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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.
Official source
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