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3) Let X1, X2, ., X, be i.i.d. N(01,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 6, unspecified vs. H. : 02 O2, 01 unspecified, leads to a test that rejects when E(r; – 7)² < ¢1 or (r; – 1)² > c2, i=1 i=1 where c < c2 are selected appropriately.

3) Let X1, X2, ., X, be i.i.d. N(01,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 6, unspecified vs. H. : 02 O2, 01 unspecified, leads to a test that rejects when E(r; – 7)² < ¢1 or (r; – 1)² > c2, i=1 i=1 where c < c2 are selected appropriately.

MATLAB: An Introduction with Applications
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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selected appropriately.

3) Let X1, X2, .., X, be i.i.d. N(@1,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 0, unspecified vs. H. : O2 # O2, 01 unspecified, leads to a test that rejects when %3D (T; – T)² < ¢1 or #; - 7)² > c2; i=1 i=1 where ci < c2 are selected appropriately.
Transcribed Image Text:3) Let X1, X2, .., X, be i.i.d. N(@1,02). Show that the likelihood ratio principle for testing Ho : 02 = 6, specified, and 0, unspecified vs. H. : O2 # O2, 01 unspecified, leads to a test that rejects when %3D (T; – T)² < ¢1 or #; - 7)² > c2; i=1 i=1 where ci < c2 are selected appropriately.
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