Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Họ and if U = O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent to the likelihood ratio test. The critical region for the test based on U is :

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter2: Systems Of Linear Equations
Section2.4: Applications
Problem 2EQ: 2. Suppose that in Example 2.27, 400 units of food A, 500 units of B, and 600 units of C are placed...
icon
Related questions
Question

Prove the theorem

Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Ho and if U =
O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent
to the likelihood ratio test. The critical region for the test based on U is :
$(0) < U < ¢(^o), F [ø(^o) < U < ø(0)]
Transcribed Image Text:Theorem 18-3. If A is the likelihood tatio for testing a simple hypothesis Ho and if U = O(2) is a monotonic increasing (decreasing) function of 1 then the test based on U is equivalent to the likelihood ratio test. The critical region for the test based on U is : $(0) < U < ¢(^o), F [ø(^o) < U < ø(0)]
Expert Solution
steps

Step by step

Solved in 3 steps with 3 images

Blurred answer