In Chapter 8 we considered the problem of estimating the parameters in a statistical distribution. Here we will consider another inference problem, namely, the problem of testing statistical hypotheses. This is a remarkable aspect of Statistics but at the same time this has led to many misinterpretations and misuses of statistical methods. Some people claim that anything and everything can be proved by the methods of Statistics. But it should be pointed out that we do not prove anything by Statistical Inference, but we will only make some probability statements regarding some unknown statistical quantities. We are familiar with different types of hypotheses all of which are not statistical hypotheses.
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