Their typical goal is to maximize power while controlling Type I error below a threshold called the significance level.
Finding an optimal one of these procedures for two normal distributions is known as the Behrens-Fisher problem. Wilks' theorem gives a general way to construct one of these procedures based on the likelihood ratio, which is the optimal one according to the Neyman-Pearson lemma. Their typical goal is to maximize power while controlling Type I error below a threshold called the significance level. Inverting the acceptance region of one of them gives a confidence interval, and they produce a p-value that describes the probability of obtaining some result under the null hypothesis. For 10 points, name these statistical practices that come in z, t, and chi-square varieties.
Finding an optimal one of these procedures for two normal distributions is known as the Behrens-Fisher problem.
hypothesis test