Theory of Hypothesis Testing

3 credits · Graduate Programs

Likelihood ratio (LR), union-intersection, most powerful, unbiased and invariant tests, Neyman-Pearson Lemma, Karlin-Rubin Theorem, confidence interval (CI), pivotal quantities, shortest length and shortest expected length CI, uniformly most accurate CI, confidence region, simultaneous CI, large-sample tests (Wald's, score, LR tests), Bayesian hypothesis testing, analysis of variance and linear models. Prerequisite(s): Statistics 721 and admission to a graduate program in Mathematics and Statistics or consent of the Department.