c. Show that you can transform the GLR test into a test involving a critical region for
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c. Show that you can transform the GLR test into a test involving a critical region for the test statistic w == SXy/[(s~ + s~)/2).
'd. Derive the sampling distribution of the test statistic W defined in
(c) under Ho. Can you define a size
.05 critical region for the test statistic? If so, test the hypothesis using the exact (as opposed to asymptotic)
size .05 GLR test.
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Related Book For 
Mathematical Statistics For Economics And Business
ISBN: 9780387945873
1st Edition
Authors: Ron C. Mittelhammer
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