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f (x; 0) = e-(a-0) I10,00)(x). and let 00 be a fixed number in O = (-∞, ). Consider the one-sided test Ho : 0 < 0 versus H1 : 0 > 0. Show that the likelihood ratio test which rejects Ho if X(1) >K is a UMP Po=o(X(1) 2 K). level a test where a =

f (x; 0) = e-(a-0) I10,00)(x). and let 00 be a fixed number in O = (-∞, ). Consider the one-sided test Ho : 0 < 0 versus H1 : 0 > 0. Show that the likelihood ratio test which rejects Ho if X(1) >K is a UMP Po=o(X(1) 2 K). level a test where a =

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 X1,., Xn is a random sample Suppose from a distribution with pdf f (x; 0) = e-(²-0) I10,00)(x) %3D and let 60 be a fixed number in e one-sided test Ho : 0 <0 versus H1 : 0 > 0. Show that the likelihood ratio test which rejects Ho if X(1) 2 K is a UMP = (-0, 0). Consider the level a test where a = Pg=o(X(1) 2 K).
Transcribed Image Text:Exercise X1,., Xn is a random sample Suppose from a distribution with pdf f (x; 0) = e-(²-0) I10,00)(x) %3D and let 60 be a fixed number in e one-sided test Ho : 0 <0 versus H1 : 0 > 0. Show that the likelihood ratio test which rejects Ho if X(1) 2 K is a UMP = (-0, 0). Consider the level a test where a = Pg=o(X(1) 2 K).
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