Let X 1 , . . .,X n and Y 1 , . . . , Y
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Question:
Let X 1 , . . .,X n and Y 1 , . . . , Y m be independent random samples from the distributions N(? 1 , ? 3 ) and N(? 2 , ? 4 ), respectively.
(a) Show that the likelihood ratio for testing H 0 : ? 1 = ? 2 , ? 3 = ? 4 against all alternatives is given by
(b) ? Show that the likelihood ratio for testing H 0 : ? 3 = ? 4 with ? 1 and ? 2 unspecified can be based on the test statistic F given in expression (8.3.8).
Related Book For
Statistics for Business and Economics
ISBN: 978-0321826237
12th edition
Authors: James T. McClave, P. George Benson, Terry T Sincich
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