Question

Consider a sample of i.i.d. random variables X1,..., X, and assume their common density is given by fo(a) = exp (3) 1(220), wLikelihood Ratio Test You perform the Likelihood Ratio test for the same set of hypotheses: H: =1 and H7:0+1. Write down theDoes your test reject Hat the following asymptotic levels? (Choose all that apply.) reject H at asymptotic level 1% reject Ho

0 0
Add a comment Improve this question Transcribed image text
Answer #1

162) 1 els 27/ 0 Hiio #1 Ho: 0 = 1 v 18 LR Tn = Boli mul se va е. la log Tm = ngon logs - 22 - log x = log e - 2 2 2 - 2 + lo::- inz ist ii te < loge =k ( + tite) <k (0.08).<k De < ki where to exek.. where c is such that . ceco P(x² <ol Ho : 0.= 1) =.leop (x? <c10=1) = 0.07 لو هل 007 = بدء ( ه )| ا 5007 - ه [( . م = (ا۔ 0 . 07 و م ا ا ا ا ن ا لوال والا لما لها لها .. | - ew value=el X 1. 3.8606-1 3-8606- 1 1 = PLN (091) 71.4303) = 0.076359 de 1% = 0.01% p- ralue = 0.076 kle accept Ho. 2 = 0.07 X

Add a comment
Know the answer?
Add Answer to:
Consider a sample of i.i.d. random variables X1,..., X, and assume their common density is given...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • Consider a sample of i.i.d. random variables X1,..., X and assume their common density is given...

    Consider a sample of i.i.d. random variables X1,..., X and assume their common density is given by fo(a) = exp (3) 1(220), where 8 >0 is an unknown parameter Maximum Likelihood Estimator Compute the maximum likelihood estimator Ô of 0. (Enter barX_n for Xn and bar(X_n^2) for X.)

  • Frequentist Estimation and Hypothesis Testing: Large Sample (Ignore answers attempted, they are wrong)

    (c) Frequentist Estimation and Hypothesis Testing: Large Sample7 points possible (graded, results hidden)Now, suppose that we have  observations  with . Recall  .Compute the maximum likelihood estimate (MLE).(Enter numerical answers accurate up to at least 3 decimal places.)  unanswered Compute the method of moments estimate.(Enter numerical answers accurate up to at least 3 decimal places.)  unanswered Use the plug-in method to construct a confidence interval for  of asymptotic confidence level  centered around . Use the variance obtained from the asymptotic variance formula for the MLE and plug in  for . Enter the lower and upper bounds of (the realization...

  • 4. Setup: Suppose you have observations X1,X2,X3,X4,X5 which are i.i.d. draws from a Gaussian distribution with...

    4. Setup: Suppose you have observations X1,X2,X3,X4,X5 which are i.i.d. draws from a Gaussian distribution with unknown mean μ and unknown variance σ2. Given Facts: You are given the following: 15∑i=15Xi=0.90,15∑i=15X2i=1.31 Bookmark this page Setup: Suppose you have observations X1, X2, X3, X4, X5 which are i.i.d. draws from a Gaussian distribution with unknown mean u and unknown variance o? Given Facts: You are given the following: x=030, =1:1 Choose a test 1 point possible (graded, results hidden) To test...

  • Problem 4 Define f(x) as follows    θ2                -1<=x<0    1-θ2            0<=x>1 0                 otherwise Let X1, … Xn be iid random variables with density f for some unknown θ...

    Problem 4 Define f(x) as follows    θ2                -1<=x<0    1-θ2            0<=x>1 0                 otherwise Let X1, … Xn be iid random variables with density f for some unknown θ (0,1), Let a be the number of Xi which are negatives and b be the number of Xi which are positive. Total number of samples n = a+b. Find he Maximum likelihood estimator of θ? Is it asymptotically normal in this sample? Find the asymptotic variance Consider the following hypotheses: H0: X is...

  • 8. A Union-Intersection Test Bookmark this page Let X1,…,Xn be i.i.d. Bernoulli random variables with unknown...

    8. A Union-Intersection Test Bookmark this page Let X1,…,Xn be i.i.d. Bernoulli random variables with unknown parameter p∈(0,1). Suppose we want to test H0:p∈[0.48,0.51]vsH1:p∉[0.48,0.51] We want to construct an asymptotic test ψ for these hypotheses using X¯¯¯¯n. For this problem, we specifically consider the family of tests ψc1,c2 where we reject the null hypothesis if either X¯¯¯¯n<c1≤0.48 or X¯¯¯¯n>c2≥0.51 for some c1 and c2 that may depend on n, i.e. ψc1,c2=1((X¯¯¯¯n<c1)∪(X¯¯¯¯n>c2))where c1<0.48<0.51<c2. Throughout this problem, we will discuss possible choices...

  • id 3. Let X1, X2, ..., X 1 N(0,03) and Y1, 72,..., Ym N(02,03) independently. Denote...

    id 3. Let X1, X2, ..., X 1 N(0,03) and Y1, 72,..., Ym N(02,03) independently. Denote 0 = (01,02,0z)" (a) Write down the expression for the log-likelihood function (0). (b) Find the maximum likelihood estimator Ô of . (You do not need to perform the second derivative test.) (e) Find the Fisher information. (d) Consider using –2 log(LR) to test H. : 0 = 0against H, : 01 + 02. Find the maximum likelihood estimator of O under H, and...

  • Let X1, ..., X, bei.i.d. random variable with pdf fe defined as follows: fo (2) =...

    Let X1, ..., X, bei.i.d. random variable with pdf fe defined as follows: fo (2) = 0x0-11(0<x< 1) where 0 is some positive number. Using the MLE Ô, find the shortest confidence interval for 6 with asymptotic level 85% using the plug-in method. To avoid double jeopardy, you may use V for the appropriate estimator of the asymptotic variance V (Ô), and/or I for the Fisher information I (Ô) evaluated at ê, or you may enter your answer without using...

  • Question 4 15 marks] The random variables X1, ... , Xn random variables with common pdf...

    Question 4 15 marks] The random variables X1, ... , Xn random variables with common pdf independent and identically distributed are 0 E fx (x;01) 0 independent of the random variables Y^,..., Y, which and are indepen are dent and identically distributed random variables with common pdf 0 fy (y; 02) 0 (a) Show that the MLE8 of 01 and 02 are 1 = X i=1 Y (b) Show that the MLE of 0 when 01 = 0, = 0...

  • 5. Let X1, ..., X 100 be i.i.d. random variables with the probability distribution function f(x;0)...

    5. Let X1, ..., X 100 be i.i.d. random variables with the probability distribution function f(x;0) = 0(1 - 0)", r=0,1,2..., 0<o<1 Construct the uniformly most powerful test for H, :0= 1/2 vs HA: 0 <1/2 at the significance level a =0.01. Which theorems are you using? Hint: EX = 1, VarX = 10.

  • In each of the following questions, you are given an i.i.d. sample and two hypotheses. For...

    In each of the following questions, you are given an i.i.d. sample and two hypotheses. For any ?∈(0,1), define a test with asymptotic level ?, then give a formula for the asymptotic ?-value of your test. a) b) c) i.id. Xi, , xn Poiss (A) for some unknown λ > 0; V.S x) where Z ~ N (0, 1), and q(alpha) Type barx-n for Xn, lambda-0 for λο. . If applicable, type abs(x) for lxi. Phi(x) for Φ (x) =...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT