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a) Determine X, the likelihood ratio for this hypothesis testing problem. It is known that ÔMLE -n Σ=1 log Y; | b) Suppose that a random sample of size n = 8 is conducted and the observed data yield i=1 logy₁ = -4. Perform the likelihood ratio test for this hypothesis testing problem at the approximate significance level a = 0.10.

a) Determine X, the likelihood ratio for this hypothesis testing problem. It is known that ÔMLE -n Σ=1 log Y; | b) Suppose that a random sample of size n = 8 is conducted and the observed data yield i=1 logy₁ = -4. Perform the likelihood ratio test for this hypothesis testing problem at the approximate significance level a = 0.10.

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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Question 6 probability density function Let Y₁,..., Yn be a random sample from the following fy(y | 0) = 0y⁰-¹, 0<y<1 where > 0 is a parameter. Our goal is to test the simple null hypothesis Ho: 0= 1 against its composite alternative HA: 01. a) Determine X, the likelihood ratio for this hypothesis testing problem. It is known that ÔMLE -n Σ1 log Y; | i=1 b) Suppose that a random sample of size n = 8 is conducted and the observed data yield Σlog y₁ = -4. i=1 Perform the likelihood ratio test for this hypothesis testing problem at the approximate significance level a = 0.10.
Transcribed Image Text:Question 6 probability density function Let Y₁,..., Yn be a random sample from the following fy(y | 0) = 0y⁰-¹, 0<y<1 where > 0 is a parameter. Our goal is to test the simple null hypothesis Ho: 0= 1 against its composite alternative HA: 01. a) Determine X, the likelihood ratio for this hypothesis testing problem. It is known that ÔMLE -n Σ1 log Y; | i=1 b) Suppose that a random sample of size n = 8 is conducted and the observed data yield Σlog y₁ = -4. i=1 Perform the likelihood ratio test for this hypothesis testing problem at the approximate significance level a = 0.10.
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