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(MLE)
The likelihood ratio test provides the means for comparing the likelihood of the
data under one hypothesis (usually called the alternate hypothesis) against the
likelihood of the data under another, more restricted hypothesis (usually called
the null hypothesis, for the experimenter tries to nullify this hypothesis in order
to provide support for the former).
For example, we may wish to ask: was the coin we tossed 100 times fair? This
is rephrased as :
The likelihood ratio test answers this question: are the data significantly less
likely to have arisen if the null hypothesis is true than if the alternate hypothesis is
true?
2 ( LLA - LL0 )
Note that if a=b/c then log(a)=log(b)-log(c). This is why it is called a likelihood ratio
test, but we look at the difference between log-likelihoods.
levels. In most simple cases, the degrees of freedom for the test will equal the
difference in the number of parameters being estimated under the alternate and
null models. In the case of the coin, we estimate one parameter under the
alternate (p) and none under the null (as p is fixed) so the has 1 degree of
freedom.
In the case of the coin tossing experiment, comparing the log-likelihood under
the alternate (i.e. when p is estimated at its MLE) and the null (i.e. when p is
fixed at 0.50):
Alternate Null
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p 0.56 0.50
Likelihood 0.0801 0.0389
Log Likelihood -2.524 -3.247
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