kb:hypothesis_testing

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kb:hypothesis_testing [2021-05-11 20:04] jaeyoungkb:hypothesis_testing [2024-04-30 04:03] (current) – external edit 127.0.0.1
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 Since we are just comparing P(H0|R=r) and P(H1|R=r), we can cancel out the fR(r) on both sides, so it is equivalent to comparing P(H0)fR|H(r|H0) and P(H1)fR|H(r|H1): Since we are just comparing P(H0|R=r) and P(H1|R=r), we can cancel out the fR(r) on both sides, so it is equivalent to comparing P(H0)fR|H(r|H0) and P(H1)fR|H(r|H1):
  
-  * If $P(H_0) f_{R|H}(r|H_0) > P(H_1) f_{R|H}(r|H_1),thenannounce'H_0'$.+  * If $P(H_0) f_{R|H}(r|H_0) > P(H_0) f_{R|H}(r|H_0),thenannounce'H_0'$.
   * If P(H0)fR|H(r|H0)<P(H1)fR|H(r|H1), then announce H1.   * If P(H0)fR|H(r|H0)<P(H1)fR|H(r|H1), then announce H1.
  
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 The likelihood ratio Λ(r) is defined as: The likelihood ratio Λ(r) is defined as:
  
-$$ \Lambda(r) = \frac{P(H_1) f_{R|H}(r|H_1)}{f_{R|H}(r|H_0)} $$+Λ(r)=fR|H(r|H1)fR|H(r|H0)
  
 We can compare this likelihood ratio to the threshold η, which is the ratio between the a priori probabilities: We can compare this likelihood ratio to the threshold η, which is the ratio between the a priori probabilities:
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