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Consider independent random samples of size n, and n, from respective normal distributions, Xi ~ ...
7.70. Let X,...,x,; Y,., Y,; Z,..,Z, be respective independent random samples from three normal distributions N(u,a+ B, a) N(4-B+y,a), N(= a + y , a'). Find a point estimator for B that is based on X, Y, Z. Is this estimator unique? Why? If a is unknown, explain how to find a confidence interval for B.
7.70. Let X,...,x,; Y,., Y,; Z,..,Z, be respective independent random samples from three normal distributions N(u,a+ B, a) N(4-B+y,a), N(= a + y ,...
12 marks Let independent random samples of sizes n and n2 be taken respectively from two normal distributions with unknown means 1 and 2 and unknown variances oand o. Denote the two samples by . . ,Jn, and y,... , yn2: Which have means T and T, and sample variances s and s2, respectively (a) 4 marks Show that when of = o2, the likelihood ratio test statistic for testing Ho 12 against H 2 can be written as T2...
8.7-11. Let Y1,Y2, ...,Yn be n independent random variables with normal distributions N(Bx;,02), where X],x2,...,xn are known and not all equal and B and 2 are unknown parameters (a) Find the likelihood ratio test for Ho: B = 0 against H: B+0. (b) Can this test be based on a statistic with a well-known distribution?
Let independent random samples, each of size n, be taken from the k normal distributions with means u cd [j - (k 1)/2], j = 1, 2,..., k, respectively, and common variance o2. Find the maximum likelihood estimators of c and d
25. Independent random samples o n from k normal w variances are to be used to test the hu σί against the alternati ations with unknown means and . . alternative that these variances are not all equal. (a) Show that under the nul hypothesis i the variances likelihood estimates of the means ,41 an and the va are (ni-1)si /n に1 σ2 anded eel. while σ,-are where n Σ ni, while with out restrictions the maximum likelihood estimates of...
DQuestion 8 1 pts Letand y be the means of random samples of sizes m14 and n 20 from the respective normal distributions N(uiA) and N(u2,0 ), where it is known that ơ-17 and σ1-23 When the alternative hypothesis is H,: μ.> μ2, the rejection region of your test at level α = 0.01 is z > ( ) (round off to second decimal place). DQuestion9 1 pts Independent random samples are selected from two populations. The summary statistics are...
25. Independent random samples o n from k normal w variances are to be used to test the hu σί against the alternati ations with unknown means and . . alternative that these variances are not all equal. (a) Show that under the nul hypothesis i the variances likelihood estimates of the means ,41 an and the va are (ni-1)si /n に1 σ2 anded eel. while σ,-are where n Σ ni, while with out restrictions the maximum likelihood estimates of...
Let the independent normal random variables Y1,Y2, . . . ,Yn have the respective distributions N(μ, γ 2x2i ), i = 1, 2, . . . , n, where x1, x2, . . . , xn are known but not all the same and no one of which is equal to zero. Find the maximum likelihood estimators for μ and γ 2.
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...
Software can generate samples from (almost) exactly Normal distributions. Here is a random sample of size 5 from the Normal distribution with mean 8 and standard deviation 2: 4.47 5.51 8.1 11.63 7.91 Although we know the true value of μ suppose we pretend that we do not and we test the hypotheses Ho : μ-5.6 a:μ 5.6 at the α 0.05 significance level. What is the power of the test against the alternative μ 8 (the actual population mean)?...