Statistical Inference — Theory of Optimal Tests

Introduction

What this guide covers

Introduction introduction

Overview

Topics covered

• Introduction
• Theory of optimal tests
• The hypothesis test as a decision function
• Why are randomized tests necessary?
• Observed size, level and significance
• The power function

Related concepts

Main connections

• Maximum likelihood estimation
• Permutation & exact tests
• Clinical trials & RCT design
• Variance & standard deviation
• Poisson distribution
• p-value & significance

Compatible notation

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