Let Z and Y be discrete random variables taking values 0 with the correspondingdistributionsP(Z = 1) -a and P(Y - 1|2) =1+ erd(1) Find the ML estimator of (a, y) (giving an explicit formula whenever possible) andderive its asymptotic distribution.(ii) Suppose we want to test Ho : a =y using the asymptotic approach. Derive the t-teststatistic and describe in detail how you would perform the test.(iii) Suppose we want to test Ho : a = 1/2. Provide the bootstrap LR (likelihood ratio)teststatistic. No need to describe the entire algorithm.

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Answered: Let Z and Y be discrete random…

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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Let Z and Y be discrete random variables taking values 0 with the corresponding distributionms P(Z = 1) =a and P(Y - 1Z) =