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
icon
Related questions
Question
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: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.
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 =
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 =
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
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