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Testing a Statistical Hypothesis

  • Wolfgang Karl Härdle
  • Vladimir Spokoiny
  • Vladimir Panov
  • Weining Wang
Chapter
  • 7.1k Downloads
Part of the Springer Texts in Statistics book series (STS)

Exercise 6.1.

Let\(\boldsymbol{X} =\{ X_{i}\}_{i=1}^{n}\)

Keywords

Likelihood Ratio Test Power Function Standard Normal Distribution Exponential Family False Rejection 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Dudewicz, E. J., & Mishra, S. N. (1988). Modern mathématical statistics. New York: Wiley.Google Scholar
  2. Pestman, W. R., & Alberink, I. B. (1991). Mathematical statistics. Berlin: De Gruyter.Google Scholar
  3. Spokoiny, V., & Dickhaus, T. (2014). Basics of modern parametric statistics. Berlin: Springer.Google Scholar
  4. Suhov, Y., & Kelbert, M. (2005). Probability and statistics by example, 1 basic probability and statistics. New York: Cambridge University Press.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Wolfgang Karl Härdle
    • 1
  • Vladimir Spokoiny
    • 2
  • Vladimir Panov
    • 3
  • Weining Wang
    • 1
  1. 1.L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. and Econ.Humboldt-Universität zu BerlinBerlinGermany
  2. 2.Weirstrass Institute for Applied Analysis and Stochastics (WIAS)BerlinGermany
  3. 3.Universität Duisburg-EssenEssenGermany

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