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Statistics: Difference between revisions
→Likelihood Ratio Test
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Use to test the ratio of variances. | Use to test the ratio of variances. | ||
===Likelihood Ratio Test=== | ===Likelihood Ratio Test=== | ||
See [[Wikipedia: Likelihood Ratio Test]]<br> | |||
* <math> LR = -2 \log \frac{\sup_{\theta \in \Theta_0} L(\theta)}{\sup_{\theta \in \Theta} L(\theta)}</math> | |||
===Uniformly Most Powerful Test=== | ===Uniformly Most Powerful Test=== | ||
UMP Test | UMP Test | ||