Computability in statistical hypotheses testing, and characterizations of independence and directed influences in time series using Kolmogorov complexity
Bruno Bauwens · Ghent University Academic Bibliography (Ghent University) · 2010
1.2 Frequentistic formalism of uncertainty . . . . . . . . . . .1-3 1.1.3Objective formalism of uncertainty . . . . . . . . . . . .1-5 1.2 Statistical hypotheses testing questions . . . . . . . . . . . . . . .1-6 1.3 Is the data typical for a model ? . . . . . . . . . . . . . . . . . . .1-7 1.3.1 Typical models . . . . . . . . . . . . . . . . . . . . . . .1-7 1.3.2Sumtests for simple hypotheses . . . . . . . . . . . . . .1-8 1.3.3Sumtests for composite hypotheses . . . . . . . . . . . .1-9 1.4 Favoring one of two hypotheses . . . . . . . . . . . . . . . . . .1-10 1.4.1 Subjective belief formalism . . . . . . . . . . . . . . . .1-10 1.4.2Favoring one of two simple hypotheses . . . . . . . . . .1-11 1.4.3Favoring one of two composite hypotheses . . . . . . . .