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Title Details:
Tests for Composite Hypotheses
Authors: Kolyva Machaira, Foteini
Chatzopoulos, Stavros
Reviewer: Moyssiadis, Polychronis
Subject: MATHEMATICS AND COMPUTER SCIENCE > MATHEMATICS > STATISTICS > PARAMETRIC INFERENCE
Keywords:
Null Hypothesis
Exponential Family
Hypothesis Tests
Test Statistic
Alternative Hypothesis
Power
Critical Area
Critical Value
Likelihood Ratio
Monotone Likelihood Ratio
Uniformly Most Powerful Test Statistic
Likelihood
Significance
Significance Level
Composite Hypothesis
Random Variable
Random Sample
Description:
Abstract:
This chapter gives the meaning of the monotone likelihood ratio, theorems relating to this and theorems relating with uniformly most powerful test statistics.
Table of Contents:
Monotone Likelihood Ratio -- Uniformly most Powerful Test Statistic -- Uniformly Most Powerful Test Statistic for One-sided Hypotheses -- Uniformly Most Powerful Test Statistic for Two-sided Hypotheses Η_0: θ ≤ θ_1 ή θ ≥ θ_2, Η_1: θ_1< θ < θ_2 -- Two-sided Hypotheses test Η_0: θ_1 ≤ θ ≤ θ_2, Η_1: θ < θ_1 ή θ > θ_2 -- Exercises.
Type: Chapter
Creation Date: 2015
Item Details:
License: http://creativecommons.org/licenses/by-nc-sa/3.0/gr
Handle http://hdl.handle.net/11419/1901
Bibliographic Reference: Kolyva Machaira, F., & Chatzopoulos, S. (2015). Tests for Composite Hypotheses [Chapter]. In Kolyva Machaira, F., & Chatzopoulos, S. 2015. Μαθηματική στατιστική [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/1901
Language: Greek
Is Part of: Μαθηματική στατιστική
Typical Learning Time: PT04H30M00S
Publication Origin: Kallipos, Open Academic Editions