Let X1, X2, .., Xn be a random sample from a Bernoulli distribution: p(x; 0) = 0*(1 – 0)1-*. We wish to test 0 = a/20 versus 0 + a/20. Moreover, a is the sum of the first 3 values in your dataset. Furthermore, the sample mean X is equal to the average of the first 5 values in your dataset divided by 10. Derive MLE estimor and: a) Perform Likelihood Ratio test at 5%; b) Perform Wald test at 5%;

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Question 5.
Let X1, X2, …,
Xn be a random sample from a Bernoulli distribution: p(x; 0) = 0*(1 – 0)1-x.
We wish to test 0 = a/20 versus 0 + a/20. Moreover, a is the sum of the first 3 values in your
dataset. Furthermore, the sample mean X is equal to the average of the first 5 values in your
dataset divided by 10. Derive MLE estimor and:
a) Perform Likelihood Ratio test at 5%;
b) Perform Wald test at 5%;
c) Perform Rao's test at 5%.
Transcribed Image Text:Question 5. Let X1, X2, …, Xn be a random sample from a Bernoulli distribution: p(x; 0) = 0*(1 – 0)1-x. We wish to test 0 = a/20 versus 0 + a/20. Moreover, a is the sum of the first 3 values in your dataset. Furthermore, the sample mean X is equal to the average of the first 5 values in your dataset divided by 10. Derive MLE estimor and: a) Perform Likelihood Ratio test at 5%; b) Perform Wald test at 5%; c) Perform Rao's test at 5%.
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Transcribed Image Text:[65747668 4 2676234674 664 664 85 6 4 6]
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