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stats question 2. Suppose that X1,X2, , Xn are iid N01, 02). To test the null hypothesis H0: [,1 = MD, the ttest is often

stats question

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2. Suppose that X1,X2, , Xn are iid N01, 02). To test the null hypothesis H0: [,1 = MD, the ttest is often used: Under H0, t follows a t distribution with nl degrees of freedom. Show that the likelihood ratio test of this null hypothesis is equivalent to the ttest. [Hint show that the rejection region for the likelihood ratio test is the same as the rejection region as for ttest above.]

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