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Hypothesis testing assesses whether data are inconsistent with a given hypothesis (usually a null hypothesis of no effect).

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Hypothesis testing with unknown covariance matrix under the alternative hypothesis

I am trying to solve a binary hypothesis testing problem of the form: $H_1 : \mathbf{y} = \theta \cdot \mathbf{x} + \mathbf{n}$ $H_0 : \mathbf{y} = \mathbf{n}$ where $\theta \in \mathbb{R}$ under $H_1 …
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