All Questions
Tagged with neyman-pearson-lemma p-value
2 questions
0
votes
0
answers
301
views
Neyman-Pearson hypothesis testing and composite alternative hypothesis
I am in love with the idea of setting up a statistical test à la Neyman-Pearson when possible, because it is just so intuitive. Most of times, $H_0$ is some kind of point hypothesis, but $H_1$ is ...
- 225
0
votes
0
answers
67
views
Is the $p-$value uniformly distributed in this case?
Let $(Ω, A,P)$ be a statistical model, $H_{0} = \{P_{0}\}\subseteq P$ a simple null hypothesis, and $H_{1} = \{P_{1}\} ⊂ P$ a different simple alternative, so that $P_{1}$ with respect to $P_{0}$ has ...
- 139