GLR: Generalized Likelihood Ratio Test (12) Consider X1, X2id 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 testRejects Ho if and only ifX2 > 13.29.The power function of this test is13.29 – µPH, (Reject Ho) = P (z > ").8//2where z ~ N(0, 1).(b) For the significance level a = 0.05 the testRejects Ho if and only ifX2s 26.71.The power function of this test is26.71 – µ8//2where z - N(0, 1).(c) For the significance level a = 0.05 the testRejects Ho if and only ifX2 > 14.53.The power function of this test is(2> ")14.52 – u8//2where z ~ N(0, 1).(d) For the significance level a = 0.05 the testRejects Ho if and only ifX2 > 26.71.The power function of this test isr(2> )26.71 – u2).where z - N(0, 1).(e) None of the above.The correct answer is(b)(d)N/A(Select One)

Answered: Image /qna-images/answer/44cd0a13-759a-4337-81f4-47e155a1bc2b.jpg

Answered: (12) Consider x1. X2 Nu, 8), where we…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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(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