Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Let X be a random variable having the exponential distribution Let X be a random variable having the exponential distribution With parameter A1 and let

Let X be a random variable having the exponential distribution

image text in transcribed
Let X be a random variable having the exponential distribution With parameter A1 and let Y be an independent random variable having the exponential distribution with parameter A2. Note that {X} and {Y} are independent samples each of size 1. 1. Derive the likelihood ratio statistic A for testing H0 : A1 = A2 versus H1 : A1 75 A2. 2. For the likelihood ratio test which rejects H0 for small values of A, deduce that the rejection region is of the form {X / Y > c} U {Y/X > c}. 3. What are the null distributions of X / Y and Y/ X ? 4. Explain how you would select the constant 0 given in part (ii) so that the likelihood ratio test has signicance level a

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

Discrete Mathematics

Authors: Gary Chartrand, Ping Zhang

1st Edition

1478616261, 9781478616269

More Books

Students also viewed these Mathematics questions

Question

why you want to attend graduate school in general;

Answered: 1 week ago