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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