Let X1,...,Xn be a random sample from a n(μx, Ï2x), and let Y1,...,Ym be an independent random

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Let X1,...,Xn be a random sample from a n(μx, σ2x), and let Y1,...,Ym be an independent random sample from a n(μY, σ2Y). We are interested in testing
H0: μx = μY versus H1: μx ‰  μY
with the assumption that σ2x = σ2Y = σ2.
(a) Derive the LRT for these hypotheses. Show that the LRT can be based on the statistic
Let X1,...,Xn be a random sample from a n(μx, σ2x),

where

Let X1,...,Xn be a random sample from a n(μx, σ2x),

(The quantity S2p is sometimes referred to as a pooled variance estimate. This type of estimate will be used extensively in Section 11.2.)
(b) Show that, under H0, T ~ tn+m-2. (This test is known as the two-sample t test.)
(c) Samples of wood were obtained from the core and periphery of a certain Byzantine church. The date of the wood was determined, giving the following data.

Let X1,...,Xn be a random sample from a n(μx, σ2x),

Use the two-sample t test to determine if the mean age of the core is the same as the mean age of the periphery.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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