Abstract
Starting with the basic Neyman-Pearson Lemma for testing a simple hypothesis against a simple alternative, uniformly most powerful tests for one-sided problems in Monotone Likelihood Ratio families are constructed. To deal with two-sided problems and to test for one parameter in the presence of nuisance parameters, the concept of Unbiased Tests is introduced and Uniformly Most Powerful Unbiased Tests are constructed, mostly in the context of exponential families. For more general situations, Locally Best Tests are constructed. A Generalized Neyman-Pearson Lemma is needed to deal with all these problems. Other topics discussed in this chapter are p-values, Sequential Probability Ratio Tests, and confidence intervals.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
