ABSTRACT
In this chapter we still consider statistical problems involving an unknown
quantity θ known to belong to a parametric space Θ. In many instances, the
inferential process may be summarized in the verification of some assertions or
conjectures about θ. For example, one may be interested in verifying whether a
coin is fair, if a collection of quantities is independent or if distinct populations
are probabilistically equal. Each one of the assertions above constitutes a
hypothesis and can be associated with a model. This means that it can be
associated with parameter values in some form. Considering the simple case
of two alternative hypotheses, two disjoint subsets Θ0 and Θ1 belonging to
Θ are formed with the corresponding values of θ in each of the 2 hypotheses.
