Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

2. Suppose that X1, .... Xn are a random sample of size n with a Beta(#, 1) pdf and Yl, . ... Ym are an

image text in transcribed
2. Suppose that X1, .... Xn are a random sample of size n with a Beta(#, 1) pdf and Yl, . ... Ym are an i.i.d sample of size m with a Beta(0, 1) density. Also assume that the X's are independent of the Y's. Consider the testing of Ho : p = 0 vs H1 : p / 0. Hint: If X ~ Beta(o, 8) then its density function is 1 f(r; a, B) = B(a, B) where 0 0, 8 > 0 and B(a, 8) = [to-1(1 -{)6-1 is the Beta function. a) Calculate the MLE of 0 and a and denote them by 0 and f. Then calculate the MLE under the restriction of the null hypothesis Ho and denote it by do. b) Find the LRT statistic A(X, Y). You may keep your final answer in terms of f, 0 and en. c) Show that the test can be based on the statistic T = El- In Xi EL, In Xi+ En, In Ya' with rejection region of the form T

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Calculus

Authors: Dale Varberg, Edwin J. Purcell, Steven E. Rigdon

9th edition

131429248, 978-0131429246

Students also viewed these Mathematics questions