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Lecture 17 Hypothesis Testing

Lecture 17 Hypothesis Testing. Last Time Central Limit Theorem: Proof and Applications The Chernoff Bound From Probability to Statistics Sample Mean: Expected Value and Variance Derivation of a R.V. from the Expected Value Point Estimate of Model Parameters

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Lecture 17 Hypothesis Testing

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  1. Lecture 17Hypothesis Testing Last Time Central Limit Theorem: Proof and Applications The Chernoff Bound From Probability to Statistics Sample Mean: Expected Value and Variance Derivation of a R.V. from the Expected Value Point Estimate of Model Parameters Reading Assignment: Sections 6.7-7.4 and Supplements Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_06_2008

  2. Lecture 17: Hypothesis Testing Today • Significance Testing • Binary Hypothesis Testing Tomorrow • Multiple Hypothesis Test Reading Assignment: 8.1 - 8.3 Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_06_2008 17 - 2

  3. Next Week Final Exam 3:30-5:10pm Lecture 17: Hypothesis Testing Probability & Stochastic Processes Yates & Goodman (2nd Edition) NTUEE SCC_06_2008 17 - 3

  4. Probability and Stochastic ProcessesA Friendly Introduction for Electrical and Computer EngineersSECOND EDITIONRoy D. Yates David J. Goodman Definitions, Theorems, Proofs, Examples, Quizzes, Problems, Solutions Chapter 8

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