Question: 10.12. (Sec. 10.7) Let xli), ... , x~~ be a sample from NCfJ.(1), I [). and xF' ..... x~' be a sample from N(fJ.(2), I
10.12. (Sec. 10.7) Let xli), ... , x~~ be a sample from NCfJ.(1), I [). and xF' ..... x~'
be a sample from N(fJ.(2), I 2). What is the likelihood ratio criterion for testing the hypothesis that I I = k 2);.2' where k is unspecified? What is the likelihood ratio criterion for testing the hypothesis that 1-'-(1) = kl-'-(~l and I I = k~I~.
where k is unspecified?
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