Document Type

Conference Proceeding

Publication Date

6-1-2013

Abstract

The Neyman-Pearson Lemma is a powerful fundamental lemma in the area of hypothesis testing in Statistics. It gives the best test when testing simple vs. simple hypotheses. In this talk we would like to investigate testing a population mean H0 μ = μ0 vs. H1 μ = μ1 > μ0. As a result of the N-P Lemma, the best test is of the form, “Reject H0 if x>c” , where c is chosen so that the Type I error probability is a. Let n be small. What are some alternative decision rules of size a, what is their power in comparison to the best test? The talk should be of interest to a person who has had a first course in Probability and Statistics.

COinS
 
 

To view the content in your browser, please download Adobe Reader or, alternately,
you may Download the file to your hard drive.

NOTE: The latest versions of Adobe Reader do not support viewing PDF files within Firefox on Mac OS and if you are using a modern (Intel) Mac, there is no official plugin for viewing PDF files within the browser window.