Statistical Deviance
Statistical deviance
is a quantity whose expected values can be used for
statistical hypothesis testing
. It is defined as:
D(y,\theta) = -2 \log p(\theta|y)
As a function of
\theta
with
y
treated as fixed, it is -2 times the log-
likelihood
. In the framework of the
generalized linear model
, if
\theta
is the true parameter,
D(y,\theta)
follows a
chi-squared distribution
.
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