Assume that Wilks's theorem applies. What is true about the distribution of Tn? This distributed as N (0, 1). T, is asymptotically distributed as x². This distributed as x². OT, is asymptotically distributed as x
Assume that Wilks's theorem applies. What is true about the distribution of Tn? This distributed as N (0, 1). T, is asymptotically distributed as x². This distributed as x². OT, is asymptotically distributed as x
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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Transcribed Image Text:Assume that Wilks's theorem applies.
What is true about the distribution of Tn?
Tn is distributed as N (0, 1).
Tn is asymptotically distributed as x².
OTn is distributed as x₁.
Tn is asymptotically distributed as ·x².

Transcribed Image Text:Likelihood Ratio Test for Shifted Exponential I
While we cannot formally take the log of zero, it makes sense to define the log-likelihood of a shifted exponential to be
e (λ, a) = (n In λ-λ(X, -a)) 1min (X₂)za + (-∞0) 1min, (X₁)<a.
i=1
Keep in mind that the likelihood is zero when min, (X₁) < a, so that the log-likelihood is infinite and negative. We will use this definition in the
remaining problems.
Assume now that a is known and that a = 0. Consider the hypotheses
Hoλ = 1 VS H₁ λ 1.
What is the likelihood-ratio test statistic Tn?
(Enter barX_n for X₁.)
T₁ =
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