(6) Suppose X1 and X2 are iid samples and consider the null hypothesis Ho : X; ~ N(0, 1) versus the alternative H1 : X; ~ U[0,2] for i = 1, 2. (a) Show that the critical region of a likelihood ratio test is of the form S\C, where S is a square and C is a circle. (b) Determine the size and power of the test o for which the radius of the circle equals the side length of the square. (c) Determine the power of the test for which the size is 0.05.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Topic Video
Question

6

(6) Suppose X1 and X2 are iid samples and consider the null hypothesis H, : X;
N (0, 1) versus the alternative H1 : X; ~ U[0, 2] for i = 1, 2.
a) Show that the critical region of a likelihood ratio test is of the form S\ C,
where S is a square and C is a circle.
(b) Determine the size and power of the test o for which the radius of the circle
equals the side length of the square.
(c) Determine the power of the test v for which the size is 0.05.
Transcribed Image Text:(6) Suppose X1 and X2 are iid samples and consider the null hypothesis H, : X; N (0, 1) versus the alternative H1 : X; ~ U[0, 2] for i = 1, 2. a) Show that the critical region of a likelihood ratio test is of the form S\ C, where S is a square and C is a circle. (b) Determine the size and power of the test o for which the radius of the circle equals the side length of the square. (c) Determine the power of the test v for which the size is 0.05.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Knowledge Booster
Discrete Probability Distributions
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman