Question: Consider the two-component mixture with (psi_{0}) standard normal, and (psi_{1}) standard Cauchy. The null hypothesis is all Gaussian, i.e., (theta=(1,0)). Show that (hat{theta}_{1}>0) if and

Consider the two-component mixture with \(\psi_{0}\) standard normal, and \(\psi_{1}\) standard Cauchy. The null hypothesis is all Gaussian, i.e., \(\theta=(1,0)\). Show that \(\hat{\theta}_{1}>0\) if and only if \(\bar{X}_{n}>1\). By simulation or otherwise, show that \(P_{0}\left(\bar{X}_{n}>1ight) ightarrow 0\) as \(n ightarrow \infty\). What is the effect of changing the Cauchy scale parameter?

Step by Step Solution

3.40 Rating (162 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

setseed123 Set seed for reproducibility n M Simulating from the ... 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

Students Have Also Explored These Related Applied Statistics And Probability For Engineers Questions!