Question

Suppose constitute a random sample drawn from a population N($\mu _{1}$, $\sigma ^{2}$) and constitute a random sample drawn from another population N(, $\sigma ^{2}$). 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 $\sigma _{0}$ > $\sigma _{1}$.

μ2

Answer 1

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