All Questions
Tagged with likelihood-ratio p-value
31
questions
1
vote
1
answer
41
views
Comparison of two test metrics
I'm trying to compare two test metrics (Metric A and Metric B) to determine which one better predicts a delta value, which represents a Euclidean difference. I am unsure how to determining which ...
- 41
0
votes
1
answer
57
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Can I use the ratio of two p-values under two hypotheses as a likelihood ratio?
I am designing a simple study where I ask participants a problem. Then I code the answers as either correct or incorrect. I have a prediction from the literature that the percentage of correct answers ...
- 1
6
votes
1
answer
207
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Permutation test for exponential null hypothesis: really bad?
Having found nice formulas for testing the null hypothesis under exponentially-distributed samples, I wanted to see how well permutation tests could do the job. And the answer, assuming no mistakes, ...
- 1,162
5
votes
1
answer
764
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Likelihood ratio test vs p value for Poisson regression
I have a Poisson regression model, from its summary table, I could see the p-value for a certain variable, e.g. gender. Since the p-value is testing the hypothesis whether the coefficient of gender ...
- 363
0
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0
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60
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Using likelihood ratios instead of p-values
I am analysing data from an experiment consisting of 4 treatments, and I am interested in treatment differences of DNA damage caused by a toxicant. I have consulted a statistician to discuss some of ...
- 1
1
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2
answers
81
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What AIC is necessary to select this model?
I have read this page but am a little confused and I think a real example might help solidify the idea in my mind regarding how to use the AIC in model selection.
Equivalence of AIC and p-values in ...
- 771
4
votes
1
answer
199
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Hypothesis Testing: Different p-values from different test statistics
this is a question that has been lingering in my mind for a very long time, but came up again in practice and I thought I'd reach out and ask about it.
The situation I'm interested in is when you are ...
- 41
1
vote
1
answer
1k
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Likelihood ratio test vs. p-value under the null hypothesis
I am learning about hypothesis testing and I have a conceptual confusion about the differences between a likelihood ratio test and the p-values derived from testing the likelihood of the data under ...
- 21
1
vote
2
answers
4k
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ANOVA vs likelihood ratio test (different result)
I found the likelihood ratio test has a very similar setup as ANOVA: we are essentially testing if adding an additional variable would significantly increase the fitness. So I run both statistical ...
- 313
2
votes
1
answer
109
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Testing a nonstandard hypothesis: constructing test statistic, finding rejection region and obtaining $p$-value
I have a sample of size $n=1$ (a single observation $x_1$) from a random variable $X\sim N(\mu,\sigma^2)$. The variance $\sigma^2$ is known, but the expectation $\mu$ is unknown. I would like to test ...
- 68.6k
0
votes
0
answers
276
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Neyman-Pearson hypothesis testing and composite alternative hypothesis
I am in love with the idea of setting up a statistical test à la Neyman-Pearson when possible, because it is just so intuitive. Most of times, $H_0$ is some kind of point hypothesis, but $H_1$ is ...
- 215
4
votes
0
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219
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P-value of LR test
I've been studying more about GLRT (Generalized Likelihood Ratio Tests) and I came up with the following problem.
Let $X\sim N(\theta,1)$ and consider the hypothesis $H_0:\theta\in[a,b]$ against $H_1:\...
8
votes
1
answer
2k
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Understanding how to find more "extreme" values when calculating p values in two sided hypothesis tests
In hypothesis testing, the definition of p value is the probability of obtaining test results at least as extreme as the results actually observed, under the assumption that the null hypothesis is ...
user279822
1
vote
1
answer
117
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Manually calculating `false negative risk` (using Likelihood ratio and Bayesian analysis)
The question is with reference to this paper: https://arxiv.org/pdf/1802.04888.pdf and https://royalsocietypublishing.org/doi/full/10.1098/rsos.171085
It give clearly how to calculate ...
- 10.1k
1
vote
1
answer
679
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Rejection region of a z-test
Be $\mathbf X:=(X_1,..,X_n)$ a $n$-dimensional sample of Gaussian rvs with known population variance $\sigma^2$, but with unknown population mean $\mu$.
I test the rejection of $H_0$ in favor of $H_1$:...
- 215