Let X1...,Xn be a random sample from a n(, 2) population, where 2 is unknown. a. Show

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Let X1...,Xn be a random sample from a n(θ, σ2) population, where σ2 is unknown.
a. Show that the interval θ < + tn-1,α/√n can be derived by inverting the acceptance region of an LRT.
b. Show that the corresponding two-sided interval in (9.2.14) can also derived by inverting the acceptance region of an LRT.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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