Let X1, · , X, be iid N(µ, 1) where µ is an unknown parameter. Consider the hypothesis test: Ho : µ=0 H1 H = -2. We have two proposed critical reagions: C1 = {X > K1},C2 = {X < K2}. Find K1 so that C1 has size a.
Let X1, · , X, be iid N(µ, 1) where µ is an unknown parameter. Consider the hypothesis test: Ho : µ=0 H1 H = -2. We have two proposed critical reagions: C1 = {X > K1},C2 = {X < K2}. Find K1 so that C1 has size a.
MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Transcribed Image Text:3. Let X1, ·.. , Xn be iid N(µ, 1) where µ is an unknown parameter. Consider the hypothesis test:
Но :
H = 0
H1
: µ= -2.
We have two proposed critical reagions: C1 = {X > K1}, C2 = {X < K2}.
Find K1 so that C1 has size a.
Find K2 so that C2 has size a.
Which critical region, C1 or C2 is more suitable for the hypothesis test in this
question? Explain why with precise calculation.
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