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### What are the ''desirable'' statistical properties of the likelihood ratio test?

I am reading an article whose method is fully based on the likelihood ratio test. The author says that the LR test against one sided alternatives is UMP. He proceeds by claiming that "...even when ...
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### How to define a rejection region?

This has always troubled me a bit. When I choose my hypothesis, do I define in some way the rejection region [RR], or, do I do that by choosing the test statistic I want to use? By fixing the ...
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### Is this null hypothesis wrong?

The Wikipedia article Null hypothesis says in its opening paragraph: In inferential statistics, the term "null hypothesis" is a general statement or default position that there is no relationship ...
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### Why do we trust the p-value when fitting a regression on a single sample?

I have code below that builds a linear model for a set of data: ...
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### Choice of null and alternative hypothesis

A firm producing tobacco cigarettes claims that it has discovered a new technique for curing tobacco leaves, that results in an average nicotine content of a cigarette of less than 1.5 mg. To test ...
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### Ambiguity of chi-squared test of association; how can the conclusion change using the ''same'' sample?

Recently I have been struggling with the following two questions regarding the chi-squared test of independence / association during reading an article. Is the chi-squared test able to detect no ...
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### Null hypothesis for the one- and two-tailed test

From the Online Stat Book, Chapter 11.5: The null hypothesis for the two-tailed test is π = 0.5. By contrast, the null hypothesis for the one-tailed test is π ≤ 0.5. Why is that so? The null ...
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### The rationale behind the “fail to reject the null” jargon in hypothesis testing?

In hypothesis testing with a Null and the Alternative hypothesis (assuming that these two cases are mutually inclusive of all the possible "truths"), we usually base our hypothesis selection criterion ...
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### Appropriateness of one-sided hypothesis tests when testing medical treatments

I am working on some research where we are studying the effectiveness of two different types of brand new (i.e. never been studied before) treatments (call them high and low treatment levels) on death ...
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### consequences of rejected/accepted hypothesis

A and B are some statements such that A implies B. I test the null hypothesis that A is true. If my test fails to reject A, does that result say anything about B? Analogously, if instead I test the ...
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### What fraction to use in the formulation of a hypothesis test ? - Population fraction versus sample fraction

Imagine that I am studying racial discrimination. In particular, whether a white candidate (for a job) is chosen more often than an equally qualified minority candidate. I ask people to choose ...
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### ANOVA for Regression

When using ANOVA to compare means, I understand the null hypothesis is u1=u2=u3.... as we need to combine all groups into a single group when assuming their means are the same. But for ANOVA for ...
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### what “rejecting a null hypothesis” actually means?

I have a sample dateset consists two variables as "Score"(independent continuous) consists score of students in maths and school(dependent categorical)having 3 categories as "S1","S2","S3". I'd ...