Let X 1 , X 2 , , X n and Y 1 , Y 2 , Y m be independent random samples from normal distributions with means X and Y and standard deviations X and Y , respectively, where X and Y are known Derive the GLRT for H 0 X 2 Y 2 versus H 1 X 2 Y 2 ...

The Answer is in the image, click to view ...

Let X 1 , X 2 ,..., X n and Y 1 , Y 2 ,.Y m

Fantastic news! We've Found the answer you've been seeking!

Question:

Let X₁, X₂,..., X_n and Y₁, Y₂,.Y_m be independent random samples from normal distributions with means μ_X and μ_Y and standard deviations σ_X and σ_Y, respectively, where μ_X and μ_Y are known. Derive the GLRT for H₀: σ_X² = σ_Y² versus H₁: σ_X² = σ_Y².