October 2014
Beginner
624 pages
21h 45m
English
Content preview from An Introduction to Probability and Statistical Inference, 2nd Edition
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Chapter 12
More about testing hypotheses
In this chapter, a few more topics are discussed on testing hypotheses problems. More specifically, likelihood ratio (LR) tests are presented for the Multinomial distribution with further applications to contingency tables. A brief section is devoted to the so- called (Chi-square) goodness-of-fit tests, and another also brief section discusses the decision-theoretic approach to testing hypotheses. The chapter is concluded with a result connecting testing hypotheses and construction of confidence regions.
12.1 Likelihood Ratio Tests in the Multinomial Case and Contingency Tables
It was stated in Section 3 of Chapter 8 that the statistic −2 log λ is distributed approximately as with certain degrees ...
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