ABSTRACT

Over the years much eort has been exerted to build statistical models that help answer these types of questions. Curve tting and density estimation (see appendix) are examples of model building. A branch of statistics that is dedicated to testing whether models are consistent with available data will be the focus of this chapter. Generally, this branch goes under the twin headings of hypothesis testing (that will be introduced in this chapter) and goodness of t (which will be covered in Chapter 9). Excellent books have been written on the subject; see, for example, the classic text by Lehmann and Romano (2005).