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4. Let X1,..., Xn = 2 : iid N(0, 2) where 2 is unknown, and we are interested in the hypotheses Ho: 000 vs H₁000. 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 = 2 : iid N(0, 2) where 2 is unknown, and we are interested in the hypotheses Ho: 000 vs H₁000. 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
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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4. Let X1,..., Xn = 2 : iid N(0, 2) where 2 is unknown, and we are interested in the hypotheses Ho: 000 vs H₁000. 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?
Transcribed Image Text:4. Let X1,..., Xn = 2 : iid N(0, 2) where 2 is unknown, and we are interested in the hypotheses Ho: 000 vs H₁000. 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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