Lecture

Hypothesis Testing

In course

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Description

This lecture covers the concept of hypothesis testing, focusing on null and alternative hypotheses, densities under different scenarios, decision procedures, Neyman-Pearson lemma, ROC curves, and optimal tests. The lecture emphasizes the importance of maximizing power for a given threshold and provides examples and simulations to illustrate the concepts.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_1swid7qm

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Ontological neighbourhood

Statistics

Statistical inference: Statistical hypothesis testing

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