Generalized likelihood ratio test examples

1. What is generalized likelihood ratio test?
2. What are the assumptions of likelihood ratio test?
3. What is meant by the likelihood ratio?

What is generalized likelihood ratio test?

The generalized likelihood ratio test is a general procedure for composite testing problems. The basic idea is to compare the best model in class H1 to the best in H0, which is formalized as follows. We have two composite hypotheses of the form: Hi : X ∼ pi(x|θi) , θi ∈ Θi ,i = 0, 1 .

What are the assumptions of likelihood ratio test?

Assumptions. , we are going to assume that: both the restricted and the unrestricted estimator are asymptotically normal and satisfy the set of sufficient conditions for asymptotic normality given in the lecture on maximum likelihood estimation; the entries of.

What is meant by the likelihood ratio?

The Likelihood Ratio (LR) is the likelihood that a given test result would be expected in a patient with the target disorder compared to the likelihood that that same result would be expected in a patient without the target disorder.