E4. To be completed after lesson 19

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Exercise 4.1

What is a p-value?

Exercise 4.2

What three things need to be clearly specified to define a null hypothesis significance test?

Exercise 4.3

What is the null hypothesis of a permutation test (specifically the kind of permutation tests we have discussed in the preceding lessons)?

Exercise 4.4

Why is the likelihood function not a probability?

Exercise 4.5

When is maximum likelihood estimation a constrained optimization problem? How can you handle constraints when using BFGS? How about when using Powell’s method?

Exercise 4.6

Write down any questions or points of confusion that you have.