Likelihood ratio test - Normal for unknown variance 본문
http://dlinares.org/lrtnormalunknownvariance.html
Likelihood ratio test: normal for unknown variance
\(\sigma^2\) is a nuisance parameter. Two-side composite hypothesis test \(X_1,\dotsc,X_n \sim N(\mu,\sigma^2)\) \(H_0: \mu = \mu_0\) \(H_1: \mu \neq \mu_0\) \[\Lambda \left( x \right) = \frac{ sup \{ L(\theta | x) : \theta \in \Theta_0 \}}{sup \{ L(\theta
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