3) Let X1, X2, ., X, be i.i.d. N(01,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 6, unspecified vs. H. : 02 O2, 01 unspecified, leads to a test that rejects when E(r; – 7)² < ¢1 or (r; – 1)² > c2, i=1 i=1 where c < c2 are selected appropriately.
3) Let X1, X2, ., X, be i.i.d. N(01,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 6, unspecified vs. H. : 02 O2, 01 unspecified, leads to a test that rejects when E(r; – 7)² < ¢1 or (r; – 1)² > c2, i=1 i=1 where c < c2 are selected appropriately.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 35E
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