a. Derive a confidence interval for a binomial p by inverting the LRT of H0: p =

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a. Derive a confidence interval for a binomial p by inverting the LRT of H0: p = p0 versus H1: p ≠ p0.
b. Show that the interval is a highest density region from pv (1 - p)n-y and is not equal to the interval in (10.4.4).

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:30 AM

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a. Derive a confidence interval for a binomial p by inverting the LRT of H0: p =

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a For Y X i binomialn p the LRT statistic is where yn is the MLE of p The acc...View the full answer

Statistical Inference

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