28.3.16. Let (X₁, Y₁), (X2, Y2),..., (Xn, Yn) be a random sample from a bivariate normal distribution with 1, 2, 0 = 0 = 0², p = ₁ where #1, #2, and o² > 0 are unknown real numbers. Find the likelihood ratio A for testing Ho: ₁ = ₂ = 0,0² unknown against all alternatives. The likelihood ratio A is a function of what statistic that has a well-known distribution?

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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8.3.16. Let (X₁,Y₁), (X2, Y2),..., (Xn, Yn) be a random sample from a bivariate
normal distribution with #1, #2, 0 = 0 = 0², p=, where 1, 2, and o2 > 0 are
unknown real numbers. Find the likelihood ratio A for testing Ho: 1 = 2 = 0,0²
unknown against all alternatives. The likelihood ratio A is a function of what
statistic that has a well-known distribution?
Transcribed Image Text:8.3.16. Let (X₁,Y₁), (X2, Y2),..., (Xn, Yn) be a random sample from a bivariate normal distribution with #1, #2, 0 = 0 = 0², p=, where 1, 2, and o2 > 0 are unknown real numbers. Find the likelihood ratio A for testing Ho: 1 = 2 = 0,0² unknown against all alternatives. The likelihood ratio A is a function of what statistic that has a well-known distribution?
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