Question: Suppose that X 1, X 2,..., Xn is a random sample from the (2, ) distribution . Suppose that n is large. Consider testing H

Suppose that X1, X2,...,Xn is a random sample from the (2,) distribution . Suppose that n is "large".

Consider testing

H0 :=1 versus H1:=1

using an approximate large sample generalized likelihood ratio test.

Suppose that the generalized likelihood ratio (X) is observed to be (x)=0.67.

Which of the following is an approximate large sample test using =0.05?

option a) Reject Ho, if -2ln (X)> 0.0039. For the given (x), we reject Ho.

option b) Reject Ho, if -2ln (X)> 3.841. For the given (x), we fail to reject Ho.

option c) Reject Ho, if -2ln (X)> 5.0239. For the given (x), we fail to reject Ho.

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