Second Exam Topic List – STA 4322/5328 Fall 2010 FOCAL QUESTIONS Test of Hypothesis terminology: null hypothesis, alternative hypothesis, test statistic, rejection region, type I error and type II error, significance level (alpha) and attained significance level (p-value) Relationship between a test of hypothesis and a confidence interval What assumptions are made about the underlying population(s) in conducting a test of hypothesis when the sample size(s) is (are) small and when the sample size(s) is (are) large? What does it mean for a test to be most powerful? What does the Neyman-Pearson Lemma show? What are the steps to finding a uniformly most powerful test? What is the purpose of the likelihood ratio test and how do we find one?
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