8.17 Suppose that X₁,..., X are iid with a beta(,1) pdf and Y₁,..., Ym are iid with a beta(0, 1) pdf. Also assume that the Xs are independent of the Ys. (a) Find an LRT of Ho: 0= μ versus H₁ : 0‡μ. (b) Show that the test in part (a) can be based on the statistic T= Elog X₁ Slog X. + Slog Y, (c) Find the distribution of T when Ho is true, and then show how to get a test of size a == .10.
8.17 Suppose that X₁,..., X are iid with a beta(,1) pdf and Y₁,..., Ym are iid with a beta(0, 1) pdf. Also assume that the Xs are independent of the Ys. (a) Find an LRT of Ho: 0= μ versus H₁ : 0‡μ. (b) Show that the test in part (a) can be based on the statistic T= Elog X₁ Slog X. + Slog Y, (c) Find the distribution of T when Ho is true, and then show how to get a test of size a == .10.
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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