Let X 1 ,X 2 , . . .,X n be a random sample from the beta
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Let X1,X2, . . .,Xn be a random sample from the beta distribution with α = β = θ and Ω = {θ : θ = 1, 2}. Show that the likelihood ratio test statistic Λ for testing H0 : θ = 1 versus H1 : θ = 2 is a function of the statistic W = Σni=1 log Xi + Σni=1 log (1 − Xi).
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Just the ordinary fact that W ni1 log X ni1 log1 X note that the logarithm is ta...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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