Let X,...Xn be a random sample from the density fx(x) = 1+θX^θ, 0<x<1
a) Use the Neymar-Pearson lemma to determine the best critical region for testing Ho: θ-θo against H1 θ-θ1 > θo
Let X,...Xn be a random sample from the density fx(x) = 1+θX^θ, 0<x<1 a) Use the...
Let X1,...,Xn be a random sample from a Normal N(0, σ²). Consider Ho : σ² = 16 vs. Ha: σ² = 4. a)Use the Neyman Pearson lemma to find the best critical region C*. b)If n = 10 and the size of the test is fixed as α = 0.10, find the critical region and the power when Ho is false.
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5. Let X1, X2,..., Xn be Bin(2,0) random variables with Θ {.45, .65). For testing Ho : θ 45 versus HA : θ-66, determine the following: (a) the form of the Neyman-Pearson MP critical region for a size a test (b) the sampling distribution of 2iI X (c) the value of ho for α A.05 when n-20. (d) π(8) for α .05 when n-20. a random sample of lid
5. Let X1, X2,..., Xn be Bin(2,0) random...
1 Let X1, X2, X3 be a random sample from a population with density otherwise. What is the form of best critical region of α-0034 for testing Ho : θ 1 versus Ha : θ-27(Hint: You may use the fact that-2(1 + θ)Σ1nKi ~ χ"(6) for finding k)
1 Let X1, X2, X3 be a random sample from a population with density otherwise. What is the form of best critical region of α-0034 for testing Ho : θ 1 versus...
09 , Let Xi, X2 Xn be a random sample from an exponential distribution with mean 0. (a) Show that a best critical region for testing Ho: 9 3 against Hj:e 5 can be (b) If n-12, use the fact that (2/8) ???, iEX2(24) to find a best critical region of based on the statistic ?, xi . size a 0.1 (12 marks)
4. Let Xi,..., Xn be a random sample with density 303 for 0 < θ < x NOTE: We have previously found that θMLE-X(1) and that FX(1) (x)-1-(!)3m (a) Using the probability integral transform method, find a pivot for 0 based on the MLE. (b) Use the pivot found in (a) to get an ezact 100(1-a)% C.1. for θ (c) Find an approximate 100(1-a)% C.1. for θ based on our result for the MLE. (d) Suppose that we get n...
Let Xi, .Χίο be a sample of iid Bin( 1, θ) random variables, and let e-{i : Σοί HA : θ 0.8. Determine a) the size of this critical region. b) the power of this critical region for 0 0.8. x,2 9} be a critical region for testing Ho:0 0.6 versus
Let Xi, .Χίο be a sample of iid Bin( 1, θ) random variables, and let e-{i : Σοί HA : θ 0.8. Determine a) the size of this critical...
Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = (1/θ)e^(−x/θ) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ. Let X1, X2, ... , Xn be a random sample of size n from the exponential distribution whose pdf is f(x; θ) = θe^(−θx) , 0 < x < ∞, 0 <θ< ∞. Find the MVUE for θ.
Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval for θ. If possible find an exact CI. Otherwise determine an approximate CI. Explain your choice
Let Xi., Xn be a random sample from the distribution with density f(r, θ)-303/2.4 for x > θ and 0 otherwise. Determine the MLE of θ and derive 90% central CI interval...
Let X1,X be a random sample from an EXP(0) distribution (0 > 0) You will use the following facts for this question: Fact 1: If X EXP(0) then 2X/0~x(2). Fact 2: If V V, are a random sample from a x2(k) distribution then V V (nk) (a) Suppose that we wish to test Ho : 0 against H : 0 = 0, where 01 is specified and 0, > Oo. Show that the likelihood ratio statistic AE, O0,0)f(E)/ f (x;0,)...