Let X 1 ,X 2 , . . . , X n be a random sample from
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Let X1,X2, . . . , Xn be a random sample from the distribution N(θ1, θ2). Show that the likelihood ratio principle for testing H0 : θ2 = θ'2 specified, and θ1 unspecified against H1 : θ2 ≠ θ'2, θ1 unspecified, leads to a test that rejects when Σn1 (xi − ‾x)2 ≤ c1 or Σn1 (xi − x)2 ≥ c2, where c1 < c2 are selected appropriately.
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Since X1 X2 Xn are independent and identically distributed with mean 0 and variance ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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