Abstract
The two main tasks of inferential statistics are parameter estimation and testing statistical hypotheses. In this chapter we will focus on the latter. Although the expositions on estimation and testing are separate, the two inference tasks are highly related, as it is possible to conduct testing by inspecting confidence intervals or credible sets. Both tasks can be unified via the so-called decisiontheoretic approach in which both the estimator and the selection of a hypothesis represent an optimal action given the model, observations, and loss (utility) function.
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Vidakovic, B. (2011). Testing Statistical Hypotheses. In: Statistics for Bioengineering Sciences. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0394-4_9
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DOI: https://doi.org/10.1007/978-1-4614-0394-4_9
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