Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Let X1, ..., X, be i.i.d. Gamma(o, 8) distributed and a > 0 is known. The p.d.f. is f (E) = a-1 exp(-x/B), I >0.1.

image text in transcribedimage text in transcribed
Let X1, ..., X, be i.i.d. Gamma(o, 8) distributed and a > 0 is known. The p.d.f. is f (E) = a-1 exp(-x/B), I >0.1. Find the MLE of 8. (5 points) 2. Suppose we want to test Ho : 8 = Bo against H1 : 8 * Bo, for some known and fixed po >0. Develop a level a test for it, using the MLE as the test statistic. (15 points) 3. What is the power of your test at the point 81 # 8,? (5 points) You may use the fact that \\ X, ~ Gamma(no, B)

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

A First Course in Differential Equations with Modeling Applications

Authors: Dennis G. Zill

11th edition

1305965728, 978-1305965720

More Books

Students also viewed these Mathematics questions

Question

Competitors businesses and various non-proft organisations;

Answered: 1 week ago