Search for tag: "karlin rubin theorem"

Thumbnail for entry Example: Illustrating Finding a Confidence Bound for Normal Mean

Example: Illustrating Finding a Confidence Bound…

duration 7 minutes 54 seconds

Example: Illustrating Finding a Confidence Bound…

Example: Illustrating Finding a Confidence Bound for Normal Mean

Example: Illustrating Finding a Confidence Bound for Normal Mean

In this example, finding an upper confidence bound for the mean of a normal population is illustrated. The method used is the inversion of the acceptance region of the UMP test from the Karlin Rubin…

karlin rubin theorem
acceptance region
confidence interval estimator
From  Jane Harvill 85 plays 0  
Thumbnail for entry Most Powerful Tests

Most Powerful Tests

duration 40 minutes 50 seconds

Most Powerful Tests

Most Powerful Tests

Most Powerful Tests

A hypothesis test might make one of two types of errors. These two types of errors traditionally have been given the names "Type I Error," and "Type II Error." If the parameter…

most powerful test
uniformly most powerful test
neyman-pearson lemma
karlin rubin theorem
power function
simple hypothesis
composite hypothesis
monotone likelihood ratio
p-value
valid p-value
sufficient statistic
From  Jane Harvill 727 plays 0