Consider the two-component mixture with (psi_{0}) standard normal and (psi_{1}) standard Laplace, or double exponential. Investigate the

Question:

Consider the two-component mixture with $\psi_{0}$ standard normal and $\psi_{1}$ standard Laplace, or double exponential. Investigate the behaviour of $P_{0}\left(\bar{X}_{n}>1ight)$ as a function of $n$ for large $n$. What is the effect of changing the scale parameter? What do these calculations imply about the null distribution of the likelihood-ratio statistic?

Fantastic news! We've Found the answer you've been seeking!