1) Suppose that Y₁, Y2, function Y is a random sample from a population with probability density www 1 1-8 f(y) [By 0. Find the Maximum Likelihood Estimator of B. 00 elsewhere
1) Suppose that Y₁, Y2, function Y is a random sample from a population with probability density www 1 1-8 f(y) [By 0. Find the Maximum Likelihood Estimator of B. 00 elsewhere
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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1) Suppose that Y₁, Y2, Yn is a random sample from a population with probability density
function
Find the Maximum Likelihood Estimator of B.
11
Normal No Spac.... Heading 1 Heading 2
Styles
1 1-8
f(y)=[By 0<y<1; B>0
0,
English (South Africa) C Accessibility: Unavailable.
O
2) Suppose that a random sample X₁X₂....X₁0 is from a poison distribution with mean 8. It is
desired to test a null hypothesis Ho:0= 0.1 against alternative H₁: 0 = 0.5 at a level of
significance
3) The probability density function for Y is given by
21
a) Use Neyman Raphson method to show that the best test or uniformly most powerful test
rejects Ho if xc where c satisfies the probability equation
a = P(₁²1x₁²c|0 = 0.1)
b) If c = 3, show that Type I error is 0.0803 for the test in part a).
Hint: 1X has a poisson distribution with mean 100.
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Expert Solution

Step 1
Given that, Y1,Y2,....Yn is a random same from a population with pdf:-
f(y) = , 0<y<1 ,
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