Chapter 8 Hypothesis Testing

Yates & Goodman
Probability and Stochastic Process, 2nd ed.
Chapter 8 Hypothesis Testing


statistical inference method
1) perform an experiment
2) observe an outcome
3) state a conclusion
 
http://en.wikipedia.org/wiki/Statistical_inference


8.1 Significance Testing

http://en.wikipedia.org/wiki/Significance_testing
In statistics, a result is called statistically significant if it is unlikely to have occurred by chance. "A statistically significant difference" simply means there is statistical evidence that there is a difference.  




http://en.wikipedia.org/wiki/Hypothesis_testing

8.2 Binary Hypothesis Testing

http://en.wikipedia.org/wiki/Binary_classification


Maximum A Posteriori Probability (MAP) Test

http://en.wikipedia.org/wiki/Maximum_a_posteriori_estimation

Minimum Cost Test

Neyman-Pearson Test

http://en.wikipedia.org/wiki/Neyman%E2%80%93Pearson_lemma

Maximum Likelihood Test

http://en.wikipedia.org/wiki/Maximum_likelihood


8.3 Multiple Hypothesis Test