Lecture

Statistical Tests for Exponential Families

In course

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Description

This lecture covers the optimal unilateral and bilateral statistical tests for one-parameter exponential families. It discusses the Neyman-Pearson lemma, the likelihood ratio test, and the use of approximations in hypothesis testing. The instructor explains the concepts of power, quantiles, and covariance in the context of statistical testing for mathematicians.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_r401g1ws

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics, Statistical hypothesis testing

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