Search for tag: "most powerful test"

Test-Related Optimality

Since there is a one-to-one correspondence between confidence sets and tests of hypotheses, there is some correspondence between the optimality of tests and the optimality of confidence sets. …

From  Jane Harvill 128 plays 0  

Example. Karlin-Rubin Theorem for Test of Exponential Rate

Illustrate using the Karlin-Rubin Theorem to find the uniformly most powerful test on the rate of an exponential distribution. Also illustrated is showing the gamma family of distributions, when the…

From  Jane Harvill 323 plays 0  

Example. Karlin-Rubin Theorem for Test of Poisson Rate

Illustrate the Karlin-Rubin Theorem and monotone likelihood ratio for an upper-tailed test on the rate of a Poisson.

From  Jane Harvill 569 plays 0  

Example: Neyman-Pearson Lemma for Test on Exponential Rate

Illustrate the Neyman-Pearson Lemma to construct a uniformly most powerful test for a test of the rate of an exponential distribution.

From  Jane Harvill 1,487 plays 0  

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…

From  Jane Harvill 727 plays 0