Question: Let f(x|θ) be the logistic location pdf e(z-0) F(z|0) = -0ro, -0 <0 <8. (1+ e(z-0))2

Let f(x|θ) be the logistic location pdf
e(z-0) F(z|0) = -0くrくo, -0<0<8. (1+ e(z-0))2

(a) Show that this family has an MLR.
(b) Based on one observation, X, find the most powerful size α test of H0 : θ = 0 versus H1: θ = 1. For α = .2, find the size of the Type II Error.
(c) Show that the test in part (b) is UMP size α for testing H0: θ 0. What can be said about UMP tests in general for the logistic location family?

e(z-0) F(z|0) = -0ro, -0

Step by Step Solution

3.43 Rating (159 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

a For 2 1 the likelihood ratio is The derivative of ... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

941-M-S-H-T (5399).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!