Please give it a thumbs up. Thanks
Q2. [20] A random sample of size 36 is taken from X which follow N ....
A random sample of size n, {XI, , X, from an exponential population with mean ?, is to be used to test Ho : ? ?? versus H1 : ??Bo for a given value of ?? (a) Show that the expression for likelihood ratio statistic is ? ( ) eT (b) Show that the critical region of the likelihood ratio test can be written as (c) Without referring to Wilks' theorem (Theorem 9.1.4), show that -2log(A) is approximately dis- tributed...
N(0,02). We wish to use a 1. [18 marks] Suppose X hypothesis single value X = x to test the null Ho : 0 = 1 against the alternative hypothesis H1 0 2 Denote by C aat the critical region of a test at the significance level of : α-0.05. (f [2 marks] Show that the test is also the uniformly most powerful (UMP) test when the alternative hypothesis is replaced with H1 0 > 1 (g) [2 marks Show...
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,)...
To test the effectiveness of a treatment, a sample of n = 36 people is selected from a normal population with mean of μ = 60. After the treatment is administered to the individuals in the sample, the sample mean is found to be M = 55. (a) If the population standard deviation is σ = 13, can you conclude that the treatment has a significant effect? Use a two-tailed test with α = 0.05. (Round your answers to two...
A sample of size 36 is taken from a population with unknown mean and standard deviation 4.5. In a test of H0: μ = 5 vs. Ha: μ < 5, if the sample mean was 4, which of the following is true? (i) We would reject the null hypothesis at α = 0.01. (ii) We would reject the null hypothesis at α = 0.05. (iii) We would reject the null hypothesis at α = 0.10.
18 marks] Suppose X~N(0,0). We wish to use a single value X hypothesis to test the null against the alternative hypothesis Denote by C aa) the critical region of a test at the significance level of -0.05 (a) 2 marks] What is the sample space S, the parameter space 9 space Θο of the test? and the null parameter (b) 12 marks) Computea (c) 12 marks Compute the power of the test (i.e., at 2) (d) [2 marks] Compute the...
n be a random sample from a Gamma distribution with (a) Show there exists a uniformly most powerful test for testing Ho vs H. Show that the critical region can be expressed as an inequality for Y-:-1X, that is it will have the form [Y>cor the form Y < c]. Explain which one of the two and why (b) Is there a uniformly most powerful test for testing Ho : θ 1 vs H1 : θメ1? axqplai
n be a...
Suppose X1, .., Xn is a random sample from a N(0, a2) population, where variance o are known. Consider testing Ho : 0 = O0 vs. Hi 0 700 Q1(4pt): Using Likelihood Ratio Test (LRT) to obtain a level a test that rejects Ho if Уп(X — во) VП(х — во) <21-a/2 21-a/2 or о Q2(1pt): Is the two-sided test derived in 1) an uniformly most powerful test? If not, briefly state your reasons Q3 (1pt): Note that the test...
ineed the answer for question 2
1. In each part, X,xX, are i.i.d. r.v.s from a distribution with unknown parameter 0. Use the Neyman-Pearson lemma to find the form of the critical region for the best test of Ho : θ = θο against Hi:0=0, where t o and θί are specified constants. Express the critical regions in their simplest forms, paying particular attention to the two cases , > e0 and θι < θο. (a) /(x; θ)-ge-for z 0,...