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Exercise 1. Suppose X1, X, from a norma are unknown. We wish to test the hypotheses Ho: o = 0 vs. %3D at the level a. Show that the likelihood ratio te

Exercise 1. Suppose X1, X, from a norma are unknown. We wish to test the hypotheses Ho: o = 0 vs. %3D at the level a. Show that the likelihood ratio te

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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ExP I-nc Exercise 1.Suppose X1, X, from a normal distribution N(u, o?) where both u and o are unknown. We wish to test the hypotheses Ho: o = o% vs. H: o? # o at the level a. Show that the likelihood ratio test is equivalent to the x? test. Dr. Asieh Abtahi - Faculty of Mathematics and Statistics- Islamic Azad University of Shiraz - Iran 26
Transcribed Image Text:ExP I-nc Exercise 1.Suppose X1, X, from a normal distribution N(u, o?) where both u and o are unknown. We wish to test the hypotheses Ho: o = o% vs. H: o? # o at the level a. Show that the likelihood ratio test is equivalent to the x? test. Dr. Asieh Abtahi - Faculty of Mathematics and Statistics- Islamic Azad University of Shiraz - Iran 26
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