Question: Using the results derived in the previous exercise for n = 4 and 0 = 1, construct 95% confidence intervals for based on (a)

Using the results derived in the previous exercise for n = 4 and ρ0 = 1, construct 95% confidence intervals for θ based on

(a) the score statistic and (b)

the likelihood ratio statistic. For numerical purposes, consider the two data values (y1, y2) = (0.5, 0.0) and (1.5, 0.0). Is the value θ = π consistent with either observation? Plot the log likelihood function. Plot the first derivative against θ. Comment on the differences between the confidence intervals.

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