4-3) The function (x) xe is unimodal with maximum at x-1 as the figure below. 5...
1 1 Let X be a single observation from a population with density function 0-e- for x = 0, 1, 2, ,00 0 otherwise, What is the form likelihood ratio test critical region for testing Ho : θ-2 versus Ha : 1 1 Let X be a single observation from a population with density function 0-e- for x = 0, 1, 2, ,00 0 otherwise, What is the form likelihood ratio test critical region for testing Ho : θ-2 versus...
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,)...
2. (20pts) Let Xi,..., X be a random sample from a population with pdf f(x)--(1 , where θ > 0 and x > 1. (a) Carry out the likelihood ratio tests of Ho : θ-a, versus Hi : θ a-show that the likelihod ratio statistic corresponding to this test, A, can be re-written as Λ = cYne-ouY, where Y Σ:.. In (X), and the constant c depends on n and θο but not on Y. (b) Make a sketch of...
4. Find the critical region of the likelihood ratio test for testing the null hypothesis Ho o aainst Ho on the basis of a random sample of sizen from a Follow the steps below normal population with the unknown mean for be the parameter space for(,o), and o be the subs et of 4-1) Let hypothesis , The parameter space can be expressed as Q= {-0< uo,0>0 Express similarly. (1 point) [Hint] 2 under the null hypothes is. Express the...
3. Let Ya» . . . , Yn be independent normally distributed random variables with E(X) Gai and V(X)-1. Recall that the normal density with mean μ and variance σ given by TO 202 (a) Find the maximum likelihood estimator β of β (b) Show that ß is unbiased. (c) Determine the distribution of β (d) Recall that the likelihood ratio test of Ho : θ 02] L1] L2] θ° is to θ0 against H1: θ reject Ho if L(e)...
3 Ltuts.),)wher F.,and v are differentiable. Suppose also that (-2-)1 (-2-3)--101, u (-2-3)-4, x (-2-3)--5 F (L-7)-3, F(-2-3)-3, F(I.-7)-2, and F.(-2-3)-0. Find W (-2-3 Circle your answer below o w(-2-3)-2 (e) W(-2-3)-12 ( W(-2-3)-14 (g) W(-2-3)-35 (h) W (-2,-3)-199 W(-2,-3)-202 M x2 + xy + y2 + 3y the local maximum and minimum values of the function f(x,y) 4. Find . Circle your answer below. (a) Relative minimum f(1.-2)--3, and no relative maximum. (b) No relative minimum, and relative maximum...
Consider the probability density function f(x) = 102xe-x/0, OsXs0, 0<< Find the maximum likelihood estimator for 0. Choose the correct answer. O 0^= {i = 1nxi2n 0^ = 2n i = 1 nxi O 0^ = {i = 1nxin O 0^= n <i = 1 nxi O ^= n i = 1 nxi
Answer the following questions about the function whose derivative is f'(x) = 2x(x - 5), a. What are the critical points of f? b. On what open intervals is fincreasing or decreasing? c. At what points, if any, does fassume local maximum and minimum values? a. Find the critical points, if any. Select the correct choice below and, if necessary, fill in the answer box to complete your choice O A. The critical point(s) of fis/are x = (Simplify your...
3. A random variable X has probability density function f(x) (a-1)2-α for x > 1. (a) For independent observations In show that the log-likelihood is given by, (b) Hence derive an expression for the maximum likelihood estimate for α. (c) Suppose we observe data such that n 6 and Σ61 log(xi) 12. Show that the associated maximum likelihood estimate for α is given by α = 1.5.
(a) Find the critical numbers of the function f(x) = x6(x − 1)5. x = (smallest value) x = x = (largest value) (b) What does the Second Derivative Test tell you about the behavior of f at these critical numbers? At x = , the function has a local minimum (c) What does the First Derivative Test tell you that the Second Derivative test does not? (Enter your answers from smallest to largest x value.) At x = ,...