et X1,..., X, be a random sample of distribution f(r; 0) =. z> 1, 0>0. (a) Find the mle of 0. (b) Find the Likelihood ratio test for He:0 = 8 Vs H. :0+ 0g. (c) Find an asymptotic a confidence Interval for 0 using the Asymptotic Normality of mles.

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How to Find an asymptotic alpha con dence Interval for theta using the Asymptotic Normality of MLEs?

 

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Let X1,..., X, be a random sample of distribution f(r; 0) =. I> 1, 0>0.
(a) Find the mle of 0.
(b) Find the Likelihood ratio test for H : 0 = 8, vs H, : 0 + 0g.
(c) Find an asymptotic a confidence Interval for 8 using the Asymptotic Normality of
mles.
(d) Determine the Wald-type test.
(e) What is the Rao's score statistic?
Transcribed Image Text:Let X1,..., X, be a random sample of distribution f(r; 0) =. I> 1, 0>0. (a) Find the mle of 0. (b) Find the Likelihood ratio test for H : 0 = 8, vs H, : 0 + 0g. (c) Find an asymptotic a confidence Interval for 8 using the Asymptotic Normality of mles. (d) Determine the Wald-type test. (e) What is the Rao's score statistic?
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