Hypothesis Testing

In the preceding chapter, the theoretical basis of estimation theory was presented. Now we turn our interest towards testing issues: we want to test the hypothesis \(H_0\) that the unknown parameter \(\theta \) belongs to some subspace of \(\mathbb {R}^q\) . This subspace is called the null set and will be denoted by \(\varOmega _0 \subset \mathbb {R}^q\) .