
Lecture 7
Testing parametric hypotheses.
Unexpected example –
exponentiality of durations of
rule of Roman emperors
The problem discussed in the previous lecture of testing whether two
samples come from the same distribution arises frequently in practice.
But the problem of testing the hypothesis F = F
0
, where F
0
is a com-
pletely defined distribution function, is in practice quite rare. Usually
the hypothetical distribution function contains parameters with values
not fixed under the hypothesis.
One can, for example, have a hypothesis that the distribution func-
tion of lifetimes is the Weibull distribution function. But it is depen-
dent on two parameters ...