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1. Suppose that we observe data {yi }?=1 independently generated from a distribution with probability mass function f(y;9) = 9311+ 9Y1, y = 0,1, with
1. Suppose that we observe data {yi }?=1 independently generated from a distribution with probability mass function f(y;9) = 9311+ 9Y1, y = 0,1, with some 9 > 0. (c) For 60 observations from this distribution with 21.631 yt- = 14 , compute the value of the MLE 5: (9' = and its approximate standard deviation (estimated standard error, ESE): ESE() = Use the numbers with 5 decimal places in your calculation, but write the final answers with only 3 decimal places. (d) For the data given in (c), test hypothesis H0 : 49 = 490 against the alternative H1 : 9 7E 90 with 60 = 0.25 using the score test, with the test statistic U (00) /x / I (90). Provide the following values with rounding to exactly 2 decimal places. (i) Value of the test statistic, U090) lx/I(90 = (ii) Corresponding p-value = (iii) Do you reject the null hypothesis at 5% significance level? (No answer given)
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