4/7/2006

• Complete Examples for Neyman-Pearson Lemma
• Likelihood ratio tests
  • Nuisance parameters
  • Vector of all parameters
  • Parameter space
  • Setting up the hypotheses
  • Maximize the likelihood function under H0
  • Maximize the likelihood function under H1
  • Form the ratio
  • Identify the rejection region
  • Large sample approximation
• In class exercises
  • 94 and 96

We will have a problem session on Monday.