Monday, April 21, 2003

Large Sample Hypothesis Tests

• Informal methods
• Linekihood ratio tests

Reading

Section 10.3

Homework

Problem: Consider the setting of Problem 10.31. Derive an expression for $-2 \log \Lambda$, where $\Lambda$ is the likelihood ratio test statistic, and find the approximate distribution of this quantity under the null hypothesis.

Due Friday, April 25, 2003.