Suppose that X ~ Gamma(3, b), with pdf f(x|b) = ²e-bz on r> 0, %3D where b> 0. It is required to test the null hypothesis Ho : b= bo against the alternative hypothesis H1 : b= b1, based on a random sample r1,r2, ..., Fn. (a) Find the log-likelihood €(b). (b) Let LR be the likelihood ratio L(b1)/L(bo). Show that the log of the likelihood ratio is

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
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ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
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Chapter4: Writing Linear Equations
Section: Chapter Questions
Problem 12CR
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Suppose that X ~ Gamma(3, b), with pdf
-br
f(r\b) =
2
on a > 0,
where b> 0. It is required to test the null hypothesis Họ : b= bo against the
alternative hypothesis H1 : b = b1, based on a random sample #1,x2,..., Tn.
(a) Find the log-likelihood l(b).
(b) Let LR be the likelihood ratio L(b1)/L(bo). Show that the log of the
likelihood ratio is
log(LR) = 3n log
bo
(2)
- (b1 – bo) ri-
i=1
(c) Using the expression for log(LR) that you obtained in part (b), show
that the rejection region R= {x : log(LR) > d} for the test is of the
form T< d if b1 > bo. Hence give c' in terms of d.
Transcribed Image Text:Suppose that X ~ Gamma(3, b), with pdf -br f(r\b) = 2 on a > 0, where b> 0. It is required to test the null hypothesis Họ : b= bo against the alternative hypothesis H1 : b = b1, based on a random sample #1,x2,..., Tn. (a) Find the log-likelihood l(b). (b) Let LR be the likelihood ratio L(b1)/L(bo). Show that the log of the likelihood ratio is log(LR) = 3n log bo (2) - (b1 – bo) ri- i=1 (c) Using the expression for log(LR) that you obtained in part (b), show that the rejection region R= {x : log(LR) > d} for the test is of the form T< d if b1 > bo. Hence give c' in terms of d.
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