8.3.11 Let X₁,..., Xn and Y₁,..., Ym be independent random samples from the distributions N(01,03) and N(02,04), respectively. (a) Show that the likelihood ratio for testing Ho : 0₁ = 02, 03 = 04 against all alternatives is given by n/2 m/2 n m Σ(xi-T)²/n Σ Σ(y-7)²/m 1 m (x₁ −u)² + Σ(y₁ −u)² Σ 20) 27/01 where u = (na+my)/(n+m). (n)} (m + n) (n+m)/2

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter11: Data Analysis And Probability
Section: Chapter Questions
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8.3.11 Let X₁,..., Xn and Y₁,..., Ym be independent random samples from the
distributions N(01,03) and N(02,04), respectively.
(a) Show that the likelihood ratio for testing Ho : 0₁ = 02, 03 = 04 against all
alternatives is given by
n/2
m/2
n
m
Σ(x - 7)2/n
Σ(yi - g)3/m
Σ
1
m
(x₁ −u)² + Σ(yi - u)²
Σ
20) 27/01
where u = (na+my)/(n+m).
(n+m)/2
(m + n)
(n)}"
Transcribed Image Text:8.3.11 Let X₁,..., Xn and Y₁,..., Ym be independent random samples from the distributions N(01,03) and N(02,04), respectively. (a) Show that the likelihood ratio for testing Ho : 0₁ = 02, 03 = 04 against all alternatives is given by n/2 m/2 n m Σ(x - 7)2/n Σ(yi - g)3/m Σ 1 m (x₁ −u)² + Σ(yi - u)² Σ 20) 27/01 where u = (na+my)/(n+m). (n+m)/2 (m + n) (n)}"
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