Hypothesis Testing: Neyman-Pearson Framework

This lecture by the instructor on October 25, 2021, covers the topic of hypothesis testing, focusing on the Neyman-Pearson framework. It explains the concepts of null and alternative hypotheses, test functions, critical regions, type I and type II errors, and the likelihood ratio test. The lecture delves into the Neyman-Pearson Lemma, the most powerful test, and the challenges in choosing tests when hypotheses are not singletons. It also discusses one-sided tests, multiparameter cases, and the likelihood ratio statistic. The lecture concludes with examples and considerations for asymptotic approximations in hypothesis testing.