Let X, X2,...,xn denote a random sample from a gamma distribution (f(x; 9) = xa-e-Bx for x > 0...

 

Transcribed Image Text:

Let X₁, X2,...,xn denote a random sample from a gamma distribution (f(x; 9) = xa-e-Bx for x > 0₁ μ = a/B and o² = a/B²) with a = 2 and 3 = 0. Let Ho: 0= 1 against H₁: 0 > ra 1. Show that the likelihood ratio test leads to the same critical region as that given by the Neyman- Pearson lemma. Also find the value of k using a = 0.05.

Answer rating: 100% (QA)

To perform a hypothesis test comparing two hypotheses using the likelihood ratio test and the Neyman Pearson lemma we need to set up the null hypothes View the full answer