Math 541 : Statistical Theory II Likelihood Ratio Tests
نویسنده
چکیده
A very popular form of hypothesis test is the likelihood ratio test, which is a generalization of the optimal test for simple null and alternative hypotheses that was developed by Neyman and Pearson (We skipped Neyman-Pearson lemma because we are short of time). The likelihood ratio test is based on the likelihood function fn(X−1, · · · , Xn|θ), and the intuition that the likelihood function tends to be highest near the true value of θ. Indeed, this is also the foundation for maximum likelihood estimation. We will start from a very simple example.
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