ABSTRACT
The hypothesis testing problem is a fundamental paradigm in the theory of statistical inference. A popular and useful statistical tool for the hypothesis testing scenario is the likelihood ratio test. This is one of the oldest techniques in statistical literature (see, e.g., Neyman and Pearson, 1928; Wilks, 1938) and is widely used by practitioners. Under standard regularity conditions this method can be routinely applied to many hypothesis testing problems and also enjoys certain optimality properties.
