Question: o The likelihood ratio test for H3 : g = .63 = I], which we sayr follows a x2 distribution {with some degrees of freedom)

o The likelihood ratio test for H3 : g = .63 = I], which we sayr follows a x2 distribution {with some degrees of freedom) for \"large" samples (in) Plot a histogram of the empirical values for the Wald test statistic. Overlay the density of the true distribution assuming a large sample. (1:) Use the empirical results for the Wald test statistic to estimate the probability of observing a test statistic larger than 1. Also report this probability using the true distribution of the test statistic assuming a large sample. (d) Plot a histogram of the empirical values for the likelihood ratio test statistic. Overlay the density of the true distribution assuming a large sample. (e) Use the empirical results for the likelihood ratio test statistic to mtimate the probability of observing a test statistic larger than 5. Also report this probability using the true distribution of the test statistic assuming a large sample. (1') Repeat [a}(e) but 1with simulation using a smaller sample size of II). Based on these results, is this sample size large enough to use the standard normal and x2 distributions in this situation? Explain. sample_size = 10 set . see-) x1 = rnormlin = samp1e_size) = rnormlin = samp1e_size) rnormlin = samp1e_size) 12 x3
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