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Please use complete sentences to solve this question. Thank you so much. 5. Suppose that Y1, . . . , Yn is a random sample
Please use complete sentences to solve this question. Thank you so much.
5. Suppose that Y1, . . . , Yn is a random sample from a population having common density function f(yl9) = 9 eXp(-9y) for y > 0 Where 9 > 0 is a paramater. As usual, let 7 denote the sample mean given by 1 n Y = H 2; Y1. 1,: It is known that the maximum likelihood estimator of 6 is MLE : 1 / 7. (a) Consider testing H0 : 9 : 60 against H A : 6 7E 90. Verify that the rejection region for the generalized likelihood ratio test of these hypotheses is of the form {V exp(90?) S C} for some suitable constant C. (b) Suppose, to be specic, that 60 = 1, and that a random sample of size n = 10 is collected. If the observed data yield 3 = 1.25, perform the generalized likelihood ratio test at the approximate signicance level 0: = 0.10Step by Step Solution
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