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Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6)- and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = u versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic ΣΧ. T = ΣΧ+ ΣΥ. leitho d bsa (c) Find the distribution of T when Ho is true.

Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6)- and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = u versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic ΣΧ. T = ΣΧ+ ΣΥ. leitho d bsa (c) Find the distribution of T when Ho is true.

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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Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6), and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic %3D ΣΧ T = ΣΧ, +ΣΥ. bra (c) Find the distribution of T when Ho is true.
Transcribed Image Text:Exercise Suppose that we have two independent random samples: X1,..., Xn are exponential(6), and Y1,..., Ym are exponential(u). (a) Find the LRT of Ho: 0 = versus H1: 0 u. (b) Show that the test in part (a) can be based on the statistic %3D ΣΧ T = ΣΧ, +ΣΥ. bra (c) Find the distribution of T when Ho is true.
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