Let X1, X2,...,X, be a random sample from a N(u, o²) population. Define X = , Xị. (a) If u is unknown and o? is known, show that Z = n(X- Ho)/o is a Wald statistic for testing Ho : H = Ho- (b) If u is unknown and o? is known, show that Z = vn(X - Ho)/o is also a Score statistic for testing Ho : 4 = Ho. (c) The moment generating function (MGF) of X ~ N(H, o²) is Mx(t) = exp(ut+). Use the MGF to show that X follows a N(u, o?/n) distribution. %3D %3D 2

MATLAB: An Introduction with Applications
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. Let X1, X2,..., X, be a random sample from a N(4,02) population. Define X = X;.
(a) If u is unknown and o? is known, show that Z = yn(X – Ho)/o is a Wald statistic
for testing Ho : = Ho.
(b) If u is unknown and o? is known, show that Z =
statistic for testing Ho : 4 = uo.
%3D
Vn(X – Ho)/o is also a Score
(c) The moment generating function (MGF) of X - N(,o2) is Mx(t) = exp(ut+:
Use the MGF to show that X follows a N(u, o2/n) distribution.
-).
%3D
Transcribed Image Text:. Let X1, X2,..., X, be a random sample from a N(4,02) population. Define X = X;. (a) If u is unknown and o? is known, show that Z = yn(X – Ho)/o is a Wald statistic for testing Ho : = Ho. (b) If u is unknown and o? is known, show that Z = statistic for testing Ho : 4 = uo. %3D Vn(X – Ho)/o is also a Score (c) The moment generating function (MGF) of X - N(,o2) is Mx(t) = exp(ut+: Use the MGF to show that X follows a N(u, o2/n) distribution. -). %3D
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