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3. Let X,,X,,..., X, be a random sample from a Gamma 40distribution, where 6>0. we wish to test H0 : θ-1 vs. Hi : θ #1. Show that the likelihood ratio test statistic, A , can be written as A(V) wh...
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...
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 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 Y1, Y2, ..., Yn denote a random sample from an exponential distribution with mean θ. Find the rejection region for the likelihood ratio test of H0 : θ = 2 versus Ha : θ ≠ 2 with α = 0.09 and n = 14. Rejection region =
. Let Yi.... Yn be a random sample from a distribution with the density function 393 fe(y) =- Is there a UMP test at level α for testing Ho : θ test? vs. Hi : θ > 6? If so, what is the
. Let Yi.... Yn be a random sample from a distribution with the density function 393 fe(y) =- Is there a UMP test at level α for testing Ho : θ test? vs. Hi : θ >...
Let X1, . . . , Xn be independent Gamma(2, θ) random variables. The goal is to test H0 : θ = 2 versus H1 : θ not equal to 2. (1) Find the test statistic Λ. (2) Derive the rejection region of the corresponding LRT
Let X1, . . . , Xn ∼ Exp(θ) and consider the test for H0 : θ ≥ θ_0 vs H1 : θ < θ_0. (a) Find the size-α LRT. With rejection region, R = {sample mean > c} where c will depend on a value from the χ ^2 df=2n distribution. (b) Find the appropriate value of c.
We wish to test H0:1p = 0.30 vs. H1: p > 0.30, where p is the proportion of students who want to attend the game. Let X be the number of individuals in a random sample of n = 25 students who want to attend the game. a) As the sample size n increases, the power of the test also increases. Consider n = 150. For the rejection region "Reject Ho if X >= 53", find ... (i) the significance...
4. (Part 1)Suppose a random sample of size n is drawn from Unif(0, θ). We wish to test H0: θ = 3 vs. H1: θ > 3 using the critical region Xmax > c. If the test has α = 0.05 and β = 0.12681 when θ = 4, find the values of c and n that make this happen. (Part2) Write a simulation that checks your answer from question 4.
Suppose that X1, X2, . . . , Xn is an iid sample of N (0, σ2
) observations, where σ
2 > 0 is
unknown. Consider testing
H0 : σ
2 = σ
2
0 versus H1 : σ
2
6= σ
2
0
;
where σ
2
0
is known.
(a) Derive a size α likelihood ratio test of H0 versus H1. Your rejection region should
be written in terms of a sufficient statistic.
(b) When the null...