Statistical Tests and Classification Methods

Abstract

Since it is often necessary to make hypotheses about the properties of random variables, it is important to have a well-defined procedure to test these hypotheses. Typical hypotheses are

H ₀: {y ₁,...,y _N } is a sample of a random variable Y with density ρ _Y (y),

or

H ₀: {y ₁,...,y _N } is a sample of some random variable Y with expectation value µ.