than a certain distance from the mean. Specifically, no more than 1/k^{2} of the distribution's values can be more than k standard deviations away from the mean. The rule is often called Chebyshev's theorem, about the range of standard deviations around the mean, in statistics. The inequality has great utility because it can be applied to any probability distribution in which the mean and variance are defined. For example, it can be used to prove the weak law of large numbers.
The power of a binary hypothesis test is the probability that the test rejects the null hypothesis (H_{0}) when a specific alternative hypothesis (H_{1}) is true. The statistical power ranges from 0 to 1, and as statistical power increases, the probability of making a type II error (wrongly failing to reject the null hypothesis) decreases. For a type II error probability of β, the corresponding statistical power is 1 − β. For example, if experiment 1 has a statistical power of 0.7, and experiment 2 has a statistical power of 0.95, then there is a stronger probability that experiment 1 had a type II error than experiment 2, and experiment 2 is more reliable than experiment 1 due to the reduction in probability of a type II error. It can be equivalently thought of as the probability of accepting the alternative hypothesis (H_{1}) when it is true—that is, the ability of a test to detect a specific effect, if that specific effect actually exists. That is,
The ttest is any statistical hypothesis test in which the test statistic follows a Student's tdistribution under the null hypothesis.
In probability theory and statistics, the continuous uniform distribution or rectangular distribution is a family of symmetric probability distributions such that for each member of the family, all intervals of the same length on the distribution's support are equally probable. The support is defined by the two parameters, a and b, which are its minimum and maximum values. The distribution is often abbreviated U(a,b). It is the maximum entropy probability distribution for a random variable X under no constraint other than that it is contained in the distribution's support.
As with other probability distributions with noncentrality parameters, the noncentral tdistribution generalizes a probability distribution – Student's tdistribution – using a noncentrality parameter. Whereas the central distribution describes how a test statistic t is distributed when the difference tested is null, the noncentral distribution describes how t is distributed when the null is false. This leads to its use in statistics, especially calculating statistical power. The noncentral tdistribution is also known as the singly noncentral tdistribution, and in addition to its primary use in statistical inference, is also used in robust modeling for data.
In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters such that the function's probability distribution does not depend on the unknown parameters. A pivot quantity need not be a statistic—the function and its value can depend on the parameters of the model, but its distribution must not. If it is a statistic, then it is known as an ancillary statistic.
In statistics, the bias of an estimator is the difference between this estimator's expected value and the true value of the parameter being estimated. An estimator or decision rule with zero bias is called unbiased. In statistics, "bias" is an objective property of an estimator. Unlike the ordinary English use of the term "bias", it is not pejorative even though it's not a desired property.
In statistics, pooled variance is a method for estimating variance of several different populations when the mean of each population may be different, but one may assume that the variance of each population is the same. The numerical estimate resulting from the use of this method is also called the pooled variance.
In probability theory and statistics, the normalinversegamma distribution is a fourparameter family of multivariate continuous probability distributions. It is the conjugate prior of a normal distribution with unknown mean and variance.
In statistics, a paired difference test is a type of location test that is used when comparing two sets of measurements to assess whether their population means differ. A paired difference test uses additional information about the sample that is not present in an ordinary unpaired testing situation, either to increase the statistical power, or to reduce the effects of confounders.
In the mathematical theory of random matrices, the Marchenko–Pastur distribution, or Marchenko–Pastur law, describes the asymptotic behavior of singular values of large rectangular random matrices. The theorem is named after Ukrainian mathematicians Vladimir Marchenko and Leonid Pastur who proved this result in 1967.
In statistics, the standardized mean of a contrast variable , is a parameter assessing effect size. The SMCV is defined as mean divided by the standard deviation of a contrast variable. The SMCV was first proposed for oneway ANOVA cases and was then extended to multifactor ANOVA cases .
In statistics and probability theory, the nonparametric skew is a statistic occasionally used with random variables that take real values. It is a measure of the skewness of a random variable's distribution—that is, the distribution's tendency to "lean" to one side or the other of the mean. Its calculation does not require any knowledge of the form of the underlying distribution—hence the name nonparametric. It has some desirable properties: it is zero for any symmetric distribution; it is unaffected by a scale shift; and it reveals either left or rightskewness equally well. In some statistical samples it has been shown to be less powerful than the usual measures of skewness in detecting departures of the population from normality.
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