Null distribution
= Null distribution
{title2=$\mathcal L_{H_0}(T)$}
A <null distribution> is the <probability distribution> of a <test statistic> under a specified <null hypothesis>. It calibrates a <hypothesis test>'s <test size> and <p-value>. For a <simple hypothesis> it is one distribution; for a composite <null hypothesis> it may depend on unknown <nuisance parameters>.