# Universal Inference: Review II

In Part I of this series, we covered some of the prerequisites for understanding the new paper Universal Inference by Wasserman et al. In particular, we reviewed the classical likelihood ratio test and worked some specific examples. In this post, we’ll look at the split likelihood ratio test which is the key idea behind universal… Read More Universal Inference: Review II

# Universal Inference: Review Part I

There’s an important new paper out by Larry Wasserman et al. that describes a very general technique, called Universal Inference, for constructing statistical hypothesis tests and confidence intervals. In the traditional theory of statistics, such as would be taught in an undergraduate mathematical statistics course, a standard way hypothesis tests are constructed and analyzed is… Read More Universal Inference: Review Part I