Suppose that X ~ Gamma(3, b), with pdf f(x|b) = ²e-bz on r> 0, %3D where b> 0. It is required to test the null hypothesis Ho : b= bo against the alternative hypothesis H1 : b= b1, based on a random sample r1,r2, ..., Fn. (a) Find the log-likelihood €(b). (b) Let LR be the likelihood ratio L(b1)/L(bo). Show that the log of the likelihood ratio is
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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.Let X1, . . . , Xn be iid with pdf f(x) = 1 x √ 2πθ2 e − (log(x)−θ1) 2 2θ2 , −∞ < x < ∞, and unknown parameters θ1 and θ2. Find the maximum likelihood estimators for θ1 and θ2, respectivelyIf X is exponentially distributed with parameter λ and Y is uniformly distributed on the interval [a, b], what is the moment generating function of X + 2Y ?
- X is an exponential random variable with λ =1 and Y is a uniform random variable defined on (0, 2). If X and Y are independent, find the PDF of Z = X-Y2Suppose that n observations are chosen at random from a continuous pdf fY(y). What is the probability that the last observation recorded will be the smallest number in the sample? I asked this question earlier today, but didn't quite understand all of the response. P(y1<=yn)p(y2<=yn) and so on was used, but shouldn't the yn be listed first in the inequality since we want to know if yn is the smallest?Suppose that X is a continuous unknown all of whose values are between -5 and 5 and whose PDF, denoted f, is given by f ( x ) = c ( 25 − x^2 ) , − 5 ≤ x ≤ 5 , and where c is a positive normalizing constant. What is the expected value of X^2?
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