Y = H(ÔMLE, 0) rite down an expression for two-sided the (1 — a) confidence interval CI(0; a) = [la, ua] such nat nÔMLE 0 onsider the following Hypothesis test IT P(la ≤0 ≤ua) = 1-α.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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Let X~ Pareto (0) be a random variable with the Pareto distribution, whose pdf is given by
= {1+-+*)
[¼x−(¹+1), x>1
x <i
fx(x; 0) =
Transcribed Image Text:Let X~ Pareto (0) be a random variable with the Pareto distribution, whose pdf is given by = {1+-+*) [¼x−(¹+1), x>1 x <i fx(x; 0) =
4.
By taking the pivot
Y = H (ÔMLE, 0)
=
nÔMLE
0
write down an expression for two-sided the (1 - a) confidence interval CI(0; a) = [la, ua] such
that
5.
Consider the following Hypothesis test
P(la ≤ ≤ua) = 1 - α.
US. Ha: 0> 00
Ho: 0 = 00
with rejection region R(0; a) = [c, ∞o). By taking a to be the Type-l error probability, i.e.,
P(Type-I Error) = 1 - α,
and using the sampling distribution in part#3, find an expression for c in the rejection region
R(0; a).
Transcribed Image Text:4. By taking the pivot Y = H (ÔMLE, 0) = nÔMLE 0 write down an expression for two-sided the (1 - a) confidence interval CI(0; a) = [la, ua] such that 5. Consider the following Hypothesis test P(la ≤ ≤ua) = 1 - α. US. Ha: 0> 00 Ho: 0 = 00 with rejection region R(0; a) = [c, ∞o). By taking a to be the Type-l error probability, i.e., P(Type-I Error) = 1 - α, and using the sampling distribution in part#3, find an expression for c in the rejection region R(0; a).
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