Testing hypotheses
In this chapter, the problem of testing hypotheses is considered to some extent. Additional topics are discussed in Chapter 12. The chapter consists of four sections, the first of which is devoted to some general concepts and the formulation of a null hypothesis and its alternative. A number of examples discussed provide sufficient motivation for what is done in this section.
Section 2 is somewhat long and enters into the essence of the testing hypotheses issue. Specifically, the Neyman–Pearson Fundamental Lemma is stated, and the main points of its proof are presented for the case that the underlying r.v.'s are of the continuous type. It is stated that this result by itself is of limited use; nevertheless, it ...
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