2.2. Let Y₁, Y₂, ..., Yn denote a random sample from a gamma distribution with each Y₁~gamma(0; B) with B known. Find a sufficient statistic for 0. 2.3. Let X₁, X₂,..., Xn denote a random sample with size n from an exponential density with mean 0₁. Find the MLE for 0₁. 2.4. Refer back to Question 2.3. Let X₁, X₂, ..., Xn denote a random sample with size n from the exponential density with mean 0₁, and Y₁, Y₂, ..., Yn denote a random sample with size m from the exponential density with mean 1. Find the likelihood ratio test for testing Ho: 0₁ = 1 against Ha: 0₁ # 1.

MATLAB: An Introduction with Applications
6th Edition
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that Y₁, Y2, ..., Yn constitute a random sample from the density function
1 ₂-y/(0+a),
e
f(y10)
= 0 + a
y > 0,0> -1
elsewhere.
0,
Transcribed Image Text:Suppose that Y₁, Y2, ..., Yn constitute a random sample from the density function 1 ₂-y/(0+a), e f(y10) = 0 + a y > 0,0> -1 elsewhere. 0,
2.2. Let Y₁, Y₂, ..., Yn denote a random sample from a gamma distribution with each Y₁~gamma(0; B)
with ß known. Find a sufficient statistic for 0.
2.3. Let X₁, X2, ..., Xn denote a random sample with size n from an exponential density with mean
0₁. Find the MLE for 0₁.
2.4. Refer back to Question 2.3. Let X₁, X₂, ..., Xn denote a random sample with size n from the
exponential density with mean 0₁, and Y₁, Y2, ..., Yn denote a random sample with size m from the
exponential density with mean 1. Find the likelihood ratio test for testing Ho: 0₁ = 1 against
Ha: 0₁ # 1.
Transcribed Image Text:2.2. Let Y₁, Y₂, ..., Yn denote a random sample from a gamma distribution with each Y₁~gamma(0; B) with ß known. Find a sufficient statistic for 0. 2.3. Let X₁, X2, ..., Xn denote a random sample with size n from an exponential density with mean 0₁. Find the MLE for 0₁. 2.4. Refer back to Question 2.3. Let X₁, X₂, ..., Xn denote a random sample with size n from the exponential density with mean 0₁, and Y₁, Y2, ..., Yn denote a random sample with size m from the exponential density with mean 1. Find the likelihood ratio test for testing Ho: 0₁ = 1 against Ha: 0₁ # 1.
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