Question: Need some help with this question has mentioned in the picture. 2. Consider two independent random samples X1, .... Xn and Yl, ..., Ym, and
Need some help with this question has mentioned in the picture.

2. Consider two independent random samples X1, .... Xn and Yl, ..., Ym, and both of them follow normal distributions. More specifically, Xi ~ N(#1, o') and Y; ~ N(12, 0?), where #1, #2 and o' are unknown parameters. Suppose we wish to test the hypothesis Ho : /1 = /2 v.s. H1 : /1 / /2. Let 1(#1, /2) denote the log-likelihood function from these two samples. (a) Show that the log-likelihood function is given by 1(/1, 12) = -=(n + m) logo? - 202 (Xi - M1 )2 + _(Y; - 12)2). j=1 (b) Hence, derive the maximum likelihood estimators of /1, /2 and o2. (c) Derive the likelihood ratio test statistic for testing the hypothesis specified above. (d) The, specify the rejection region given by the likelihood ratio test
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
