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Consider two pulsation variance. Start with the model X~N(,0), i = 1,..., X2j~ N(,02), j = 1,..., . We are interested in estimating of/o3

 

Consider two pulsation variance. Start with the model X~N(,0), i = 1,..., X2j~ N(,02), j = 1,..., . We are interested in estimating of/o3 and estimate it by s7/s2, where -(X,-X) = ny- and X =- - (X-X), s = im1 121 112 -X X = -- X 127 7-1 () (5%) In implementing Ho sampling distribution. j=1 j=1 (a) (5%) Explain why the normalized estimator is an F distribution. (n-1)37/07 (n-1) (12-1)82102 (n-1) ~ F(n-1).(2-1) (b) (5%) Derive a 100(1-a) % confidence interval for of lo 0} = 1 vs H: #1, write down the test statistic and its

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