VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.

401-4637-67L 4 Credits BSC , MSC D-MATH

On Hypothesis Testing

Lecturers & Examiners: Prof. Dr. Fadoua Balabdaoui
VVZ CR n/a

Last Updated: 2026-02-05 16:37:24

Abstract

This course is a review of the main results in decision theory.

Objective

The goal of this course is to present a review for the most fundamental results in statistical testing. This entails reviewing the Neyman-Pearson Lemma for simple hypotheses and the Karlin-Rubin Theorem for monotone likelihood ratio parametric families. The students will also encounter the important concept of p-values and their use in some multiple testing situations. Further methods for constructing tests will be also presented including likelihood ratio and chi-square tests. Some non-parametric tests will be reviewed such as the Kolmogorov goodness-of-fit test and the two sample Wilcoxon rank test. The most important theoretical results will reproved and also illustrated via different examples. Four sessions of exercises will be scheduled (the students will be handed in an exercise sheet a week before discussing solutions in class).

Resources

Literature

- Statistical Inference (Casella & Berger) - Testing Statistical Hypotheses (Lehmann and Romano)

General Information

Language
English
Levels
BSC , MSC

Examination

Type
session examination
Mode
oral 20 minutes

Course Components

Type Title Time & Place Hours
lecture On Hypothesis Testing
  • Wed 12:15-14:00 (HG D 7.2)
2 h weekly

Offered In