Statistics (ii): Classical Estimation and Hypothesis Testing
An introduction to classical estimation and hypothesis testing procedures was given in Chapter 3. However, the theoretical aspects of these procedures were not then discussed. In particular, optimality aspects of the two procedures were not addressed. We now give a brief introduction to both classical estimation theory and classical hypothesis testing theory, focusing on optimality aspects of these theories. Extensive treatments are given respectively in Lehmann (1991) and Lehmann (1986).
KeywordsNull Hypothesis Alternative Hypothesis Maximum Likelihood Estimator Unbiased Estimator Classical Estimation
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