Let X1, Xn be iid n( Icirc cedil , Iuml 2), where do is a specified value of Icirc cedil and Iuml 2 is unknown We are interested in testing H0 Icirc cedil Icirc cedil 0 versus H1 Icirc cedil 0 (a) Show that the test that rejects Ho when is a test of size a (b) Show that the test in part (a) can be ...

a 1 1 b The unrestricted MLEs are The restricted ...

Let X1,..... Xn be iid n(Î¸, Ï2), where do is a specified value of Î¸ and Ï2

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Let X1,..... Xn be iid n(Î¸, Ïƒ2), where do is a specified value of Î¸ and Ïƒ2 is unknown. We are interested in testing
H0: Î¸ = Î¸0 versus H1: ‰ Î¸0.
(a) Show that the test that rejects Ho when

is a test of size a.
(b) Show that the test in part (a) can be derived as an LRT.

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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 05:27 AM

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Let X1,..... Xn be iid n(Î¸, Ï2), where do is a specified value of Î¸ and Ï2

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- 0> tn-1,a/2s2 /n

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a 1 1 b The unrestricted MLEs are The restricted ...View the full answer

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