IEOR 165 Lecture 9 June 11 2009

# IEOR 165 Lecture 9 - Lecture Notes IEOR 165 | George Shanthikumar Tu W Th 2-4:30 pm | 3113 Etcheverry Use of p-value for hypothesis testing will

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Lecture Notes IEOR 165 | George Shanthikumar Tu W Th 2-4:30 pm | 3113 Etcheverry Use of p-value for hypothesis testing will not be in : = H0 μ μ0 : H1 μ μ0 If , = - H0is TRUE z xbar μ0σn has unit normal distribution P = 1-alpha larger the p value = accept null hypothesis. Smaller p value = reject H0 In our project, we write the p values in our hypothesis testing. (But we use simulation instead of tables to find the p value) Review Density function = - - , fxx e x b x b This is a legitimate density function because - - = - = 0infinitye x bdx 0infinitye ydy 1 Given sample x1,…,xn, MOM: = - - = + = - , = - , Ex 0infinityxe x bdx 1 b | b Ex 1 BMOM xbar 1 for sample avg = = xbar 1nk 1nxk = - = + - = EBMOM Exbar 1 1 b 1 b MLE: : = = - - ≥ = - = - Lx b k 1ne xk b Ixk b exp k 1nxk nbIxmin b : =- = - =- logLx b k 1nxk nb infinity b xmin xmax n

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Lecture Notes IEOR 165 | George Shanthikumar Tu W Th 2-4:30 pm | 3113 Etcheverry = EBMLE Exmin > = > ∩ > ∩…∩ > xmin x x1 x x2 x
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## This note was uploaded on 07/22/2009 for the course IEOR 165 taught by Professor Shanthikumar during the Summer '08 term at University of California, Berkeley.

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IEOR 165 Lecture 9 - Lecture Notes IEOR 165 | George Shanthikumar Tu W Th 2-4:30 pm | 3113 Etcheverry Use of p-value for hypothesis testing will

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