We fail to reject the null hypothesis.
B(1.p.) and Y.Y,....Yo be a r.s. from 4. Let X1, X2-... X be a r.s. from...
Let X1, X2, ..., X, be a r.s. from P(X), f(x) = (a) Show that X1 is the unbiased estimator for 1. (b) Find îmle for X. (c) Derive the Fisher information I(). (d) Show that Amle is the unbiased estimator (UE) for 1 and Var(AMLE) attains CRLB(= mas). i.e., İmle is minimum variance unbiased estimator (MVUE).
Let X1, X2,..., Xn be a r.s. from f(x) = 0x0-1, for 0 < x <1,0 < a < 0o. (a) Find the MLE of 0. (b) Let T = -log X. Find the pdf of T. (c) Find the pdf of Y = DIT: (i.e., distribution of Y = - , log Xi). (d) Find E(). (e) Find E( ). (f) Show that the variance of 0 MLE → as n → 00. (g) Find the MME of 0.
Let X1, X2, . . . , Xn be a random sample of size n from a normal population with mean µX and variance σ ^2 . Let Y1, Y2, . . . , Ym be a random sample of size m from a normal population with mean µY and variance σ ^2 . Also, assume that these two random samples are independent. It is desired to test the following hypotheses H0 : σX = σY versus H1 : σX...
Suppose that X1, X2,..., Xn are iid from where a 1 is a known constant and θ > 0 is an unknown parameter. (a) Show that the likelihood ratio rejection region for testing Ho : θ θο versus H : θ > θο can be written in terms of X(n), the maximum order statistic. (b) Derive the power function of the test in part (a). (c) Derive the most powerful (MP) level α test of Ho : θ-5 versus H1...
Please answer both and label them clearly Let X1, X2,..., Xn be a random sample from a normal population with mean y unknown and standard deviation o known. 1. At significance level of a, find the rejection region (decision rule) for the following hypotheses. Họ: A = 90, Ha : < 0. 2. For the rejection region (decision rule) in (1) find the B when = Mi (ui)).
Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test H0 : θ ≤ 1/3 vs H1 : θ > 1/3. a) Using the full sample, X1....Xn, find the form of the UMP test for the hypotheses H0: θ=1/3 vs H1: θ=1/2. b)If n=15 and α = 0.1, what is the rejection region and the size of test in (a)?
Let X 1, X 2, X 3, X 4 be a random sample of size n=4 from a Poisson distribution with mean . We wish to test Ho: I = 3 vs. H1: \<3. a) Find the best rejection region with the significance level a closest to 0.05. Hint 1: Since H1: X< 3, Reject Ho if X 1+X 2 +X 3 +X 4<= 0 Hint 2: X 1+X 2 +X 3 + X 4 ~ Poisson (4) Hint 3:...
2.Let Xj,X,, Xj, X4, Xj be a random sample of size n-5 from a Poisson distribution with mean ?. Consider the test Ho : ?-2.6 vs. H 1 : ? < 2.6. a)Find the best rejection region with the significance level a closest to 0.10 b) Find the power of the test from part (a) at ?= 2.0 and at ?=1.4. c) Suppose x1-1, x2-2, x3 -0, x4-1, x5-2. Find the p-value of the test.
Consider X1,X2, , Xn be an iid random sample fron Unif(0.0). Let θ = (끄+1) Y where Y = max(X1, x. . . . , X.). It can be easily shown that the cdf of Y is h(y) = Prp.SH-()" 1. Prove that Y is a biased estimator of θ and write down the expression of the bias 2. Prove that θ is an unbiased estimator of θ. 3. Determine and write down the cdf of 0 4. Discuss why...
Let X1, . . . , Xn ∼ Geo(θ), f(x)= θ(1-θ)^x, and we wish to test H0 : θ ≤ 1/3 vs H1 : θ > 1/3. a) Using the full sample, X1....Xn, find the form of the UMP test for the hypotheses H0: θ=1/3 vs H1: θ=1/2. b)If n=15 and α = 0.1, what is the rejection region and the size of test in (a)?