Question 8. Consider a sequence of n independent trials, each resulting in one of k + 1 outcomes 1, 2, ……· ‚k + 1. Outcome j occurs with probability p; on any given trial. Let Y; be the number of trials resulting in outcome j. Consider testing the simple null hypothesis 1, 2, …… · ‚ k + 1. Find the likelihood ratio statistic An and show that 0 where Pj = Пј for j -2 log(n) - Qn = P k+1 Qn => (Yj – nπj)² Nπ j Using the asymptotic equivalence of -2 log(n) and Qn find the asymptotic distribution of Qn. (Hint: Use the Taylor expansion f(x) = x log(x/x0) = (x − x0) + (x − xo)²/2xo + o[(x − x0)²]. ) - Solution: -

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Question
Question 8.
Consider a sequence of n independent trials, each resulting in one of k + 1 outcomes
1, 2, ……· ‚k + 1. Outcome j occurs with probability p; on any given trial. Let Y; be
the number of trials resulting in outcome j. Consider testing the simple null hypothesis
1, 2, …… · ‚ k + 1. Find the likelihood ratio statistic An and show that
0 where
Pj
=
Пј
for j
-2 log(n) - Qn
=
P
k+1
Qn =>
(Yj – nπj)²
Nπ j
Using the asymptotic equivalence of -2 log(n) and Qn find the asymptotic distribution
of Qn. (Hint: Use the Taylor expansion f(x) = x log(x/x0) = (x − x0) + (x − xo)²/2xo +
o[(x − x0)²]. )
-
Solution:
-
Transcribed Image Text:Question 8. Consider a sequence of n independent trials, each resulting in one of k + 1 outcomes 1, 2, ……· ‚k + 1. Outcome j occurs with probability p; on any given trial. Let Y; be the number of trials resulting in outcome j. Consider testing the simple null hypothesis 1, 2, …… · ‚ k + 1. Find the likelihood ratio statistic An and show that 0 where Pj = Пј for j -2 log(n) - Qn = P k+1 Qn => (Yj – nπj)² Nπ j Using the asymptotic equivalence of -2 log(n) and Qn find the asymptotic distribution of Qn. (Hint: Use the Taylor expansion f(x) = x log(x/x0) = (x − x0) + (x − xo)²/2xo + o[(x − x0)²]. ) - Solution: -
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman