Statistical ratios | Statistical tests
In statistics, the likelihood-ratio test assesses the goodness of fit of two competing statistical models based on the ratio of their likelihoods, specifically one found by maximization over the entire parameter space and another found after imposing some constraint. If the constraint (i.e., the null hypothesis) is supported by the observed data, the two likelihoods should not differ by more than sampling error. Thus the likelihood-ratio test tests whether this ratio is significantly different from one, or equivalently whether its natural logarithm is significantly different from zero. The likelihood-ratio test, also known as Wilks test, is the oldest of the three classical approaches to hypothesis testing, together with the Lagrange multiplier test and the Wald test. In fact, the latter two can be conceptualized as approximations to the likelihood-ratio test, and are asymptotically equivalent. In the case of comparing two models each of which has no unknown parameters, use of the likelihood-ratio test can be justified by the Neyman–Pearson lemma. The lemma demonstrates that the test has the highest power among all competitors. (Wikipedia).
http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. The likelihood ratio test maximizes the probability of correctly deciding hypothesis H_1 is true for any given probability of deciding H_0 is
From playlist Estimation and Detection Theory
The Generalized Likelihood Ratio Test
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. There is no universally optimal test strategy for composite hypotheses (unknown parameters in the pdfs). The generalized likelihood ratio test (GLRT
From playlist Estimation and Detection Theory
The Pre-Ratio Test. In this video, I prove an important result about sequences called the pre-ratio test which is used in calculus. This will be valuable when we will study series. It says that, the root test is strictly better than the ratio test in the following sense: if the ratio test
From playlist Sequences
Wald test | Likelihood ratio test | Score test
See all my videos here: http://www.zstatistics.com/videos/
From playlist Statistical Inference (7 videos)
Ratio test for series and simple proof!
Free ebook http://bookboon.com/en/learn-calculus-2-on-your-mobile-device-ebook How to apply the ratio test for infinite series and a simple proof! In mathematics, the ratio test is a test (or "criterion") for the convergence of a series \sum_{n=1}^\infty a_n, where each term is a real or
From playlist A second course in university calculus.
How To Use The Ratio Test. Determining whether an infinite series converges or diverges using the ratio test from Calculus. This is a good example since it involves factorials and those need to be simplified at some point. Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys
From playlist Calculus 2 Exam 4 Playlist
C70 The ratio test for power series
A quick reminder of the ratio test for power series convergence.
From playlist Differential Equations
Hypothesis Test: Two Population Proportions
This video explains how to conduct a hypothesis test on two population proportions. http://mathispower4u.com
From playlist Hypothesis Test with Two Samples
Statistics Lecture 7.2: Finding Confidence Intervals for the Population Proportion
https://www.patreon.com/ProfessorLeonard Statistics Lecture 7.2: Finding Confidence Intervals for the Population Proportion
From playlist Statistics (Full Length Videos)
Aaditya Ramdas: Universal inference using the split likelihood ratio test
CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 05, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians
From playlist Virtual Conference
The Bayes Theorem: What Are the Odds?
Last week we discussed test characteristics like sensitivity and specificity. This week, we'll talk about how those concepts get used in actual medical decision making. At least, we'll talk about how they're supposed to be used. You'll learn about Bayes' Theorem, too! Don't let the equatio
From playlist Healthcare Triage
Jamovi 2.X Tutorial: JEVA Add-On Module (Episode 52)
In this Jamovi tutorial, I explore the new JEVA/jeva add-on module. This module explores a new way top approach making statistical decisions using the Log Likelihood Ratio rather than p-values. I discuss how to integrate this module into traditional frequentist model estimation (using Gene
From playlist Jamovi Tutorials
VassarStats - Clinical Block 1 Example
Lecturer: Dr. Erin M. Buchanan Missouri State University Spring 2017 This video covers the concepts and how to calculate: prevalence, sensitivity, specificity, likelihood ratios, and ROC curves. Lecture materials and assignments available at statisticsofdoom.com. https://statisticsofdo
From playlist Advanced Statistics Videos
P-values/Confidence Intervals by John Reinitz
Winter School on Quantitative Systems Biology DATE:04 December 2017 to 22 December 2017 VENUE:Ramanujan Lecture Hall, ICTS, Bengaluru The International Centre for Theoretical Sciences (ICTS) and the Abdus Salam International Centre for Theoretical Physics (ICTP), are organizing a Winter S
From playlist Winter School on Quantitative Systems Biology
Gravitational astronomy (Lecture 5) by B S Sathyaprakash
DATES Monday 25 Jul, 2016 - Friday 05 Aug, 2016 VENUE Madhava Lecture Hall, ICTS Bangalore APPLY Over the last three years ICTS has been organizing successful summer/winter schools on various topics of gravitational-wave (GW) physics and astronomy. Each school from this series aimed at foc
From playlist Summer School on Gravitational-Wave Astronomy
Odds Ratios and Log(Odds Ratios), Clearly Explained!!!
Odds Ratios and Log(Odds Ratios) are like R-Squared - they describe a relationship between two things. And just like R-Squared, you need to determine if this relationship is statistically significant. This StatQuest goes over all these details so that you are ready for any odds ratio and l
From playlist StatQuest
Nexus Trimester - Ioannis Kontoyiannis (Athens U of Econ & Business)
Testing temporal causality and estimating directed information Ioannis Kontoyiannis (Athens U of Econ & Business) March 18, 2016 Abstract: The problem of estimating the directed information rate between two Markov chains of arbitrary (but finite) order is considered. Specifically for the
From playlist 2016-T1 - Nexus of Information and Computation Theory - CEB Trimester