Question

Suppose X_{1}, X_{2},..., X_{m} constitute a random sample drawn from a population N(\mu _{1}, \sigma ^{2}) and Y_{1}, Y_{2},..., Y_{m} constitute a random sample drawn from another population N(μ2, \sigma ^{2}). The two samples are drawn independently. Derive a generalised likelihood ratio test for testing H_{0}:\sigma =\sigma _{0} against H_{1}:\sigma =\sigma _{1} where \sigma _{0} and \sigma _{1} are positive constants such that \sigma _{0} > \sigma _{1}.





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Answer #1

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