Chapter 4 pdfAdobe PDF (475.3 kB)
Title Details:
Generalized Likelihood Ratio Tests
Authors: Kolyva Machaira, Foteini
Chatzopoulos, Stavros
Reviewer: Moyssiadis, Polychronis
Subject: MATHEMATICS AND COMPUTER SCIENCE > MATHEMATICS > STATISTICS > PARAMETRIC INFERENCE
Keywords:
Hypothesis Testing
Type I Error
Type Ii Error
Test Function
Power Function
Significance Level
Likelihood Ratio Test
Description:
Abstract:
In chapter 4 titled "Generalized Likelihood Ratio Tests", the generalized likelihood ratio test and its asymptotic distribution is presented. The method is illustrated by examples and exercises.
Table of Contents:
Introduction -- The distribution of the random variable –2lnλ -- Exercises.
Technical Editors: Zinas, Nikolaos
Type: Chapter
Creation Date: 2015
Item Details:
License: http://creativecommons.org/licenses/by-nc-sa/3.0/gr
Handle http://hdl.handle.net/11419/1902
Bibliographic Reference: Kolyva Machaira, F., & Chatzopoulos, S. (2015). Generalized Likelihood Ratio Tests [Chapter]. In Kolyva Machaira, F., & Chatzopoulos, S. 2015. Μαθηματική στατιστική [Undergraduate textbook]. Kallipos, Open Academic Editions. https://hdl.handle.net/11419/1902
Language: Greek
Is Part of: Μαθηματική στατιστική
Number of pages 39
Typical Learning Time: PT04H30M00S
Publication Origin: Kallipos, Open Academic Editions