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Hypotheses Testing: Course Outline

The fundamentals concepts for hypotheses testing will be presented from both frequentist and non-frequentist perspectives.

Course Outline

  • Neyman-Pearson Theorem (NPT).
  • Proof and application of NPT.
  • Uniformly most powerful tests.
  • Likelihood ratio tests.
  • The sequential probability ratio test (SPRT).
  • Estimation of sample size under SPRT.
  • Interval estimation and confidence sets.
  • Relation between testing and confidence intervals.
  • Asymptotic testing.
  • Estimation.
  • Confidence intervals.
  • Optimality criteria. 
  • Consistency.

Text Book

Reference Books

E-Books (Full Text)

E-Book (Full Text)