Question: Let X1...,Xn be a random sample from a n(, 2) population, where 2 is unknown. a. Show that the interval < + tn-1,/n can
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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a Start with the hypothesis test H 0 0 versus H 1 0 Arguing as in Exa... View full answer
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