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 Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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