Stochastic Simulation: Fundamentals

Related lectures (31)

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Explores the theory and applications of likelihood ratio tests in statistical hypothesis testing.

Covers likelihood ratio statistic, confidence intervals, and hypothesis testing concepts.

Explores independence and conditional probability in probability and statistics, with examples illustrating the concepts and practical applications.

Explores hypothesis testing, emphasizing the likelihood ratio test and its applications in statistical analysis.

Covers the optimal statistical tests for exponential families and the use of approximations in hypothesis testing.

Covers the likelihood ratio test in choice models, benchmarking, and tests for taste variations and nonlinear specifications.

Explores the impact of a binary covariate on binary responses using 2x2 tables.

Explores the Cramér-Rao bound, hypothesis testing, and optimality in statistical theory.

Covers the concepts of spin glasses and Bayesian estimation, focusing on observing and inferring information from a system closely.

Focuses on testing non-nested hypotheses in choice models using the likelihood ratio test and the Cox test.