Skip to content
LearnStatisticspowered by UpThink

Statistics and data science, defined

Likelihood Ratio Test (Graphical)

The likelihood ratio test is aimed at testing a simple null hypothesis against a simple alternative hypothesis. (See Hypothesis for an explanation of “simple hypothesis”).

The likelihood ratio test is based on the likelihood ratio r as the test statistic:

Formula: Likelihood Ratio Test (Graphical)

where X is the observed data (sample), mathematical symbol is the conditional probability of X provided the hypothesis H is true, H0 is the null hypothesis, H1 is the alternative hypothesis. See also Likelihood function.

According to the Neyman-Pearson lemma, the likelihood ratio test is the most powerful test for any significance level (probability of Type I error). See also Power of a Hypothesis Test.

Related entries

Where this gets used

We teach data science and statistics online, one subject at a time, on fixed start dates with an instructor who marks your work.