Statistical ratios | Statistical tests

Likelihood-ratio test

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).

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The Likelihood Ratio Test

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

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The Generalized Likelihood Ratio Test

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From playlist Estimation and Detection Theory

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Pre-Ratio Test

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

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See all my videos here: http://www.zstatistics.com/videos/

From playlist Statistical Inference (7 videos)

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Ratio test for series and simple proof!

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From playlist A second course in university calculus.

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How To Use The Ratio Test

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

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C70 The ratio test for power series

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From playlist Differential Equations

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This video explains how to conduct a hypothesis test on two population proportions. http://mathispower4u.com

From playlist Hypothesis Test with Two Samples

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https://www.patreon.com/ProfessorLeonard Statistics Lecture 7.2: Finding Confidence Intervals for the Population Proportion

From playlist Statistics (Full Length Videos)

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From playlist Virtual Conference

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From playlist Healthcare Triage

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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

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From playlist Advanced Statistics Videos

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P-values/Confidence Intervals by John Reinitz

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From playlist Summer School on Gravitational-Wave Astronomy

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From playlist StatQuest

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From playlist 2016-T1 - Nexus of Information and Computation Theory - CEB Trimester

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Johansen test | Asymptotic theory (statistics) | Mathematical optimization | Bayes factor | Relative likelihood | Statistics | Chi-squared distribution | T-statistic | Null hypothesis | Parameter space | Alternative hypothesis | Complement (set theory) | Vuong's closeness test | Wilks' theorem | Statistical parameter | Model selection | Akaike information criterion | Pearson's chi-squared test | Arg max | Statistical model | F-test | Neyman–Pearson lemma | Student's t-test | Error exponents in hypothesis testing | Bounded set | Goodness of fit | Realization (probability) | Likelihood function | Sampling error | Log-likelihood | G-test | Z-test | Infinity | Likelihood ratios in diagnostic testing | Degrees of freedom (statistics) | Sampling distribution | Natural logarithm | Statistic | Wald test | Constraint (mathematics) | Statistical significance