9. Statistical Tests Flashcards
1
Q
Definition
Null, alternative, nested hypotheses.
simple compound
A
2
Q
Definition
Likelihood ratio.
Likelihood ratio test (LRT)
A
3
Q
Definition 9.1
p-value of test statistic.
A
4
Q
Lemma 9.1
If X has CDF F_X, then P(F_X(x) <= a) = … when …
A
5
Q
Proposition 9.1
Uniform distribution of the p-value under a simple null hypothesis.
proof
A
6
Q
Definition
Type I and Type II errors.
Significance level.
Rejection area.
A
7
Q
Definition 9.2
Power function and significance of general statistical test.
A
8
Q
Theorem 9.1
Pearson’s Theorem for the Chi-squared test.
A
