Let X1, , Xn be a sample from an exponential distribution with parameter y Show that an LRT of H0 P 0 versus Ha 6 0 rejects the null hypothesis if 2m or

Question: Let X1, . . ., Xn be a sample from an exponential distribution with parameter y. Show that an LRT of H0:P = 0

Let X1, . . ., Xn be a sample from an exponential with parameter y. Show that an LRT of H0:P Î¸ = Î¸0 versus Ha: Î¸6 = Î¸0 rejects the null hypothesis if

2m or

Step by Step Solution

★★★★★

3.25 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

for MLE of ... View full answer

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)

610-M-S-H-T (3399).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!

Censored Data a common problem in industry is life testing of components and systems. In this problem, we will assume that lifetime has an exponential distribution with parameter λ, so is an...

Let X1, X2, ... , Xn be a random sample from an exponential distribution with mean Î¸. Show that the likelihood ratio test of H0: Î¸ = Î¸0 against H1:...

Let X1, X2, . . ., Xn be a random sample from an exponential distribution with parameter . Show that the random variable 20(EX,)~x*(2n).

UMP test for exponential densities. Let X1,..., Xn be a sample from the exponential distribution E (a, b) of Problem1.18, and let X(1) = min(X1,..., Xn). (i) Determine the UMP test for testing H : a...

GIVE DETAILED EXPLANATIONS 11.2.1. Consider iid variables x1 ,... , xn distributed as uniform over [a, b], b > a. (1) Show that the largest order statistic is a consistent estimator for b; (2) Is the...

Conflict Among Criteria for Testing Hypotheses: Examples from Non-Normal Distributions. This is based on Baltagi (2000). Berndt and Savin (1977) showed that W LR LM for the case of a multivariate...

Let X1, X2,..., Xn be a random sample from an exponential distribution with parameter . Then it can be shown that 2Xi has a chi-squared distribution with v = 2n (by first showing that 2Xi has a...

91. Let X1, X2, . . . , Xn be a random sample from an exponential distribution with parameter l. Then it can be shown that has a chi-squared distribution with n 2n (by rst showing that 2lXi has a...

83. Let X1, X2, . . . , Xn be a random sample from an exponential distribution with parameter . Then it can be shown that 2Xi has a chi-squared distribution with 2n (by first showing that 2Xi has a...

Suppose that X1, . . . , Xn form a random sample from the exponential distribution with parameter . Let the prior distribution of be improper with p.d.f. 1/ for > 0. Find the posterior distribution...

Julio and Maria Gomez are retired and they live at 567 Ono Way, Cambria, CA 94457. Julio's Social Security number is 777-88-5555 and Maria's is 666-88-4444. Julio received Social Security retirement...

Draw a graph with at least 4 vertices and at least 4 edges in such a way that, if the Bellman-Ford algorithm was run on the graph, it would return FALSE. Describe what it means when the Bellman-Ford...

Question 2 Steady Company s stock has a beta of 0 . 1 6 . If the risk - free rate is 6 . 1 % and the market risk premium is 6 . 8 % , what is an estimate of Steady Company s cost of equity?

Evaluate this statement: Large customers tend to be either the most or least profitable in the customer base of a business-to-business firm.

Two types of plastic are suitable for use by an electronics component manufacturer. The breaking strength of this plastic is important. It is known that 1 = 2 = 1.0 psi. From a random sample of size...

Reconsider the situation in Exercise 10-2. Suppose that the true difference in means is really 12 psi. Find the power of the test assuming that a = 0.05. If it is really important to detect this...

The burning rates of two different solid-fuel propellants used in aircrew escape systems are being studied. It is known that both propellants have approximately the same standard deviation of burning...

128. Answer these questions using probability rules. Do NOT use the contingency table. Three thousand fifty-nine cases of AIDS had been reported in Santa Clara County, CA, through a certain date....

Taggart Inc. ' s stock has a 5 0 % chance of producing a 3 5 % return, a 3 0 % chance of producing a 6 % return, and a 2 0 % chance of producing a - 2 7 % return. What is the firm's expected rate of...

answer with explanation in your own words and dont copy paste QUESTION 7 Sabrina wants to know how the other students at her school view the occult. She asks her friends who are in the Wiccan club...