Question 2. Let X1,..., X, be an independent and identically distributed sequence of random variables from a population in a geometric statistical model {g, |pe (0, 1]} with Ip(x) = (1 – p)"-lp, x € {1,2, ...} = N. %3D You may assume in this exercise that • Ep(X1) = »- Var, (X1) = . • PML = 1/X. a. Show that the likelihood ratio test statistic for the hypotheses Ho: po = versus n(7-1) H1 : po # } is given by X(#) = () (남 ()".

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Question 2. Let X1, ..., X, be an independent and identically distributed sequence of
random variables from a population in a geometric statistical model {gp |p E [0, 1]} with
gp(x) = (1 – p)"-1p,
x € {1,2, ...} = N.
You may assume in this exercise that
• Ep(X1) =
• Var,(X1) =.
• PML = 1/X.
a. Show that the likelihood ratio test statistic for the hypotheses Ho : po
3 versus
(남)"
n(7-1)
H1 : po + is given by A(7) =
()".
b. Use the central limit theorem on X to construct an asymptotic pivot. Explain how
you would use that pivot to construct a confidence interval. Suppose you observe
a sample (r1,..., x23) with T = 3.8, does p = 0.18 belong to the 93% confidence
interval?
Transcribed Image Text:Question 2. Let X1, ..., X, be an independent and identically distributed sequence of random variables from a population in a geometric statistical model {gp |p E [0, 1]} with gp(x) = (1 – p)"-1p, x € {1,2, ...} = N. You may assume in this exercise that • Ep(X1) = • Var,(X1) =. • PML = 1/X. a. Show that the likelihood ratio test statistic for the hypotheses Ho : po 3 versus (남)" n(7-1) H1 : po + is given by A(7) = ()". b. Use the central limit theorem on X to construct an asymptotic pivot. Explain how you would use that pivot to construct a confidence interval. Suppose you observe a sample (r1,..., x23) with T = 3.8, does p = 0.18 belong to the 93% confidence interval?
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