Question: If p has a uniform distribution in the range (0, 1), show that -2 log, p has a x-distribution with d.f. 2. If there are

If p has a uniform distribution in the range (0, 1), show that -2 log, p has a x-distribution with d.f. 2. If there are k independent tests, each with a p-value, then 2 log p, has a x distribution with d.f. 2k. This statistic can be used for an overall rejection or acceptance of the null hypothesis based on the k independent tests. [See Maddala (1977, p. 48). The rest is from Rao (1952, p. 44).]

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock 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 Econometrics Questions!

You have agreed to take over the role of bookkeeper for the AB sports and social club. The summarized statement of financial position on 31.12.X1 as prepared by the previous bookkeeper contained the...

If p has a uniform distribution in the range (0, 1) show that -2 log, p has ax-distribution with degrees of freedom 2. If there are k independent tests, each with a p-value, then A = -2 log p, has a...

If p has a uniform distribution in the range (0, 1) show that -2 log, p has ax-distribution with degrees of freedom 2. If there are k independent tests.

Control Theory allows us to find various useful properties of a system such as stability. Draw a picture of a generic control system, explaining the functions of feedback and the design goals for the...

Two independent threads are run on different processors in a chip-multiprocessor. Each thread simply increments a private counter one million times. The two counters are stored in consecutive memory...

Economics question 1 The economic functions of government differ from the political functions of government in that 1.the economic functions are carried out by the federal government, while the...

(i) If p is uniform on (0, 1), show that 2 log(p) has the Chi-squared distribution with 2 degrees of freedom. (ii) Suppose p1,..., ps are i.i.d. uniform on (0, 1). Let F = 2 log(p1 ps). Argue that F...

(i) If p is uniform on (0, 1), show that 2 log(p) has the Chisquared distribution with 2 degrees of freedom. (ii) Suppose p1,..., ps are i.i.d. uniform on (0, 1). Let F = 2 log(p1 ps). Argue that F...

Consider independent and identically distributed random variables X 1 , X 2 , X 3 , where each X i has a discrete uniform distribution on the integers 0, 1, 2, , 9; that is, P(X i = k) = 1/10 for k...

Probability and Statistics - Problem Set c Keith M. Chugg October 2, 2015 1 Preliminaries, Combinatorics, Set Probability 1.1. A number of bats are in a cave. 2 bats can see out of their left eye. 3...

SAMPLING MEAN: DEFINITION: The term sampling mean is a statistical term used to describe the properties of statistical distributions. In statistical terms, the sample mean from a group of...

While implementing multiplication hardware, the number of bits for a product needs to be double the number of bits in multiple and multiplier (assuming both have the same number of bits). Why is it...

Solve Problem using substitution y = x - 4 x + 3y = 12

True or False regarding the wage-based limitation and specified service requirement for the qualified business income (QBI) deduction is the wage-based and specified service limits apply no matter...

Phoenix Plastic Inc. has accumulated the following data over a six-month period: Separate the machine-related costs into their fixed and variable components, using the high-lowmethod. Machine Hours...