Lecture

Likelihood Ratio Test: Hypothesis Testing

Description

This lecture covers the Likelihood Ratio Test for hypothesis testing, focusing on comparing unrestricted and restricted Maximum Likelihood Estimators (MLEs). It discusses the Score Test and Wald's Test, emphasizing large deviations as evidence against the null hypothesis. The instructor explains the importance of regularity conditions and asymptotic normality in approximating distributions for large sample sizes.

About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.