(12) Consider x1. X2 Nu, 8), where we want to choose between the null and alternative hypotheses: Construct the GLR test for a= 005. Then obtain its power curve. The following "answers" have been proposed. (a) For the significance level a = 0.05 the test The power function of this test is

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GLR: Generalized Likelihood Ratio Test

(12) Consider X1, X2
id N(4, 8), where we want to choose between the null and alternative hypotheses:
Ho :HS 10,
H1 : µ > 10.
Construct the GLR test for a = 0.05. Then obtain its power curve.
The following ^answers" have been proposed.
(a) For the significance level a = 0.05 the test
Rejects Ho if and only if
X2 > 13.29.
The power function of this test is
13.29 – µ
PH, (Reject Ho) = P (z > ").
8//2
where z ~ N(0, 1).
(b) For the significance level a = 0.05 the test
Rejects Ho if and only if
X2s 26.71.
The power function of this test is
26.71 – µ
8//2
where z - N(0, 1).
(c) For the significance level a = 0.05 the test
Rejects Ho if and only if
X2 > 14.53.
The power function of this test is
(2> ")
14.52 – u
8//2
where z ~ N(0, 1).
(d) For the significance level a = 0.05 the test
Rejects Ho if and only if
X2 > 26.71.
The power function of this test is
r(2> )
26.71 – u
2).
where z - N(0, 1).
(e) None of the above.
The correct answer is
(b)
(d)
N/A
(Select One)
Transcribed Image Text:(12) Consider X1, X2 id N(4, 8), where we want to choose between the null and alternative hypotheses: Ho :HS 10, H1 : µ > 10. Construct the GLR test for a = 0.05. Then obtain its power curve. The following ^answers" have been proposed. (a) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 13.29. The power function of this test is 13.29 – µ PH, (Reject Ho) = P (z > "). 8//2 where z ~ N(0, 1). (b) For the significance level a = 0.05 the test Rejects Ho if and only if X2s 26.71. The power function of this test is 26.71 – µ 8//2 where z - N(0, 1). (c) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 14.53. The power function of this test is (2> ") 14.52 – u 8//2 where z ~ N(0, 1). (d) For the significance level a = 0.05 the test Rejects Ho if and only if X2 > 26.71. The power function of this test is r(2> ) 26.71 – u 2). where z - N(0, 1). (e) None of the above. The correct answer is (b) (d) N/A (Select One)
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