Question: Let X,..., X be a random sample from a continuous distribution. n (a) Show that the GLR for testing Ho : X~ N(u, o)

Let X,..., X be a random sample from a continuous distribution. n

Let X,..., X be a random sample from a continuous distribution. n (a) Show that the GLR for testing Ho : X~ N(u, o) against H : X~ EXP(0, ) is a function of /. Is the distribution of this statistic free of unknown parameters under KUA CHo? (b) Show that the GLR for testing Ho : X ~ N(u, o) against H: X~ DE(0, n) is a function of /6. Anta

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