Question: Let X, X2,...,xn denote a random sample from a gamma distribution (f(x; 9) = xa-e-Bx for x > 0 = a/B and o =
Let X, X2,...,xn denote a random sample from a gamma distribution (f(x; 9) = xa-e-Bx for x > 0 = a/B and o = a/B) with a = 2 and 3 = 0. Let Ho: 0= 1 against H: 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.
Step by Step Solution
3.37 Rating (156 Votes )
There are 3 Steps involved in it
To perform a hypothesis test comparing two hypotheses using the likelihood ratio test and the NeymanPearson lemma we need to set up the null hypothesi... View full answer
Get step-by-step solutions from verified subject matter experts
