Question: 2. Suppose that X1, ..., Xn are a random sample of size n with a Beta(/, 1) pdf and Y1, . .., Ym are an

 2. Suppose that X1, ..., Xn are a random sample of

2. Suppose that X1, ..., Xn are a random sample of size n with a Beta(/, 1) pdf and Y1, . .., Ym are an i.i.d sample of size m with a Beta(0, 1) density. Also assume that the X's are independent of the Y's. Consider the testing of Ho : H = 0 vs H1 : H # 9. Hint: If X ~ Beta(a, B) then its density function is 1 f(x; a, B) =- B(a, B) a-1(1 -x)3-1 where 0 0, 8 > 0 and B(a, B) = fo to-1(1 -t)3-1 is the Beta function. a) Calculate the MLE of 0 and u and denote them by 0 and p. Then calculate the MLE under the restriction of the null hypothesis Ho and denote it by do. b) Find the LRT statistic A(X, Y). You may keep your final answer in terms of j, 0 and do. c) Show that the test can be based on the statistic Et, In Xi T = EL, In Xi + En, In YA' with rejection region of the form T

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 Mathematics Questions!