Question
Let Y1 < Y2 < < Yn be the order statistics of a random sample from a uniform distribution on (0, ), where > 0.
Let Y1 < Y2 < < Yn be the order statistics of a random sample from a uniform distribution on (0, ), where > 0.
(a)
Show that for testing H0 : =0 against H1 : =0 is =(Yn/0)n, Yn 0, and =0 if Yn >0.
(b)
When H0 is true, show that 2 log has an exact 2 (2) distribution, not 2(1). Note that the regularity conditions are not satisfied.
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Essentials of Business Analytics
Authors: Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson
2nd edition
1305627733, 978-1305861817, 1305861817, 978-0357688960, 978-1305627734
