Suppose a random variable X is normally distributed with mean 0 and un- known variance 0 > 0. That is, X ~ N(0,0). (a) Show that this distribution represents a regular case of the exponential class. Note Establish both that this is from the exponential class and the regularity conditions are satisfied. (b) Given a random sample of size n from this distribution, construct a sufficient statistic for the variance, 0.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
100%
O T O
Suppose a random variable X is normally
distributed with mean 0 and un- known
variance 0 > 0. That is, X - N(0,0).
(a) Show that this distribution represents a
regular case of the exponential class. Note:
Establish both that this is from the
exponential class and the regularity
conditions are satisfied.
(b) Given a random sample of size n from
this distribution, construct a sufficient
statistic for the variance, 0.
(c) Construct the minimum variance
unbiased estimator (MVUE) from this
sufficient statistic.
(d) Consider the set of hypotheses: HO : 0 =
O' versus H1 : 0 < 0'. Given that this is a
regular case of the exponential class of
distributions, what is the form of the
decision rule for a Uniformly Most Powerful
test?
(e) For the same hypotheses as (d) with 0' =
4, if we had sample of n = 20 trials and a
realized sufficient statístic v1 = = 45,20.
Filters
Add a caption.
> My group
Transcribed Image Text:O T O Suppose a random variable X is normally distributed with mean 0 and un- known variance 0 > 0. That is, X - N(0,0). (a) Show that this distribution represents a regular case of the exponential class. Note: Establish both that this is from the exponential class and the regularity conditions are satisfied. (b) Given a random sample of size n from this distribution, construct a sufficient statistic for the variance, 0. (c) Construct the minimum variance unbiased estimator (MVUE) from this sufficient statistic. (d) Consider the set of hypotheses: HO : 0 = O' versus H1 : 0 < 0'. Given that this is a regular case of the exponential class of distributions, what is the form of the decision rule for a Uniformly Most Powerful test? (e) For the same hypotheses as (d) with 0' = 4, if we had sample of n = 20 trials and a realized sufficient statístic v1 = = 45,20. Filters Add a caption. > My group
Expert Solution
steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Similar 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