Mathematical Statistics. Lecture 7. Introduction to hypothesis testing
Lecture 7 discusses the procedure of hypotesis testing which is widely used in statistics and econometrics as a tool of statistical inference
Timeline:
00:00 Introduction and repetition
06:30 Statistical hypothesis
13:14 Statistical test
28:17 Size of a critical region (significance level)
41:04 The elements of a statistical test
42:49 Small sample test about the population mean
45:49 Large sample test about the population mean
47:40 Large sample test about the population proportion
49:02 Test about the population variance
51:25 Type I and Type II errors
55:50 P-value
1:02:42 Conclusion
The course “Mathematical Statistics“ for the 2nd year bachelors in Economics
Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022
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Mathematical Statistics. Lecture 1. Sampling and statistics