Let X1, ...,Xn be asamplefromagammadistributionwithunknown shape andscale. a) DerivethelikelihoodratioandWaldteststatisticsforthehypothesis H0 : = 1, i.e. thehypothesisthattheobservationsarefromanexponentialdistribution. b)

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Let X1, ...,Xn be asamplefromagammadistributionwithunknown shape andscale.

a) DerivethelikelihoodratioandWaldteststatisticsforthehypothesis H0 : α = 1, i.e. thehypothesisthattheobservationsarefromanexponentialdistribution.

b) CalculatetheasymptoticandMonteCarlo p-valueforthehypothesis H0 when the following(simulated)datahavebeenobserved

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Sep 19, 2024 08:01 PM

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Let X1, ...,Xn be asamplefromagammadistributionwithunknown shape andscale. a) DerivethelikelihoodratioandWaldteststatisticsforthehypothesis H0 : = 1, i.e. thehypothesisthattheobservationsarefromanexponentialdistribution. b)

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0.469 0.084 0.362 2.050 2.704 0.034 0.061 0.419

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Fundamentals Of Mathematical Statistics

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