BS2 Statistical Inference - Lecture 11
Hypothesis testing
This lecture is reviewing basic elements of the theory of hypothesis testing which should all have been more or less covered in previous courses.
In particular we recall the Neyman-Pearson lemma about optimality of the Likelihood Ratio Test for a simple hypothesis vs. a simple alternative and extend this optimality to a one-sided alternative in a one-dimensional exponential family.
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Last updated: Friday, 19 November 2004 11:40. Steffen L. Lauritzen