) Let X1, X2, ..., Xn be i.i.d. N(θ1, θ2). Show that the likelihood ratio principle for testing H0 : θ2 = θ′2specified, and θ1 unspecified vs. Ha : θ2 ̸= θ′2, θ1 unspecified, leads to a test that rejects when Xn i=1 (xi − x)2 ≤ c1 or Xn i=1 (xi − x)2 ≥ c2, where c1 < c2 are selected appropriately.

) Let X1, X2, ..., Xn be i.i.d. N(θ1, θ2). Show that the likelihood ratio principle for testing H0 : θ2 = θ′2specified, and θ1 unspecified vs. Ha : θ2 ̸= θ′2, θ1 unspecified, leads to a test that rejects when Xn i=1 (xi − x)2 ≤ c1 or Xn i=1 (xi − x)2 ≥ c2, where c1 < c2 are selected appropriately.

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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