5. [20 points] Let X1,..., Xn be a random sample from the distribution 0 f(x | 0) = x > 0, (1+x)1+0 for parameter
5. [20 points] Let X1,..., Xn be a random sample from the distribution 0 f(x | 0) = x > 0, (1+x)1+0 for parameter 0 > 0. I (a) Write this distribution in exponential family form and find a complete statistic. (b) Does this distribution exhibit the monotone likelihood ratio property? If so, in what direction? (c) Apply the Karlin-Rubin Theorem to find the form of the rejection region for the hypotheses Ho: 000 vs H: 0>00. (d) Show that the distribution of Ti = log(1 + X) is Exp(0). - (e) Using (d), provide the threshold value to in terms of a x2 distibution for an appropriately chosen v.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started