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5

Hypothesis Testing

Statistical Inference and Decision Theory

Frameworks for hypothesis testing, p-values, power, and multiple testing.

Lessons

5.1

Hypothesis Testing Framework

5.2

Neyman--Pearson Theory

5.3

Uniformly Most Powerful Tests

5.4

Likelihood Ratio Tests

5.5

p-Values

5.6

Duality: Tests and Confidence Sets

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