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Please do the entire question parts and please show your work. Let X1, ......., Xn be a random sample from an exponential distribution, X
Please do the entire question parts and please show your work. Let X1, ......., Xn be a random sample from an exponential distribution, X ~ EXP(0). a) Derive the generalized likelihood ratio (GLR) test of Ho: 0 = 00 against Ha: 000. Determine an approximate critical value for size a using the large-sample chi-square approximation. b) Derive the GLR test of Ho: 0 = 0o aginst Ha: 0 > 00.
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Probability And Statistical Inference
Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman
9th Edition
321923278, 978-0321923271
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