Sufficiency of likelihood ratios. Let P0, P1 be two distributions with densities p0, p1. Then T(x) =

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Sufficiency of likelihood ratios. Let P0, P1 be two distributions with densities p0, p1. Then T(x) = p1(x)/p0(x) is sufficient for P = {P0, P1}.

[This follows from the factorization criterion by writing p1 = T · p0, p0 = 1 · p0.]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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