Let X1, ..., Xn be i.i.d. N (u, O^2) samples, where u and o^2 are both unknown. You want to test the null hypothesis: HO : µ = 0; against the two sided alternative H1: p# 0. We can use the the likelihood ratio statistics. (a) Express the rejection region in terms of a statistic whose distribution you know under the null hypothesis. (b) Suppose that you have a sample of size n = 10 and observations 0.1635, 2.4237, -1.8584, 2.6294, 0.7376, 1.4001, -1.2642, -0.1900, 0.1219, 0.8227. Compute the p-value. With explanations please
Let X1, ..., Xn be i.i.d. N (u, O^2) samples, where u and o^2 are both unknown. You want to test the null hypothesis: HO : µ = 0; against the two sided alternative H1: p# 0. We can use the the likelihood ratio statistics. (a) Express the rejection region in terms of a statistic whose distribution you know under the null hypothesis. (b) Suppose that you have a sample of size n = 10 and observations 0.1635, 2.4237, -1.8584, 2.6294, 0.7376, 1.4001, -1.2642, -0.1900, 0.1219, 0.8227. Compute the p-value. With explanations please
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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