Exercise5.13 Extend theresultsofExercise4.13fortestingtheequalityofvariancesfortwoinde- pendent normalsamplesto k samples. 1. DerivethecorrespondingGLR. 2. The exactdistributionoftheGLRunderthenullisdifficulttocomputefor k > 2. ApplyWilks theorem

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Exercise5.13 Extend theresultsofExercise4.13fortestingtheequalityofvariancesfortwoinde-

pendent normalsamplesto k samples.

1. DerivethecorrespondingGLR.

2. The exactdistributionoftheGLRunderthenullisdifficulttocomputefor k > 2. ApplyWilks’

theorem tofindanasymptoticGLRTatlevel α.

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