(c) Under Hoμ₁ = μ₂, let us write µ₁ = µ₂ = µ. Prove that the maximum likelihood estimator of u, assuming Ho is true, is the pooled estimator == Σ "1X: +2=1Y; mX+nY m+n m+n (d) Using part (a), (b) and (c), prove that the likelihood ratio can be written as max=2= L(µ, µ) maxμ₁₂ (μ1, 2) = exp 1 mn 2 (m+n) (x - (e) Using part (d), prove that the critical region of the likelihood ratio test with significance level a is of the form C = {√ mn m+n -

(c) Under Hoμ₁ = μ₂, let us write µ₁ = µ₂ = µ. Prove that the maximum likelihood estimator of u, assuming Ho is true, is the pooled estimator == Σ "1X: +2=1Y; mX+nY m+n m+n (d) Using part (a), (b) and (c), prove that the likelihood ratio can be written as max=2= L(µ, µ) maxμ₁₂ (μ1, 2) = exp 1 mn 2 (m+n) (x - (e) Using part (d), prove that the critical region of the likelihood ratio test with significance level a is of the form C = {√ mn m+n -

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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