Hypotheses Testing: Course Outline
The fundamentals concepts for hypotheses testing will be presented from both frequentist and non-frequentist perspectives.
- 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.
- Confidence intervals.
- Optimality criteria.