4. Let X1, = Xn ~iid N(0,02) where o² is unknown, and we are interested in the hypotheses Ho: 000 vs H₁:000. Compare the Wald test and the LRT test. Which test will have a larger rejection region (i.e., reject for more samples)? How do the sizes differ between the tests? Which would you prefer?
4. Let X1, = Xn ~iid N(0,02) where o² is unknown, and we are interested in the hypotheses Ho: 000 vs H₁:000. Compare the Wald test and the LRT test. Which test will have a larger rejection region (i.e., reject for more samples)? How do the sizes differ between the tests? Which would you prefer?
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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Transcribed Image Text:4. Let X1,
=
Xn ~iid N(0,02) where o² is unknown, and we are interested in the hypotheses
Ho: 000 vs H₁:000. Compare the Wald test and the LRT test. Which test will have a larger
rejection region (i.e., reject for more samples)? How do the sizes differ between the tests? Which
would you prefer?
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