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You don't necessarily need the distribution under the alternative to determine the values for which the likelihood ratio will be highest. In your example, the t
by cygaril 7y ago
You don't necessarily need the distribution under the alternative to determine the values for which the likelihood ratio will be highest. In your example, the tails will be the areas of maximum likelihood for any (symmetric) alternative.
- 6gvONxR4sf7o 7y agoHuh, TIL. Thanks :)